Publicaciones Google Scholar de
1980 a
2025
| Título |
Fuente |
Fecha |
| Predicción económica con modelos de espacio de los estados para datos masivos |
Investigación económica con datos masivos, 325-362 , 2025 |
2025 |
| Eco-RETINA: a green flexible algorithm for model building |
|
2025 |
| 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 |
| Rethinking Basel III and beyond: A theory model to unbundle credit allocation and real estate bubbles |
Available at SSRN 4668067 , 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 |
| 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 |
| Online auction markets before and during the lockdown |
Available at SSRN 3915922 , 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 |
| The fruits of the early globalization: An Iberian perspective |
The Fruits of the Early Globalization: An Iberian Perspective, 3-31 , 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 |
| Cooperación al Desarrollo en el Aula Universitaria |
|
2020 |
| 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 |
| 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 |
| 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 |
| West versus East: Early Globalization and the Great Divergence |
Available at SSRN 2296852 , 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 |
| 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 |
| Índices de precios de tres ciudades españolas, 1680-1800: Palencia, Madrid y Sevilla |
|
2009 |
| Modelling and forecasting time series sampled at different frequencies |
Journal of Forecasting 28 (4), 316-342 , 2009 |
2009 |
| Likelihood stabilization for ill-conditioned vector GARCH models |
Computational Statistics 24 (1), 15-35 , 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 |
| Moodle: un gestor de contenidos educativos "libre" |
Buenas prácticas e indicios de calidad, 280-287 , 2009 |
2009 |
| Diagnostic checking using subspace methods |
Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid , 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 |
| 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 |
| Econometría aplicada al marketing |
Libros de economía y empresa, 25-26 , 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 ARANZAZU DE JUAN¹ PILAR PONCELA¹ |
Journal of Transportation and Statistics 7, 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 |
