Miembros del grupo

Director/es
GARCIA HIERNAUX, ALFREDO ALEJANDRO
Miembros
ALVAREZ GONZALEZ, FRANCISCO
BUJOSA BRUN, MARCOS
CASALS CARRO, JOSE MANUEL
JEREZ MENDEZ, MIGUEL
MULERO PASAMONTES, RODRIGO
SMITH , MATTHEW
SOTOCA LOPEZ, SONIA
YAGÜE GURUCHARRI, MIGUEL ANGEL

Proyectos (IP)

Título	Organismo	Referencia	Inicio	Fin
MODELIZACION Y PREDICCION ECONOMETRICA: APLICACIONES EN LA INDENTIFICACION DE MODELOS FACTORIALES DINAMICOS CANONICOS	Universidad Complutense de Madrid	PR75/18-21570	21/11/2018	20/11/2019

Publicaciones Google Scholar de 1980 a 2025

Título	Fuente	Fecha
Identification of canonical models for vectors of time series: a subspace approach	Statistical Papers 65 (3), 1493-1530 , 2024	2024
The impact of financial performance and corporate reputation on customer purchases: the role of stakeholders and brand value in the automotive sector	Marketing Intelligence & Planning 42 (1), 23-39 , 2024	2024
IFCI-SA: International financial conditions index for South American economies	Research in International Business and Finance 72, 102507 , 2024	2024
A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment	Applied Economic Analysis 31 (92), 109-125 , 2023	2023
Forecasting unemployment with Google Trends: age, gender and digital divide	Empirical Economics 65 (2), 587-605 , 2023	2023
An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay	International Review of Economics & Finance 85, 206-219 , 2023	2023
Eurozone prices: A tale of convergence and divergence	Economic Modelling 126, 106418 , 2023	2023
How to measure inflation volatility. A note	Banco de Espana Working Paper 2314 , 2023	2023
La brecha de género en el desempeño en exámenes de opción múltiple		2023
A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment	Applied Economic Analysis , 2023	2023
Rethinking Basel III and beyond: A theory model to unbundle credit allocation and real estate bubbles	Available at SSRN 4668067 , 2023	2023
Rethinking Basel III and beyond: a theory model to understand credit allocation and real state bubbles	Available at SSRN 4668067 , 2023	2023
Inflation Volatility and the Directional Volatility Ratio	Available at SSRN 4724237 , 2023	2023
Macroeconomic Forecasting Evaluation of MIDAS Models	International Conference on Time Series and Forecasting, 135-153 , 2022	2022
The Fruits of the Early Globalization: An Iberian Perspective	The Fruits of the Early Globalization: An Iberian Perspective, 3-31 , 2021	2021
Online auction markets before and during the lockdown	Available at SSRN 3915922 , 2021	2021
Fruits of the Early Globalization	Springer International Publishing , 2021	2021
Forecasting Spanish unemployment with Google Trends and dimension reduction techniques	SERIEs 12 (3), 329-349 , 2021	2021
Price convergence: Representation and testing	Economic Modelling 104, 105641 , 2021	2021
TF-MIDAS: a transfer function based mixed-frequency model	Journal of Statistical Computation and Simulation 91 (10), 1980-2017 , 2021	2021
Prices and Money in the Globalization of the Early Modern Era	The Fruits of the Early Globalization: An Iberian Perspective, 133-172 , 2021	2021
Exámenes “online” con corrección automática: Más allá de las pruebas tipo test de opción múltiple		2021
Catching-up Convergence and its Speed: Representation and Testing	Available at SSRN 3841472 , 2021	2021
Revisiting the relationship between traffic accidents, real economic activity and other factors in Spain	Accident Analysis & Prevention 144, 105549 , 2020	2020
Numeracy in central New Spain during the enlightenment	Revista de Historia Economica-Journal of Iberian and Latin American Economic … , 2020	2020
Oil price pass-through into inflation in Spain at national and regional level	SERIEs 11 (4), 561-583 , 2020	2020
TF-MIDAS: A Transfer Function Based Mixed-Frequency Model	Available at SSRN 3637920 , 2020	2020
The impact of oil prices on products groups inflation: is the effect asymmetric?	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 2020	2020
Evaluating early warning and coincident indicators of business cycles using smooth trends	Journal of Forecasting 39 (1), 1-17 , 2020	2020
Implementación de Pruebas Individuales para la Evaluación Continua en Métodos Cuantitativos (IPIPEC)		2020
An Indicator of Monetary Bias for Emerging and Dollarized Economies: the Case of Uruguay	Banco Central del Uruguay , 2020	2020
Staking in sports betting under unknown probabilities: Practical guide for profitable bettors	Journal of sports economics 21 (6), 593-609 , 2020	2020
Cooperación al Desarrollo en el Aula Universitaria		2020
Interest rates and silver production: Credit in Mexico City between market and spirituality (1770–1779 and 1819–1828)	Mining, money and markets in the early modern Atlantic: digital approaches … , 2019	2019
TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables		2019
Effectiveness of capital account regulation: Lessons from Brazil and Peru	International Review of Economics & Finance 64, 176-194 , 2019	2019
Staking plans in sports betting under unknown true probabilities of the event		2019
Del «real de a ocho» a los muchos pesos: plata, precios y tipos de interés en Hispanoamérica y el resto del mundo, 1750-1850	Estudios de historia económica 75, 1-68 , 2019	2019
Del" Real de a ocho" a los muchos pesos: plata, precios y tipos de interés en Hispanoamérca y el resto del mundo, 1750-1850	Estudios de Historia Económica/Banco de España, 75 , 2019	2019
State-space methods for time series analysis: theory, applications and software	Chapman and Hall/CRC , 2018	2018
Antonio García Ferrer: Algo más que un profesor e investigador de talla mundial	Encuentros Multidisciplinares , 2018	2018
El impacto de las Prácticas Académicas Externas en la empleabilidad de los alumnos de grado de la Facultad de Ciencias Económicas y Empresariales (IMPAE)		2017
Two worlds apart: Determinants of height in late 18th century central Mexico	Economics & Human Biology 24, 153-163 , 2017	2017
Price-Level Convergence in the Eurozone: A Brief History of Convergence and Divergence	Available at SSRN 3073146 , 2017	2017
Price Convergence and Cointegration	Available at SSRN 1865964 , 2017	2017
State-space Methods for Time Series Analysis: Theory, Applications and Software	Chapman and Hall/CRC , 2016	2016
Market integration dynamics and asymptotic price convergence in distribution	Economic Modelling 52, 913-925 , 2016	2016
The deflationary effect of oil prices in the euro area	Energy Economics 56, 389-397 , 2016	2016
Price-level convergence in the Eurozone		2015
Software matemático para un cambio metodológico en la docencia de las matemáticas para economistas.		2015
Identification of Canonical Models for Vectors of Time Series: A Subspace Approach	Available at SSRN 2572931 , 2015	2015
Mathematical Framework for Pseudo-spectra of Linear Stochastic Difference Equations	IEEE Transactions on Signal Processing 63 (24), 6498 - 6509 , 2015	2015
Single and multiple error state-space models for signal extraction	Journal of Statistical Computation and Simulation 85 (5), 1053-1069 , 2015	2015
Market Integration Dynamics and Asymptotic Price Convergence in Distribution	Documentos de Trabajo del ICAE , 2015	2015
Un sistema de evaluación por pares para los exámenes de Matemáticas y Econometría de los Grados en Economía y Administración y Dirección de Empresas		2015
West versus Far East: early globalization and the great divergence	Cliometrica 9, 235-264 , 2015	2015
Price-Level Convergence in the Eurozone	Documentos de Trabajo del ICAE , 2015	2015
Minimally conditioned likelihood for a nonstationary state space model	Mathematics and Computers in Simulation 100, 24-40 , 2014	2014
Combined use of pharmacophoric models together with drug metabolism and genotoxicity “in silico” studies in the hit finding process	Journal of computer-aided molecular design 27, 79-90 , 2013	2013
Identifymg series with common trends to improve forecats of their aggregate	Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, 1-9 , 2013	2013
West versus East: Early globalization and thr great divergence [Oeste frente a Este: Globalización temprana y gran divergencia]	Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales , 2013	2013
Predicting Recessions with Factor Linear Dynamic Harmonic Regressions	Journal of Forecasting , J. Forecast. 32 , 481–499 (2013) , 2013	2013
West versus East: Early globalization and thr great divergence	Universidad Complutense de Madrid, Facultad de Ciencias Económicas y … , 2013	2013
Identifymg series with common trends to improve forecats of their aggregate	Facultad de Ciencias Económicas y Empresariales. Decanato , 2013	2013
Identifymg series with common trends to improve forecats of their aggregate [Identificación de series con tendencias comunes para mejorar las previsiones de agregados]	Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales , 2013	2013
Identifymg series with common trends to improve forecats of their aggregate	Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales … , 2013	2013
Generalized portmanteau tests based on subspace methods	Revista Colombiana de Estadística 36 (2), 221-235 , 2013	2013
Identifymg series with common trends to improve forecats of their aggregate	Universidad Complutense de Madrid, Facultad de Ciencias Económicas y … , 2013	2013
An online procedure to monitor leading and coincident indicators	The 33rd International Symposium on Forecasting (ISF 2013). Seoul, Korea. , 2013	2013
West versus East: Early Globalization and the Great Divergence	WEST VERSUS EAST: EARLY GLOBALIZATION AND THE GREAT DIVERGENCE 8 , 2013	2013
