Access Statistics for Pilar Poncela

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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 0 70 0 3 25 178
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 0 75 0 5 13 118
Data graduation based on statistical time series methods 0 0 0 4 1 2 9 51
Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors 0 0 1 2 0 2 17 23
Determining the number of factors after stationary univariate transformations 0 0 0 38 0 4 11 90
Dynamic factor models: does the specification matter? 0 0 2 67 1 8 14 85
Economic activity and C02 emissions in Spain 0 0 0 8 1 2 12 26
Economic activity and climate change 0 0 0 23 1 8 32 79
Economic activity and climate change 0 1 2 17 0 3 20 46
Eigenstructure of nonstationary factor models 0 0 1 6 0 2 7 82
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 0 2 13 103
Extracting non-linear signals from several economic indicators 0 0 0 83 0 0 7 162
Extracting nonlinear signals from several economic indicators 0 0 0 17 1 4 11 91
Extreme temperatures and the profitability of large European firms 0 0 4 12 0 4 17 30
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 0 2 78 0 5 23 149
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 282 1 11 24 981
Forecasting with nostationary dynamic factor models 0 0 0 5 0 2 10 52
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 0 1 6 172
Green Shoots? Where, when and how? 0 0 0 57 2 3 7 161
Green shoots in the euro area. A real time measure 0 0 0 71 0 3 14 187
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models 0 0 0 58 0 3 8 22
Markov-switching dynamic factor models in real time 0 0 3 113 1 7 25 283
Markov-switching dynamic factor models in real time 0 0 0 110 1 1 17 237
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 1 8 15
More is not always better: back to the Kalman filter in dynamic factor models 0 0 0 124 0 1 10 291
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 0 2 102 1 2 28 248
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 3 6 19
Risk Sharing in Europe 0 0 1 58 0 3 22 150
Selecting and combining experts from survey forecasts 0 0 0 37 0 3 15 141
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 0 232 0 6 11 372
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 0 72 0 4 10 163
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 0 5 18 249
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 1 5 14 63
Total Working Papers 0 1 19 2,075 12 118 484 5,119


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 3 11 43
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 0 4 11 49
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 0 4 11 72
A two factor model to combine US inflation forecasts 0 0 0 52 0 1 3 202
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 2 26 1 4 12 103
Choosing a dynamic common factor as a coincident index 0 0 1 22 0 0 8 61
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 1 2 0 1 10 19
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 0 1 6 101
Data graduation based on statistical time series methods 0 0 0 12 0 3 9 58
Demand Forecast and Elasticities Estimation of Public Transport 0 0 1 102 0 8 12 327
Determining the number of factors after stationary univariate transformations 0 0 0 7 0 3 25 67
Dynamic factor models: Does the specification matter? 0 0 4 10 1 5 30 50
Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain 0 0 0 0 0 5 19 19
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 0 2 12 51
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 0 1 11 88
Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components 0 1 15 111 1 7 61 212
Factor extraction using Kalman filter and smoothing: This is not just another survey 0 0 1 24 5 14 39 140
Forecast combination through dimension reduction techniques 0 0 0 12 0 5 13 71
Forecast combination through dimension reduction techniques 0 0 1 27 1 4 17 130
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 0 1 7 634
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 2 4 235
Forecasting with nonstationary dynamic factor models 0 0 3 120 0 5 17 285
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 0 3 15 39
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 0 5 17 135
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models 0 0 0 1 0 3 8 11
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 1 6 0 2 11 31
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 1 2 3 196
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models 0 0 0 28 0 2 8 130
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 1 3 47 1 8 27 183
Markov-switching dynamic factor models in real time 1 2 3 50 3 9 24 190
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 0 4 9 272
Measuring uncertainty and assessing its predictive power in the euro area 0 0 0 11 0 2 12 67
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 0 6 15 32
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 3 7 15
Risk sharing channels in OECD countries: A heterogeneous panel VAR approach 0 0 0 13 1 4 15 53
Seasonality in COVID-19 times 0 0 0 10 0 1 8 36
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 0 1 15 174
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 0 25 0 3 8 110
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 0 0 12 72
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 1 5 32
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 0 4 714
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 3 967 0 3 8 1,848
Total Journal Articles 2 5 39 2,223 15 145 579 7,357


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Common Factors and Common Shocks: A Tale of Three (Close) Signal Extraction Procedures 0 0 0 0 0 0 1 1
Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment 0 0 0 18 0 3 13 77
Total Chapters 0 0 0 18 0 3 14 78


Statistics updated 2026-07-10