E-LIB Suche - Ergebnisse für: Poncela, Pilar

1

Understanding fluctuations through Multivariate Circulant S..:

Bógalo, Juan ; Poncela, Pilar ; Senra, Eva
Expert Systems with Applications. 251 (2024) - p. 123827 , 2024

Link: https://doi.org/10.1016/..

2

Ignoring cross-correlated idiosyncratic components when ext..:

Fresoli, Diego ; Poncela, Pilar ; Ruiz, Esther
Economics Letters. 230 (2023) - p. 111246 , 2023

Link: https://doi.org/10.1016/..

3

Risk sharing channels in OECD countries: A heterogeneous pa..:

Asdrubali, Pierfederico ; Kim, Soyoung ; Pericoli, Filippo Maria.
Journal of International Money and Finance. 131 (2023) - p. 102804 , 2023

Link: https://doi.org/10.1016/..

4

Seasonality in COVID-19 times:

Bógalo, Juan ; Llada, Martín ; Poncela, Pilar.
Economics Letters. 211 (2022) - p. 110206 , 2022

Link: https://doi.org/10.1016/..

5

Improving Wind Power Forecasts: Combination through Multiva..:

Poncela-Blanco, Marta ; Poncela, Pilar
Energies. 14 (2021) 5 - p. 1446 , 2021

Link: https://doi.org/10.3390/..

6

Circulant singular spectrum analysis: A new automated proce..:

Bógalo, Juan ; Poncela, Pilar ; Senra, Eva
Signal Processing. 179 (2021) - p. 107824 , 2021

Link: https://doi.org/10.1016/..

7

Dynamic factor models: Does the specification matter?:

Miranda, Karen ; Poncela, Pilar ; Ruiz, Esther
SERIEs. 13 (2021) 1-2 - p. 397-428 , 2021

Link: https://doi.org/10.1007/..

8

Circulant Singular Spectrum Analysis to Monitor the State o..:

Bógalo, Juan ; Poncela, Pilar ; Senra, Eva
Mathematics. 9 (2021) 11 - p. 1169 , 2021

Link: https://doi.org/10.3390/..

9

Factor extraction using Kalman filter and smoothing: This i..:

Poncela, Pilar ; Ruiz, Esther ; Miranda, Karen
International Journal of Forecasting. 37 (2021) 4 - p. 1399-1425 , 2021

Link: https://doi.org/10.1016/..

10

Global vs Sectoral Factors and the Impact of the Financiali..:

Poncela, Pilar ; Senra, Eva ; Sierra, Lya Paola
Open Economies Review. 31 (2020) 4 - p. 859-879 , 2020

Link: https://doi.org/10.1007/..

11

A fragmented-periodogram approach for clustering big data t..:

Caiado, Jorge ; Crato, Nuno ; Poncela, Pilar
Advances in Data Analysis and Classification. 14 (2019) 1 - p. 117-146 , 2019

Link: https://doi.org/10.1007/..

12

Estimating Non-stationary Common Factors: Implications for ..:

Corona, Francisco ; Poncela, Pilar ; Ruiz, Esther
Computational Economics. 55 (2018) 1 - p. 37-60 , 2018

Link: https://doi.org/10.1007/..

13

Markov-switching dynamic factor models in real time:

Camacho, Maximo ; Perez-Quiros, Gabriel ; Poncela, Pilar
International Journal of Forecasting. 34 (2018) 4 - p. 598-611 , 2018

Link: https://doi.org/10.1016/..

14

JRC.B1 contribution to the SWD on the movement of capital a..

EUR, Scientific and technical research series, 29191

Nardo, Michela ; Ndacyayisenga, Nathalie ; Pericoli, Filippo. , 2018

Link: http://dx.publications.e..

15

Measuring uncertainty and assessing its predictive power in..:

Poncela, Pilar ; Senra, Eva
Empirical Economics. 53 (2016) 1 - p. 165-182 , 2016

Link: https://doi.org/10.1007/..