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Christian BrownleesChristian Brownlees
LUISS Guido Carli and UPF - on leave
PhD, University of Florence
Research interests
- Time Series
- Forecasting
- Network Analysis
- Statistical Computing
- Empirical Finance
Read more 
Teaching at the Barcelona School of Economics
- Data Science Methodology Program
- Data Science Methodology Program
- International Trade, Finance, and Development Program
- International Trade, Finance, and Development Program
- Financial Economics Program
- Financial Economics Program
- Data Science for Decision Making Program
- Data Science for Decision Making Program
- Macroeconomic Forecasting: Machine Learning vs Time Series Methods
- Macroeconomic Forecasting: Machine Learning vs Time Series Methods
Christian Brownlees is an Associate Professor in the Department of Economics and Finance at LUISS Guido Carli, and an Associate Professor (currently on leave) in the Department of Economics and Business at Universitat Pompeu Fabra. He received a B.S. in Economics and Quantitative Methods in 2003 and a Ph.D. in Statistics in 2007 from the University of Florence (Università di Firenze). From 2007 to 2011, he was a Postdoctoral Research Fellow at the NYU Stern School of Business. From 2011 to 2017, he served as an Assistant Professor in the Department of Economics and Business at Universitat Pompeu Fabra, and has held a tenured position there since 2017.
His research has been published in leading academic journals, including The Review of Financial Studies, The Annals of Statistics, and the Journal of Econometrics.
Awards, Grants, and Honors
- BSE Associate Research Professor appointment (2017-2022)
Working Papers
See all
Working Paper
Christian Brownlees,Anna Dreber,Javier Gil-Bazo,Felix Holzmeister, andJuergen Huber...
BSE Working Paper 1303
December 2021
Working Paper
Christian BrownleesandGeert Mesters
BSE Working Paper 991
September 2017
Working Paper
Matteo BarigozziandChristian Brownlees
BSE Working Paper 723
September 2015
Publications
See allPublication
Christian BrownleesandJordi Llorens-Terrazas
Journal of Econometrics
September 2024
Publication
Nonstandard Errors
Open Access
Christian Brownlees, Javier Gil-Bazo, and others
The Journal of Finance
June 2024
Publication
Christian BrownleesandGuðmundur Stefán Guðmundsson
Econometric Theory
December 2023
Publication
Projected Dynamic Conditional Correlations
Open AccessChristian BrownleesandJordi Llorens-Terrazas
International Journal of Forecasting
January 2023
Publication
Kizkitza Biguri, Christian Brownlees, and Filippo Ippolito
Journal of Corporate Finance
January 2022
Publication
Christian BrownleesandGuðmundur Stefán Guðmundsson
Journal of Econometrics
July 2021
Publication
Christian BrownleesandAndré B.M. Souza
Journal of Monetary Economics
January 2021
Publication
Christian Brownlees, Guðmundur Stefán Guðmundsson, and Gábor Lugosi
Journal of Business & Economic Statistics
August 2020
Publication
Christian BrownleesandGeert Mesters
Journal of Econometrics
June 2020
Publication
Christian Brownlees, Christina Hans, and Eulàlia Nualart
Journal of Monetary Economics
May 2020
Publication
Christian Brownlees, Eulàlia Nualart, and Yucheng Sun
Econometric Reviews
March 2020
Publication
Christian Brownlees, Ben Chabot, Eric Ghysels, and Christopher Kurz
Journal of Banking & Finance
February 2020
Publication
Régis BarnichonandChristian Brownlees
Review of Economics and Statistics
July 2019
Publication
Matteo BarigozziandChristian Brownlees
Journal of Applied Econometrics
January 2019
Publication
Matteo Barigozzi, Christian Brownlees, and Gábor Lugosi
Electronic Journal of Statistics
October 2018
Publication
Christian Brownlees, Eulàlia Nualart, and Yucheng Sun
Journal of Applied Econometrics
September 2018
Publication
Christian BrownleesandRobert F. Engle
Review of Financial Studies
March 2017
Publication
Puriya Abbassi, Christian Brownlees, Christina Hans, and Natalia Podlich
Journal of Financial Stability
February 2017
Publication
Matteo Barigozzi, Christian Brownlees, Giampiero M. Gallo, and David Veredas
Journal of Econometrics
December 2015
Publication
Christian Brownlees, Fabrizio Cipollini, and Giampiero M. Gallo
Journal of Financial Econometrics
December 2015
Publication
Christian BrownleesandGiampiero M. Gallo
International Journal of Forecasting
December 2015
Publication
Christian BrownleesandMarina Vannucci
Studies in Nonlinear Dynamics and Econometrics
January 2013
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