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P Poncela
P Poncela
在 uam.es 的电子邮件经过验证
标题
引用次数
引用次数
年份
Nonstationary dynamic factor analysis
D Peña, P Poncela
Journal of Statistical Planning and Inference 136 (4), 1237-1257, 2006
2092006
Forecasting with nonstationary dynamic factor models
D Peña, P Poncela
Journal of Econometrics 119 (2), 291-321, 2004
952004
Forecast combination through dimension reduction techniques
P Poncela, J Rodríguez, R Sánchez-Mangas, E Senra
International Journal of Forecasting 27 (2), 224-237, 2011
812011
The relationship between road traffic accidents and real economic activity in Spain: common cycles and health issues
A García‐ferrer, A De Juan, P Poncela
Health Economics 16 (6), 603-626, 2007
772007
Demand forecast and elasticities estimation of public transport
A García-Ferrer, M Bujosa, A de Juan, P Poncela
Journal of Transport Economics and Policy (JTEP) 40 (1), 45-67, 2006
692006
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting
M Poncela, P Poncela, JR Perán
Applied Energy 108, 349-362, 2013
662013
Markov-switching dynamic factor models in real time
M Camacho, G Perez-Quiros, P Poncela
International Journal of Forecasting 34 (4), 598-611, 2018
592018
Forecasting traffic accidents using disaggregated data
A García-Ferrer, A De Juan, P Poncela
International Journal of Forecasting 22 (2), 203-222, 2006
582006
Sparse partial least squares in time series for macroeconomic forecasting
J Fuentes, P Poncela, J Rodríguez
Journal of Applied Econometrics 30 (4), 576-595, 2015
562015
Extracting nonlinear signals from several economic indicators
M Camacho, G Perez‐Quiros, P Poncela
Journal of Applied Econometrics 30 (7), 1073-1089, 2015
492015
Common dynamics of nonenergy commodity prices and their relation to uncertainty
P Poncela, E Senra, LP Sierra
Applied Economics 46 (30), 3724-3735, 2014
492014
Short-term forecasting for empirical economists: A survey of the recently proposed algorithms
M Camacho, G Pérez-Quirós, P Poncela
Foundations and Trends® in Econometrics 6 (2), 101-161, 2013
452013
Circulant singular spectrum analysis: A new automated procedure for signal extraction
J Bógalo, P Poncela, E Senra
Signal Processing 179, 107824, 2021
412021
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 …
P Poncela, E Senra, LP Sierra
Empirical Economics 52, 777-798, 2017
372017
Markov-switching dynamic factor models in real time
M Camacho, G Perez-Quiros, P Poncela
Banco de Espana Working Paper, 2012
362012
Green shoots and double dips in the euro area: A real time measure
M Camacho, GP Quiros, P Poncela
International Journal of Forecasting 30 (3), 520-535, 2014
342014
Factor extraction using Kalman filter and smoothing: This is not just another survey
P Poncela, E Ruiz, K Miranda
International Journal of Forecasting 37 (4), 1399-1425, 2021
332021
More is not always better: back to the Kalman filter in dynamic factor models
P Poncela, E Ruiz Ortega
302012
A new look at oil price pass-through into inflation: evidence from disaggregated European data
C Castro, R Jiménez-Rodríguez, P Poncela, E Senra
Economia Politica 34, 55-82, 2017
282017
Small-versus big-data factor extraction in dynamic factor models: An empirical assessment
P Poncela, E Ruiz
Dynamic Factor Models 35, 401-434, 2016
282016
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