Pilar Poncela : Citation Profile

Are you Pilar Poncela?

Universidad Autónoma de Madrid

10

H index

11

i10 index

391

Citations

RESEARCH PRODUCTION:

37

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 15
   Journals where Pilar Poncela has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 23 (5.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo612
   Updated: 2023-08-19    RAS profile: 2022-03-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ruiz, Esther (4)

Corona, Francisco (3)

Pericoli, Filippo Maria (2)

Sierra, Lya (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 (12)

Sierra, Lya (10)

Wolters, Maik (9)

Camacho, Maximo (9)

Carstensen, Kai (9)

Corona, Francisco (9)

Reif, Magnus (9)

Martinez-Martin, Jaime (8)

Perez Quiros, Gabriel (7)

Ruiz, Esther (6)

Clements, Michael (6)

Cites to:

Reichlin, Lucrezia (103)

Giannone, Domenico (76)

Watson, Mark (48)

Forni, Mario (43)

Lippi, Marco (40)

Bai, Jushan (37)

Ng, Serena (35)

Hallin, Marc (33)

Perez Quiros, Gabriel (27)

Camacho, Maximo (21)

Diebold, Francis (21)

Main data

Where Pilar Poncela has published?

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

Full description at Econpapers || Download paper

2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Estimation 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

2022Risk Sharing and the Adoption of the Euro. (2022). Picco, Anna Rogantini ; Ferrari, Alessandro. In: Papers. RePEc:arx:papers:2205.07009.

Full description at Econpapers || Download paper

2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

Full description at Econpapers || Download paper

2022Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

Full description at Econpapers || Download paper

2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

Full description at Econpapers || Download paper

2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

Full description at Econpapers || Download paper

2021Tracking 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

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.

Full description at Econpapers || Download paper

2021La tasa de cambio y sus impactos en los agregados económicos colombianos: una aproximación FAVAR. (2021). Candelo Viáfara, Juan Manuel ; Oviedo-Gomez, Andres ; Candelo-Viafara, Juan Manuel. In: Revista Facultad de Ciencias Económicas. RePEc:col:000180:019710.

Full description at Econpapers || Download paper

2022Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing. (2022). Stracca, Livio ; Ioannou, Demosthenes ; Giovannini, Alessandro. In: Occasional Paper Series. RePEc:ecb:ecbops:2022295.

Full description at Econpapers || Download paper

2023Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Ridge regression ensemble of machine learning models applied to solar and wind forecasting in Brazil and Spain. (2022). Fernandez-Ramirez, Luis M ; Carneiro, Tatiane C. In: Applied Energy. RePEc:eee:appene:v:314:y:2022:i:c:s0306261922003555.

Full description at Econpapers || Download paper

2022Markov-switching state-space models with applications to neuroimaging. (2022). Ombao, Hernando ; Ting, Chee-Ming ; Degras, David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:174:y:2022:i:c:s0167947322001050.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

Full description at Econpapers || Download paper

2022Real-time macroeconomic monitoring using mixed frequency data: Evidence from China. (2022). Xue, Rui ; Ge, Chanyuan ; He, Jie ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003054.

Full description at Econpapers || Download paper

2023Private health insurance consumption and public health-care provision in OECD countries: Impact of culture, finance, and the pandemic. (2023). Ho, Nhut Quang ; Chao, Chi-Chur ; Trinh, Cong Tam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200184x.

Full description at Econpapers || Download paper

2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

Full description at Econpapers || Download paper

2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

Full description at Econpapers || Download paper

2022Are carry, momentum and value still there in currencies?. (2022). Sharma, Tripti ; O'Reilly, Philip ; O'Brien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002058.

Full description at Econpapers || Download paper

2022COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices. (2022). Caiado, Jorge ; Lucio, Francisco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003646.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Risk sharing and the adoption of the Euro. (2023). Picco, Anna Rogantini ; Ferrari, Alessandro. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000132.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

Full description at Econpapers || Download paper

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

Full description at Econpapers || Download paper

2022Risk sharing and industrial specialization in China. (2022). Zhang, CE ; He, Qing ; Du, Julan. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:2:p:599-626.

