Pilar Poncela : Citation Profile


Are you Pilar Poncela?

Universidad Autónoma de Madrid

10

H index

10

i10 index

333

Citations

RESEARCH PRODUCTION:

37

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 13
   Journals where Pilar Poncela has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 23 (6.46 %)

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   Permalink: http://citec.repec.org/ppo612
   Updated: 2022-06-25    RAS profile: 2022-03-22    
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Relations with other researchers


Works with:

Ruiz, Esther (5)

Corona, Francisco (4)

Sierra, Lya (2)

Pericoli, Filippo Maria (2)

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

Is cited by:

Leiva-Leon, Danilo (11)

Sierra, Lya (10)

Reif, Magnus (9)

Carstensen, Kai (9)

Wolters, Maik (9)

Camacho, Maximo (8)

Martinez-Martin, Jaime (8)

Corona, Francisco (7)

Guérin, Pierre (6)

Ferrara, Laurent (6)

Bürgi, Constantin (6)

Cites to:

Reichlin, Lucrezia (94)

Giannone, Domenico (68)

Watson, Mark (44)

Forni, Mario (42)

Lippi, Marco (39)

Bai, Jushan (37)

Ng, Serena (35)

Hallin, Marc (32)

Perez Quiros, Gabriel (27)

Diebold, Francis (21)

Camacho, Maximo (21)

Main data


Where Pilar Poncela has published?


Journals with more than one article published# docs
International Journal of Forecasting9
Empirical Economics3
Journal of Applied Econometrics2
Statistics & Probability Letters2
Revista CEPAL2
Applied Economics2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística14
Working Papers / Banco de Espaa4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Pilar Poncela (2022 and 2021)


YearTitle of citing document
2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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2020Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

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2021Transfer Learning for Business Cycle Identification. (2021). , Rafael ; Rafael, ; Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:545.

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2020Real-time weakness of the global economy: a first assessment of the coronavirus crisis. (2020). Perez Quiros, Gabriel ; Leiva-Leon, Danilo ; Rots, Eyno ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:2015.

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2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2022Risk Sharing in the EMU: A Time?Varying Perspective. (2022). Napolitano, Oreste ; Foresti, Pasquale. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:319-336.

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2021Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021Contracting Out Public Transit Services: An Incentive Performance-Based Approach. (2021). Pinto, João ; Matos, Pedro Verga ; Dos, Mario Coutinho. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:022021.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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2020Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis. (2020). Quiros, Gabriel Perez ; Perezquiros, Gabriel . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0072:.

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2020Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2020A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:35-52.

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2021A review of public transport economics. (2021). Tirachini, Alejandro ; Horcher, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:25:y:2021:i:c:s2212012221000010.

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2021Forecasting volatility using double shrinkage methods. (2021). Cheng, Mingmian ; Yang, Xiye ; Swanson, Norman R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:46-61.

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2022Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

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2021New evidence on international risk-sharing in the Economic Community of West African States (ECOWAS). (2021). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:121-139.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2020Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

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2021Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236.

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2021Monitoring recessions: A Bayesian sequential quickest detection method. (2021). Sheng, Xuguang ; Li, Haixi ; Yang, Jingyun. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:500-510.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2021Nowcasting 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.

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2021Spurious relationships in high-dimensional systems with strong or mild persistence. (2021). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497.

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2021Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534.

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2021Regime-specific impact of financial reforms on economic growth in Pakistan. (2021). Charfeddine, Lanouar ; Khan, Muhammad Arshad ; Rahman, Abdul. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:161-182.

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2021Revisiting the Dutch disease thesis from the perspective of value-added trade. (2021). Lin, Jin-Xu ; Chang, Kuei-Feng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001173.

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2021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100249x.

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2021Spatial dependence and spillover effects in customized bus demand: Empirical evidence using spatial dynamic panel models. (2021). Yamamoto, Toshiyuki ; Wang, Jiangbo ; Liu, Kai. In: Transport Policy. RePEc:eee:trapol:v:105:y:2021:i:c:p:166-180.

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2020Error-correction factor models for high-dimensional cointegrated time series. (2020). Zhang, Rongmao ; Yao, Qiwei ; Tu, Yundong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106994.

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2022Risk sharing in the EMU: a time-varying perspective. (2021). Foresti, Pasquale ; Napolitano, Oreste. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111483.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2021.1p.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna ; Kotyza, Pavel. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2021The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121.

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2020Short-Term Direct Probability Prediction Model of Wind Power Based on Improved Natural Gradient Boosting. (2020). Wu, Binyuan ; Wang, Yue ; Li, Yonggang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4629-:d:409547.

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2021.

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2021Estimating the Price Elasticity of Train Travel Demand and Its Variation Rules and Application in Energy Used and CO 2 Emissions. (2021). Yang, Xiaobao ; Zhang, Ning ; Ran, Bin ; Zeng, Youzhi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:475-:d:475877.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008.

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2021On the classification of financial data with domain agnostic features. (2021). Caiado, Jorge ; Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp01852021.

