10
H index
10
i10 index
333
Citations
Universidad Autónoma de Madrid | 10 H index 10 i10 index 333 Citations RESEARCH PRODUCTION: 37 Articles 27 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pilar Poncela. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 9 |
Empirical Economics | 3 |
Journal of Applied Econometrics | 2 |
Statistics & Probability Letters | 2 |
Revista CEPAL | 2 |
Applied Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 14 |
Working Papers / Banco de Espaa | 4 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Year | Title of citing document |
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2021 | Permanent-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. Full description at Econpapers || Download paper |
2020 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper |
2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper |
2021 | Transfer Learning for Business Cycle Identification. (2021). , Rafael ; Rafael, ; Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:545. Full description at Econpapers || Download paper |
2020 | Real-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. Full description at Econpapers || Download paper |
2020 | Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2022 | Risk 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. Full description at Econpapers || Download paper |
2021 | Modelling 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. Full description at Econpapers || Download paper |
2021 | Fast & 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. Full description at Econpapers || Download paper |
2021 | Contracting 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. Full description at Econpapers || Download paper |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper |
2020 | Spurious 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. Full description at Econpapers || Download paper |
2020 | Global 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:. Full description at Econpapers || Download paper |
2020 | Nowcasting 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. Full description at Econpapers || Download paper |
2022 | Solar 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2021 | A review of public transport economics. (2021). Tirachini, Alejandro ; Horcher, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:25:y:2021:i:c:s2212012221000010. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Financial 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. Full description at Econpapers || Download paper |
2021 | New 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. Full description at Econpapers || Download paper |
2021 | Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24. Full description at Econpapers || Download paper |
2020 | Predicting 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. Full description at Econpapers || Download paper |
2021 | Keeping 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. Full description at Econpapers || Download paper |
2021 | Monitoring 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. Full description at Econpapers || Download paper |
2021 | 30 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. 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 |
2021 | Spurious 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. Full description at Econpapers || Download paper |
2021 | Robustness 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. Full description at Econpapers || Download paper |
2021 | Regime-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. Full description at Econpapers || Download paper |
2021 | Revisiting 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. Full description at Econpapers || Download paper |
2021 | Economic 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. Full description at Econpapers || Download paper |
2021 | Spatial 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. Full description at Econpapers || Download paper |
2020 | Error-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. Full description at Econpapers || Download paper |
2022 | Risk sharing in the EMU: a time-varying perspective. (2021). Foresti, Pasquale ; Napolitano, Oreste. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111483. Full description at Econpapers || Download paper |
2021 | Permanent-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. Full description at Econpapers || Download paper |
2021 | Sugar 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2020 | Short-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. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Estimating 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. Full description at Econpapers || Download paper |
2020 | Business 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. Full description at Econpapers || Download paper |
2020 | Business 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. Full description at Econpapers || Download paper |
2021 | How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008. Full description at Econpapers || Download paper |
2021 | On the classification of financial data with domain agnostic features. (2021). Caiado, Jorge ; Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp01852021. Full description at Econpapers || Download paper |
2021 | Exchange rates and the global transmission of equity market shocks. (2021). Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Working Papers. RePEc:jrs:wpaper:202105. Full description at Econpapers || Download paper |
2020 | Intertemporal 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. Full description at Econpapers || Download paper |
2021 | Uncertainty 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. Full description at Econpapers || Download paper |
2020 | Real-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. Full description at Econpapers || Download paper |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:29003. Full description at Econpapers || Download paper |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202151. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Common 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. Full description at Econpapers || Download paper |
2020 | Business 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. Full description at Econpapers || Download paper |
2020 | Using 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. Full description at Econpapers || Download paper |
2021 | On 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. Full description at Econpapers || Download paper |
2021 | Measuring 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. Full description at Econpapers || Download paper |
2022 | Commodity 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. Full description at Econpapers || Download paper |
2021 | Land 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. Full description at Econpapers || Download paper |
2020 | Accelerating 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. Full description at Econpapers || Download paper |
2021 | Weekly 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. Full description at Econpapers || Download paper |
