← All authors Pilar Poncela Universidad Autónoma de Madrid (from arXiv:2206.03187, 2022) · ORCID · OpenAlex
49 papers in scope · 48 published · 3 on the econ.EM arXiv · 1,222 citations · h-index 18 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Vladimir Rodríguez-Caballero Gian Pietro Bellocca Philipp Gersing Matteo Luciani Esther Ruiz Ignacio Garrón Matteo Barigozzi Diego Fresoli Mike West Domenico Giannone Tobias Adrian Claudio Lissona Emily Tallman G. Ricco Filippo Pellegrino Marc Hallin Thomas Hasenzagl Lucrezia Reichlin Tony Chernis Minzhengxiong Zhang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 49)
Extreme temperatures and the profitability of large European firms
published 2025 · Journal of Climate Finance · 2 citations
published 2025 · International Review of Environmental and Resource Economics · 2 citations · first circulated 2022
Economic activity and $$\hbox {CO}_2$$ emissions in Spain
published 2024 · Empirical Economics · 2 citations
working paper 2024 · arXiv
published 2024 · Expert Systems with Applications · 3 citations · first circulated 2020
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
published 2023 · Economics Letters · 1 citations
Risk sharing channels in OECD countries: A heterogeneous panel VAR approach
published 2023 · Journal of International Money and Finance · 14 citations · first circulated 2018
with Pierfederico Asdrubali, Soyoung Kim, Filippo Maria Pericoli, Pericoli Filippo
Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components
published 2022 · Foundations and Trends® in Econometrics · 8 citations
Seasonality in COVID-19 times
published 2021 · Economics Letters · 10 citations
Dynamic factor models: Does the specification matter?
published 2021 · SERIEs · 10 citations
Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time
published 2021 · Mathematics · 6 citations
Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques
published 2021 · Energies · 7 citations
with Marta Poncela-Blanco
Factor extraction using Kalman filter and smoothing: This is not just another survey
published 2021 · International Journal of Forecasting · 30 citations
Circulant singular spectrum analysis: A new automated procedure for signal extraction
published 2020 · Signal Processing · 56 citations
Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes
published 2020 · Open Economies Review · 8 citations
A Review of International Risk Sharing for Policy Analysis
published 2019 · East Asian Economic Review · 12 citations
with Michela Nardo, Filippo Maria Pericoli
A fragmented-periodogram approach for clustering big data time series
published 2019 · Advances in Data Analysis and Classification · 17 citations
with Jorge Caiado, Nuno Crato
Estimating Non-stationary Common Factors: Implications for Risk Sharing
published 2018 · Computational Economics · 26 citations · first circulated 2017
Markov-switching dynamic factor models in real time
published 2018 · International Journal of Forecasting · 99 citations · first circulated 2012
with Máximo Camacho, Gabriel Pérez-Quirós
Strong Separability in Circulant SSA
published 2018 · Springer proceedings in mathematics & statistics · 2 citations
A new look at oil price pass-through into inflation: evidence from disaggregated European data
published 2016 · Economia Politica · 23 citations
Measuring uncertainty and assessing its predictive power in the euro area
published 2016 · Empirical Economics · 16 citations
Determining the number of factors after stationary univariate transformations
published 2016 · Empirical Economics · 14 citations
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
published 2016 · Empirical Economics · 33 citations
Choosing a dynamic common factor as a coincident index
published 2015 · Statistics & Probability Letters · 6 citations
with Wilmer Martínez-Rivera, Fabio H. Nieto
Mexico : Combining monthly inflation predictions from surveys
published 2014 · CEPAL review
with Víctor M. Guerrero, Alejandro Islas, Julio Rodríguez, Rocío Sánchez-Mangas
México: la combinación de las predicciones mensuales de inflación mediante encuestas
published 2014 · Revista de la CEPAL
with Víctor M. Guerrero, Alejandro Islas, Julio Rodríguez, Rocío Sánchez-Mangas
Extracting Nonlinear Signals from Several Economic Indicators
published 2014 · Journal of Applied Econometrics · 60 citations · first circulated 2012
with Máximo Camacho, Gabriel Pérez-Quirós
Common dynamics of nonenergy commodity prices and their relation to uncertainty
published 2014 · Applied Economics · 41 citations
The Effects of Disaggregation on Forecasting Nonstationary Time Series
published 2014 · Journal of Forecasting · 10 citations
with Antonio García-Ferrer
Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting
published 2014 · Journal of Applied Econometrics · 42 citations · first circulated 2012
with Julieta Fuentes, Julio Rodríguez
Some New Results on the Estimation of Structural Budget Balance for Spain
published 2014 · Revista Hacienda Pública Española · 5 citations
Green shoots and double dips in the euro area: A real time measure
published 2013 · International Journal of Forecasting · 42 citations · first circulated 2010
with Máximo Camacho, Gabriel Pérez-Quirós
Comments on “Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model” by Koopman and van der Wel
published 2013 · International Journal of Forecasting · 1 citations
Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting
published 2013 · Applied Energy · 59 citations
with Marta Poncela Blanco, José R. Perán
Further research on independent component analysis
published 2011 · International Journal of Forecasting · 6 citations
Forecast combination through dimension reduction techniques
published 2010 · International Journal of Forecasting · 66 citations
The relationship between road traffic accidents and real economic activity in spain: common cycles and health issues
published 2006 · Health Economics · 49 citations
A two factor model to combine US inflation forecasts
published 2006 · Applied Economics · 10 citations
Forecasting traffic accidents using disaggregated data
published 2006 · International Journal of Forecasting · 36 citations
with Antonio García-Ferrer, A. de Juan
Demand Forecast and Elasticities Estimation of Public Transport
published 2006 · Journal of Transport Economics and Policy · 38 citations
with Antonio García-Ferrer, Marcos Bujosa, Aránzazu de Juan
Introduction to nonlinearities, business cycles, and forecasting
published 2005 · International Journal of Forecasting · 1 citations
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models
published 2005 · International Journal of Forecasting · 15 citations
with José Antonio Ortega
Nonstationary dynamic factor analysis
published 2004 · Journal of Statistical Planning and Inference · 169 citations
with Daniel Peña
Time series analysis by state space methods
published 2003 · International Journal of Forecasting · 42 citations
Forecasting with nonstationary dynamic factor models
published 2003 · Journal of Econometrics · 95 citations
with Daniel Peña
Forecasting European GNP data through common factor models and other procedures
published 2002 · Journal of Forecasting · 18 citations
with Antonio García-Ferrer
Data graduation based on statistical time series methods
published 2001 · Statistics & Probability Letters · 8 citations · first circulated 1997
with Víctor M. Guerrero, Rodrigo Juárez
Measuring intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example
published 1998 · Journal of Business and Economic Statistics · 2 citations · first circulated 1997
with Víctor M. Guerrero, Daniel Peña
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