Publicacións en colaboración con investigadores/as de Universidad Autónoma de Madrid (13)

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

2014

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

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

2011

  1. Forecast combination through dimension reduction techniques

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

2006

  1. A two factor model to combine US inflation forecasts

    Applied Economics, Vol. 38, Núm. 18, pp. 2191-2197