Christian Brownlees


Christian Brownlees is Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra and BSE Affiliated 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.

Awards, Grants, and Honors
  • BSE Associate Research Professor appointment (2017-2022)

Working Papers


Open Access       Jordi Llorens-Terrazas and Christian Brownlees

Projected Dynamic Conditional Correlations

International Journal of Forecasting, Vol.39, No 4, 1761-1776, October 2023,
Open Access