Antoni Espasa : Citation Profile


Are you Antoni Espasa?

Universidad Carlos III de Madrid

7

H index

6

i10 index

203

Citations

RESEARCH PRODUCTION:

18

Articles

67

Papers

RESEARCH ACTIVITY:

   40 years (1977 - 2017). See details.
   Cites by year: 5
   Journals where Antoni Espasa has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 21 (9.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pes174
   Updated: 2024-11-04    RAS profile: 2022-04-06    
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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:

muellbauer, john (17)

Aron, Janine (17)

Cobb, Marcus (13)

Hendry, David (9)

Tena, Juan de Dios (6)

Hubrich, Kirstin (5)

Phillips, Peter (5)

Pino, Gabriel (5)

Hurn, Stan (3)

Castle, Jennifer (3)

Lehmann, Robert (3)

Cites to:

Hendry, David (41)

Hubrich, Kirstin (23)

Johansen, Soren (21)

Perron, Pierre (20)

Doornik, Jurgen (14)

Marcellino, Massimiliano (14)

Nielsen, Bent (13)

Watson, Mark (13)

Castle, Jennifer (12)

Boivin, Jean (11)

Zaffaroni, Paolo (11)

Main data


Where Antoni Espasa has published?


Journals with more than one article published# docs
International Journal of Forecasting6
Investigaciones Economicas3

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística26
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística24
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía7
DE - Documentos de Trabajo. Economía. DE / Universidad Carlos III de Madrid. Departamento de Economía5

Recent works citing Antoni Espasa (2024 and 2023)


YearTitle of citing document
2024Zero-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.

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2023Enhancing Energy System Models Using Better Load Forecasts. (2023). Musgens, Felix ; Grothe, Oliver ; Watermeyer, Mira ; Mobius, Thomas. In: Papers. RePEc:arx:papers:2302.11017.

Full description at Econpapers || Download paper

2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

Full description at Econpapers || Download paper

2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023Tall big data time series of high frequency: stylized facts and econometric modelling. (2023). Real, Guillermo Carlomagno ; Espasa, Antoni. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37746.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

Full description at Econpapers || Download paper

2023Towards seasonal adjustment of infra-monthly time series with JDemetra+. (2023). Smyk, Anna ; Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:242023.

Full description at Econpapers || Download paper

Works by Antoni Espasa:


