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Víctor Sancibrián
@sancibrian_v
Assistant Prof. @Unibocconi | Ph.D. @CEMFInews | Econometrics | sancibrian-v.bsky.social
Santander - Milan
sancibrian-v.github.io
Joined May 2012
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    Víctor Sancibrián
    @sancibrian_v
    Feb 19, 2025
    📢 We just posted a MATLAB suite for panel local projections. It supports estimation and inference, including small-sample refinements, fixed-effects, controls, cumulative responses... Available at github.com/TinchoAlmuzara… together with replication files.
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    Víctor Sancibrián
    @sancibrian_v
    Mar 28, 2024
    💥On panel local projections with macro shocks💥 Our new WP w/ @martinalmuzara: ▫️ micro data and macro questions (e.g., firms and monetary policy) ▫️ heterogeneity and impulse responses ▪️ how to compute standard errors? ▪️ what is the role of cross-sectional variation? 🧵
    Micro responses to macro shocks We study estimation and inference in panel data regression models when the regressors of interest are macro shocks, which speaks to a large empirical literature that targets impulse responses via local projections. Our results hold under general dynamics and are uniformly valid over the degree of signal-to-noise of aggregate shocks. We show that the regression scores feature strong cross-sectional dependence and a known autocorrelation structure induced only by leads of the regressor. In general, including lags as controls and then clustering over the cross-section leads to simple, robust inference.
    GitHub - TinchoAlmuzara/PanelLocalProjections: This repository contains the files to implement...
    From github.com
    30K
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    Víctor Sancibrián
    @sancibrian_v
    Mar 12, 2025
    Very excited to share that I'll be joining @Unibocconi Econ as an AP later this year! I'm immensely grateful to Manuel Arellano, @ArkhangelskyD, Enrique Sentana, Mikkel Plagborg-Møller, and the @CEMFInews community for their support
    22K
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    Víctor Sancibrián
    @sancibrian_v
    Mar 28, 2024
    💥On panel local projections with macro shocks💥 Our new WP w/ @martinalmuzara: ▫️ micro data and macro questions (e.g., firms and monetary policy) ▫️ heterogeneity and impulse responses ▪️ how to compute standard errors? ▪️ what is the role of cross-sectional variation? 🧵
    Micro responses to macro shocks We study estimation and inference in panel data regression models when the regressors of interest are macro shocks, which speaks to a large empirical literature that targets impulse responses via local projections. Our results hold under general dynamics and are uniformly valid over the degree of signal-to-noise of aggregate shocks. We show that the regression scores feature strong cross-sectional dependence and a known autocorrelation structure induced only by leads of the regressor. In general, including lags as controls and then clustering over the cross-section leads to simple, robust inference.
    47K
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    Víctor Sancibrián
    @sancibrian_v
    Nov 25, 2021
    📢 Do you want to study economics at a graduate level? 📊📚 📢 How about spending 2+ years in Madrid? 🇪🇸 Come join us tomorrow for a virtual info session (w/ @manolo_arellano, @ArkhangelskyD, @monicambravo, @sophistecon, ...) 👇
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    CEMFI
    @CEMFInews
    Nov 22, 2021
    We will be holding an online meeting on Friday 26 at 3pm CET, for prospective applicants. We will talk about our graduate offerings, our institution and you will be able to ask any questions you may have. To register for the zoom meeting: bit.ly/3cita99
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    Víctor Sancibrián
    @sancibrian_v
    Jul 2, 2021
    This happened yesterday 🎉🎓🎉 Way to go, Class of 2021!
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    Víctor Sancibrián
    @sancibrian_v
    Jan 21, 2022
    👇🏻👇🏻
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    Universidad de Cantabria
    @unican
    Jan 21, 2022
    PREMIOS 🏅 | Hoy toca felicitar a Pablo Roldán y Víctor Sancibrián (@sancibrian_v) por sus logros en los #Premios Nacionales Fin de Carrera de @educaciongob correspondientes al curso 2016/2017. ¡Enhorabuena! 👏👏 web.unican.es/noticias/Pagin… #OrgulloUC #Economía #Ingeniería
    00:00
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    Víctor Sancibrián
    @sancibrian_v
    Jan 19, 2022
    Apparently, my 0 papers are having an impact!
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    Víctor Sancibrián
    @sancibrian_v
    Mar 23, 2020
    Las trabajadoras del Servicio de Ayuda a Domicilio (SAD) siguen cuidando a ancianos, personas con discapacidad y dependientes cada día. Uno de los colectivos con condiciones más precarias, olvidados en esta crisis: necesitan EPIs, mascarillas de protección, batas...
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    Víctor Sancibrián
    @sancibrian_v
    Jul 10, 2020
    First year done for the most resilient @CEMFInews generation! 👊✅
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    Víctor Sancibrián
    @sancibrian_v
    Oct 10, 2019
    Replying to @David_III_L
    Buen año para Lacalle (8 del mundo), que se consolida. Aparecen futuras promesas en el horizonte como Romer (92), Piketty (94), Athey (96) o Blanchard (98), que aún deberán demostrar por los platós de La Sexta Noche que son merecedores de tal posición.
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    Víctor Sancibrián
    @sancibrian_v
    Mar 23, 2020
    Replying to @sancibrian_v
    El SAD no teletrabaja. Hablamos de un colectivo con casos confirmados de contagio. Los pacientes asintomáticos también transmiten el virus. Las trabajadoras del SAD visitan varias casas distintas al día, con grupos de riesgo. ¿Os parece esto suficiente?
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    Víctor Sancibrián
    @sancibrian_v
    Mar 28, 2024
    Replying to @sancibrian_v
    ⚙️ Illustration in a simple example ▫️ X_t and all other shocks iid ▫️ no dynamics, no heterogeneity ⚙️ Allow for low signal-to-noise regimes ▫️ macro shocks might be difficult to see at the unit level; idiosyncratic noise κ might be pervasive ▫️ device: κ indexed to sample size
    739
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    Víctor Sancibrián
    @sancibrian_v
    Sep 11, 2022
    Vas con la camiseta del @realracingclub por cualquier ciudad y siempre cae algún «¡aúpa Racing!», hablas con aficionados al fútbol de otros países y todos lo conocen. Diez temporadas sin jugar en Primera.