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2021Exchange rates and the global transmission of equity market shocks. (2021). Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Working Papers. RePEc:jrs:wpaper:202105.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2021Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

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2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis. (2020). Rots, Eyno ; Leiva-Leon, Danilo ; Perez-Quiros, Gabriel. In: MNB Working Papers. RePEc:mnb:wpaper:2020/4.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:29003.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202151.

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2021The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach. (2021). Mishra, Aswini Kumar ; Kakade, Kshitij Abhay. In: Applied Econometrics. RePEc:ris:apltrx:0425.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Using local learning with fuzzy transform: application to short term forecasting problems. (2020). Gao, Jinwu ; Vaccaro, Alfredo ; Tomasiello, Stefania ; Loia, Vincenzo. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:19:y:2020:i:1:d:10.1007_s10700-019-09311-x.

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2021On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

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2021Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). , Thomasmayer ; Mayer, Thomas ; Gehringer, Agnieszka. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00054-6.

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2022Commodity price pass-through along the pricing chain. (2022). Morales-Zumaquero, Amalia ; Jimenez-Rodriguez, Rebeca. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:1:d:10.1007_s10290-021-00425-2.

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2021Land artificialization, economic growth, and road insecurity: Theoretical improvements and empirical validation for the case of Algeria. (2021). Riadh, Harizi. In: Technium Social Sciences Journal. RePEc:tec:journl:v:18:y:2021:i:1:p:241-255.

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2020Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model. (2020). van Dijk, Dick ; van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200057.

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2021Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:627.

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2022Contagious switching. (2022). Owyang, Michael ; Soques, Daniel ; Piger, Jeremy. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:415-432.

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2020Evaluating early warning and coincident indicators of business cycles using smooth trends. (2020). Bujosa, Marcos ; Arroyo, Antonio Martin ; Martinarroyo, Antonio ; de Juan, Aranzazu ; GarciaFerrer, Antonio . In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:1:p:1-17.

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2021Evaluating the OECD’s main economic indicators at anticipating recessions. (2021). Camacho, Maximo ; Palmieri, Gonzalo. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:80-93.

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2022The global latent factor and international index futures returns predictability. (2022). Lien, Donald ; Lee, Hsiuchuan ; Chang, Shulien. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:514-538.

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2020Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020.

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Works by Pilar Poncela:


YearTitleTypeCited
2021Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis In: Papers.
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paper0
2010Green shoots in the euro area. A real time measure In: Working Papers.
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paper8
2012Extracting non-linear signals from several economic indicators In: Working Papers.
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paper31
2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 31
paper
2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 31
article
2012Markov-switching dynamic factor models in real time In: Working Papers.
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paper41
2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 41
paper
2018Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting.
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article
2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
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paper24
2013Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms.(2013) In: Foundations and Trends(R) in Econometrics.
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This paper has another version. Agregated cites: 24
article
1998Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example. In: Journal of Business & Economic Statistics.
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article0
1997Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has another version. Agregated cites: 0
paper
2012Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers.
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paper21
2014Green shoots and double dips in the euro area: A real time measure.(2014) In: International Journal of Forecasting.
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1996Pooling information and forecasting with dynamic factor analysis In: DES - Working Papers. Statistics and Econometrics. WS.
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2017Estimating non-stationary common factors : Implications for risk sharing In: DES - Working Papers. Statistics and Econometrics. WS.
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paper7
2020Estimating Non-stationary Common Factors: Implications for Risk Sharing.(2020) In: Computational Economics.
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2020Factor extraction using Kalman filter and smoothing: this is not just another survey In: DES - Working Papers. Statistics and Econometrics. WS.
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paper4
2021Factor extraction using Kalman filter and smoothing: This is not just another survey.(2021) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 4
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2021Dynamic factor models: does the specification matter? In: DES - Working Papers. Statistics and Econometrics. WS.
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1997Data graduation based on statistical time series methods In: DES - Working Papers. Statistics and Econometrics. WS.
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paper3
2001Data graduation based on statistical time series methods.(2001) In: Statistics & Probability Letters.
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This paper has another version. Agregated cites: 3
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1997Eigenstructure of nonstationary factor models In: DES - Working Papers. Statistics and Econometrics. WS.
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2000Forecasting with nostationary dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS.
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2004Forecasting with nonstationary dynamic factor models.(2004) In: Journal of Econometrics.
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article
2002Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis In: DES - Working Papers. Statistics and Econometrics. WS.
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paper6
2012Sparse partial least squares in time series for macroeconomic forecasting In: DES - Working Papers. Statistics and Econometrics. WS.
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paper7
2015Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting.(2015) In: Journal of Applied Econometrics.
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2012More is not always better : back to the Kalman filter in dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS.
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2014Selecting and combining experts from survey forecasts In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
2015Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment In: DES - Working Papers. Statistics and Econometrics. WS.
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paper5
2016Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment.(2016) In: Advances in Econometrics.
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2016Determining the number of factors after stationary univariate transformations In: DES - Working Papers. Statistics and Econometrics. WS.
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paper2
2017Determining the number of factors after stationary univariate transformations.(2017) In: Empirical Economics.
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