7
H index
5
i10 index
182
Citations
Antoni Espasa : Citation Profile
Universidad Carlos III de Madrid | RESEARCH PRODUCTION: 18 Articles 67 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1977 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antoni Espasa. | Is cited by:
| Cites to:
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Main data
Where Antoni Espasa has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 6 |
| Investigaciones Economicas | 3 |
Recent works citing Antoni Espasa (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2022 | Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318. Full description at Econpapers || Download paper |
| 2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper |
| 2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper |
| 2020 | Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia. (2020). Romero, Jose ; Grajales-Olarte, Anderson ; Martinez-Cortes, Nicolas ; Caicedo-Garcia, Edgar ; Hernandez-Ortega, Ramon ; Gonzalez-Molano, Eliana R. In: Borradores de Economia. RePEc:bdr:borrec:1122. Full description at Econpapers || Download paper |
| 2021 | Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:1:p:460-491. Full description at Econpapers || Download paper |
| 2021 | Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662. Full description at Econpapers || Download paper |
| 2020 | Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501. Full description at Econpapers || Download paper |
| 2021 | Residual electricity demand: An empirical investigation. (2021). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan ; Catherine, Linh Phuong. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846. Full description at Econpapers || Download paper |
| 2020 | Daylight effect on the electricity demand in Spain and assessment of Daylight Saving Time policies. (2020). Lopez, Miguel. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s0301421520301725. Full description at Econpapers || Download paper |
| 2020 | Novel deep supervised ML models with feature selection approach for large-scale utilities and buildings short and medium-term load requirement forecasts. (2020). Zhang, Hongcai ; Ahmad, Tanveer. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220315851. Full description at Econpapers || Download paper |
| 2021 | One-day-ahead electricity demand forecasting in holidays using discrete-interval moving seasonalities. (2021). Troncoso, Alicia ; Garcia-Diaz, Carlos J ; Trull, Oscar. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012147. Full description at Econpapers || Download paper |
| 2020 | Daily retail demand forecasting using machine learning with emphasis on calendric special days. (2020). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1420-1438. Full description at Econpapers || Download paper |
| 2021 | Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398. Full description at Econpapers || Download paper |
| 2020 | Short-Term Load Forecasting for Spanish Insular Electric Systems. (2020). Juan, Jesus ; Caro, Eduardo . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3645-:d:384861. Full description at Econpapers || Download paper |
| 2020 | Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case. (2020). Lisi, Francesco ; Bernardi, Mauro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6191-:d:450862. Full description at Econpapers || Download paper |
| 2020 | Use of Available Daylight to Improve Short-Term Load Forecasting Accuracy. (2020). Senabre, Carolina ; Sans, Carlos ; Valero, Sergio ; Lopez, Miguel. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:95-:d:468767. Full description at Econpapers || Download paper |
| 2021 | A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System. (2021). Gonzalez-Longatt, Francisco ; Ghimire, Bishal ; Shrestha, Ashish. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3299-:d:568983. Full description at Econpapers || Download paper |
| 2021 | Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies. (2021). Bonga-Bonga, Lumengo ; Muteba, John Weirstrass ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:106248. Full description at Econpapers || Download paper |
| 2022 | Quarterly GDP Estimates for the German States. (2022). Lehmann, Robert ; Wikman, Ida. In: MPRA Paper. RePEc:pra:mprapa:112642. Full description at Econpapers || Download paper |
| 2020 | Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6. Full description at Econpapers || Download paper |
| 2022 | A proposal for measuring and comparing seasonal variations in hourly economic time series. (2022). Hernandez-Martin, Jonay ; Martin-Rodriguez, Gloria ; Caceres-Hernandez, Jose Juan. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02079-3. Full description at Econpapers || Download paper |
| 2020 | Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. (2020). Poon, Aubrey ; Mitchell, James ; Koop, Gary ; McIntyre, Stuart. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:2:p:176-197. Full description at Econpapers || Download paper |
Works by Antoni Espasa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento In: Working Papers. [Citation analysis] | paper | 0 |
| 1992 | Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento.(1992) In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 11 |
| 2001 | On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2001 | On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach..(2001) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1991 | Perspectiva historica de los modelos Arima y su utilidad en el análisis economico In: DE - Documentos de Trabajo. Economía. DE. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Perspectiva historica de los modelos ARIMA y su utilidad en el analisis economico.(1991) In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1991 | Un nuevo indicador semanal y mensual de actividad basado en el consumo de energía eléctrica In: DE - Documentos de Trabajo. Economía. DE. [Full Text][Citation analysis] | paper | 0 |
| 1991 | El análisis de la coyuntura industrial en la coyuntura industrial en la comunidad autonóma del País Vasco mediante el uso de modelos univarientes In: DE - Documentos de Trabajo. Economía. DE. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Análisis coyuntural de los precios al consumo en las comunidades autonomas españolas: aplicación a Castilla-León In: DE - Documentos de Trabajo. Economía. DE. [Full Text][Citation analysis] | paper | 0 |
| 1992 | El análisis de la coyuntura económica: un ejercicio basado en modelos In: DE - Documentos de Trabajo. Economía. DE. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Consideraciones sobre el empleo In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | El empresario y el directivo ante los datos sobre inflacción. Diagnóstico sobre la situación actual In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Evaluación de la desaceleración del IPC en 1994 In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Consideraciones sobre los fundamentos y desarrollo de la econometría In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Consideraciones sobre la función de inversión en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Aproximaciones a la Econometría In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Fundamentos, información estadística y procedimientos en el análisis de la coyuntura macroeconómica In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | El cálculo del crecimiento de variables económicas a partir de modelos cuantitativos In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Una propuesta de análisis desagregado de la inflación a través de indicadores adelantados: diagnóstico sobre la situación actual española y consideraciones sobre objetivos de inflación In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Convergencia con Europa en la tasa de inflación: importancia, perspectivas