Diego J. Pedregal

University of Castilla-La Mancha

Plaza Universidad, 1

Cuenca 02071

Spain

SCHOLARLY PAPERS

7

DOWNLOADS

302

SSRN CITATIONS
Rank 4,807

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Top 4,807

in Total Papers Citations

8

CROSSREF CITATIONS

278

Scholarly Papers (7)

A Quarterly Fiscal Database for the Euro Area Based on Intra-Annual Fiscal Information

ECB Working Paper No. 1132
Number of pages: 49 Posted: 14 Dec 2009
Joan Paredes, Diego J. Pedregal and Javier J. Pérez
European Central Bank, University of Castilla-La Mancha and Banco de España - Research Department
Downloads 67 (422,801)

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Euro area, Fiscal policies, Interpolation, Unobserved Components models, Mixed frequencies

A Quarterly Fiscal Database for the Euro Area Based on Intra-Annual Fiscal Information

Banco de Espana Working Paper No. 0935
Number of pages: 45 Posted: 17 Jan 2010
Joan Paredes, Diego J. Pedregal and Javier J. Pérez
European Central Bank, University of Castilla-La Mancha and Banco de España - Research Department
Downloads 44 (515,463)
Citation 65

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Euro area, Fiscal policies, Interpolation, Unobserved Components models, Mixed-frequencies

2.

Seasonality in High Frequency Time Series

CEIS Working Paper No. 508
Number of pages: 33 Posted: 12 Mar 2021
Tommaso Proietti and Diego J. Pedregal
University of Rome II - Department of Economics and Finance and University of Castilla-La Mancha
Downloads 49 (483,781)

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State Space Models. Robust filtering. Seasonal Adjustment. Variable selection

3.

Monitoring Sub-Central Government Spending in Spain

Banco de Espana Working Paper No. 1127
Number of pages: 35 Posted: 19 Oct 2011
Banco de España, University of Castilla-La Mancha and Banco de España - Research Department
Downloads 37 (538,766)
Citation 47

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Regional and local public finances, government expenditure, fiscal forecasting

4.

Should Quarterly Government Finance Statistics Be Used for Fiscal Surveillance in Europe?

ECB Working Paper No. 937
Number of pages: 38 Posted: 22 Sep 2008
Diego J. Pedregal and Javier J. Pérez
University of Castilla-La Mancha and Banco de España - Research Department
Downloads 32 (565,394)
Citation 2

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Fiscal policies, Mixed frequency data, Forecasting, Unobserved Components Models, State Space, Kalman Filter

5.

The Usefulness of Infra-Annual Government Cash Budgetary Data for Fiscal Forecasting in the Euro Area

ECB Working Paper No. 901
Number of pages: 41 Posted: 14 May 2008
European Central Bank (ECB), University of Castilla-La Mancha, Banco de España - Research Department and HVB Milan - Global Economics & FI/FX Research
Downloads 32 (565,394)
Citation 1

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Leading indicators, Fiscal forecasting and monitoring, Euro area

6.

A Toolkit to Strengthen Government Budget Surveillance

Banco de Espana Working Paper No. 1416
Number of pages: 42 Posted: 11 Jul 2014
University of Castilla-La Mancha, Banco de España - Research Department and Universidad Complutense de Madrid (UCM)
Downloads 22 (628,602)
Citation 57

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government accountability, transparency, fiscal Forecasting

7.

Short-Term Monitoring of the Spanish Government Balance with Mixed-Frequencies Models

Banco de Espana Working Paper No. 0931
Number of pages: 32 Posted: 13 Jan 2010
Teresa Leal, Diego J. Pedregal and Javier J. Pérez
University of Huelva, University of Castilla-La Mancha and Banco de España - Research Department
Downloads 19 (649,835)
Citation 44

Abstract:

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Fiscal forecasting, Fiscal policies, Mixed frequency data, Kalman Filter