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Antoni Espasa

Personal Details

First Name:Antoni
Middle Name:
Last Name:Espasa
Suffix:
RePEc Short-ID:pes174
[This author has chosen not to make the email address public]
http://portal.uc3m.es/portal/page/portal/dpto_estadistica/personal/antoni_espasa

Affiliation

Departamento de Estadistica
Universidad Carlos III de Madrid

Madrid, Spain
http://halweb.uc3m.es/

: 6249847
6249849
C/ Madrid, 126 - 28903 GETAFE (MADRID)
RePEc:edi:dxuc3es (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Espasa Terrades, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Espasa, Antoni & Carlomagno, Guillermo, 2016. "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS ws1519, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Espasa, Antoni & Carlomagno, Guillermo, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Espasa, Antoni & Carlomagno, Guillermo, 2014. "The pairwise approach to model a large set of disaggregates with common trends," DES - Working Papers. Statistics and Econometrics. WS ws141309, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Espasa, Antoni & Mayo, Iván, 2012. "Forecasting aggregates and disaggregates with common features," DES - Working Papers. Statistics and Econometrics. WS ws110805, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Espasa, Antoni & Quilis, Enrique M. & Cuevas, Ángel, 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS ws114130, Universidad Carlos III de Madrid. Departamento de Estadística.
  7. Rodriguez-Poo Juan & David Veredas & Antoni Espasa, 2007. "Seminonparametric models for financial durations," ULB Institutional Repository 2013/136235, ULB -- Universite Libre de Bruxelles.
  8. Espasa, Antoni & Grafe, Rosmarie & Cancelo, José Ramón, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," DES - Working Papers. Statistics and Econometrics. WS ws078418, Universidad Carlos III de Madrid. Departamento de Estadística.
  9. Espasa, Antoni & Ruiz, Esther & Pellegrini, Santiago, 2007. "The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances," DES - Working Papers. Statistics and Econometrics. WS ws072706, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. Espasa, Antoni & Albacete, Rebeca, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Espasa, Antoni & Albacete, Rebeca, 2004. "Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS ws045013, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Espasa, Antoni & Albacete, Rebeca, 2004. "Econometric modelling for short-term inflation forecasting in the EMU," DES - Working Papers. Statistics and Econometrics. WS ws034309, Universidad Carlos III de Madrid. Departamento de Estadística.
  13. Espasa, Antoni & Albacete, Rebeca, 2004. "Consideraciones sobre la predicción económica: metodología desarrollada en el boletín de inflación y análisis macroeconómico," DES - Documentos de Trabajo. Estadística y Econometría. DS ds040901, Universidad Carlos III de Madrid. Departamento de Estadística.
  14. Espasa, Antoni, 2002. "Consideraciones econométricas para el análisis de la coyuntura económica," DES - Documentos de Trabajo. Estadística y Econometría. DS ds021201, Universidad Carlos III de Madrid. Departamento de Estadística.
  15. VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," CORE Discussion Papers 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. Espasa, Antoni & Senra, Eva & Poncela, Pilar, 2002. "Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis," DES - Working Papers. Statistics and Econometrics. WS ws020301, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Espasa, Antoni & Senra, Eva & Mínguez, Román & Albacete, Rebeca, 2002. "Macroeconomic forecasts for the euro-zone and some policy implications," DES - Working Papers. Statistics and Econometrics. WS ws023607, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Espasa, Antoni & Albacete, Rebeca & Senra, Eva, 2001. "Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS ws013723, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Espasa, Antoni & Cancelo, José Ramón, 2000. "Análisis cuantitativo de los precios de la vivienda: principales resultados e implicaciones sobre el funcionamiento del mercado de la vivienda en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3666, Universidad Carlos III de Madrid. Departamento de Estadística.
  20. Espasa, Antoni & Albacete, Rebeca & Senra, Eva, 2000. "Forecasting monetary union inflation: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS 10143, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Espasa, Antoni & Martínez, J. Manuel, 1998. "La demanda de importaciones españolas. Un enfoque VECM desagregado," DES - Documentos de Trabajo. Estadística y Econometría. DS 3662, Universidad Carlos III de Madrid. Departamento de Estadística.
  22. Espasa, Antoni & Martínez, J. Manuel, 1998. "Caracterización del PIB español a partir de modelos univariantes no lineales," DES - Documentos de Trabajo. Estadística y Econometría. DS 3660, Universidad Carlos III de Madrid. Departamento de Estadística.
  23. Espasa, Antoni & Martínez, José Manuel, 1998. "Modelling nonlinearities in GDP. Some diferences between us and spanish data," DES - Working Papers. Statistics and Econometrics. WS 6259, Universidad Carlos III de Madrid. Departamento de Estadística.
  24. Espasa, Antoni & Martínez, J. Manuel, 1998. "Tendencia y ciclos en la economía española: modelos, estimaciones y perspectivas para 1998-1999," DES - Documentos de Trabajo. Estadística y Econometría. DS 3663, Universidad Carlos III de Madrid. Departamento de Estadística.
  25. Espasa, Antoni & Martínez, J. Manuel, 1998. "Perspectivas de la economía española para 1998-1999: estabilidad en el crecimiento a niveles superiores a la media europea y con una tasa de paro muy elevada," DES - Documentos de Trabajo. Estadística y Econometría. DS 3661, Universidad Carlos III de Madrid. Departamento de Estadística.
  26. Espasa, Antoni & Senra, Eva, 1998. "A nonlinear model for the investment function in Spain," DES - Working Papers. Statistics and Econometrics. WS 4671, Universidad Carlos III de Madrid. Departamento de Estadística.
  27. Espasa, Antoni, 1997. "Perspectivas inflacionistas para 1997-1999 en la economía española," DES - Documentos de Trabajo. Estadística y Econometría. DS 3649, Universidad Carlos III de Madrid. Departamento de Estadística.
  28. Espasa, Antoni & Martínez, José Manuel, 1997. "Caracterización de la tendencia y componente cíclico del PIB español a través de modelos no lineales," DES - Documentos de Trabajo. Estadística y Econometría. DS 3646, Universidad Carlos III de Madrid. Departamento de Estadística.
  29. Moreno, Diego & Espasa, Antoni, 1996. "Empleo, crecimiento y política económica," DES - Documentos de Trabajo. Estadística y Econometría. DS 3638, Universidad Carlos III de Madrid. Departamento de Estadística.
  30. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.
  31. Espasa, Antoni, 1996. "Inflación y política económica," DES - Documentos de Trabajo. Estadística y Econometría. DS 3641, Universidad Carlos III de Madrid. Departamento de Estadística.
  32. Espasa, Antoni & Cancelo, José Ramón & Revuelta, J. Manuel, 1996. "Modelización automática de series diarias de actividad económica," DES - Documentos de Trabajo. Estadística y Econometría. DS 3640, Universidad Carlos III de Madrid. Departamento de Estadística.