2022 | Contagious 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. Full description at Econpapers || Download paper |
2020 | Evaluating 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. Full description at Econpapers || Download paper |
2021 | Evaluating 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2020 | Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis In: Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Green shoots in the euro area. A real time measure In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Extracting non-linear signals from several economic indicators In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
2012 | Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2015 | Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2012 | Markov-switching dynamic factor models in real time In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
2012 | Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2018 | Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2013 | Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2013 | Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms.(2013) In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
1998 | Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
1997 | Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2014 | Green shoots and double dips in the euro area: A real time measure.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
1996 | Pooling information and forecasting with dynamic factor analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2017 | Estimating non-stationary common factors : Implications for risk sharing In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 7 |
2020 | Estimating Non-stationary Common Factors: Implications for Risk Sharing.(2020) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2020 | Factor extraction using Kalman filter and smoothing: this is not just another survey In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2021 | Dynamic factor models: does the specification matter? In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1997 | Data graduation based on statistical time series methods In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
2001 | Data graduation based on statistical time series methods.(2001) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
1997 | Eigenstructure of nonstationary factor models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2000 | Forecasting with nostationary dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 25 |
2004 | Forecasting with nonstationary dynamic factor models.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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 |
2012 | Sparse partial least squares in time series for macroeconomic forecasting In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 7 |
2015 | Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2012 | More is not always better : back to the Kalman filter in dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
2014 | Selecting and combining experts from survey forecasts In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
2015 | Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | chapter | |
2016 | Determining the number of factors after stationary univariate transformations In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
2017 | Determining the number of factors after stationary univariate transformations.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2014 | México: la combinación de las predicciones mensuales de inflación mediante encuestas In: Revista CEPAL. [Full Text][Citation analysis] | article | 0 |
2014 | Mexico: Combining monthly inflation predictions from surveys In: Revista CEPAL. [Full Text][Citation analysis] | article | 0 |
2013 | Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting In: Applied Energy. [Full Text][Citation analysis] | article | 14 |
2022 | Seasonality in COVID-19 times In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2004 | Time series analysis by state space methods: J. Durbin and S.J. Koopman, Oxford Statistical Series 24, 2001, Oxford University Press, ISBN 0-19-852354-8, 254 pages, price: [UK pound]36.00 (hardback) In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2005 | Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2005 | Introduction to nonlinearities, business cycles, and forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2006 | Forecasting traffic accidents using disaggregated data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2011 | Forecast combination through dimension reduction techniques In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2011 | Forecast combination through dimension reduction techniques.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2016 | Choosing a dynamic common factor as a coincident index In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2010 | Green Shoots? Where, when and how? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques In: Energies. [Full Text][Citation analysis] | article | 1 |
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2014 | Some New Results on the Estimation of Structural Budget Balance for Spain In: Hacienda Pública Española / Review of Public Economics. [Full Text][Citation analysis] | article | 5 |
2016 | Risk Sharing in Europe In: JRC Research Reports. [Full Text][Citation analysis] | paper | 3 |
2002 | Forecasting European GNP Data through Common Factor Models and Other Procedures. In: Journal of Forecasting. [Citation analysis] | article | 6 |
2018 | New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2017 | Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | A Review of International Risk Sharing for Policy Analysis In: East Asian Economic Review. [Full Text][Citation analysis] | article | 6 |
2020 | A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 1 |
2017 | Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy: empirical evidence of “Dutch disease” in Colombia In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
2017 | Measuring uncertainty and assessing its predictive power in the euro area In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2017 | A new look at oil price pass-through into inflation: evidence from disaggregated European data In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 5 |
2006 | A two factor model to combine US inflation forecasts In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2014 | Common dynamics of nonenergy commodity prices and their relation to uncertainty In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
2006 | Demand Forecast and Elasticities Estimation of Public Transport In: Journal of Transport Economics and Policy. [Full Text][Citation analysis] | article | 17 |
2007 | The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues In: Health Economics. [Full Text][Citation analysis] | article | 15 |
2014 | The Effects of Disaggregation on Forecasting Nonstationary Time Series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2020 | A comment on the dynamic factor model with dynamic factors In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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