Full description at Econpapers || Download paper

2022Impact of diesel price reforms on asymmetricity of oil price pass-through to inflation: Indian perspective. (2022). Pradeep, Siddhartha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s170349492200010x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924.

Full description at Econpapers || Download paper

2022A deep asymmetric Laplace neural network for deterministic and probabilistic wind power forecasting. (2022). Zhang, Fan ; Zou, Runmin ; Xu, Houhua ; Wang, Yun. In: Renewable Energy. RePEc:eee:renene:v:196:y:2022:i:c:p:497-517.

Full description at Econpapers || Download paper

2022A combined short-term wind speed forecasting model based on CNN–RNN and linear regression optimization considering error. (2022). Chen, Bolong ; Bai, Yulong ; Zuo, Hongchao ; Wang, Wenpeng ; Chang, Mingheng ; Duan, Jikai. In: Renewable Energy. RePEc:eee:renene:v:200:y:2022:i:c:p:788-808.

Full description at Econpapers || Download paper

2022On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301.

Full description at Econpapers || Download paper

2023Risk-sharing and consumption-smoothing patterns in the US and the Euro Area: A comprehensive comparison. (2023). Thirion, Gilles ; Dimperio, Paolo ; Alcidi, Cinzia. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:58-69.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Short-Term Wind Power Prediction Based on a Hybrid Markov-Based PSO-BP Neural Network. (2023). Tian, Rong ; Zhao, Qigen ; Wang, Chia-Hung. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4282-:d:1154052.

Full description at Econpapers || Download paper

2023Machine Learning and Game-Theoretic Model for Advanced Wind Energy Management Protocol (AWEMP). (2023). Khoukhi, Lyes ; Mellal, Idir ; Oukaira, Aziz ; Said, Dhaou ; Khabbouchi, Imed. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2179-:d:1078891.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Applying Seasonal Adjustments to Housing Markets. (2022). Lin, Wenzhen ; Doerner, William M. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:22-03.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021On 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

2021Exchange 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

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.

Full description at Econpapers || Download paper

2021Tracking 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

2022Business forecasting during the pandemic. (2022). O'Trakoun, John ; Otrakoun, John. In: Business Economics. RePEc:pal:buseco:v:57:y:2022:i:3:d:10.1057_s11369-022-00267-2.

Full description at Econpapers || Download paper

2021Tracking 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

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.

Full description at Econpapers || Download paper

2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. 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

2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

Full description at Econpapers || Download paper

2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

Full description at Econpapers || Download paper

2023Does climate change affect economic data?. (2023). Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). 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

2022The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market. (2022). Önder, A. Özlem ; Karauka, Mehmet ; Atik, Abdurrahman Nazif. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:4:d:10.1007_s40953-022-00317-8.

Full description at Econpapers || Download paper

2022Dynamic factor models: Does the specification matter?. (2022). Miranda, Karen ; Ruiz, Esther ; Poncela, Pilar. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00248-2.

Full description at Econpapers || Download paper

2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

Full description at Econpapers || Download paper

2023Performance Improvement of LSTM-based Deep Learning Model for Streamflow Forecasting Using Kalman Filtering. (2023). Taheri, Somayeh ; Nia, Alireza Moghaddam ; Asadi, Ali ; Moradi, Saba ; Ostadkalayeh, Fatemeh Bakhshi. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:37:y:2023:i:8:d:10.1007_s11269-023-03492-2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Global combinations of expert forecasts. (2022). Vasnev, Andrey ; Thompson, Ryan ; Qian, Yilin. In: Working Papers. RePEc:syb:wpbsba:2123/29354.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Fiscal targets. A guide to forecasters?. (2023). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:472-492.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

Works by Pilar Poncela:

