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 1 70 1 1 3 154
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 75 0 0 4 106
Data graduation based on statistical time series methods 0 0 0 4 1 1 1 43
Determining the number of factors after stationary univariate transformations 0 0 0 38 1 2 5 82
Dynamic factor models: does the specification matter? 0 1 1 66 0 1 3 72
Eigenstructure of nonstationary factor models 0 1 1 6 0 3 6 79
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 0 1 2 91
Extracting non-linear signals from several economic indicators 0 0 1 83 1 1 2 156
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 0 0 2 77 2 7 14 134
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 1 2 282 1 2 5 959
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 1 1 167
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 0 1 71 0 2 4 175
Markov-switching dynamic factor models in real time 0 1 3 112 4 6 12 265
Markov-switching dynamic factor models in real time 0 0 0 110 3 3 7 224
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 2 2 7 283
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 0 2 101 3 6 17 227
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 0 13
Risk Sharing in Europe 0 0 0 57 1 1 2 129
Selecting and combining experts from survey forecasts 0 0 1 37 1 2 4 129
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 1 232 1 1 3 362
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 1 72 1 1 6 155
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 8 8 11 239
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 0 0 1 49
Total Working Papers 0 4 18 1,950 31 52 123 4,576


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 1 1 1 33
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 0 1 2 39
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 0 1 3 62
A two factor model to combine US inflation forecasts 0 0 0 52 0 0 1 199
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 2 2 26 0 2 3 93
Choosing a dynamic common factor as a coincident index 0 0 5 22 0 1 9 55
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 0 1 2 2 2 11
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 0 1 3 97
Data graduation based on statistical time series methods 0 0 0 12 1 2 3 51
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 2 2 3 317
Determining the number of factors after stationary univariate transformations 0 0 0 7 1 2 6 46
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 0 1 2 40
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 2 2 2 79
Factor extraction using Kalman filter and smoothing: This is not just another survey 0 0 1 23 3 4 11 105
Forecast combination through dimension reduction techniques 0 0 0 12 1 1 4 60
Forecast combination through dimension reduction techniques 0 1 2 27 0 2 3 115
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 0 1 3 629
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 1 1 232
Forecasting with nonstationary dynamic factor models 0 0 1 117 0 0 2 268
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 2 2 4 26
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 0 1 2 119
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 1 1 6 0 1 2 21
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 1 2 4 46 2 3 14 162
Markov-switching dynamic factor models in real time 1 1 3 48 3 6 11 173
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 0 0 4 57
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 1 3 4 20
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 0 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 1 1 2 160
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 0 25 0 1 3 103
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 1 2 5 62
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 1 1 3 28
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 2 2 4 712
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 2 965 0 2 5 1,842
Total Journal Articles 2 8 22 2,077 26 52 130 6,630


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 0 4 64
Total Chapters 0 0 0 18 0 0 4 64


Statistics updated 2025-11-08