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 1 3 70 0 1 10 153
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 74 0 1 3 103
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 0 1 2 78
Dynamic factor models: does the specification matter? 0 0 1 65 1 1 5 70
Eigenstructure of nonstationary factor models 0 0 0 5 0 1 5 75
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 1 1 1 90
Extracting non-linear signals from several economic indicators 0 0 0 82 0 0 1 154
Extracting nonlinear signals from several economic indicators 0 0 0 17 1 1 2 80
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 0 0 75 1 2 7 123
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 1 1 281 1 2 3 956
Forecasting with nostationary dynamic factor models 0 0 1 5 0 0 1 42
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 0 0 1 166
Green Shoots? Where, when and how? 0 0 1 57 0 0 1 153
Green shoots in the euro area. A real time measure 0 0 0 70 0 0 0 171
Markov-switching dynamic factor models in real time 0 0 0 109 1 2 4 256
Markov-switching dynamic factor models in real time 0 0 1 110 2 3 4 220
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 1 124 0 0 6 278
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 0 2 99 1 2 10 214
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 2 13
Risk Sharing in Europe 0 0 0 57 0 0 2 127
Selecting and combining experts from survey forecasts 0 0 0 36 0 0 1 125
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 3 231 0 0 5 359
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 1 2 72 1 3 5 153
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 0 0 1 228
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 0 0 4 49
Total Working Papers 0 3 17 1,935 10 21 87 4,485


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 2 13 0 0 5 32
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 0 0 3 37
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 0 0 0 59
A two factor model to combine US inflation forecasts 0 0 0 52 1 1 2 199
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 2 24 0 1 6 91
Choosing a dynamic common factor as a coincident index 0 1 2 18 1 2 5 48
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 1 16 0 0 5 94
Data graduation based on statistical time series methods 0 0 0 12 1 1 1 49
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 0 0 3 314
Determining the number of factors after stationary univariate transformations 0 0 0 7 0 0 1 40
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 0 0 0 38
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 1 1 5 23 2 4 18 100
Forecast combination through dimension reduction techniques 0 0 0 12 1 1 3 57
Forecast combination through dimension reduction techniques 0 0 0 25 0 0 1 112
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 1 1 1 627
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 0 0 231
Forecasting with nonstationary dynamic factor models 0 1 1 117 1 2 6 268
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 1 2 4 24
Green shoots and double dips in the euro area: A real time measure 0 0 1 34 0 0 2 118
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 2 5 0 0 2 19
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 1 122
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 0 1 43 2 5 9 154
Markov-switching dynamic factor models in real time 0 0 4 46 1 1 11 165
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 1 11 0 0 3 53
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 0 0 1 16
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 0 0 7
Seasonality in COVID-19 times 0 0 0 9 0 0 1 27
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 0 0 0 158
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 1 25 1 2 3 102
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 0 0 1 57
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 1 1 1 26
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 0 0 708
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 0 0 963 0 0 3 1,837
Total Journal Articles 1 3 23 2,060 14 24 103 6,531


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 1 1 3 61
Total Chapters 0 0 0 18 1 1 3 61


Statistics updated 2025-03-03