  33. Espasa, Antoni & Cancelo, José Ramón, 1996. "Using high-frequency data and time series models to improve yield management," DES - Working Papers. Statistics and Econometrics. WS 4543, Universidad Carlos III de Madrid. Departamento de Estadística.
  34. Espasa, Antoni, 1996. "Inflación, política económica, tipos de interés y expectativas," DES - Documentos de Trabajo. Estadística y Econometría. DS 3643, Universidad Carlos III de Madrid. Departamento de Estadística.
  35. Espasa, Antoni, 1995. "El empresario y el directivo ante los datos sobre inflacción. Diagnóstico sobre la situación actual," DES - Documentos de Trabajo. Estadística y Econometría. DS 10975, Universidad Carlos III de Madrid. Departamento de Estadística.
  36. Espasa, Antoni, 1995. "The Spanish economy in 1995: a higher growth rate based on domestic demand," DES - Working Papers. Statistics and Econometrics. WS 10974, Universidad Carlos III de Madrid. Departamento de Estadística.
  37. Espasa, Antoni & Lorenzo, Fernando, 1995. "Convergencia con Europa en la tasa de inflación: importancia, perspectivas y medidas económicas necesarias," DES - Documentos de Trabajo. Estadística y Econometría. DS 3584, Universidad Carlos III de Madrid. Departamento de Estadística.
  38. Espasa, Antoni, 1994. "Aproximaciones a la Econometría," DES - Documentos de Trabajo. Estadística y Econometría. DS 2943, Universidad Carlos III de Madrid. Departamento de Estadística.
  39. Moreno, Diego & Espasa, Antoni, 1994. "Consideraciones sobre el empleo," DES - Documentos de Trabajo. Estadística y Econometría. DS 10973, Universidad Carlos III de Madrid. Departamento de Estadística.
  40. Espasa, Antoni, 1994. "Fundamentos, información estadística y procedimientos en el análisis de la coyuntura macroeconómica," DES - Documentos de Trabajo. Estadística y Econometría. DS 2947, Universidad Carlos III de Madrid. Departamento de Estadística.
  41. Espasa, Antoni & Lorenzo, Fernando, 1994. "Una propuesta de análisis desagregado de la inflación a través de indicadores adelantados: diagnóstico sobre la situación actual española y consideraciones sobre objetivos de inflación," DES - Documentos de Trabajo. Estadística y Econometría. DS 2949, Universidad Carlos III de Madrid. Departamento de Estadística.
  42. Espasa, Antoni, 1994. "Perspectives of the Spanish economy at the beginning of 1994," DES - Working Papers. Statistics and Econometrics. WS 11010, Universidad Carlos III de Madrid. Departamento de Estadística.
  43. Espasa, Antoni & Cancelo, José Ramón, 1994. "El cálculo del crecimiento de variables económicas a partir de modelos cuantitativos," DES - Documentos de Trabajo. Estadística y Econometría. DS 2948, Universidad Carlos III de Madrid. Departamento de Estadística.
  44. Espasa, Antoni & Lorenzo, Fernando, 1994. "Evaluación de la desaceleración del IPC en 1994," DES - Documentos de Trabajo. Estadística y Econometría. DS 10976, Universidad Carlos III de Madrid. Departamento de Estadística.
  45. Espasa, Antoni, 1994. "Domestic and foreign demands in the Spanish economy for 1994," DES - Working Papers. Statistics and Econometrics. WS 10983, Universidad Carlos III de Madrid. Departamento de Estadística.
  46. Espasa, Antoni, 1993. "The outlook of the Spanish economy in the first quarter of 1993," DES - Working Papers. Statistics and Econometrics. WS 11020, Universidad Carlos III de Madrid. Departamento de Estadística.
  47. Espasa, Antoni, 1993. "Modelling daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3682, Universidad Carlos III de Madrid. Departamento de Estadística.
  48. Espasa, Antoni, 1993. "Consideraciones sobre los fundamentos y desarrollo de la econometría," DES - Documentos de Trabajo. Estadística y Econometría. DS 20102, Universidad Carlos III de Madrid. Departamento de Estadística.
  49. Espasa, Antoni, 1993. "Report on the Spanish economy," DES - Working Papers. Statistics and Econometrics. WS 10982, Universidad Carlos III de Madrid. Departamento de Estadística.
  50. Espasa, Antoni & Senra, Eva, 1993. "Consideraciones sobre la función de inversión en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 2942, Universidad Carlos III de Madrid. Departamento de Estadística.
  51. Espasa, Antoni & Morales, Eduardo & Gómez-Churraca, Rosa, 1992. "An econometric analysis of tourism in Spain: implications for the sectoral study of exports and some economic policy considerations," UC3M Working papers. Economics 2842, Universidad Carlos III de Madrid. Departamento de Economía.
  52. Espasa, Antoni & Delrieu, Juan C. & Álvarez, Luis J., 1992. "Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento," DES - Documentos de Trabajo. Estadística y Econometría. DS 2940, Universidad Carlos III de Madrid. Departamento de Estadística.
  53. Espasa, Antoni, 1992. "El análisis de la coyuntura económica: un ejercicio basado en modelos," DE - Documentos de Trabajo. Economía. DE 3023, Universidad Carlos III de Madrid. Departamento de Economía.
  54. Espasa, Antoni & Rey, Pilar & Revilla, Pedro, 1991. "Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis," UC3M Working papers. Economics 2815, Universidad Carlos III de Madrid. Departamento de Economía.
  55. Espasa, Antoni & Cancelo, José Ramón, 1991. "Un nuevo indicador semanal y mensual de actividad basado en el consumo de energía eléctrica," DE - Documentos de Trabajo. Economía. DE 3004, Universidad Carlos III de Madrid. Departamento de Economía.
  56. Espasa, Antoni & Cancelo, José Ramón, 1991. "Forecasting daily demand for electricity with multiple-input nonlinear transfer function models: a case study," UC3M Working papers. Economics 2808, Universidad Carlos III de Madrid. Departamento de Economía.
  57. Espasa, Antoni & Cancelo, José Ramón, 1991. "Threshold modelling of nonlinear dynamic relationships: an application to a daily series of economic activiity," UC3M Working papers. Economics 5811, Universidad Carlos III de Madrid. Departamento de Economía.
  58. Espasa, Antoni & Izquierdo, J. Félix & Morales, Eduardo, 1991. "Análisis coyuntural de los precios al consumo en las comunidades autonomas españolas: aplicación a Castilla-León," DE - Documentos de Trabajo. Economía. DE 3006, Universidad Carlos III de Madrid. Departamento de Economía.
  59. Espasa, Antoni, 1991. "Perspectiva historica de los modelos Arima y su utilidad en el análisis economico," DE - Documentos de Trabajo. Economía. DE 3001, Universidad Carlos III de Madrid. Departamento de Economía.
  60. Espasa, Antoni & Peña Sánchez de Rivera, Daniel, 1991. "ARIMA models, the steady state of economic variables and their estimation," UC3M Working papers. Economics 2760, Universidad Carlos III de Madrid. Departamento de Economía.
  61. Espasa, Antoni & Llanos Matea, Maria de los, 1991. "Underlying inflation in the spanish economy: estimation and methodology," UC3M Working papers. Economics 2817, Universidad Carlos III de Madrid. Departamento de Economía.
  62. Espasa, Antoni & Cancelo, José Ramón, 1991. "Model based measures of contemporaneous economic growth," UC3M Working papers. Economics 2809, Universidad Carlos III de Madrid. Departamento de Economía.
  63. Espasa, Antoni & Izquierdo, J. Félix & Morales, Eduardo, 1991. "El análisis de la coyuntura industrial en la coyuntura industrial en la comunidad autonóma del País Vasco mediante el uso de modelos univarientes," DE - Documentos de Trabajo. Economía. DE 3005, Universidad Carlos III de Madrid. Departamento de Economía.
  64. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, "undated". "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.

