Pilar Poncela

Universidad Autónoma de Madrid

Campus Cantoblanco

C/Kelsen, 1

Madrid, Madrid 28049

Spain

SCHOLARLY PAPERS

10

DOWNLOADS

664

SSRN CITATIONS
Rank 4,805

SSRN RANKINGS

Top 4,805

in Total Papers Citations

21

CROSSREF CITATIONS

278

Scholarly Papers (10)

1.
Downloads 205 (228,080)
Citation 68

Markov-Switching Dynamic Factor Models in Real Time

Banco de Espana Working Paper No. 1205
Number of pages: 55 Posted: 12 Feb 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 204 (228,739)
Citation 72

Abstract:

Loading...

business cycles, output growth, time series

Markov-Switching Dynamic Factor Models in Real Time

CEPR Discussion Paper No. DP8866
Number of pages: 51 Posted: 01 Mar 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 1 (984,159)
Citation 5
  • Add to Cart

Abstract:

Loading...

Business Cycles, Output Growth, Time Series

2.

Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms

Banco de Espana Working Paper No. 1318
Number of pages: 63 Posted: 13 Nov 2013
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 161 (281,506)
Citation 54

Abstract:

Loading...

Forecasting, GDP growth, time series

3.

From Zero to Infinity: The Use of Impact Factors in the Evaluation of Economic Research in Spain

Instituto de Empresa Business School Working Paper No. WP05-22
Number of pages: 28 Posted: 23 Sep 2007
Instituto de Empresa, Universidad Autónoma de Madrid and Universidad Autónoma de Madrid
Downloads 89 (433,520)
Citation 4

Abstract:

Loading...

Research assessment, Economic departments, Impact factors, Journal rankings, Spain

4.

Extracting Non-Linear Signals from Several Economic Indicators

Banco de Espana Working Paper No. 1202
Number of pages: 42 Posted: 07 Feb 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 80 (462,079)
Citation 57

Abstract:

Loading...

Business cycles, output growth, time series

5.

A Review of International Risk Sharing for Policy Analysis

East Asian Economic Review, Vol. 23, No. 3 (September 2019) pp. 227-260 https://dx.doi.org/10.11644/KIEP.EAER.2019.23.3.362
Number of pages: 34 Posted: 23 Oct 2019 Last Revised: 18 Mar 2021
Pilar Poncela, Michela Nardo and Filippo M. Pericoli
Universidad Autónoma de Madrid, Joint Research Center of the European Commission and European Commission-Joint Research Centre
Downloads 63 (525,800)
Citation 2

Abstract:

Loading...

International Risk Sharing, Monetary Union, Policy Analysis, Consumption Smoothing, Cross-border Investments

6.

Green Shoots in the Euro Area: A Real Time Measure

Banco de Espana Working Paper No. 1026
Number of pages: 40 Posted: 23 Jul 2010
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 45 (610,828)
Citation 36

Abstract:

Loading...

Business Cycles, Output Growth, Time Series

7.

Seasonality in Covid-19 Times

Number of pages: 13 Posted: 13 Oct 2021 Last Revised: 04 Feb 2022
Juan Bógalo, Martín Llada, Pilar Poncela and Eva Senra
Universidad Autónoma de Madrid, Instituto Interdisciplinario de Economía Política de Buenos Aires, Universidad Autónoma de Madrid and University of Alcala
Downloads 19 (784,667)

Abstract:

Loading...

CiSSA, deseasonalizing, outlier, X13-ARIMA

8.

Ignoring Cross-Correlated Idiosyncratic Components When Extracting Factors in Dynamic Factor Models1

Number of pages: 12 Posted: 22 Feb 2023
Diego Fresoli, Pilar Poncela and Esther Ruiz
affiliation not provided to SSRN, Universidad Autónoma de Madrid and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Downloads 2 (935,392)

Abstract:

Loading...

EM algorithm, Kalman lter, Principal Components, State-space model

9.

Green Shoots and Double Dips in the Euro Area: A Real Time Measure

CEPR Discussion Paper No. DP8896
Number of pages: 39 Posted: 04 Apr 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 0 (953,415)
Citation 1
  • Add to Cart

Abstract:

Loading...

Business Cycles, Time Series, Turning Points

10.

Extracting Nonlinear Signals from Several Economic Indicators

CEPR Discussion Paper No. DP8865
Number of pages: 39 Posted: 01 Mar 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 0 (953,415)
Citation 4
  • Add to Cart

Abstract:

Loading...

Business Cycles, Output Growth, Time Series.