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 18 20 173
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 1 75 0 4 10 113
Data graduation based on statistical time series methods 0 0 0 4 1 6 7 49
Determining the number of factors after stationary univariate transformations 0 0 0 38 0 3 8 86
Dynamic factor models: does the specification matter? 1 1 2 67 1 5 7 77
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 1 6 9 99
Extracting non-linear signals from several economic indicators 0 0 1 83 1 4 8 162
Extracting nonlinear signals from several economic indicators 0 0 0 17 0 4 7 87
Factor extraction using Kalman filter and smoothing: this is not just another survey 1 1 3 78 1 7 20 143
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 282 0 9 13 969
Forecasting with nostationary dynamic factor models 0 0 0 5 2 8 8 50
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 2 4 5 171
Green Shoots? Where, when and how? 0 0 0 57 0 3 5 158
Green shoots in the euro area. A real time measure 0 0 1 71 1 9 13 184
Markov-switching dynamic factor models in real time 0 0 0 110 0 11 15 235
Markov-switching dynamic factor models in real time 1 1 4 113 3 7 19 275
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 6 7 14
More is not always better: back to the Kalman filter in dynamic factor models 0 0 0 124 2 5 10 288
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 0 3 102 5 12 31 245
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 2 3 3 16
Risk Sharing in Europe 1 1 1 58 9 17 19 146
Selecting and combining experts from survey forecasts 0 0 1 37 1 7 12 137
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 0 1 232 1 3 6 365
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 0 72 0 3 6 159
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 1 4 15 243
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 2 5 8 57
Total Working Papers 4 4 20 1,955 43 174 296 4,781


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 6 7 39
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 1 4 7 44
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 0 5 8 67
A two factor model to combine US inflation forecasts 0 0 0 52 0 2 2 201
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 2 26 0 1 6 97
Choosing a dynamic common factor as a coincident index 0 0 4 22 0 4 12 60
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 1 2 0 2 6 15
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 1 2 6 100
Data graduation based on statistical time series methods 0 0 0 12 0 4 6 55
Demand Forecast and Elasticities Estimation of Public Transport 1 1 1 102 1 2 5 319
Determining the number of factors after stationary univariate transformations 0 0 0 7 4 15 23 63
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 5 8 10 48
Extracting Nonlinear Signals from Several Economic Indicators 0 0 0 33 1 7 10 87
Factor extraction using Kalman filter and smoothing: This is not just another survey 1 1 1 24 2 10 20 120
Forecast combination through dimension reduction techniques 0 0 0 12 1 5 8 65
Forecast combination through dimension reduction techniques 0 0 2 27 2 6 11 123
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 0 4 6 633
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 1 2 233
Forecasting with nonstationary dynamic factor models 3 3 3 120 4 11 12 280
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 0 7 12 36
Green shoots and double dips in the euro area: A real time measure 0 0 0 34 3 8 9 127
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 1 6 2 5 9 28
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 0 0 1 194
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models 0 0 0 28 0 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 2 5 17 171
Markov-switching dynamic factor models in real time 0 0 2 48 0 4 13 178
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 0 4 4 267
Measuring uncertainty and assessing its predictive power in the euro area 0 0 0 11 0 7 12 65
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 2 4 10 26
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 4 5 12
Seasonality in COVID-19 times 0 0 1 10 0 7 8 35
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 6 9 14 172
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 0 25 1 3 5 107
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 0 8 13 70
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 1 4 30
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 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) 1 1 3 966 1 3 8 1,845
Total Journal Articles 6 6 24 2,084 39 186 323 6,854


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 8 12 73
Total Chapters 0 0 0 18 0 8 12 73


Statistics updated 2026-03-04