Pilar Poncela
Names
| first: |
Pilar |
| last: |
Poncela |
Identifer
Contact
Affiliations
-
Universidad Autónoma de Madrid
/ Facultad de Ciencias Económicas y Empresariales
Research profile
author of:
- Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis (repec:arx:papers:2007.07561)
by Juan B'ogalo & Pilar Poncela & Eva Senra - Economic activity and climate change (repec:arx:papers:2206.03187)
by Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz - Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors (repec:arx:papers:2407.06883)
by Diego Fresoli & Pilar Poncela & Esther Ruiz - Green shoots in the euro area. A real time measure (repec:bde:wpaper:1026)
by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela - Extracting non-linear signals from several economic indicators (repec:bde:wpaper:1202)
by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela - Markov-switching dynamic factor models in real time (repec:bde:wpaper:1205)
by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela - Short-term forecasting for empirical economists. A survey of the recently proposed algorithms (repec:bde:wpaper:1318)
by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela - Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example (repec:bes:jnlbes:v:16:y:1998:i:4:p:489-97)
by Guerrero, Victor M & Pena, Daniel & Poncela, Pilar - Extracting nonlinear signals from several economic indicators (repec:cpr:ceprdp:8865)
by Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo - Markov-switching dynamic factor models in real time (repec:cpr:ceprdp:8866)
by Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo - Green Shoots and Double Dips in the Euro Area. A Real Time Measure (repec:cpr:ceprdp:8896)
by Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo - Pooling information and forecasting with dynamic factor analysis (repec:cte:wsrepe:10709)
by Peña, Daniel & Poncela, Pilar - Estimating non-stationary common factors : Implications for risk sharing (repec:cte:wsrepe:24585)
by Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther - Factor extraction using Kalman filter and smoothing: this is not just another survey (repec:cte:wsrepe:30644)
by Poncela, Pilar & Ruiz Ortega, Esther & Miranda Gualdrón, Karen Alejandra - Dynamic factor models: does the specification matter? (repec:cte:wsrepe:32210)
by Miranda Gualdrón, Karen Alejandra & Poncela, Pilar & Ruiz Ortega, Esther - Economic activity and climate change (repec:cte:wsrepe:35044)
by De Juan Fernández, Aránzazu & Poncela, Pilar & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther - Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (repec:cte:wsrepe:36251)
by Fresoli, Diego Eduardo & Poncela, Pilar & Ruiz Ortega, Esther - Economic activity and C02 emissions in Spain (repec:cte:wsrepe:37975)
by Juan, Aranzazu de & Poncela, Pilar & Ruiz Ortega, Esther - Extreme temperatures and the profitability of large European firms (repec:cte:wsrepe:44217)
by Bellocca, Gian Pietro Enzo & Poncela, Pilar & Ruiz Ortega, Esther - Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example (repec:cte:wsrepe:6212)
by Guerrero, Victor M. & Peña, Daniel & Poncela, Pilar - Data graduation based on statistical time series methods (repec:cte:wsrepe:6213)
by Guerrero, Victor M. & Juárez, Rodrigo & Poncela, Pilar - Eigenstructure of nonstationary factor models (repec:cte:wsrepe:6224)
by Peña, Daniel & Poncela, Pilar - Forecasting with nostationary dynamic factor models (repec:cte:wsrepe:9959)
by Peña, Daniel & Poncela, Pilar - Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis (repec:cte:wsrepe:ws020301)
by Espasa, Antoni & Poncela, Pilar & Senra, Eva - Sparse partial least squares in time series for macroeconomic forecasting (repec:cte:wsrepe:ws122216)
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio - More is not always better : back to the Kalman filter in dynamic factor models (repec:cte:wsrepe:ws122317)
by Poncela, Pilar & Ruiz Ortega, Esther - Selecting and combining experts from survey forecasts (repec:cte:wsrepe:ws140905)
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio - Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment (repec:cte:wsrepe:ws1502)
by Ruiz Ortega, Esther & Poncela, Pilar - Determining the number of factors after stationary univariate transformations (repec:cte:wsrepe:ws1602)
by Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther - México: la combinación de las predicciones mensuales de inflación mediante encuestas (repec:ecr:col070:36960)
by Guerrero, Víctor & Islas C., Alejandro & Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío - Mexico: Combining monthly inflation predictions from surveys (repec:ecr:col070:37421)
by Guerrero, Víctor & Islas C., Alejandro & Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío - Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting (repec:eee:appene:v:108:y:2013:i:c:p:349-362)
by Poncela, Marta & Poncela, Pilar & Perán, José Ramón - Seasonality in COVID-19 times (repec:eee:ecolet:v:211:y:2022:i:c:s0165176521004547)
by Bógalo, Juan & Llada, Martín & Poncela, Pilar & Senra, Eva - Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (repec:eee:ecolet:v:230:y:2023:i:c:s0165176523002719)
by Fresoli, Diego & Poncela, Pilar & Ruiz, Esther - Forecasting with nonstationary dynamic factor models (repec:eee:econom:v:119:y:2004:i:2:p:291-321)
by Pena, Daniel & Poncela, Pilar - 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) (repec:eee:intfor:v:20:y:2004:i:1:p:139-141)
by Poncela, Pilar - Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models (repec:eee:intfor:v:21:y:2005:i:3:p:539-550)
by Ortega, Jose Antonio & Poncela, Pilar - Introduction to nonlinearities, business cycles, and forecasting (repec:eee:intfor:v:21:y:2005:i:4:p:623-625)
by Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther - Forecasting traffic accidents using disaggregated data (repec:eee:intfor:v:22:y:2006:i:2:p:203-222)
by Garcia-Ferrer, A. & de Juan, A. & Poncela, P. - Forecast combination through dimension reduction techniques (repec:eee:intfor:v:27:y::i:2:p:224-237)
by Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva - Forecast combination through dimension reduction techniques (repec:eee:intfor:v:27:y:2011:i:2:p:224-237)
by Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva - Green shoots and double dips in the euro area: A real time measure (repec:eee:intfor:v:30:y:2014:i:3:p:520-535)
by Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar - Markov-switching dynamic factor models in real time (repec:eee:intfor:v:34:y:2018:i:4:p:598-611)
by Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar - Factor extraction using Kalman filter and smoothing: This is not just another survey (repec:eee:intfor:v:37:y:2021:i:4:p:1399-1425)
by Poncela, Pilar & Ruiz, Esther & Miranda, Karen - Risk sharing channels in OECD countries: A heterogeneous panel VAR approach (repec:eee:jimfin:v:131:y:2023:i:c:s0261560623000050)
by Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo Maria & Poncela, Pilar - Choosing a dynamic common factor as a coincident index (repec:eee:stapro:v:109:y:2016:i:c:p:89-98)
by Martínez, Wilmer & Nieto, Fabio H. & Poncela, Pilar - Data graduation based on statistical time series methods (repec:eee:stapro:v:52:y:2001:i:2:p:169-175)
by Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar - Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment (repec:eme:aecozz:s0731-905320150000035010)
by Pilar Poncela & Esther Ruiz - Green Shoots? Where, when and how? (repec:fda:fdaddt:2010-04)
by Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela - Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques (repec:gam:jeners:v:14:y:2021:i:5:p:1446-:d:512064)
by Marta Poncela-Blanco & Pilar Poncela - Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time (repec:gam:jmathe:v:9:y:2021:i:11:p:1169-:d:559980)
by Juan Bógalo & Pilar Poncela & Eva Senra - Some New Results on the Estimation of Structural Budget Balance for Spain (repec:hpe:journl:y:2014:v:210:i:3:p:11-31)
by Pilar Poncela & Eva Senra & Daniel Sotelsek & Guido Zack - Risk Sharing in Europe (repec:ipt:iptwpa:jrc104621)
by Pilar Poncela & Filippo Pericoli & Anna Manca & Filippo Michela Nardo - Forecasting European GNP Data through Common Factor Models and Other Procedures (repec:jof:jforec:v:21:y:2002:i:4:p:225-44)
by Garcia-Ferrer, Antonio & Poncela, Pilar - New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR (repec:jrs:wpaper:201813)
by Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo & Poncela, Pilar - Estimating Non-stationary Common Factors: Implications for Risk Sharing (repec:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9)
by Francisco Corona & Pilar Poncela & Esther Ruiz - Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes (repec:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-019-09564-4)
by Pilar Poncela & Eva Senra & Lya Paola Sierra - Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms (repec:now:fnteco:0800000018)
by Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar - Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (repec:now:fnteco:0800000039)
by Esther Ruiz & Pilar Poncela - Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA (repec:pra:mprapa:76023)
by Bógalo, Juan & Poncela, Pilar & Senra, Eva - A Review of International Risk Sharing for Policy Analysis (repec:ris:eaerev:0362)
by Pilar Poncela & Michela Nardo & Filippo M. Pericoli - A fragmented-periodogram approach for clustering big data time series (repec:spr:advdac:v:14:y:2020:i:1:d:10.1007_s11634-019-00365-8)
by Jorge Caiado & Nuno Crato & Pilar Poncela - 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 (repec:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1083-7)
by Pilar Poncela & Eva Senra & Lya Paola Sierra - Determining the number of factors after stationary univariate transformations (repec:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5)
by Francisco Corona & Pilar Poncela & Esther Ruiz - Measuring uncertainty and assessing its predictive power in the euro area (repec:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6)
by Pilar Poncela & Eva Senra - Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain (repec:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1)
by Aránzazu Juan & Pilar Poncela & Esther Ruiz - A new look at oil price pass-through into inflation: evidence from disaggregated European data (repec:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0048-9)
by César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra - Dynamic factor models: Does the specification matter? (repec:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00248-2)
by Karen Miranda & Pilar Poncela & Esther Ruiz - Common Factors and Common Shocks: A Tale of Three (Close) Signal Extraction Procedures (repec:spr:sprchp:978-3-031-61853-6_18)
by Pilar Poncela & Esther Ruiz - A two factor model to combine US inflation forecasts (repec:taf:applec:v:38:y:2006:i:18:p:2191-2197)
by Pilar Poncela & Eva Senra - Common dynamics of nonenergy commodity prices and their relation to uncertainty (repec:taf:applec:v:46:y:2014:i:30:p:3724-3735)
by Pilar Poncela & Eva Senra & Lya Paola Sierra - Demand Forecast and Elasticities Estimation of Public Transport (repec:tpe:jtecpo:v:40:y:2006:i:1:p:45-67)
by Antonio García-Ferrer & Marcos Bujosa & Aránzazu de Juan & Pilar Poncela - The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues (repec:wly:hlthec:v:16:y:2007:i:6:p:603-626)
by Antonio García‐ferrer & Aránzazu De Juan & Pilar Poncela - Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting (repec:wly:japmet:v:30:y:2015:i:4:p:576-595)
by Julieta Fuentes & Pilar Poncela & Julio Rodríguez - Extracting Nonlinear Signals from Several Economic Indicators (repec:wly:japmet:v:30:y:2015:i:7:p:1073-1089)
by Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela - The Effects of Disaggregation on Forecasting Nonstationary Time Series (repec:wly:jforec:v:33:y:2014:i:4:p:300-314)
by Pilar Poncela & Antonio García‐Ferrer - A comment on the dynamic factor model with dynamic factors (repec:zbw:ifwedp:20207)
by Poncela, Pilar & Ruiz, Esther