Articles

  1. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
  2. Gabriel Pino & J. D. Tena & Antoni Espasa, 2016. "Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 799-815, February.
  3. Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.
  4. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, vol. 29(4), pages 718-732.
  5. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2011. "Prediction intervals in conditionally heteroscedastic time series with stochastic components," International Journal of Forecasting, Elsevier, vol. 27(2), pages 308-319, April.
  6. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2010. "Forecasting Spanish Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas," International Regional Science Review, , vol. 33(2), pages 181-204, April.
  7. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2010. "Conditionally heteroscedastic unobserved component models and their reduced form," Economics Letters, Elsevier, vol. 107(2), pages 88-90, May.
  8. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.
  9. Taylor, James W. & Espasa, Antoni, 2008. "Energy forecasting," International Journal of Forecasting, Elsevier, vol. 24(4), pages 561-565.
  10. Antoni Espasa & Rebeca Albacete, 2007. "Econometric modelling for short-term inflation forecasting in the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 303-316.
  11. Espasa, Antoni, 2005. "Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich," International Journal of Forecasting, Elsevier, vol. 21(4), pages 647-650.
  12. Espasa, Antoni, 2003. "LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993," Econometric Theory, Cambridge University Press, vol. 19(03), pages 439-450, June.
  13. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 402-421.
  14. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.
  15. Eduardo Morales & Antoni Espasa & María Luisa Rojo, 1992. "Univariate methods for the analysis of the industrial sector in Spain," Investigaciones Economicas, Fundación SEPI, vol. 16(1), pages 127-149, January.
  16. Espasa, Antoni, 1991. "Perspectiva historica de los modelos ARIMA y su utilidad en el analisis economico," Revista de Historia Económica, Cambridge University Press, vol. 9(03), pages 541-549, December.
  17. Antoni Espasa & Daniel Peña, 1990. "Los modelos Arima, el estado de equilibrio en variables económicas y su estimación," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 191-211, May.
  18. Espasa, Antoni & Sargan, J Denis, 1977. "The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 583-605, October.

