Ignacio Lobato

Division of Social Sciences and Law
Department of Economics

Ignacio Lobato

Full time professor
Sabbatical leave
National Researcher (Level III)

Ignacio conducts research on theoretical econometrics, data management, machine learning, financial econometrics, time series, applied econometrics, forecasting, nonparametric procedures, and nonlinear methods. His recent econometric research has focused on inference in models defined by conditional moment restrictions, as well as time series methods for non-causal and non-invertible linear models.

Ignacio supervises research on theoretical econometrics, applications of  machine learning (such as forecasting diabetes or economic forecasting using payment system), macroeconometrics (such as VAR and ECM models) and financial econometrics.

Academic Studies

BA in Economics, Universidad Autónoma de Madrid, Spain
MA in Econometrics, London School of Economics and Political Science, University of London, UK
MA in Economics, Centro de Estudios Monetarios y Financieros de España, Spain
PhD in Economics, London School of Economics and Political Science, University of London, UK

Contact

5628 4191

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