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Marcos Bujosa

Personal Details

First Name:Marcos
Middle Name:
Last Name:Bujosa
Suffix:
RePEc Short-ID:pbu154
[This author has chosen not to make the email address public]
http://www.ucm.es/fundamentos-analisis-economico2/marcos-bujosa
Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa) Facultad de Ciencias Económicas - Universidad Complutense de Madrid Campus de Somosaguas. 28223 - Pozuelo de Alarcón, Madrid. Spain

Affiliation

(70%) Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid

Madrid, Spain
https://www.ucm.es/quantitative-economics/departamento

: 91 394 2383
91 394 2591
Campus de Somosaguas, 28223 MADRID
RePEc:edi:dcucmes (more details at EDIRC)

(30%) Instituto Complutense de Analisis Economico (ICAE)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid

Madrid, Spain
http://www.ucm.es/icae/

: 91 394 2611
91 394 2613
Campus de Somosaguas, 28223 MADRID
RePEc:edi:icucmes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marcos Bujosa Brun & Alfredo García Hiernaux, 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 13-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  2. Andrés Bujosa Brun & Marcos Bujosa Brun & Antonio García-Ferrer, 2013. "Mathematical framework for pseudo-spectra of linear stochastic difference equations," Documentos de Trabajo del ICAE 2013-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised May 2015.
  3. Andrés Bujosa & Marcos Bujosa & Antonio García Ferrer, 2002. "A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes," Documentos de Trabajo del ICAE 0203, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  4. Marcos Bujosa & Antonio García Ferrer & Peter Young, 2002. "An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples," Documentos de Trabajo del ICAE 0204, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

Articles

  1. Bujosa, Marcos & García-Hiernaux, Alfredo, 2013. "Some considerations about “Forecasting aggregates and disaggregates with common features”," International Journal of Forecasting, Elsevier, vol. 29(4), pages 733-735.
  2. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu Juan, 2013. "Predicting Recessions with Factor Linear Dynamic Harmonic Regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 481-499, September.
  3. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
  4. Antonio García-Ferrer & Marcos Bujosa & Aránzazu de Juan & Pilar Poncela, 2006. "Demand Forecast and Elasticities Estimation of Public Transport," Journal of Transport Economics and Policy, University of Bath, vol. 40(1), pages 45-67, January.
  5. Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos, 2000. "Forecasting OECD industrial turning points using unobserved components models with business survey data," International Journal of Forecasting, Elsevier, vol. 16(2), pages 207-227.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Andrés Bujosa & Marcos Bujosa & Antonio García Ferrer, 2002. "A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes," Documentos de Trabajo del ICAE 0203, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

    Cited by:

    1. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
    2. Marcos Bujosa & Antonio García Ferrer & Peter Young, 2002. "An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples," Documentos de Trabajo del ICAE 0204, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

  2. Marcos Bujosa & Antonio García Ferrer & Peter Young, 2002. "An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples," Documentos de Trabajo del ICAE 0204, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

    Cited by:

    1. Gustavo A. Marrero, 2004. "Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment," Documentos de Trabajo del ICAE 0410, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
    3. Andrés Bujosa & Marcos Bujosa & Antonio García Ferrer, 2002. "A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes," Documentos de Trabajo del ICAE 0203, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

Articles

  1. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu Juan, 2013. "Predicting Recessions with Factor Linear Dynamic Harmonic Regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 481-499, September.

    Cited by:

    1. Abberger, Klaus & Graff, Michael & Siliverstovs, Boriss & Sturm, Jan-Egbert, 2018. "Using rule-based updating procedures to improve the performance of composite indicators," Economic Modelling, Elsevier, vol. 68(C), pages 127-144.

  2. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.

    Cited by:

    1. Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012. "Estimating the system order by subspace methods," Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
    2. Verdejo, Humberto & Awerkin, Almendra & Saavedra, Eugenio & Kliemann, Wolfgang & Vargas, Luis, 2016. "Stochastic modeling to represent wind power generation and demand in electric power system based on real data," Applied Energy, Elsevier, vol. 173(C), pages 283-295.
    3. José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    4. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
    5. Antonio García-ferrer & Aránzazu De Juan & Pilar Poncela, 2007. "The relationship between road traffic accidents and real economic activity in Spain: common cycles and health issues," Health Economics, John Wiley & Sons, Ltd., vol. 16(6), pages 603-626.
    6. Trapero, Juan R. & Pedregal, Diego J., 2009. "Frequency domain methods applied to forecasting electricity markets," Energy Economics, Elsevier, vol. 31(5), pages 727-735, September.

  3. Antonio García-Ferrer & Marcos Bujosa & Aránzazu de Juan & Pilar Poncela, 2006. "Demand Forecast and Elasticities Estimation of Public Transport," Journal of Transport Economics and Policy, University of Bath, vol. 40(1), pages 45-67, January.