Some considerations about “Forecasting aggregates and disaggregates with common features”	International Journal of Forecasting 29 (4), 733-735 , 2013	2013
Bounded Experimentation in a Calibrated Model of Advertising	Available at SSRN 2157512 , 2012	2012
Minimally Conditioned Likelihood for a Nonstationary State Space Model	Documentos del Instituto Complutense de Análisis Económico , 2012	2012
Sistemas de evaluación objetiva a distancia en métodos cuantitativos: valoración de plataformas alternativas	RELADA-Revista Electrónica de ADA-Madrid 6 (3) , 2012	2012
The integration of grain markets in the eighteenth century: early rise of globalization in the west	The Journal of Economic History 72 (3), 671-707 , 2012	2012
Estimating the system order by subspace methods	Computational Statistics, 1-15 , 2012	2012
Sistemas de evaluación objetiva a distancia en métodos cuantitativos: valoración de plataformas alternativas	RELADA-Revista Electrónica de ADA-Madrid 6 (3) , 2012	2012
From general state-space to VARMAX models	Mathematics and Computers in Simulation 82 (5), 924-936 , 2012	2012
From general state-space to VARMAX models	Mathematics and Computers in Simulation 82 (5), 924-936 , 2012	2012
Warfare, Economic Performance And The Struggle For World Hegemony In The Early Modern Period: Guns Versus Butter In Eighteenth-Century Britain And Spain	Defence and Peace Economics 23 (4), 389-412 , 2012	2012
Signal Extraction for Linear State-Space Models	LAP LAMBERT Academic Publishing , 2011	2011
Convergence and cointegration		2011
Signal Extraction for Linear State-Space Models: Including a free MATLAB Toolbox for Time Series Modeling and Decomposition	LAP LAMBERT Academic Publishing , 2011	2011
Forecasting linear dynamical systems using subspace methods	Journal of Time Series Analysis 32 (5), 462-468 , 2011	2011
Predicting recessions with Factor Linear Dynamic Harmonic Regression Models	The 30th International Symposium on Forecasting (ISF 2010) , 2010	2010
Unit roots and cointegration modelling through a family of flexible information criteria	Journal of Statistical Computation and Simulation 80 (2), 173-189 , 2010	2010
Decomposition of a state-space model with inputs	Journal of Statistical Computation and Simulation 80 (9), 979-992 , 2010	2010
Did we miss the onset of the recent recession? Follow the leaders.	Centre for International Research on Economic Tendency Surveys (CIRET). 30th … , 2010	2010
Likelihood stabilization for ill-conditioned vector GARCH models	Computational Statistics 24 (1), 15-35 , 2009	2009
Modelling and forecasting time series sampled at different frequencies	Journal of Forecasting 28 (4), 316-342 , 2009	2009
Índices de precios de tres ciudades españolas, 1680-1800: Palencia, Madrid y Sevilla	América Latina en la historia económica, 29-80 , 2009	2009
Índices de precios de tres ciudades españolas, 1680-1800: Palencia, Madrid y Sevilla	América Latina en la historia económica, 32, 29-80 , 2009	2009
Moodle: un gestor de contenidos educativos "libre"	Buenas prácticas e indicios de calidad, 280-287 , 2009	2009
Fast estimation methods for time-series models in state–space form	Journal of Statistical Computation and Simulation 79 (2), 121-134 , 2009	2009
Diagnostic checking using subspace methods	Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid , 2009	2009
Detección de raíces unitarias y cointegración mediante métodos de subespacios	Revista Colombiana de Estadística 30 (1), 77-96 , 2007	2007
Detección de raíces unitarias y cointegración mediante métodos de subespacios	Revista Colombiana de Estadística 30, 77-96 , 2007	2007
Linear dynamic harmonic regression	Computational Statistics & Data Analysis 52 (2), 999-1024 , 2007	2007
Regresión Armónica Dinámica Lineal		2007
Empirical evidence for a money demand function: A panel data analysis of 27 countries in 1988-98	Applied Econometrics and International Development 6 (1) , 2006	2006
A proposal to obtain a long quarterly chilean gdp series	Cuadernos de economía 43 (128), 285-299 , 2006	2006
Demand forecast and elasticities estimation of public transport	Journal of Transport Economics and Policy (JTEP) 40 (1), 45-67 , 2006	2006
Identificación de modelos para series temporales mediante métodos de subespacios	Universidad Complutense de Madrid, Servicio de Publicaciones , 2006	2006
Estimando el ROI de la publicidad	E-Deusto: conocimiento para ir por delante, 56-58 , 2006	2006
Modelling an forecasting time series sampled at different frequencies	Instituto Complutense de Análisis Económico. Universidad Complutense de … , 2006	2006
Unit Roots and Cointegrating Matrix Estimation using Subspace Methods	Universidad Complutense de Madrid, Facultad de Ciencias Económicas y … , 2005	2005
