Rocio Álvarez Aranda

Dr. Rocio Álvarez Aranda is an Assistant Professor in the Department of Applied Economics at the University of the Balearic Islands' College of Economics and Business. With a PhD in Economics (University of Alicante, 2012) and a BSc in Mathematics (University of Malaga, 2004), she has extensive teaching experience across multiple institutions including Universidad Autónoma de Barcelona, Universidad de Santiago de Chile, and Universidad Adolfo Ibáñez.

• PhD in Economics, University of Alicante (2012)
• BSc in Mathematics, University of Malaga (2004)

Her research focuses on econometric analysis of time series, unobservable factor modeling, and forecasting methodologies. She has published in top-tier journals like International Journal of Forecasting, Journal of Business & Economic Statistics, and Economics and Human Biology, with methodological work on Markov-switching models and empirical studies examining seismic activity impacts on fetal development.

Recent publications reveal trends in dynamic factor models, Markov-switching autoregressive frameworks, and interdisciplinary applications of econometrics to public health and macroeconomic forecasting. She contributes to the Econometría y Ciencia de Datos (ECD) research group while maintaining expertise in MATLAB, Stata, Eviews, and LaTeX.

• Fondecyt Iniciación Fellowship (2018-2021)
• CIP16013 Research Fellowship (2016-2018)
• FPI Scholarship (2008-2012)
• Doctoral Fellowship (2006-2008)

She supervises final degree projects across economics, tourism, and business programs while teaching courses like Introduction to Econometrics and Massive Data Econometrics. Her academic collaborations span institutions in Spain, Chile, and the UK.