P Poncela
Universidad Autónoma de Madrid
H-index: 22
Europe-Spain
Top articles of P Poncela
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Understanding fluctuations through multivariate circulant singular spectrum analysis | Pilar Poncela Eva Senra | 2021/6 | |
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models | Economics Letters | Diego Fresoli Pilar Poncela Esther Ruiz | 2023/9/1 |
Vulnerable regional growth: the case of Spain | Martın Llada Pilar Poncela Eva Senra | 2023/4/20 | |
Risk sharing channels in OECD countries: A heterogeneous panel VAR approach | Journal of International Money and Finance | Pierfederico Asdrubali Soyoung Kim Filippo Maria Pericoli Pilar Poncela | 2023/3/1 |
Dynamic factor models: Does the specification matter? | SERIEs | Karen Miranda Pilar Poncela Esther Ruiz | 2022/5 |
Seasonality in COVID-19 times | Economics Letters | Juan Bógalo Martín Llada Pilar Poncela Eva Senra | 2022/2/1 |
Factor extraction in dynamic factor models: Kalman filter versus principal components | Foundations and Trends® in Econometrics | Esther Ruiz Pilar Poncela | 2022/11/29 |
Economic activity and climate change | arXiv preprint arXiv:2206.03187 | Aránzazu de Juan Pilar Poncela Vladimir Rodríguez-Caballero Esther Ruiz | 2022/6/7 |
Measuring real activity in real time: Exiting the Great Recession and entering the pandemic recession | VoxEU & CEPR | Claudia Foroni Massimiliano Marcellino Dalibor Stevanovic Edward Glaeser Hyunjin Kim | 2021 |
Factor extraction using Kalman filter and smoothing: This is not just another survey | International Journal of Forecasting | Pilar Poncela Esther Ruiz Karen Miranda | 2021/10/1 |
Circulant singular spectrum analysis to monitor the state of the economy in real time | Mathematics | Juan Bógalo Pilar Poncela Eva Senra | 2021/5/22 |
Improving wind power forecasts: combination through multivariate dimension reduction techniques | Energies | Marta Poncela-Blanco Pilar Poncela | 2021/3/6 |
cissa (): A MATLAB Function for Signal Extraction | arXiv preprint arXiv:2102.01742 | Juan Bógalo Pilar Poncela Eva Senra | 2021/2/2 |
Circulant singular spectrum analysis: A new automated procedure for signal extraction | Signal Processing | Juan Bógalo Pilar Poncela Eva Senra | 2021/2/1 |
Global vs sectoral factors and the impact of the financialization in commodity price changes | Open Economies Review | Pilar Poncela Eva Senra Lya Paola Sierra | 2020/9 |
Global vs Sectoral Factos and the Impact of the Financialization in Commodity Price Changes | Eva Senra Díaz Lya Sierra Pilar Poncela Blanco | 2020/3/20 | |
A fragmented-periodogram approach for clustering big data time series | Advances in Data Analysis and Classification | Jorge Caiado Nuno Crato Pilar Poncela | 2020/3 |
A comment on the dynamic factor model with dynamic factors. Economics Discussion Papers, No 2020-7 | Kiel Institute for the World Economy. URL http://www. economics-ejournal. org/economics/discussionpapers/2020-7 | Pilar Poncela Esther Ruiz | 2020 |
Estimating non-stationary common factors: Implications for risk sharing | Computational Economics | Francisco Corona Pilar Poncela Esther Ruiz | 2020/1 |
Co-Authors
