Christian Brownlees

UPF and Barcelona GSE

Christian Brownlees is Assistant Professor in the Department of Economics and Business at Universitat Pompeu Fabra and Barcelona GSE Associate Research Professor. He obtained his PhD in Statistics in 2007 from the University of Florence and was a Post-Doc Research Fellow at NYU Stern until 2011. Christian’s research focuses on time-series analysis for financial and macro applications. His research has been published among others in the Journal of Econometrics, Annals of Statistics and the Review of Financial Studies.

Barcelona GSE Working Papers

Christian Brownlees and Geert Mesters

Detecting Granular Time Series in Large Panels

Matteo Barigozzi and Christian Brownlees

Nets: Network Estimation for Time Series

Publications