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 2 3 155
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 75 3 3 7 109
Data graduation based on statistical time series methods 0 0 0 4 0 1 1 43
Determining the number of factors after stationary univariate transformations 0 0 0 38 1 2 6 83
Dynamic factor models: does the specification matter? 0 0 1 66 0 0 3 72
Eigenstructure of nonstationary factor models 0 0 1 6 0 0 5 79
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 2 3 4 93
Extracting non-linear signals from several economic indicators 0 0 1 83 2 3 4 158
Extracting nonlinear signals from several economic indicators 0 0 0 17 3 3 4 83
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 0 2 77 2 6 15 136
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 2 282 1 2 6 960
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 1 167
Green Shoots? Where, when and how? 0 0 0 57 1 1 2 155
Green shoots in the euro area. A real time measure 0 0 1 71 0 0 4 175
Markov-switching dynamic factor models in real time 0 0 3 112 3 8 14 268
Markov-switching dynamic factor models in real time 0 0 0 110 0 3 7 224
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 1 1 1 8
More is not always better: back to the Kalman filter in dynamic factor models 0 0 0 124 0 2 5 283
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 1 1 3 102 6 10 21 233
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 0 13
Risk Sharing in Europe 0 0 0 57 0 1 2 129
Selecting and combining experts from survey forecasts 0 0 1 37 1 2 5 130
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 1 232 0 1 3 362
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 1 72 1 2 6 156
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 0 8 11 239
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 3 3 3 52
Total Working Papers 1 1 19 1,951 31 67 143 4,607


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 1 1 33
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 1 1 3 40
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 1 2 26 3 4 6 96
Choosing a dynamic common factor as a coincident index 0 0 5 22 1 2 10 56
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 1 1 1 2 2 4 4 13
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 1 2 4 98
Data graduation based on statistical time series methods 0 0 0 12 0 1 3 51
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 0 2 3 317
Determining the number of factors after stationary univariate transformations 0 0 0 7 2 4 8 48
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 0 0 2 40
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 1 3 3 80
Factor extraction using Kalman filter and smoothing: This is not just another survey 0 0 1 23 5 8 14 110
Forecast combination through dimension reduction techniques 0 0 2 27 2 3 5 117
Forecast combination through dimension reduction techniques 0 0 0 12 0 1 4 60
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 0 0 3 629
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 0 1 232
Forecasting with nonstationary dynamic factor models 0 0 1 117 1 1 3 269
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 3 5 7 29
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 0 1 1 119
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 1 6 2 2 4 23
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 1 1 1 194
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 2 3 46 4 7 17 166
Markov-switching dynamic factor models in real time 0 1 2 48 1 6 10 174
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 1 1 5 58
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 2 4 6 22
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 1 28
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 3 4 5 163
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 0 25 1 2 4 104
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 0 1 5 62
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 1 2 4 29
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 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 0 2 965 0 1 5 1,842
Total Journal Articles 1 5 21 2,078 38 77 161 6,668


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 5 65
Total Chapters 0 0 0 18 1 1 5 65


Statistics updated 2025-12-06