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 0 70 7 12 13 166
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 75 4 7 10 113
Data graduation based on statistical time series methods 0 0 0 4 4 5 6 48
Determining the number of factors after stationary univariate transformations 0 0 0 38 3 4 8 86
Dynamic factor models: does the specification matter? 0 0 1 66 2 4 7 76
Eigenstructure of nonstationary factor models 0 0 1 6 0 1 5 80
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 2 7 9 98
Extracting non-linear signals from several economic indicators 0 0 1 83 2 5 7 161
Extracting nonlinear signals from several economic indicators 0 0 0 17 3 7 8 87
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 0 2 77 5 8 20 142
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 282 7 10 14 969
Forecasting with nostationary dynamic factor models 0 0 0 5 5 6 6 48
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 2 2 3 169
Green Shoots? Where, when and how? 0 0 0 57 3 4 5 158
Green shoots in the euro area. A real time measure 0 0 1 71 7 8 12 183
Markov-switching dynamic factor models in real time 0 0 3 112 3 7 17 272
Markov-switching dynamic factor models in real time 0 0 0 110 5 11 17 235
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 2 7 7 14
More is not always better: back to the Kalman filter in dynamic factor models 0 0 0 124 2 3 8 286
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 1 3 102 6 13 27 240
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 1 1 14
Risk Sharing in Europe 0 0 0 57 8 8 10 137
Selecting and combining experts from survey forecasts 0 0 1 37 4 7 11 136
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 1 232 1 2 5 364
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 0 72 1 4 7 159
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 2 3 14 242
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 3 6 6 55
Total Working Papers 0 1 16 1,951 93 162 263 4,738


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 5 6 7 39
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 1 4 6 43
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 4 5 8 67
A two factor model to combine US inflation forecasts 0 0 0 52 1 2 3 201
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 2 26 0 4 6 97
Choosing a dynamic common factor as a coincident index 0 0 4 22 4 5 13 60
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 1 1 2 2 4 6 15
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 1 2 5 99
Data graduation based on statistical time series methods 0 0 0 12 1 4 7 55
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 1 1 4 318
Determining the number of factors after stationary univariate transformations 0 0 0 7 4 13 19 59
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 3 3 5 43
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 6 7 9 86
Factor extraction using Kalman filter and smoothing: This is not just another survey 0 0 1 23 6 13 20 118
Forecast combination through dimension reduction techniques 0 0 0 12 1 4 8 64
Forecast combination through dimension reduction techniques 0 0 2 27 3 6 9 121
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 4 4 7 633
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 1 2 233
Forecasting with nonstationary dynamic factor models 0 0 0 117 6 8 9 276
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 4 10 13 36
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 4 5 6 124
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 1 6 1 5 7 26
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 0 1 1 194
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models 0 0 0 28 3 6 6 128
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 3 7 17 169
Markov-switching dynamic factor models in real time 0 0 2 48 2 5 14 178
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 3 4 4 267
Measuring uncertainty and assessing its predictive power in the euro area 0 0 0 11 7 8 12 65
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 2 4 8 24
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 2 4 5 12
Seasonality in COVID-19 times 0 0 1 10 6 7 8 35
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 2 6 8 166
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 0 25 0 3 5 106
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 5 8 13 70
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 2 5 30
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 1 2 6 714
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 0 2 965 1 2 7 1,844
Total Journal Articles 0 1 19 2,078 99 185 298 6,815


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 4 9 13 73
Total Chapters 0 0 0 18 4 9 13 73


Statistics updated 2026-02-12