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Areas of scientific specialization
Econometrics
Positions held in scientific societies
Member of the Econometric Society. Member of the International Association for Energy Economics.
Positions held on scientific committees of other entities
Member of the Scientific Council of the GADEA Science Foundation, 2022-2026. Member of the Expert Panel of the Spanish Research Agency, 2014-present.
Journal editorial committees
Associate Editor of Applied Economics (2011 - present) and of Applied Economics Letters (2011 – present).
Recognitions obtained
Extraordinary Bachelor's Degree Award, UDC, 1997. Jonathan Young Award, University of Exeter, 1999.

Emma Iglesias Vázquez

Governing Board / Permanent Researchers
Academic and professional trajectory

Professor in the Department of Economics at the Universidade da Coruña (UDC). PhD in Economics (2002, Cardiff University. Fellow of the Caixa Galicia Foundation and the Economic and Social Research Council -ESRC-). MSc in Economics and Econometrics (1999, University of Exeter. Caixa Galicia Foundation grant holder). Degree in Economics (1997, UDC). She has worked full time for 12 years in the Economics Departments of the University of Exeter, Cardiff University, University of Alicante, Michigan State University and University of Essex, as Teaching Assistant, ESRC-Post-doctoral Research Fellow, Assistant Professor and Reader in Economics. She has carried out research stays at the London School of Economics, University of Montreal and CREATES (Center for Research in Econometric Analysis of Time Series) at Aarhus University. Guest lecturer in doctoral and master’s degree courses at the Universidad Carlos III. She has presented papers at numerous conferences (such as those of the Econometric Society), and at invited seminars at Harvard/MIT and the Federal Reserve Bank of St. Louis. Coordinator of the C+D research group at UDC (2015-present). Coordinator of the PhD Programme in Economic Analysis and Business Strategy (2014-present). Director of the Department of Economics at UDC (2017-present).

Research topics and main scientific contributions

Theoretical and applied econometrics. Relevant theoretical contributions in the fields of financial and spatial econometrics; non-parametric and semi-parametric econometrics; panel data and time series. Relevant applications in energy and financial economics.

Most relevant directed projects

Principal investigator of national competitive projects of the Ministry: ECO201231459 (2013-2015), ECO2015-63845_P (2016-2018), PGC2018-101327-B-100 (2019-2022) and PID2022-137923NB-I00 (2023-2026). Principal investigator of regional competitive projects of the Xunta de Galicia: GPC2013/072 (2013-2015), ED431C2016/007 (2016-2019) and ED431C2020/26 (2020-2023).

Reference to main publications

1. IGLESIAS, E. M. and G.D.A. PHILLIPS (2005), Bivariate ARCH Models: Finite Sample Properties of QML Estimators and an Application to an LM-Type Test, Econometric Theory 21, 6, 1058-1086. 2. IGLESIAS, E. M. and O. B. LINTON (2007), Higher-order Asymptotic Theory when a Parameter is on a Boundary with an Application to GARCH Models, Econometric Theory 23, 6, 1136-1161. 3. CORRADI, V. and E. M. IGLESIAS (2008), Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters, Journal of Econometrics 144, 500-510. 4. CHRISTENSEN, B.J., DAHL, C. M. and E. M. IGLESIAS (2012), Semiparametric inference in a GARCH-in-mean model, Journal of Econometrics 167, 2, 458-472.  5. IGLESIAS, E. M. and G.D.A. PHILLIPS (2012), Improved Instrumental Variable Estimation of Simultaneous Equations under Conditionally Heteroskedastic Disturbances, Journal of Applied Econometrics 27, 474-499. 6. IGLESIAS, E. M. and G.D.A. PHILLIPS (2012), Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments, Journal of Business and Economic Statistics 30, 4, 505-520. 7. WANG, H. E. M. IGLESIAS and J. M. WOOLDRIDGE (2013), Partial Maximum Likelihood Estimation of Spatial Probit Models, Journal of Econometrics 172, 1, 77-89. 8. TOVAR, M. A. and E. M. IGLESIAS (2013), Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital, Energy Journal 34, 4, 129-150. 9. IGLESIAS, E.M. (2015), Value at Risk of firms in the main European Union stock market indexes from 2000 until nowadays: a detailed analysis by economic sectors and geographical situation, Economic Modelling 50, 1-8. 10. DAHL, C. M. and E. M. IGLESIAS (2022), The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models. Journal of Financial Econometrics 20, 1, 139-159. 11. IGLESIAS, E. M. (2022), The Influence of Extreme Events such as Brexit and COVID 19 on Global Equity Markets, Journal of Policy Modeling 44, 2, 418-430. 12. ERIAS, A. F. and E. M. IGLESIAS (2022), Price and income elasticity of natural gas demand in Europe and the effects of lockdowns due to Covid-19, Energy Strategy Reviews 44, article 100945. 13. CASAL, B., E. M. IGLESIAS, B. RIVERA, L. CURRAIS and C.C. STORTI (2023), Identifying the impact of the business cycle on drug-related harms in European countries, International Journal of Drug Policy 122, article 104240

Transfer activities

Expert contracts with the European Commission from 2016 to the present day: CT-EX2013D152024-101, CT-EX2013D152024-102, CT-EX2013D152024-103, CT-EX2013D152024-104, CT-EX2013D152024-105, CT-EX2013D152024-106, CT-EX2013D152024-107, CT-EX2013D152024-108 and CT-EX2013D152024-109. Expert of the ESRC and the Danish Council for Independent Research|Social Sciences.  External examiner of the BSc in Economics at Cardiff Business School during the academic years 2022-2023 until 2025-2026 inclusive.

Other merits of interest

Director of 9 doctoral theses. Research six-year periods: 3 (2000-2017). Transfer sexenios: Pending resolution. Five-year teaching awards from the ‘Docentia’ programme: 2.