YearTitleTypeCited
1992Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento In: Working Papers.
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paper0
1992Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento.(1992) In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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2002On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach In: LIDAM Discussion Papers CORE.
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2001On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach.(2001) In: Working Papers.
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2001On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach..(2001) In: DES - Working Papers. Statistics and Econometrics. WS.
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1991Perspectiva historica de los modelos Arima y su utilidad en el análisis economico In: DE - Documentos de Trabajo. Economía. DE.
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1991Un nuevo indicador semanal y mensual de actividad basado en el consumo de energía eléctrica In: DE - Documentos de Trabajo. Economía. DE.
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1991El 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.
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1991Análisis coyuntural de los precios al consumo en las comunidades autonomas españolas: aplicación a Castilla-León In: DE - Documentos de Trabajo. Economía. DE.
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1992El análisis de la coyuntura económica: un ejercicio basado en modelos In: DE - Documentos de Trabajo. Economía. DE.
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1994Consideraciones sobre el empleo In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1995El empresario y el directivo ante los datos sobre inflacción. Diagnóstico sobre la situación actual In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1994Evaluación de la desaceleración del IPC en 1994 In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1993Consideraciones sobre los fundamentos y desarrollo de la econometría In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1993Consideraciones sobre la función de inversión en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1994Aproximaciones a la Econometría In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1994Fundamentos, información estadística y procedimientos en el análisis de la coyuntura macroeconómica In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1994El cálculo del crecimiento de variables económicas a partir de modelos cuantitativos In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1994Una 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.
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1995Convergencia con Europa en la tasa de inflación: importancia, perspectivas y medidas económicas necesarias In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1996Empleo, crecimiento y política económica In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1996Modelización automática de series diarias de actividad económica In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1996Inflación y política económica In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1996Inflación, política económica, tipos de interés y expectativas In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1997Caracterización de la tendencia y componente cíclico del PIB español a través de modelos no lineales In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1997Perspectivas inflacionistas para 1997-1999 en la economía española In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1998Caracterización del PIB español a partir de modelos univariantes no lineales In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1998Perspectivas 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.
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1998La demanda de importaciones españolas. Un enfoque VECM desagregado In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1998Tendencia y ciclos en la economía española: modelos, estimaciones y perspectivas para 1998-1999 In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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paper0
2000Análisis 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.
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2002Consideraciones econométricas para el análisis de la coyuntura económica. In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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2004Consideraciones sobre la predicción económica: metodología desarrollada en el boletín de inflación y análisis macroeconómico In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1991ARIMA models, the steady state of economic variables and their estimation In: UC3M Working papers. Economics.
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1991Forecasting daily demand for electricity with multiple-input nonlinear transfer function models: a case study In: UC3M Working papers. Economics.
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1991Model based measures of contemporaneous economic growth In: UC3M Working papers. Economics.
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1991Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis In: UC3M Working papers. Economics.
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1991Underlying inflation in the spanish economy: estimation and methodology In: UC3M Working papers. Economics.
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1992An econometric analysis of tourism in Spain: implications for the sectoral study of exports and some economic policy considerations In: UC3M Working papers. Economics.
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1991Threshold modelling of nonlinear dynamic relationships: an application to a daily series of economic activiity In: UC3M Working papers. Economics.
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2000Forecasting monetary union inflation: a disaggregated approach by countries and by sectors In: DES - Working Papers. Statistics and Econometrics. WS.
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1995The Spanish economy in 1995: a higher growth rate based on domestic demand In: DES - Working Papers. Statistics and Econometrics. WS.
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1993Report on the Spanish economy In: DES - Working Papers. Statistics and Econometrics. WS.
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1994Domestic and foreign demands in the Spanish economy for 1994 In: DES - Working Papers. Statistics and Econometrics. WS.
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1994Perspectives of the Spanish economy at the beginning of 1994 In: DES - Working Papers. Statistics and Econometrics. WS.
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1993The outlook of the Spanish economy in the first quarter of 1993 In: DES - Working Papers. Statistics and Econometrics. WS.
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201722 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.
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1996Automatic modelling of daily series of economic activity In: DES - Working Papers. Statistics and Econometrics. WS.
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1993Modelling daily series of economic activity In: DES - Working Papers. Statistics and Econometrics. WS.
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1996Using high-frequency data and time series models to improve yield management In: DES - Working Papers. Statistics and Econometrics. WS.
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1998A nonlinear model for the investment function in Spain In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Modelling nonlinearities in GDP. Some diferences between us and spanish data In: DES - Working Papers. Statistics and Econometrics. WS.
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2001Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors In: DES - Working Papers. Statistics and Econometrics. WS.
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2002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors.(2002) In: The European Journal of Finance.
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2002Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis In: DES - Working Papers. Statistics and Econometrics. WS.
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2002Macroeconomic forecasts for the euro-zone and some policy implications. In: DES - Working Papers. Statistics and Econometrics. WS.
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2004Econometric modelling for short-term inflation forecasting in the EMU. In: DES - Working Papers. Statistics and Econometrics. WS.
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2004Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis In: DES - Working Papers. Statistics and Econometrics. WS.
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2005Forecasting inflation in the euro area using monthly time series models and quarterly econometric models In: DES - Working Papers. Statistics and Econometrics. WS.
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2007The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances In: DES - Working Papers. Statistics and Econometrics. WS.
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2007Forecasting from one day to one week ahead for the Spanish system operator In: DES - Working Papers. Statistics and Econometrics. WS.
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2012Forecasting aggregates and disaggregates with common features In: DES - Working Papers. Statistics and Econometrics. WS.
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2013Forecasting aggregates and disaggregates with common features.(2013) In: International Journal of Forecasting.
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2011Combining benchmarking and chain-linking for short-term regional forecasting In: DES - Working Papers. Statistics and Econometrics. WS.
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2014The pairwise approach to model a large set of disaggregates with common trends In: DES - Working Papers. Statistics and Econometrics. WS.
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2015Forecasting a large set of disaggregates with common trends and outliers In: DES - Working Papers. Statistics and Econometrics. WS.
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2016Discovering common trends in a large set of disaggregates: statistical procedures and their properties In: DES - Working Papers. Statistics and Econometrics. WS.
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2003LAUDATIO 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.
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1991Perspectiva historica de los modelos ARIMA y su utilidad en el analisis economico In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History.
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2010Conditionally heteroscedastic unobserved component models and their reduced form In: Economics Letters.
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2005Comments on The Marshallian macroeconomic model: A progress report by Arnold Zellner and Guillermo Israilevich In: International Journal of Forecasting.
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2008Energy forecasting In: International Journal of Forecasting.
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2008Forecasting the electricity load from one day to one week ahead for the Spanish system operator In: International Journal of Forecasting.
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2011Prediction intervals in conditionally heteroscedastic time series with stochastic components In: International Journal of Forecasting.
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2011Prediction intervals in conditionally heteroscedastic time series with stochastic components.(2011) In: International Journal of Forecasting.
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2010Forecasting Inflation and Relative Prices in the European Regions: A Case Study In: Regional and Urban Modeling.
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2017Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis In: Econometrics.
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1990Los modelos Arima, el estado de equilibrio en variables económicas y su estimación In: Investigaciones Economicas.
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1992Univariate methods for the analysis of the industrial sector in Spain In: Investigaciones Economicas.
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1996Modelling and forecastng daily series of electricity demand In: Investigaciones Economicas.
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1977The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables. In: International Economic Review.
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2007Econometric modelling for short-term inflation forecasting in the euro area In: Journal of Forecasting.
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2016Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies In: Applied Economics.
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2007Seminonparametric models for financial durations In: ULB Institutional Repository.
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2015Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking In: Journal of Official Statistics.
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