Current:
Advisory Editor: Econometrics (2021-), Journal of Time Series Econometrics (2008-); Open Economics (2016-); Journal of Risk and Financial Management (2018-).
Guest-Editor: Journal of Risk and Financial Management: Special Issue on “Time Series Econometrics” (2019 – ).
Associate Editor: Research in Economics (2016 – ).
Honorific Member of the Editorial Board: Economía Coyuntural (Bolivia) (2017-).
Member of the Editorial Board of: Economía (Peru) (2019 – ), Economia Aplicada (Brazil) (1997 – ), Revista de Econometria (1993 – ), Revista de Economia Applicada (Spain) (2020 – ).
Past:
Co-Editor: Econometrics Journal (U.K.) (2003-2013).
Guest-Editor: Journal of Time Series Analysis, Special Issue on the “Application of time series methods to climate change issues”, 2016-17; Econometrics: Special Issue on “Unit root and structural breaks”, 2016-17.
Associate Editor: Journal of Econometrics (1998-2006).
Member of the Editorial Board of: Annales d’Économie et de Statistique (France) (1992-2006), Canadian Journal of Economics (Canada)(1991-1994), Econometric Reviews (1991-2002), Econometric Theory (1992-1995), Econometrica (1993-2002), Econometrics (2018-2021), Economics Letters (1994-2003), Review of Economics and Statistics (1992-2002).
