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Juan Fernández, Aránzazu de; Martín-Arroyo, Antonio S. - In: Empirical economics : a journal of the Institute for … 36 (2009) 2, pp. 385-402

Persistent link: https://www.econbiz.de/10003823309

IB-MPI gap catching-up within continents

Martín-Arroyo, Antonio S.; Juan Fernández, Aránzazu de - In: Handbook of regional economics, (pp. 505-537). 2009

Persistent link: https://www.econbiz.de/10008841521

Spanish regions catching-up to Europe : an analysis based on the IB-MPI unit root procedure

Martín-Arroyo, Antonio S.; Juan Fernández, Aránzazu de - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 715-733

Persistent link: https://www.econbiz.de/10010188684

A conditionally heteroskedastic independent factor model with an application to financial stock returns

García-Ferrer, Antonio; González-Prieto, Ester; … - In: International journal of forecasting 28 (2012) 1, pp. 70-93

Persistent link: https://www.econbiz.de/10009582082

Univariate forecasting comparisons : the case of the Spanish automobile industry

García-Ferrer, Antonio - In: Journal of forecasting 16 (1997) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10001215423

Forecasting with money demand functions : the UK case

García-Ferrer, Antonio - In: Journal of forecasting 17 (1998) 2, pp. 125-145

Persistent link: https://www.econbiz.de/10001244491

Small- versus big-data factor extraction in dynamic factor models : an empirical assessment

Poncela, Pilar; Ruiz, Esther - In: Dynamic factor models, (pp. 401-434). 2016

Persistent link: https://www.econbiz.de/10011448704

Global vs sectoral factors and the impact of the financialization in commodity price changes

Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Open economies review 31 (2020) 4, pp. 859-879

Persistent link: https://www.econbiz.de/10012302148

Risk sharing channels in OECD countries : a heterogeneous panel VAR approach

Asdrubali, Pierfederico; Kim, So-yŏng; Pericoli, … - In: Journal of international money and finance 131 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014248866

Dynamic factor models : does the specification matter?

Miranda, Karen; Poncela, Pilar; Ruiz, Esther - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 1, pp. 397-428

Dynamic factor models (DFMs), which assume the existence of a small number of unobserved underlying factors common to a large number of variables, are very popular among empirical macroeconomists. Factors can be extracted using either nonparametric principal components or parametric Kalman...

Persistent link: https://www.econbiz.de/10013326908