Detección de Raices Unitarias y Cointegración mediante Métodos de Subespacios	Documentos de Trabajo (ICAE), 1 , 2005	2005
Fast estimation methods for time series models in state-space form	Documentos de Trabajo (ICAE), 1 , 2005	2005
Detección de Raices Unitarias y Cointegración mediante Métodos de Subespacios	Detección de Raices Unitarias y Cointegración mediante Métodos de Subespacios 3 , 2005	2005
Contribuciones al método de regresión armónica dinámica [Archivo de ordenador]: desarrollos teóricos y nuevos algoritmos: tesis doctoral	Contribuciones al método de regresión armónica dinámica [Archivo de … , 2005	2005
Growth, cycles, and convergence in US regional time series: A personal point of view	International Journal of Forecasting 21 (4), 687-689 , 2005	2005
Contribuciones al método de regresión armónica dinámica: Desarrollos teóricos y nuevos algoritmos	UAM Ediciones , 2005	2005
Fast estimation methods for time series models in state-space form	Fast estimation methods for time series models in state-space form 4 , 2005	2005
Unit Roots and Cointegrating Matrix Estimation using Subspace Methods	Unit Roots and Cointegrating Matrix Estimation using Subspace Methods 12 , 2005	2005
Unit Roots and Cointegrating Matrix Estimation using Subspace Methods	Documentos de Trabajo (ICAE), 1-36 , 2005	2005
ANTONIO GARCÍA-FERRER¹ ARÁNZAZU DE JUAN¹ PILAR PONCELA¹	Journal of Transportation and Statistics 7 (1-3), N1 , 2004	2004
MONTHLY FORECASTS OF INTEGRATED PUBLIC TRANSPORT SYSTEMS: THE CASE OF THE MADRID METROPOLITAN AREA	Journal of Transportation and Statistics 7 (1), 39-59 , 2004	2004
Do interrelated financial markets help in forecasting stock returns?	Cuadernos de Economía 26 (71), 83-103 , 2003	2003
A note on the pseudo-spectra and the pseudo-covariance generating functions of ARMA processes	Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE … , 2002	2002
An exact multivariate model-based structural decomposition	Journal of the American Statistical Association 97 (458) , 2002	2002
Analisis Cualitativo del salario por hora en España	Regional and Sectoral Economic Studies 2 (2) , 2002	2002
Prima de riesgo y volatilidad con un modelo GARCH-M	RAE: Revista Asturiana de Economía, 143-152 , 2001	2001
El mercado de trigo en Castilla y León, 1691-1788: arbitraje espacial e intervención	Historia agraria: Revista de agricultura e historia rural, 13-68 , 2001	2001
An exact multivariate model-based structural decomposition	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 2000	2000
A MATLAB toolbox for reliable time series modeling and forecasting in State-Space	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 2000	2000
Índices de precios de la zona noroccidental de Castilla y León, 1518–1650 *	Revista de Historia Económica-Journal of Iberian and Latin American Economic … , 2000	2000
Exact smoothing for stationary and non-stationary time series	International Journal of forecasting 16 (1), 59-69 , 2000	2000
Forecasting OECD industrial turning points using unobserved components models with business survey data	International Journal of Forecasting 16 (2), 207-227 , 2000	2000
A fast and stable method to compute the likelihood of state-space models with unit roots	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 1999	1999
The likelihood of multivariate GARCH models is ill-conditioned	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 1999	1999
A fast and stable method to compute the likelihood of time invariant state-space models	Economics Letters 65 (3), 329-337 , 1999	1999
Testing for invertibility in univariate ARIMA processes	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 1998	1998
Un algoritmo rápido para evaluar la verosimilitud exacta de modelos VARMAX periódicos	Estadística Española 40 (143), 269-291 , 1998	1998
A general fixed-interval smoother with exact initial conditions	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 1998	1998
Testing for invertibility in a MA (1) process	Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de … , 1997	1997
Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caos del control monetario en España	Investigaciones económicas 16 (1), 63-88 , 1992	1992
Shift assignment by integer programming techniques	Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales , 1990	1990
Dynamic optimization with asymetrical penalties	Facultad de Ciencias Económicas y Empresariales. Decanato 1990 (03) , 1990	1990
Un análisis cuantitativo del sector de producción y transporte de energía eléctrica	Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales , 1988	1988
Un análisis cuantitativo del sector de producción y transporte de energía eléctrica	Facultad de Ciencias Económicas y Empresariales. Decanato 1988 (40) , 1988	1988

No se dispone de publicaciones Scopus en el rango de fechas seleccionado