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 3 70 0 0 9 153
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 1 2 75 0 1 4 104
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 0 0 1 78
Dynamic factor models: does the specification matter? 0 0 1 65 0 1 5 70
Eigenstructure of nonstationary factor models 0 0 0 5 0 0 3 75
Estimating non-stationary common factors: Implications for risk sharing 0 0 0 84 0 1 1 90
Extracting non-linear signals from several economic indicators 0 0 0 82 0 0 1 154
Extracting nonlinear signals from several economic indicators 0 0 0 17 0 1 1 80
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 0 0 75 0 1 7 123
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 281 0 1 3 956
Forecasting with nostationary dynamic factor models 0 0 1 5 0 0 1 42
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 0 0 60 0 0 0 166
Green Shoots? Where, when and how? 0 0 0 57 0 1 1 154
Green shoots in the euro area. A real time measure 0 0 0 70 1 1 1 172
Markov-switching dynamic factor models in real time 0 0 0 109 1 2 5 257
Markov-switching dynamic factor models in real time 0 0 1 110 0 2 4 220
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 1 2 7 280
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 0 0 2 99 1 3 11 216
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 2 13
Risk Sharing in Europe 0 0 0 57 0 0 1 127
Selecting and combining experts from survey forecasts 0 0 0 36 0 0 1 125
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 1 3 232 0 1 4 360
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 1 72 0 1 4 153
Sparse partial least squares in time series for macroeconomic forecasting 0 0 0 84 1 1 2 229
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 0 0 0 24 0 0 2 49
Total Working Papers 0 2 15 1,937 5 20 82 4,495


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 1 13 0 0 3 32
A fragmented-periodogram approach for clustering big data time series 0 0 0 5 0 0 2 37
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 0 13 1 1 1 60
A two factor model to combine US inflation forecasts 0 0 0 52 0 1 2 199
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 2 24 0 0 6 91
Choosing a dynamic common factor as a coincident index 0 0 2 18 1 2 5 49
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 0 1 0 0 1 9
Common dynamics of nonenergy commodity prices and their relation to uncertainty 0 0 0 16 0 0 4 94
Data graduation based on statistical time series methods 0 0 0 12 0 1 1 49
Demand Forecast and Elasticities Estimation of Public Transport 0 0 0 101 0 0 3 314
Determining the number of factors after stationary univariate transformations 0 0 0 7 0 0 1 40
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 0 0 12 0 1 1 39
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 1 4 23 0 2 12 100
Forecast combination through dimension reduction techniques 0 0 0 12 0 2 4 58
Forecast combination through dimension reduction techniques 1 1 1 26 1 1 2 113
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 0 1 1 627
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 0 0 231
Forecasting with nonstationary dynamic factor models 0 0 1 117 0 1 3 268
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 0 2 0 1 3 24
Green shoots and double dips in the euro area: A real time measure 0 0 1 34 0 0 2 118
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 1 5 0 0 1 19
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 1 122
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 1 43 1 3 10 155
Markov-switching dynamic factor models in real time 0 0 2 46 0 1 8 165
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 1 11 0 0 3 53
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 0 0 1 16
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 0 0 7
Seasonality in COVID-19 times 1 1 1 10 1 1 2 28
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 63 0 0 0 158
Some New Results on the Estimation of Structural Budget Balance for Spain 0 0 1 25 0 1 3 102
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 0 10 1 1 1 58
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 1 1 26
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 140 0 1 1 709
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 0 963 0 1 4 1,838
Total Journal Articles 2 3 19 2,062 6 24 93 6,541


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 2 3 62
Total Chapters 0 0 0 18 0 2 3 62


Statistics updated 2025-05-12