Miguel Jerez : Citation Profile


Are you Miguel Jerez?

Universidad Complutense de Madrid

4

H index

1

i10 index

52

Citations

RESEARCH PRODUCTION:

16

Articles

16

Papers

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 1
   Journals where Miguel Jerez has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 15 (22.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pje52
   Updated: 2021-04-17    RAS profile: 2021-03-13    
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Relations with other researchers


Works with:

Barge-Gil, Andrés (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Miguel Jerez.

Is cited by:

Delle Monache, Davide (9)

Petrella, Ivan (9)

Garcia-Hiernaux, Alfredo (7)

Santiago-Caballero, Carlos (3)

Sigmund, Michael (3)

McAleer, Michael (3)

Puch, Luis (2)

Stein, Ingrid (2)

Guerrero, David (2)

Vavra, David (2)

Bujosa, Marcos (2)

Cites to:

Kilian, Lutz (10)

Granger, Clive (6)

Poskitt, Donald (6)

Forbes, Kristin (5)

Johansen, Soren (5)

De Gregorio, Jose (5)

Edwards, Sebastian (4)

Lütkepohl, Helmut (4)

Engle, Robert (4)

Schindler, Martin (4)

Suriñach, Jordi (3)

Main data


Where Miguel Jerez has published?


Journals with more than one article published# docs
Computational Statistics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico9
Documentos de trabajo de la Facultad de Ciencias Econmicas y Empresariales / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales4
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2

Recent works citing Miguel Jerez (2021 and 2020)


YearTitle of citing document

Works by Miguel Jerez:


YearTitleTypeCited
2002An Exact Multivariate Model-Based Structural Decomposition In: Journal of the American Statistical Association.
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article16
2006A proposal to obtain a long quarterly chilean gdp series In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2006A Proposal to Obtain a Long Quarterly Chilean GDP Series.(2006) In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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This paper has another version. Agregated cites: 0
article
2007Estimating the system order by subspace methods In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
2012Estimating the system order by subspace methods.(2012) In: Computational Statistics.
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This paper has another version. Agregated cites: 1
article
2000Índices de precios de la zona noroccidental de Castilla y León, 1518–1650 In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History.
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article4
1999A fast and stable method to compute the likelihood of time invariant state-space models In: Economics Letters.
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article5
2016The deflationary effect of oil prices in the euro area In: Energy Economics.
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article3
2000Exact smoothing for stationary and non-stationary time series In: International Journal of Forecasting.
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article4
2005Growth, cycles, and convergence in US regional time series: A personal point of view In: International Journal of Forecasting.
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article0
2012From general state-space to VARMAX models In: Mathematics and Computers in Simulation (MATCOM).
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article3
2010From general State-Space to VARMAX models.(2010) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 3
paper
2019Effectiveness of capital account regulation: Lessons from Brazil and Peru In: International Review of Economics & Finance.
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article0
1992Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España In: Investigaciones Economicas.
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article0
1991Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España.(1991) In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
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This paper has another version. Agregated cites: 0
paper
2009Modelling and forecasting time series sampled at different frequencies In: Journal of Forecasting.
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article8
2006Modelling an forecasting time series sampled at different frequencies.(2006) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 8
paper
2017Oil price pass-through into inflation in Spain at national and regional level In: MPRA Paper.
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paper0
2020Oil price pass-through into inflation in Spain at national and regional level.(2020) In: SERIEs: Journal of the Spanish Economic Association.
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This paper has another version. Agregated cites: 0
article
2001El mercado de trigo en Castilla y León, 1691-1788: arbitraje espacial e intervención In: Historia Agraria. Revista de Agricultura e Historia Rural.
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article4
2009Likelihood stabilization for ill-conditioned vector GARCH models In: Computational Statistics.
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article0
2012Warfare, Economic Performance And The Struggle For World Hegemony In The Early Modern Period: Guns Versus Butter In Eighteenth-Century Britain And Spain In: Defence and Peace Economics.
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article1
1988Un análisis cuantitativo del sector de producción y transporte de energía eléctrica In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
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paper0
1990Dynamic optimization with asymetrical penalties In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
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paper0
1990Shift assignment by integer programming techniques In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
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paper0
2005Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios In: Documentos de Trabajo del ICAE.
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paper0
2005Fast estimation methods for time series models in state-space form In: Documentos de Trabajo del ICAE.
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paper3
2005Unit Roots and Cointegrating Matrix Estimation using Subspace Methods In: Documentos de Trabajo del ICAE.
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paper0
2006Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising In: Documentos de Trabajo del ICAE.
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paper0
2012Minimally Conditioned Likelihood for a Nonstationary State Space Model In: Documentos de Trabajo del ICAE.
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paper0
2020The impact of oil prices on products groups inflation: is the effect asymmetric? In: Documentos de Trabajo del ICAE.
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paper0
2020The impact of oil prices on products groups inflation: is the effect asymmetric?.(2020) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper

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