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. Espasa, Antoni & Carlomagno, Guillermo, 2016. "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS ws1519, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Espasa Terrades, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Espasa, Antoni & Carlomagno, Guillermo, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
    4. Espasa, Antoni & Carlomagno Real, Guillermo, 2017. "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS 25392, Universidad Carlos III de Madrid. Departamento de Estadística.

  2. Espasa, Antoni & Mayo, Iván, 2012. "Forecasting aggregates and disaggregates with common features," DES - Working Papers. Statistics and Econometrics. WS ws110805, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Espasa, Antoni & Carlomagno, Guillermo, 2014. "The pairwise approach to model a large set of disaggregates with common trends," DES - Working Papers. Statistics and Econometrics. WS ws141309, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Espasa, Antoni & Tena Horrillo, Juan de Dios & Pino, Gabriel, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," DES - Working Papers. Statistics and Econometrics. WS ws130807, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    4. César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra, 2017. "A new look at oil price pass-through into inflation: evidence from disaggregated European data," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(1), pages 55-82, April.
    5. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2012. "Model Selection in Equations with Many 'Small' Effects," Working Paper series 53_12, Rimini Centre for Economic Analysis.
    6. Gabriel Pino & J. D. Tena & Antoni Espasa, 2016. "Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 799-815, February.
    7. Espasa, Antoni & Carlomagno, Guillermo, 2016. "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS ws1519, Universidad Carlos III de Madrid. Departamento de Estadística.
    8. 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.
    9. Espasa Terrades, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
    10. Espasa, Antoni & Carlomagno, Guillermo, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. Espasa, Antoni & Quilis, Enrique M. & Cuevas, Ángel, 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS ws114130, Universidad Carlos III de Madrid. Departamento de Estadística.
    12. Jennifer Castle & David Hendry, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
    13. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
    14. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
    15. 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.
    16. Espasa, Antoni & Carlomagno Real, Guillermo, 2017. "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS 25392, Universidad Carlos III de Madrid. Departamento de Estadística.
    17. Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.

  3. Espasa, Antoni & Quilis, Enrique M. & Cuevas, Ángel, 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS ws114130, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Marcus Cobb, 2014. "GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework," Working Papers Central Bank of Chile 721, Central Bank of Chile.

  4. Espasa, Antoni & Ruiz, Esther & Pellegrini, Santiago, 2007. "The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances," DES - Working Papers. Statistics and Econometrics. WS ws072706, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Kazi Abrar, Hossain & Syed Abul, Basher & A.K. Enamul, Haque, 2017. "Quantifying the impact of Ramadan on global raw sugar prices," MPRA Paper 75941, University Library of Munich, Germany.
    2. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2010. "Conditionally heteroscedastic unobserved component models and their reduced form," Economics Letters, Elsevier, vol. 107(2), pages 88-90, May.

  5. Espasa, Antoni & Albacete, Rebeca, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
    2. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
    3. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.
    4. Aron, Janine & Muellbauer, John, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.

  6. Espasa, Antoni & Albacete, Rebeca, 2004. "Econometric modelling for short-term inflation forecasting in the EMU," DES - Working Papers. Statistics and Econometrics. WS ws034309, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Espasa, Antoni & Albacete, Rebeca, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Espasa, Antoni & Tena Horrillo, Juan de Dios & Pino, Gabriel, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," DES - Working Papers. Statistics and Econometrics. WS ws130807, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, "undated". "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.
    4. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
    5. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
    6. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
    7. Janine Aron & John Muellbauer & Rachel Sebudde, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series 2015-17, Centre for the Study of African Economies, University of Oxford.
    8. Espasa, Antoni & Pino, Gabriel & Tena Horrillo, Juan de Dios, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," DES - Working Papers. Statistics and Econometrics. WS ws080101, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Aron, Janine & Muellbauer, John, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.

  7. VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," CORE Discussion Papers 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
    2. Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
    3. Hujer, Reinhard & Vuletic, Sandra, 2007. "Econometric analysis of financial trade processes by discrete mixture duration models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 635-667, February.
    4. Roman Huptas, 2014. "Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(4), pages 237-273, December.
    5. Ben Omrane, Walid & de Bodt, Eric, 2007. "Using self-organizing maps to adjust for intra-day seasonality," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1817-1838, June.

  8. Espasa, Antoni & Senra, Eva & Poncela, Pilar, 2002. "Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis," DES - Working Papers. Statistics and Econometrics. WS ws020301, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
    2. Tallman, Ellis W. & Zaman, Saeed, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Paper 1519, Federal Reserve Bank of Cleveland.
    3. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
    4. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
    5. Aron, Janine & Muellbauer, John, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.

