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 2 70 0 0 5 153
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 75 0 2 4 106
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 1 3 4 81
Dynamic factor models: does the specification matter? 1 1 1 66 1 2 5 72
Eigenstructure of nonstationary factor models 1 1 1 6 3 4 6 79
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 0 0 1 90
Extracting non-linear signals from several economic indicators 0 1 1 83 0 1 2 155
Extracting nonlinear signals from several economic indicators 0 0 0 17 0 0 1 80
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 2 2 77 3 7 13 130
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 1 1 2 282 1 1 5 958
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 1 1 1 167
Green Shoots? Where, when and how? 0 0 0 57 0 0 1 154
Green shoots in the euro area. A real time measure 0 1 1 71 2 3 4 175
Markov-switching dynamic factor models in real time 1 2 3 112 1 2 7 260
Markov-switching dynamic factor models in real time 0 0 0 110 0 1 4 221
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 0 124 0 0 5 281
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 1 3 101 2 4 15 223
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 1 13
Risk Sharing in Europe 0 0 0 57 0 1 2 128
Selecting and combining experts from survey forecasts 0 1 1 37 1 3 3 128
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 2 232 0 1 3 361
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 1 72 0 1 5 154
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 0 1 3 231
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 0 0 2 49
Total Working Papers 4 11 21 1,950 16 38 103 4,540


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 0 1 32
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 1 2 2 39
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 0 1 2 61
A two factor model to combine US inflation forecasts 0 0 0 52 0 0 2 199
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 1 1 1 25 1 1 4 92
Choosing a dynamic common factor as a coincident index 0 3 6 22 0 4 9 54
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 0 1 0 0 0 9
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 0 2 2 96
Data graduation based on statistical time series methods 0 0 0 12 1 1 2 50
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 0 0 1 315
Determining the number of factors after stationary univariate transformations 0 0 0 7 0 4 4 44
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 1 1 2 40
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 0 0 3 23 1 1 10 102
Forecast combination through dimension reduction techniques 0 0 0 12 0 1 3 59
Forecast combination through dimension reduction techniques 1 1 2 27 1 1 2 114
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 1 2 3 629
Forecasting traffic accidents using disaggregated data 0 0 0 100 1 1 1 232
Forecasting with nonstationary dynamic factor models 0 0 1 117 0 0 3 268
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 0 0 3 24
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 0 0 1 118
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 1 1 1 6 1 2 2 21
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 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 0 2 44 0 3 13 159
Markov-switching dynamic factor models in real time 0 0 3 47 1 2 9 168
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 0 3 6 57
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 1 2 3 18
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 2 28
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 0 1 1 159
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 1 25 0 0 3 102
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 1 2 4 61
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 1 2 27
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 1 2 710
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) 1 1 2 965 1 2 5 1,841
Total Journal Articles 4 7 23 2,073 13 41 110 6,591


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 0 1 5 64
Total Chapters 0 0 0 18 0 1 5 64


Statistics updated 2025-09-05