y medidas económicas necesarias In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Empleo, crecimiento y política económica In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Modelización automática de series diarias de actividad económica In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Inflación y política económica In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Inflación, política económica, tipos de interés y expectativas In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Caracterización de la tendencia y componente cíclico del PIB español a través de modelos no lineales In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Perspectivas inflacionistas para 1997-1999 en la economía española In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Caracterización del PIB español a partir de modelos univariantes no lineales In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Perspectivas de la economía española para 1998-1999: estabilidad en el crecimiento a niveles superiores a la media europea y con una tasa de paro muy elevada In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | La demanda de importaciones españolas. Un enfoque VECM desagregado In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Tendencia y ciclos en la economía española: modelos, estimaciones y perspectivas para 1998-1999 In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Análisis cuantitativo de los precios de la vivienda: principales resultados e implicaciones sobre el funcionamiento del mercado de la vivienda en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Consideraciones econométricas para el análisis de la coyuntura económica. In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Consideraciones sobre la predicción económica: metodología desarrollada en el boletín de inflación y análisis macroeconómico In: DES - Documentos de Trabajo. Estadística y Econometría. DS. [Full Text][Citation analysis] | paper | 0 |
| 1991 | ARIMA models, the steady state of economic variables and their estimation In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Forecasting daily demand for electricity with multiple-input nonlinear transfer function models: a case study In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 1991 | Model based measures of contemporaneous economic growth In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Underlying inflation in the spanish economy: estimation and methodology In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 1992 | An econometric analysis of tourism in Spain: implications for the sectoral study of exports and some economic policy considerations In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Threshold modelling of nonlinear dynamic relationships: an application to a daily series of economic activiity In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Forecasting monetary union inflation: a disaggregated approach by countries and by sectors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 1995 | The Spanish economy in 1995: a higher growth rate based on domestic demand In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Report on the Spanish economy In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Domestic and foreign demands in the Spanish economy for 1994 In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Perspectives of the Spanish economy at the beginning of 1994 In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | The outlook of the Spanish economy in the first quarter of 1993 In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2017 | 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Automatic modelling of daily series of economic activity In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Modelling daily series of economic activity In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Using high-frequency data and time series models to improve yield management In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | A nonlinear model for the investment function in Spain In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Modelling nonlinearities in GDP. Some diferences between us and spanish data In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 40 |
| 2002 | Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors.(2002) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
| 2002 | Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Macroeconomic forecasts for the euro-zone and some policy implications. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Econometric modelling for short-term inflation forecasting in the EMU. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Forecasting inflation in the euro area using monthly time series models and quarterly econometric models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2007 | The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Forecasting from one day to one week ahead for the Spanish system operator In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Forecasting aggregates and disaggregates with common features In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 14 |
| 2013 | Forecasting aggregates and disaggregates with common features.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2011 | Combining benchmarking and chain-linking for short-term regional forecasting In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The pairwise approach to model a large set of disaggregates with common trends In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Forecasting a large set of disaggregates with common trends and outliers In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Discovering common trends in a large set of disaggregates: statistical procedures and their properties In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2003 | LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2010 | Conditionally heteroscedastic unobserved component models and their reduced form In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | Comments on The Marshallian macroeconomic model: A progress report by Arnold Zellner and Guillermo Israilevich In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2008 | Energy forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2008 | Forecasting the electricity load from one day to one week ahead for the Spanish system operator In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 47 |
| 2011 | Prediction intervals in conditionally heteroscedastic time series with stochastic components In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2011 | Prediction intervals in conditionally heteroscedastic time series with stochastic components.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2010 | Forecasting Inflation and Relative Prices in the European Regions: A Case Study In: Regional and Urban Modeling. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1990 | Los modelos Arima, el estado de equilibrio en variables económicas y su estimación In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
| 1992 | Univariate methods for the analysis of the industrial sector in Spain In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 4 |
| 1996 | Modelling and forecastng daily series of electricity demand In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 8 |
| 1977 | The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables. In: International Economic Review. [Full Text][Citation analysis] | article | 12 |
| 2007 | Econometric modelling for short-term inflation forecasting in the euro area In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2016 | Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Seminonparametric models for financial durations In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2015 | Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 3 |
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