  9. Espasa, Antoni & Albacete, Rebeca & Senra, Eva, 2001. "Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS ws013723, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Center for African, Asian and Latin American Studies.
    2. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," CORE Discussion Papers 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Kitov, Ivan & KItov, Oleg, 2013. "Does Banque de France control inflation and unemployment?," MPRA Paper 50239, University Library of Munich, Germany.
    4. Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
    5. Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
    6. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
    7. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, "undated". "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.
    8. Michael P. Clements & David F. Hendry, 2005. "Guest Editors' Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.
    9. Espasa, Antoni & Albacete, Rebeca, 2004. "Econometric modelling for short-term inflation forecasting in the EMU," DES - Working Papers. Statistics and Econometrics. WS ws034309, Universidad Carlos III de Madrid. Departamento de Estadística.
    10. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
    11. Hendry, David F. & Hubrich, Kirstin, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank.
    12. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.
    13. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
    14. Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
    15. Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.
    16. Carlos Capistrán & Christian Constandse & Manuel Ramos Francia, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
    17. Antoni Espasa & Rebeca Albacete, 2007. "Econometric modelling for short-term inflation forecasting in the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 303-316.
    18. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
    19. César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra, 2017. "A new look at oil price pass-through into inflation: evidence from disaggregated European data," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(1), pages 55-82, April.
    20. David F. Hendry & Kirstin Hubrich, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 216-227, April.
    21. Nikolay P. Pilnik & Igor Pospelov & Ivan P. Stankevich, 2015. "Multiproduct Model Decomposition of Components of Russian GDP," HSE Working papers WP BRP 111/EC/2015, National Research University Higher School of Economics.
    22. Kitov, Ivan, 2007. "Inflation, unemployment, labor force change in European countries," MPRA Paper 14557, University Library of Munich, Germany.
    23. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
    24. Espasa, Antoni & Carlomagno, Guillermo, 2016. "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS ws1519, Universidad Carlos III de Madrid. Departamento de Estadística.
    25. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, vol. 27(3), pages 923-941, July.
    26. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
    27. Espasa, Antoni & Carlomagno, Guillermo, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
    28. Barakchian , Seyed Mahdi & Bayat , Saeed & Karami , Hooman, 2013. "Common Factors of CPI Sub-aggregates and Forecast of Inflation," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(4), pages 1-17, October.
    29. Sahin, Sule Onsel & Ulengin, Fusun & Ulengin, Burc, 2006. "A Bayesian causal map for inflation analysis: The case of Turkey," European Journal of Operational Research, Elsevier, vol. 175(2), pages 1268-1284, December.
    30. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
    31. Jan Babecky & Jiri Podpiera, 2008. "Inflation Forecasts Errors in the Czech Republic: Evidence from a Panel of Institutions," Occasional Publications - Chapters in Edited Volumes,in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 6, pages 77-85 Czech National Bank, Research Department.
    32. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
    33. Espasa, Antoni & Pino, Gabriel & Tena Horrillo, Juan de Dios, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," DES - Working Papers. Statistics and Econometrics. WS ws080101, Universidad Carlos III de Madrid. Departamento de Estadística.
    34. Luetkepohl Helmut & Xu Fang, 2011. "Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-23, February.
    35. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
    36. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
    37. Aron, Janine & Muellbauer, John, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
    38. Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.

  10. Espasa, Antoni & Cancelo, José Ramón, 2000. "Análisis cuantitativo de los precios de la vivienda: principales resultados e implicaciones sobre el funcionamiento del mercado de la vivienda en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3666, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Beatriz Larraz-Iribas & Jose-Luis Alfaro-Navarro, 2008. "Asymmetric Behaviour of Spanish Regional House Prices," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 407-421, November.
    2. Etxezarreta Etxarri, Aitziber, 2007. "Etxebizitzaren prezioaren eraketa eta burbuilaren teoria. EAE-ko kasua," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.

  11. Espasa, Antoni & Albacete, Rebeca & Senra, Eva, 2000. "Forecasting monetary union inflation: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS 10143, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research and International Relations Area.
    2. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.

  12. Espasa, Antoni & Martínez, José Manuel, 1998. "Modelling nonlinearities in GDP. Some diferences between us and spanish data," DES - Working Papers. Statistics and Econometrics. WS 6259, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Lores, Francisco Xavier, 2001. "Growth and cyclical fluctuations in Spanish macroeconomic series," UC3M Working papers. Economics we014609, Universidad Carlos III de Madrid. Departamento de Economía.
    2. Lores, Francisco Xavier, 2001. "Cyclical behaviour of consumption of non-durable goods: Spain versus U.S.A," UC3M Working papers. Economics we014710, Universidad Carlos III de Madrid. Departamento de Economía.

  13. Espasa, Antoni & Martínez, José Manuel, 1997. "Caracterización de la tendencia y componente cíclico del PIB español a través de modelos no lineales," DES - Documentos de Trabajo. Estadística y Econometría. DS 3646, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Espasa, Antoni & Martínez, J. Manuel, 1998. "La demanda de importaciones españolas. Un enfoque VECM desagregado," DES - Documentos de Trabajo. Estadística y Econometría. DS 3662, Universidad Carlos III de Madrid. Departamento de Estadística.

