Publications dans lesquelles il/elle collabore avec Pilar Poncela Blanco (22)

2024

  1. Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis

    Expert Systems with Applications, Vol. 251

2022

  1. Seasonality in COVID-19 times

    Economics Letters, Vol. 211

2021

  1. Circulant singular spectrum analysis to monitor the state of the economy in real time

    Mathematics, Vol. 9, Núm. 11

  2. Circulant singular spectrum analysis: A new automated procedure for signal extraction

    Signal Processing, Vol. 179

  3. 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

  1. 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

  1. Strong separability in circulant ssa

    Springer Proceedings in Mathematics and Statistics

2017

  1. A new look at oil price pass-through into inflation: evidence from disaggregated European data

    Economia Politica, Vol. 34, Núm. 1, pp. 55-82

  2. 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

  3. Measuring uncertainty and assessing its predictive power in the euro area

    Empirical Economics, Vol. 53, Núm. 1, pp. 165-182

  4. Revisiones en el ciclo económico con Circulant SSA

    Sextas Jornadas de Jóvenes Investigadores de la Universidad de Alcalá: Humanidades y Ciencias Sociales

2015

  1. 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

  1. Common dynamics of nonenergy commodity prices and their relation to uncertainty

    Applied Economics, Vol. 46, Núm. 30, pp. 3724-3735

  2. Some new results on the estimation of structural budget balance for Spain

    Hacienda Pública Española / Review of Public Economics, Núm. 210, pp. 11-32

  3. The predictive content of co-movement in non-energy commodity price changes

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2013

  1. 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

  1. 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]

  2. 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

  1. 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

  2. Forecast combination through dimension reduction techniques

    International Journal of Forecasting, Vol. 27, Núm. 2, pp. 224-237