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 1 11 59 0 4 32 120
Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA 0 0 5 72 0 1 11 94
Data graduation based on statistical time series methods 0 1 1 4 1 3 7 30
Determining the number of factors after stationary univariate transformations 0 0 0 37 0 0 3 72
Dynamic factor models: does the specification matter? 0 1 9 63 0 1 21 58
Eigenstructure of nonstationary factor models 0 0 0 5 0 0 1 70
Estimating non-stationary common factors: Implications for risk sharing 0 1 4 82 1 3 12 82
Extracting non-linear signals from several economic indicators 0 0 2 82 1 2 6 149
Extracting nonlinear signals from several economic indicators 0 0 0 17 0 0 0 77
Factor extraction using Kalman filter and smoothing: this is not just another survey 0 1 2 71 1 7 12 96
Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis 0 0 1 277 0 1 2 947
Forecasting with nostationary dynamic factor models 0 0 0 3 0 0 5 39
Green Shoots and Double Dips in the Euro Area. A Real Time Measure 0 1 1 59 0 1 3 161
Green Shoots? Where, when and how? 0 0 0 56 1 1 4 150
Green shoots in the euro area. A real time measure 0 1 3 70 0 2 5 167
Markov-switching dynamic factor models in real time 0 0 3 109 0 0 6 247
Markov-switching dynamic factor models in real time 0 0 0 106 0 1 6 209
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 0 6
More is not always better: back to the Kalman filter in dynamic factor models 0 0 2 121 1 2 11 263
New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR 1 2 8 91 1 3 13 185
Pooling information and forecasting with dynamic factor analysis 0 0 0 0 0 1 2 10
Risk Sharing in Europe 0 1 2 56 0 1 6 122
Selecting and combining experts from survey forecasts 0 0 0 34 2 5 25 110
Short-term forecasting for empirical economists. A survey of the recently proposed algorithms 0 2 10 219 1 5 23 320
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment 0 0 0 69 0 0 1 143
Sparse partial least squares in time series for macroeconomic forecasting 0 0 1 83 0 1 11 220
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis 1 1 7 19 1 1 13 36
Total Working Papers 2 13 72 1,865 11 46 241 4,183


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 1 1 1 8 1 1 6 23
A fragmented-periodogram approach for clustering big data time series 0 0 1 4 0 1 11 32
A new look at oil price pass-through into inflation: evidence from disaggregated European data 0 0 1 12 1 1 5 55
A two factor model to combine US inflation forecasts 0 0 0 52 0 0 1 197
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting 0 0 3 17 0 0 5 71
Choosing a dynamic common factor as a coincident index 0 0 3 16 0 0 4 43
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time 0 0 0 0 0 0 3 3
Common dynamics of nonenergy commodity prices and their relation to uncertainty 1 1 1 13 1 1 3 81
Data graduation based on statistical time series methods 0 0 0 12 0 0 1 48
Demand Forecast and Elasticities Estimation of Public Transport 0 1 1 97 0 1 6 305
Determining the number of factors after stationary univariate transformations 0 0 0 6 0 1 5 37
Estimating Non-stationary Common Factors: Implications for Risk Sharing 0 2 5 9 1 3 9 28
Extracting Nonlinear Signals from Several Economic Indicators 1 2 3 31 1 2 4 72
Factor extraction using Kalman filter and smoothing: This is not just another survey 1 2 8 8 4 13 34 34
Forecast combination through dimension reduction techniques 0 0 0 9 0 0 0 48
Forecast combination through dimension reduction techniques 0 0 1 25 0 0 3 111
Forecasting European GNP Data through Common Factor Models and Other Procedures 0 0 0 0 0 0 1 626
Forecasting traffic accidents using disaggregated data 0 0 0 100 0 2 4 230
Forecasting with nonstationary dynamic factor models 1 2 3 108 1 2 7 245
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes 0 0 2 2 0 0 5 17
Green shoots and double dips in the euro area: A real time measure 1 2 3 31 1 2 6 112
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques 0 0 0 0 1 2 5 8
Introduction to nonlinearities, business cycles, and forecasting 0 0 0 89 0 0 1 193
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models 0 0 0 27 0 0 3 119
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 34 0 0 12 133
Markov-switching dynamic factor models in real time 0 1 5 37 1 7 35 133
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 8 0 2 4 44
Mexico: Combining monthly inflation predictions from surveys 0 0 0 2 0 0 0 14
México: la combinación de las predicciones mensuales de inflación mediante encuestas 0 0 0 0 0 1 1 7
Seasonality in COVID-19 times 0 0 5 5 0 1 14 14
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms 0 0 0 59 0 0 4 151
Some New Results on the Estimation of Structural Budget Balance for Spain 0 1 4 24 0 1 11 94
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting 0 0 1 9 0 0 2 54
The Effects of Disaggregation on Forecasting Nonstationary Time Series 0 0 0 6 0 0 0 24
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues 0 0 0 139 0 0 5 705
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 2 962 2 6 9 1,830
Total Journal Articles 7 16 55 1,961 15 50 229 6,204


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 1 3 16 0 1 6 56
Total Chapters 0 1 3 16 0 1 6 56


Statistics updated 2022-09-05