  14. Moreno, Diego & Espasa, Antoni, 1996. "Empleo, crecimiento y política económica," DES - Documentos de Trabajo. Estadística y Econometría. DS 3638, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Luis Palma-Martos & Jose Luis Martin-Navarro, 1998. "Employment policies: A methodology approach to the identification of employment opportunities," ERSA conference papers ersa98p428, European Regional Science Association.

  15. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.
    2. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.
    3. Espasa, Antoni & Grafe, Rosmarie & Cancelo, José Ramón, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," DES - Working Papers. Statistics and Econometrics. WS ws078418, Universidad Carlos III de Madrid. Departamento de Estadística.

  16. Espasa, Antoni & Cancelo, José Ramón, 1996. "Using high-frequency data and time series models to improve yield management," DES - Working Papers. Statistics and Econometrics. WS 4543, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Espasa, Antoni & Grafe, Rosmarie & Cancelo, José Ramón, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," DES - Working Papers. Statistics and Econometrics. WS ws078418, Universidad Carlos III de Madrid. Departamento de Estadística.

  17. Moreno, Diego & Espasa, Antoni, 1994. "Consideraciones sobre el empleo," DES - Documentos de Trabajo. Estadística y Econometría. DS 10973, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.

  18. Espasa, Antoni, 1993. "Modelling daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3682, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.

  19. Espasa, Antoni & Rey, Pilar & Revilla, Pedro, 1991. "Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis," UC3M Working papers. Economics 2815, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.

  20. Espasa, Antoni & Cancelo, José Ramón, 1991. "Forecasting daily demand for electricity with multiple-input nonlinear transfer function models: a case study," UC3M Working papers. Economics 2808, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.
    3. Espasa, Antoni, 1993. "Modelling daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3682, Universidad Carlos III de Madrid. Departamento de Estadística.

  21. Espasa, Antoni & Cancelo, José Ramón, 1991. "Threshold modelling of nonlinear dynamic relationships: an application to a daily series of economic activiity," UC3M Working papers. Economics 5811, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.

  22. Espasa, Antoni & Peña Sánchez de Rivera, Daniel, 1991. "ARIMA models, the steady state of economic variables and their estimation," UC3M Working papers. Economics 2760, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Espasa, Antoni & Rey, Pilar & Revilla, Pedro, 1991. "Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis," UC3M Working papers. Economics 2815, Universidad Carlos III de Madrid. Departamento de Economía.

  23. Espasa, Antoni & Llanos Matea, Maria de los, 1991. "Underlying inflation in the spanish economy: estimation and methodology," UC3M Working papers. Economics 2817, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
    2. Espasa Terrades, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.

Articles

  1. Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.

    Cited by:

    1. Espasa Terrades, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.

  2. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, vol. 29(4), pages 718-732.
    See citations under working paper version above.
  3. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2011. "Prediction intervals in conditionally heteroscedastic time series with stochastic components," International Journal of Forecasting, Elsevier, vol. 27(2), pages 308-319, April.

    Cited by:

    1. Christian Francq & Jean-Michel Zakoïan, 2013. "Optimal predictions of powers of conditionally heteroscedastic processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, March.

  4. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2010. "Forecasting Spanish Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas," International Regional Science Review, , vol. 33(2), pages 181-204, April.

    Cited by:

    1. Espasa, Antoni & Tena Horrillo, Juan de Dios & Pino, Gabriel, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," DES - Working Papers. Statistics and Econometrics. WS ws130807, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Helena Marques & Gabriel Pino & J.D.Tena, 2009. "Regional inflation dynamics using space-time models," DEA Working Papers 40, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    3. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.

  5. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2010. "Conditionally heteroscedastic unobserved component models and their reduced form," Economics Letters, Elsevier, vol. 107(2), pages 88-90, May.

    Cited by:

    1. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2011. "Prediction intervals in conditionally heteroscedastic time series with stochastic components," International Journal of Forecasting, Elsevier, vol. 27(2), pages 308-319, April.

  6. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.

    Cited by:

    1. Ohtsuka, Yoshihiro & Oga, Takashi & Kakamu, Kazuhiko, 2010. "Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2721-2735, November.
    2. Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Center for African, Asian and Latin American Studies.
    3. Do, Linh Phuong Catherine & Lin, Kuan-Heng & Molnár, Peter, 2016. "Electricity consumption modelling: A case of Germany," Economic Modelling, Elsevier, vol. 55(C), pages 92-101.
    4. Marie Bessec & Julien Fouquau, 2018. "Short-run electricity load forecasting with combinations of stationary wavelet transforms," Post-Print hal-01644930, HAL.
    5. Florian Ziel & Rick Steinert & Sven Husmann, 2014. "Efficient Modeling and Forecasting of the Electricity Spot Price," Papers 1402.7027, arXiv.org, revised Oct 2014.
    6. Kim, Myung Suk, 2013. "Modeling special-day effects for forecasting intraday electricity demand," European Journal of Operational Research, Elsevier, vol. 230(1), pages 170-180.
    7. Batalla-Bejerano, Joan & Costa-Campi, Maria Teresa & Trujillo-Baute, Elisa, 2016. "Collateral effects of liberalisation: Metering, losses, load profiles and cost settlement in Spain’s electricity system," Energy Policy, Elsevier, vol. 94(C), pages 421-431.
    8. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2010. "The power of weather," DNB Working Papers 236, Netherlands Central Bank, Research Department.
    9. Bakhat, Mohcine & Rosselló, Jaume, 2011. "Estimation of tourism-induced electricity consumption: The case study of Balearics Islands, Spain," Energy Economics, Elsevier, vol. 33(3), pages 437-444, May.
    10. Alves da Silva, Alexandre P. & Ferreira, Vitor H. & Velasquez, Roberto M.G., 2008. "Input space to neural network based load forecasters," International Journal of Forecasting, Elsevier, vol. 24(4), pages 616-629.
    11. Brabec, Marek & Konár, Ondrej & Pelikán, Emil & Malý, Marek, 2008. "A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers," International Journal of Forecasting, Elsevier, vol. 24(4), pages 659-678.
    12. Arora, Siddharth & Taylor, James W., 2018. "Rule-based autoregressive moving average models for forecasting load on special days: A case study for France," European Journal of Operational Research, Elsevier, vol. 266(1), pages 259-268.
    13. Liang, Zhuoran & Tian, Zhan & Sun, Laixiang & Feng, Kuishuang & Zhong, Honglin & Gu, Tingting & Liu, Xiaochen, 2016. "Heat wave, electricity rationing, and trade-offs between environmental gains and economic losses: The example of Shanghai," Applied Energy, Elsevier, vol. 184(C), pages 951-959.
    14. Shao, Zhen & Chao, Fu & Yang, Shan-Lin & Zhou, Kai-Le, 2017. "A review of the decomposition methodology for extracting and identifying the fluctuation characteristics in electricity demand forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 123-136.
    15. Soares, Lacir J. & Medeiros, Marcelo C., 2008. "Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data," International Journal of Forecasting, Elsevier, vol. 24(4), pages 630-644.
    16. Miller, Reid & Golab, Lukasz & Rosenberg, Catherine, 2017. "Modelling weather effects for impact analysis of residential time-of-use electricity pricing," Energy Policy, Elsevier, vol. 105(C), pages 534-546.
    17. 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.
    18. Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Efficient modeling and forecasting of electricity spot prices," Energy Economics, Elsevier, vol. 47(C), pages 98-111.
    19. Li, Z. & Hurn, A.S. & Clements, A.E., 2017. "Forecasting quantiles of day-ahead electricity load," Energy Economics, Elsevier, vol. 67(C), pages 60-71.
    20. Taylor, James W., 2010. "Triple seasonal methods for short-term electricity demand forecasting," European Journal of Operational Research, Elsevier, vol. 204(1), pages 139-152, July.
    21. Psiloglou, B.E. & Giannakopoulos, C. & Majithia, S. & Petrakis, M., 2009. "Factors affecting electricity demand in Athens, Greece and London, UK: A comparative assessment," Energy, Elsevier, vol. 34(11), pages 1855-1863.
    22. Cruz E. Borges & Yoseba K. Penya & Iván Fernández & Juan Prieto & Oscar Bretos, 2013. "Assessing Tolerance-Based Robust Short-Term Load Forecasting in Buildings," Energies, MDPI, Open Access Journal, vol. 6(4), pages 1-20, April.
    23. Nguyen, Hang T. & Nabney, Ian T., 2010. "Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models," Energy, Elsevier, vol. 35(9), pages 3674-3685.
    24. Mauro Bernardi & Lea Petrella, 2015. "Multiple seasonal cycles forecasting model: the Italian electricity demand," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 671-695, November.
    25. Taylor, James W., 2008. "An evaluation of methods for very short-term load forecasting using minute-by-minute British data," International Journal of Forecasting, Elsevier, vol. 24(4), pages 645-658.
    26. Vaz, Lucélia Viviane & Filho, Getulio Borges da Silveira, 2017. "Functional Autoregressive Models: An Application to Brazilian Hourly Electricity Load," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(2), November.
    27. Adam Clements & Stan Hurn & Zili Li, 2014. "Forecasting day-ahead electricity load using a multiple equation time series approach," NCER Working Paper Series 103, National Centre for Econometric Research, revised 06 May 2015.
    28. Ozhegov, Evgeniy & Popova, Evgeniya, 2017. "Demand for electricity and weather conditions: Nonparametric analysis," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 46, pages 55-73.

  7. Taylor, James W. & Espasa, Antoni, 2008. "Energy forecasting," International Journal of Forecasting, Elsevier, vol. 24(4), pages 561-565.

    Cited by:

    1. Haben, Stephen & Ward, Jonathan & Vukadinovic Greetham, Danica & Singleton, Colin & Grindrod, Peter, 2014. "A new error measure for forecasts of household-level, high resolution electrical energy consumption," International Journal of Forecasting, Elsevier, vol. 30(2), pages 246-256.

  8. Antoni Espasa & Rebeca Albacete, 2007. "Econometric modelling for short-term inflation forecasting in the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 303-316.

    Cited by:

    1. Espasa, Antoni & Carlomagno, Guillermo, 2014. "The pairwise approach to model a large set of disaggregates with common trends," DES - Working Papers. Statistics and Econometrics. WS ws141309, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra, 2017. "A new look at oil price pass-through into inflation: evidence from disaggregated European data," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(1), pages 55-82, April.
    3. Hernandez Martinez, Fernando, 2009. "Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor
      [Oil price shocks and the spanish economy: Coi
      ," MPRA Paper 18056, University Library of Munich, Germany.
    4. Espasa, Antoni & Carlomagno, Guillermo, 2016. "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS ws1519, Universidad Carlos III de Madrid. Departamento de Estadística.
    5. Espasa Terrades, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
    6. Espasa, Antoni & Carlomagno, Guillermo, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.
    8. Janine Aron & John Muellbauer & Rachel Sebudde, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series 2015-17, Centre for the Study of African Economies, University of Oxford.
    9. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
    10. Antonio Merino & Rebeca Albacete, 2010. "Econometric modelling for short-term oil price forecasting," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 34(1), pages 25-41, March.