YearTitleTypeCited
2021Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis In: Papers.
[Full Text][Citation analysis]		paper0
2010Green shoots in the euro area. A real time measure In: Working Papers.
[Full Text][Citation analysis]		paper9
2012Extracting non-linear signals from several economic indicators In: Working Papers.
[Full Text][Citation analysis]		paper32
2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2012Markov-switching dynamic factor models in real time In: Working Papers.
[Full Text][Citation analysis]		paper47
2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2018Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		article
2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
[Full Text][Citation analysis]		paper23
2013Short-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: 23		article
1998Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1997Measuring 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
2012Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2014Green 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: 23		article
1996Pooling information and forecasting with dynamic factor analysis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2017Estimating non-stationary common factors : Implications for risk sharing In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper8
2020Estimating Non-stationary Common Factors: Implications for Risk Sharing.(2020) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2020Factor extraction using Kalman filter and smoothing: this is not just another survey In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper9
2021Factor 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: 9		article
2021Dynamic factor models: does the specification matter? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1997Data graduation based on statistical time series methods In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper3
2001Data 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
1997Eigenstructure of nonstationary factor models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2000Forecasting with nostationary dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper27
2004Forecasting with nonstationary dynamic factor models.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2002Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper6
2012Sparse partial least squares in time series for macroeconomic forecasting In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper10
2015Sparse 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: 10		article
2012More 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]		paper5
2014Selecting and combining experts from survey forecasts In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2015Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper6
2016Small- 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: 6		chapter
2016Determining the number of factors after stationary univariate transformations In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper5
2017Determining the number of factors after stationary univariate transformations.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2014México: la combinación de las predicciones mensuales de inflación mediante encuestas In: Revista CEPAL.
[Full Text][Citation analysis]		article0
2014Mexico: Combining monthly inflation predictions from surveys In: Revista CEPAL.
[Full Text][Citation analysis]		article0
2013Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting In: Applied Energy.
[Full Text][Citation analysis]		article16
2022Seasonality in COVID-19 times In: Economics Letters.
[Full Text][Citation analysis]		article1
2004Time 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]		article0
2005Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2005Introduction to nonlinearities, business cycles, and forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2006Forecasting traffic accidents using disaggregated data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2011Forecast combination through dimension reduction techniques In: International Journal of Forecasting.
[Full Text][Citation analysis]		article22
2011Forecast combination through dimension reduction techniques.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		article
2016Choosing a dynamic common factor as a coincident index In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2010Green Shoots? Where, when and how? In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques In: Energies.
[Full Text][Citation analysis]		article4
In: .
[Full Text][Citation analysis]		article0
2014Some New Results on the Estimation of Structural Budget Balance for Spain In: Hacienda Pública Española / Review of Public Economics.
[Full Text][Citation analysis]		article5
2016Risk Sharing in Europe In: JRC Research Reports.
[Full Text][Citation analysis]		paper5
2002Forecasting European GNP Data through Common Factor Models and Other Procedures. In: Journal of Forecasting.
[Citation analysis]		article6
2018New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR In: Working Papers.
[Full Text][Citation analysis]		paper9
2020Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes In: Open Economies Review.
[Full Text][Citation analysis]		article0
2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019A Review of International Risk Sharing for Policy Analysis In: East Asian Economic Review.
[Full Text][Citation analysis]		article7
2020A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article3
2017Long-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]		article8
2017Measuring uncertainty and assessing its predictive power in the euro area In: Empirical Economics.
[Full Text][Citation analysis]		article6
2017A 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]		article9
2006A two factor model to combine US inflation forecasts In: Applied Economics.
[Full Text][Citation analysis]		article2
2014Common dynamics of nonenergy commodity prices and their relation to uncertainty In: Applied Economics.
[Full Text][Citation analysis]		article19
2006Demand Forecast and Elasticities Estimation of Public Transport In: Journal of Transport Economics and Policy.
[Full Text][Citation analysis]		article17
2007The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues In: Health Economics.
[Full Text][Citation analysis]		article16
2014The Effects of Disaggregation on Forecasting Nonstationary Time Series In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2020A comment on the dynamic factor model with dynamic factors In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team