Nonstationary dynamic factor analysis D Peña, P Poncela Journal of Statistical Planning and Inference 136 (4), 1237-1257, 2006 | 209 | 2006 |
Forecasting with nonstationary dynamic factor models D Peña, P Poncela Journal of Econometrics 119 (2), 291-321, 2004 | 95 | 2004 |
Forecast combination through dimension reduction techniques P Poncela, J Rodríguez, R Sánchez-Mangas, E Senra International Journal of Forecasting 27 (2), 224-237, 2011 | 81 | 2011 |
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 | 77 | 2007 |
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 | 69 | 2006 |
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 | 66 | 2013 |
Markov-switching dynamic factor models in real time M Camacho, G Perez-Quiros, P Poncela International Journal of Forecasting 34 (4), 598-611, 2018 | 59 | 2018 |
Forecasting traffic accidents using disaggregated data A García-Ferrer, A De Juan, P Poncela International Journal of Forecasting 22 (2), 203-222, 2006 | 58 | 2006 |
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 | 56 | 2015 |
Extracting nonlinear signals from several economic indicators M Camacho, G Perez‐Quiros, P Poncela Journal of Applied Econometrics 30 (7), 1073-1089, 2015 | 49 | 2015 |
Common dynamics of nonenergy commodity prices and their relation to uncertainty P Poncela, E Senra, LP Sierra Applied Economics 46 (30), 3724-3735, 2014 | 49 | 2014 |
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 | 45 | 2013 |
Circulant singular spectrum analysis: A new automated procedure for signal extraction J Bógalo, P Poncela, E Senra Signal Processing 179, 107824, 2021 | 41 | 2021 |
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 | 37 | 2017 |
Markov-switching dynamic factor models in real time M Camacho, G Perez-Quiros, P Poncela Banco de Espana Working Paper, 2012 | 36 | 2012 |
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 | 34 | 2014 |
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 | 33 | 2021 |
More is not always better: back to the Kalman filter in dynamic factor models P Poncela, E Ruiz Ortega | 30 | 2012 |
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 | 28 | 2017 |
Small-versus big-data factor extraction in dynamic factor models: An empirical assessment P Poncela, E Ruiz Dynamic Factor Models 35, 401-434, 2016 | 28 | 2016 |