  9. Espasa, Antoni, 2005. "Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich," International Journal of Forecasting, Elsevier, vol. 21(4), pages 647-650.

    Cited by:

    1. Arnold Zellner, 2009. "Comments on “Limits of Econometrics” by David Freedman," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 28-32, April.

  10. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 402-421.
    See citations under working paper version above.
  11. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.

    Cited by:

    1. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.
    2. Furió, Dolores, 2011. "A Survey on the Spanish Electricity Intraday Market/El mercado de electricidad español: el mercado intradiario," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 657(20.)-65, Agosto.
    3. Pardo, Angel & Meneu, Vicente & Valor, Enric, 2002. "Temperature and seasonality influences on Spanish electricity load," Energy Economics, Elsevier, vol. 24(1), pages 55-70, January.
    4. Bakhat, Mohcine & Rosselló, Jaume, 2011. "Estimation of tourism-induced electricity consumption: The case study of Balearics Islands, Spain," Energy Economics, Elsevier, vol. 33(3), pages 437-444, May.
    5. Antonio Rubia, 2001. "Testing For Weekly Seasonal Unit Roots In Daily Electricity Demand: Evidence From Deregulated Markets," Working Papers. Serie EC 2001-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    6. Cristina Miranda & Reinaldo Castro Souza & Mônica Barros & Cristina Vidigal Cabral de Miranda, "undated". "Short Term Demand Forecasting Using Double Exponential Smoothing and Interventions to Account for Holidays and Temperature Effects," EcoMod2007 23900058, EcoMod.
    7. Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
    8. Espasa, Antoni & Grafe, Rosmarie & Cancelo, José Ramón, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," DES - Working Papers. Statistics and Econometrics. WS ws078418, Universidad Carlos III de Madrid. Departamento de Estadística.

  12. Eduardo Morales & Antoni Espasa & María Luisa Rojo, 1992. "Univariate methods for the analysis of the industrial sector in Spain," Investigaciones Economicas, Fundación SEPI, vol. 16(1), pages 127-149, January.

    Cited by:

    1. Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Efectos calendario sobre la producción industrial en Colombia," Borradores de Economia 820, Banco de la Republica de Colombia.
    2. 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.
    3. Garcia-Ferrer, Antonio & Queralt, Ricardo A., 1998. "Can univariate models forecast turning points in seasonal economic time series?," International Journal of Forecasting, Elsevier, vol. 14(4), pages 433-446, December.

  13. Espasa, Antoni & Sargan, J Denis, 1977. "The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 583-605, October.

    Cited by:

    1. Peter C. B. Phillips, 2001. "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413.
    2. Robinson, Peter M., 2002. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 2263, London School of Economics and Political Science, LSE Library.
    3. Peter C.B. Phillips, 2003. "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.
    4. Hsiao, Cheng & Robinson, P M, 1978. "Efficient Estimation of a Dynamic Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
    5. Robert F. Engle, 1980. "Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic," NBER Chapters,in: Evaluation of Econometric Models, pages 309-321 National Bureau of Economic Research, Inc.
    6. J. Campos, 1986. "Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors," Review of Economic Studies, Oxford University Press, vol. 53(1), pages 125-138.
    7. Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
    8. Peter C.B. Phillips & In Choi, 1989. "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," Cowles Foundation Discussion Papers CFP 899, Cowles Foundation for Research in Economics, Yale University.
    9. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
    10. Hall, Anthony David & Pagan, Adrian Rodney, 1981. "The LIML and Related Estimators of an Equation with Moving Average Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 719-730, October.
    11. Peter M Robinson, 2002. "Denis Sargan: Some Perspectives," STICERD - Econometrics Paper Series 437, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (9) 2004-03-07 2004-11-07 2005-04-03 2007-04-21 2011-05-24 2011-12-13 2014-06-02 2015-10-04 2015-10-04. Author is listed
  2. NEP-FOR: Forecasting (8) 2007-04-21 2008-02-09 2011-05-24 2011-12-13 2014-06-02 2015-10-04 2015-10-04 2017-07-02. Author is listed
  3. NEP-ETS: Econometric Time Series (7) 2003-03-03 2004-03-07 2005-04-03 2007-04-21 2011-05-24 2014-06-02 2015-10-04. Author is listed
  4. NEP-EEC: European Economics (5) 2003-11-06 2003-11-06 2005-04-03 2011-05-24 2017-07-02. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2003-03-03 2004-03-07 2004-11-07 2005-04-03 2017-07-02. Author is listed
  6. NEP-MON: Monetary Economics (4) 2003-11-06 2003-11-06 2005-04-03 2017-07-02
  7. NEP-IFN: International Finance (2) 2003-03-03 2004-03-07
  8. NEP-CBA: Central Banking (1) 2011-05-24
  9. NEP-GEO: Economic Geography (1) 2011-12-13

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