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 2 11 24 177
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 0 75 2 2 11 115
Data graduation based on statistical time series methods 0 0 0 4 1 2 8 50
Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors 0 0 1 2 0 0 15 21
Determining the number of factors after stationary univariate transformations 0 0 0 38 4 4 12 90
Dynamic factor models: does the specification matter? 0 1 2 67 5 6 12 82
Economic activity and C02 emissions in Spain 0 0 0 8 1 2 11 25
Economic activity and climate change 0 0 1 16 1 6 18 44
Economic activity and climate change 0 0 0 23 2 11 31 73
Eigenstructure of nonstationary factor models 0 0 1 6 2 2 7 82
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 1 4 12 102
Extracting non-linear signals from several economic indicators 0 0 1 83 0 1 8 162
Extracting nonlinear signals from several economic indicators 0 0 0 17 3 3 10 90
Extreme temperatures and the profitability of large European firms 0 2 4 12 3 8 17 29
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 1 3 78 4 6 25 148
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 282 10 11 24 980
Forecasting with nostationary dynamic factor models 0 0 0 5 1 3 9 51
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 1 3 6 172
Green Shoots? Where, when and how? 0 0 0 57 1 1 5 159
Green shoots in the euro area. A real time measure 0 0 1 71 2 3 14 186
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models 0 0 0 58 2 3 7 21
Markov-switching dynamic factor models in real time 0 0 0 110 0 1 16 236
Markov-switching dynamic factor models in real time 0 1 4 113 5 9 24 281
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 1 1 8 15
More is not always better: back to the Kalman filter in dynamic factor models 0 0 0 124 1 5 11 291
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 0 3 102 1 7 31 247
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 2 3 16
Risk Sharing in Europe 0 1 1 58 3 13 23 150
Selecting and combining experts from survey forecasts 0 0 1 37 3 5 16 141
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 0 232 3 5 9 369
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 0 72 4 4 10 163
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 3 5 18 247
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 3 6 12 61
Total Working Papers 0 6 24 2,074 75 155 467 5,076


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 3 4 11 43
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 4 6 12 49
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 3 4 11 71
A two factor model to combine US inflation forecasts 0 0 0 52 1 1 3 202
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 2 26 1 3 9 100
Choosing a dynamic common factor as a coincident index 0 0 4 22 0 1 12 61
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 1 2 1 4 10 19
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 1 2 7 101
Data graduation based on statistical time series methods 0 0 0 12 3 3 9 58
Demand Forecast and Elasticities Estimation of Public Transport 0 1 1 102 7 8 12 326
Determining the number of factors after stationary univariate transformations 0 0 0 7 3 8 27 67
Dynamic factor models: Does the specification matter? 0 0 5 10 3 4 29 48
Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain 0 0 0 0 4 5 18 18
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 2 8 12 51
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 1 2 11 88
Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components 1 2 21 111 4 19 66 209
Factor extraction using Kalman filter and smoothing: This is not just another survey 0 1 1 24 7 15 33 133
Forecast combination through dimension reduction techniques 0 0 1 27 3 8 16 129
Forecast combination through dimension reduction techniques 0 0 0 12 5 7 13 71
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 1 1 7 634
Forecasting traffic accidents using disaggregated data 0 0 0 100 2 2 4 235
Forecasting with nonstationary dynamic factor models 0 3 3 120 4 8 16 284
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 3 3 15 39
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 3 9 15 133
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models 0 0 0 1 1 1 6 9
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 1 6 1 4 11 30
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 1 1 2 195
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models 0 0 0 28 2 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 0 0 3 46 6 12 26 181
Markov-switching dynamic factor models in real time 0 0 2 48 3 6 19 184
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 3 4 8 271
Measuring uncertainty and assessing its predictive power in the euro area 0 0 0 11 1 1 13 66
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 4 6 14 30
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 3 3 8 15
Risk sharing channels in OECD countries: A heterogeneous panel VAR approach 0 0 1 13 3 7 16 52
Seasonality in COVID-19 times 0 0 0 10 1 1 8 36
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 1 8 16 174
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 0 25 3 4 8 110
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 0 2 14 72
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 1 2 6 32
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 0 5 714
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 3 966 1 2 8 1,846
Total Journal Articles 1 8 49 2,219 104 201 574 7,316


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 3 4 15 77
Total Chapters 0 0 0 18 3 4 16 78


Statistics updated 2026-05-06