Cabello Pérez, Miguel Ángel

Miguel Ángel is an Assistant Professor in the Department of Quantitative Methods at CUNEF Universidad, He is a PhD in Economics from the Universidad Carlos III de Madrid. His dissertation focused on a novel approach to identifying structural VARMA models that exploits the non-Gaussian behavior of structural shocks. He is an econometrician seeking to develop new estimation techniques for structural dynamic time-series models, that are commonly used in quantitative macroeconomics. He is currently participating in a research project that seeks to exploit the non-Gaussian behavior of economic shocks to identify more flexible models, such as non-causal and non-invertible models. Also, the project looks for exploiting the non-Gaussian behavior for identifying functional shocks.