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Miguel Jerez

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This is information that was supplied by Miguel Jerez in registering through RePEc. If you are Miguel Jerez , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Miguel
Middle Name:
Last Name: Jerez
Suffix:

RePEc Short-ID: pje52

Email:
Homepage: http://www.ucm.es/info/ecocuan/mjm/
Postal Address: Facultad de Ciencias Economicas UCM Dpto. Economia Cuantitativa Campus de Somosaguas S/N 28223 MADRID (SPAIN)
Phone: +34 913942361

Affiliation

Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid
Location: Madrid, Spain
Homepage: https://www.ucm.es/quantitative-economics/departamento
Email:
Phone: 91 394 2383
Fax: 91 394 2591
Postal: Campus de Somosaguas, 28223 MADRID
Handle: RePEc:edi:dcucmes (more details at EDIRC)

Works

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Working papers

  1. José Casals & Sonia Sotoca & Miguel Jerez, 2012. "Minimally Conditioned Likelihood for a Nonstationary State Space Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 2012-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. Alfredo Garcia-Hiernaux & Jose Casals & Miguel Jerez, 2007. "Estimating The System Order By Subspace Methods," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws070301, Universidad Carlos III, Departamento de Estadística y Econometría.
  4. José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006. "Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 0602, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  5. Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo, 2006. "A Proposal To Obtain A Long Quarterly Chilean Gdp Series," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws061706, Universidad Carlos III, Departamento de Estadística y Econometría.
  6. Alfredo García Hiernaux & Miguel Jerez & José Casals, 2005. "Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 0503, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  7. Alfredo Garcia Hiernaux & Miguel Jerez & José Casals, 2005. "Unit Roots and Cointegrating Matrix Estimation using Subspace Methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 0512, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  8. Alfredo García Hiernaux & José Casals Carro & Miguel Jerez, 2005. "Fast estimation methods for time series models in state-space form," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 0504, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

Articles

  1. Casals, J. & García-Hiernaux, A. & Jerez, M., 2012. "From general state-space to VARMAX models," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 82(5), pages 924-936.
  2. José Jurado-S�nchez & Miguel Jerez-Méndez, 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, Taylor & Francis Journals, Taylor & Francis Journals, vol. 23(4), pages 389-412, August.
  3. Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012. "Estimating the system order by subspace methods," Computational Statistics, Springer, Springer, vol. 27(3), pages 411-425, September.
  4. Miguel Jerez & José Casals & Sonia Sotoca, 2009. "Likelihood stabilization for ill-conditioned vector GARCH models," Computational Statistics, Springer, Springer, vol. 24(1), pages 15-35, February.
  5. José Casals & Miguel Jerez & Sonia Sotoca, 2009. "Modelling and forecasting time series sampled at different frequencies," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 28(4), pages 316-342.
  6. Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo, 2006. "A Proposal to Obtain a Long Quarterly Chilean GDP Series," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 285-300.
  7. Jerez, Miguel & Casals, Jose & Sotoca, Sonia, 2005. "Growth, cycles, and convergence in US regional time series: A personal point of view," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(4), pages 687-689.
  8. Casals J. & Jerez M. & Sotoca S., 2002. "An Exact Multivariate Model-Based Structural Decomposition," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 97, pages 553-564, June.
  9. Llopis, Enrique & Jerez, Miguel & Álvaro, Adoración & Fernández, Eva, 2000. "Índices de precios de la zona noroccidental de Castilla y León, 1518–1650," Revista de Historia Económica, Cambridge University Press, Cambridge University Press, vol. 18(03), pages 665-684, December.
  10. Casals, Jose & Jerez, Miguel & Sotoca, Sonia, 2000. "Exact smoothing for stationary and non-stationary time series," International Journal of Forecasting, Elsevier, Elsevier, vol. 16(1), pages 59-69.
  11. Casals, Jose & Sotoca, Sonia & Jerez, Miguel, 1999. "A fast and stable method to compute the likelihood of time invariant state-space models," Economics Letters, Elsevier, Elsevier, vol. 65(3), pages 329-337, December.
  12. Miguel Jerez Mendez, 1992. "Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 16(1), pages 63-88, January.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-09-16
  2. NEP-ECM: Econometrics (3) 2006-09-16 2010-12-23 2012-04-23. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2006-09-16 2010-12-23 2012-04-23. Author is listed
  4. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  5. NEP-MAC: Macroeconomics (1) 2006-03-18
  6. NEP-ORE: Operations Research (1) 2010-12-23

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