Access Statistics for Pilar Poncela

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comment on the dynamic factor model with dynamic factors 0 0 2 70 0 0 6 153
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 75 1 2 4 106
Data graduation based on statistical time series methods 0 0 0 4 0 0 0 42
Determining the number of factors after stationary univariate transformations 0 0 0 38 1 2 3 80
Dynamic factor models: does the specification matter? 0 0 0 65 0 1 4 71
Eigenstructure of nonstationary factor models 0 0 0 5 1 1 3 76
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 0 0 1 90
Extracting non-linear signals from several economic indicators 0 1 1 83 0 1 2 155
Extracting nonlinear signals from several economic indicators 0 0 0 17 0 0 1 80
Factor extraction using Kalman filter and smoothing: this is not just another survey 1 2 2 77 1 4 10 127
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 281 0 1 4 957
Forecasting with nostationary dynamic factor models 0 0 0 5 0 0 0 42
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 0 0 0 166
Green Shoots? Where, when and how? 0 0 0 57 0 0 1 154
Green shoots in the euro area. A real time measure 0 1 1 71 0 1 2 173
Markov-switching dynamic factor models in real time 1 2 2 111 1 2 7 259
Markov-switching dynamic factor models in real time 0 0 1 110 1 1 5 221
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 1 7
More is not always better: back to the Kalman filter in dynamic factor models 0 0 0 124 0 1 7 281
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 1 2 3 101 1 5 13 221
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 1 13
Risk Sharing in Europe 0 0 0 57 0 1 2 128
Selecting and combining experts from survey forecasts 0 1 1 37 1 2 2 127
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 3 232 0 1 4 361
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 1 72 1 1 5 154
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 0 2 3 231
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 0 0 2 49
Total Working Papers 3 9 19 1,946 9 29 93 4,524


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of International Risk Sharing for Policy Analysis 0 0 0 13 0 0 1 32
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 0 1 2 38
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 0 1 2 61
A two factor model to combine US inflation forecasts 0 0 0 52 0 0 2 199
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 1 24 0 0 5 91
Choosing a dynamic common factor as a coincident index 1 4 6 22 1 5 9 54
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 0 1 0 0 1 9
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 1 2 2 96
Data graduation based on statistical time series methods 0 0 0 12 0 0 1 49
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 0 1 3 315
Determining the number of factors after stationary univariate transformations 0 0 0 7 2 4 4 44
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 0 0 1 39
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 0 0 0 77
Factor extraction using Kalman filter and smoothing: This is not just another survey 0 0 3 23 0 1 9 101
Forecast combination through dimension reduction techniques 0 0 0 12 1 1 3 59
Forecast combination through dimension reduction techniques 0 0 1 26 0 0 2 113
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 1 1 2 628
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 0 0 231
Forecasting with nonstationary dynamic factor models 0 0 1 117 0 0 3 268
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 0 0 3 24
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 0 0 1 118
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 0 5 0 1 1 20
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 0 0 0 193
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models 0 0 0 28 0 0 0 122
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 0 1 2 44 3 4 14 159
Markov-switching dynamic factor models in real time 0 1 3 47 1 2 10 167
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 0 0 0 263
Measuring uncertainty and assessing its predictive power in the euro area 0 0 0 11 2 4 6 57
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 0 1 2 17
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 1 1 8
Seasonality in COVID-19 times 0 0 1 10 0 0 2 28
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 0 1 1 159
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 1 25 0 0 3 102
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 0 2 3 60
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 1 2 27
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 1 2 710
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) 0 1 1 964 0 2 4 1,840
Total Journal Articles 1 7 20 2,069 12 37 107 6,578


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment 0 0 0 18 0 2 5 64
Total Chapters 0 0 0 18 0 2 5 64


Statistics updated 2025-08-05