Eva
Senra Díaz
Profesor/a Titular Universidad
Pilar
Poncela Blanco
Pilar Poncela Blanco-rekin lankidetzan egindako argitalpenak (22)
2024
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Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis
Expert Systems with Applications, Vol. 251
2022
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Seasonality in COVID-19 times
Economics Letters, Vol. 211
2021
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Circulant singular spectrum analysis to monitor the state of the economy in real time
Mathematics, Vol. 9, Núm. 11
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Circulant singular spectrum analysis: A new automated procedure for signal extraction
Signal Processing, Vol. 179
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Éxitos y retos de big data en análisis económico: un recorrido a través de ejemplos
Análisis econométrico y big data (Fundación de las Cajas de Ahorros (FUNCAS)), pp. 95-116
2020
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Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes
Open Economies Review, Vol. 31, Núm. 4, pp. 859-879
2018
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Strong separability in circulant ssa
Springer Proceedings in Mathematics and Statistics
2017
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A new look at oil price pass-through into inflation: evidence from disaggregated European data
Economia Politica, Vol. 34, Núm. 1, pp. 55-82
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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
Empirical Economics, Vol. 52, Núm. 2, pp. 777-798
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Measuring uncertainty and assessing its predictive power in the euro area
Empirical Economics, Vol. 53, Núm. 1, pp. 165-182
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Revisiones en el ciclo económico con Circulant SSA
Sextas Jornadas de Jóvenes Investigadores de la Universidad de Alcalá: Humanidades y Ciencias Sociales
2015
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Extracción de señales en series temporales no estacionarias con Circulant SSA
XXXV Congreso Nacional SEIO: IX Jornadas de Estadística Pública : Universidad Pública de Navarra, Pamplona, del 26 al 29 de mayo de 2015
2014
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Common dynamics of nonenergy commodity prices and their relation to uncertainty
Applied Economics, Vol. 46, Núm. 30, pp. 3724-3735
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Some new results on the estimation of structural budget balance for Spain
Hacienda Pública Española / Review of Public Economics, Núm. 210, pp. 11-32
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The predictive content of co-movement in non-energy commodity price changes
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
2013
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The dynamics of co-movement and the role of uncertainty as a driver of non-energy commodity prices
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
2012
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Is the boost in oil prices affecting the appreciation of real exchange rate?: empirical evidence of Dutch disease in Colombia
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
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Oil prices and inflation in the euro area and its main countries: Germany, France, Italy and Spain
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
2011
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Do we see the effects of oil variations in official statistics price data?
BEIO, Boletín de Estadística e Investigación Operativa, Vol. 27, Núm. 1, pp. 29-41
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Forecast combination through dimension reduction techniques
International Journal of Forecasting, Vol. 27, Núm. 2, pp. 224-237