    Cited by:

    1. Souche, Stéphanie, 2010. "Measuring the structural determinants of urban travel demand," Transport Policy, Elsevier, vol. 17(3), pages 127-134, May.
    2. Burguillo, Mercedes & Romero-Jordán, Desiderio & Sanz-Sanz, José Félix, 2017. "The new public transport pricing in Madrid Metropolitan Area: A welfare analysis," Research in Transportation Economics, Elsevier, vol. 62(C), pages 25-36.
    3. Anna Matas, 2003. "Demand and revenue implications of an integrated public transport policy. The case of," Working Papers wpdea0304, Department of Applied Economics at Universitat Autonoma of Barcelona.
    4. Gkritza, Konstantina & Karlaftis, Matthew G. & Mannering, Fred L., 2011. "Estimating multimodal transit ridership with a varying fare structure," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(2), pages 148-160, February.
    5. Hernández-Díaz, Alfredo G. & García Cobián, Emilio Carlos, 2014. "Elasticidad precio de la demanda y perfil de los usuarios de la parada “Pablo de Olavide" de Metro de Sevilla || Price Elasticity of Demand and Profile of “Pablo de Olavide" Metro Stop's Use," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 17(1), pages 80-100, June.
    6. Germa Bel & Daniel Albalate, 2009. "What shapes local public transportation in Europe? Economics, Mobility, Institutions, and Geography," RSCAS Working Papers 2009/34, European University Institute.
    7. Michaelides, Panayotis G. & Konstantakis, Konstantinos N. & Milioti, Christina & Karlaftis, Matthew G., 2015. "Modelling spillover effects of public transportation means: An intra-modal GVAR approach for Athens," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 82(C), pages 1-18.

  4. Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos, 2000. "Forecasting OECD industrial turning points using unobserved components models with business survey data," International Journal of Forecasting, Elsevier, vol. 16(2), pages 207-227.

    Cited by:

    1. Javier J. Pérez & Jesús Rodríguez López & Teresa Leal, 2002. "Pautas cíclicas de la economía andaluza en el período 1984-2001: un análisis comparado," Economic Working Papers at Centro de Estudios Andaluces E2002/18, Centro de Estudios Andaluces.
    2. Bujosa, Marcos & Garcia-Ferrer, Antonio & Young, Peter C., 2007. "Linear dynamic harmonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 999-1024, October.
    3. Javier J. Pérez & Jesús Rodríguez López & Carlos Usabiaga, 2002. "Análisis Dinámico de la Relación entre Ciclo Económico y Ciclo del Desempleo en Andalucía en Comparación con el Resto de España," Economic Working Papers at Centro de Estudios Andaluces E2002/07, Centro de Estudios Andaluces.
    4. de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2014. "Modelling industrial new orders for the euro area," Statistics Paper Series 6, European Central Bank.
    5. Gabe de Bondt & Heinz C. Dieden & Sona Muzikarova & Istvan Vincze, 2013. "Modeling Euro Area Industrial New Orders," EcoMod2013 5663, EcoMod.
    6. Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    7. Bruno, Giancarlo & Otranto, Edoardo, 2008. "Models to date the business cycle: The Italian case," Economic Modelling, Elsevier, vol. 25(5), pages 899-911, September.
    8. Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel, 2006. "A useful tool for forecasting the Euro-area business cycle phases," International Journal of Forecasting, Elsevier, vol. 22(4), pages 735-749.
    9. de Bondt, Gabe J. & Dieden, Heinz C. & Muzikarova, Sona & Vincze, Istvan, 2014. "Modelling industrial new orders," Economic Modelling, Elsevier, vol. 41(C), pages 46-54.
    10. Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers 41, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    11. Antonis A. Michis, 2010. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers 2010-9, Central Bank of Cyprus.
    12. Giancarlo Bruno, 2009. "Non-linear relation between industrial production and business surveys data," ISAE Working Papers 119, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    13. de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2013. "Introducing the ECB indicator on euro area industrial new orders," Occasional Paper Series 149, European Central Bank.
    14. Marcos Bujosa & Antonio García Ferrer & Peter Young, 2002. "An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples," Documentos de Trabajo del ICAE 0204, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    15. Guerrero Santiago & Martínez-Ovando Juan Carlos, 2014. "Generalized Diffusion Indexes of Mexican State and Sectorial Economic Activity," Working Papers 2014-16, Banco de México.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2003-10-20 2003-10-20 2014-01-17 2014-01-17
  2. NEP-ETS: Econometric Time Series (2) 2003-10-20 2003-10-20
  3. NEP-CMP: Computational Economics (1) 2003-10-20

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