Pilar Poncela
Personal Details
First Name: | Pilar |
Middle Name: | |
Last Name: | Poncela |
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RePEc Short-ID: | ppo612 |
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Affiliation
Facultad de Ciencias Económicas y Empresariales
Universidad Autónoma de Madrid
Madrid, Spainhttp://www.uam.es/ss/Satellite/Economicas/es/home
RePEc:edi:feuames (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Poncela, Pilar, 2021. "Dynamic factor models: does the specification matter?," DES - Working Papers. Statistics and Econometrics. WS 32210, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Poncela Blanco, Maria Pilar, 2020.
"Factor extraction using Kalman filter and smoothing: this is not just another survey,"
DES - Working Papers. Statistics and Econometrics. WS
30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Juan B'ogalo & Pilar Poncela & Eva Senra, 2020. "Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis," Papers 2007.07561, arXiv.org, revised Aug 2023.
- Poncela, Pilar & Ruiz, Esther, 2020. "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers 2020-7, Kiel Institute for the World Economy (IfW Kiel).
- Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo & Poncela, Pilar, 2018. "New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR," JRC Working Papers in Economics and Finance 2018-13, Joint Research Centre, European Commission.
- Bógalo, Juan & Poncela, Pilar & Senra, Eva, 2017. "Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA," MPRA Paper 76023, University Library of Munich, Germany.
- Corona, Francisco & Poncela, Pilar, 2017.
"Estimating non-stationary common factors : Implications for risk sharing,"
DES - Working Papers. Statistics and Econometrics. WS
24585, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2020. "Estimating Non-stationary Common Factors: Implications for Risk Sharing," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
- Corona, Francisco & Poncela, Maria Pilar, 2016.
"Determining the number of factors after stationary univariate transformations,"
DES - Working Papers. Statistics and Econometrics. WS
ws1602, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
- Pilar Poncela & Filippo Pericoli & Anna Manca & Filippo Michela Nardo, 2016. "Risk Sharing in Europe," JRC Research Reports JRC104621, Joint Research Centre.
- Poncela, Pilar, 2015.
"Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment,"
DES - Working Papers. Statistics and Econometrics. WS
ws1502, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Pilar Poncela & Esther Ruiz, 2016. "Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 401-434, Emerald Group Publishing Limited.
- Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2014. "Selecting and combining experts from survey forecasts," DES - Working Papers. Statistics and Econometrics. WS ws140905, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013.
"Short-term forecasting for empirical economists. A survey of the recently proposed algorithms,"
Working Papers
1318, Banco de España.
- Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013. "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, vol. 6(2), pages 101-161, November.
- Poncela, Pilar, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2012.
"Sparse partial least squares in time series for macroeconomic forecasting,"
DES - Working Papers. Statistics and Econometrics. WS
ws122216, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Julieta Fuentes & Pilar Poncela & Julio Rodríguez, 2015. "Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 576-595, June.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012.
"Green Shoots and Double Dips in the Euro Area. A Real Time Measure,"
CEPR Discussion Papers
8896, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014. "Green shoots and double dips in the euro area: A real time measure," International Journal of Forecasting, Elsevier, vol. 30(3), pages 520-535.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012.
"Markov-switching dynamic factor models in real time,"
CEPR Discussion Papers
8866, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018. "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, vol. 34(4), pages 598-611.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Markov-switching dynamic factor models in real time," Working Papers 1205, Banco de España.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012.
"Extracting nonlinear signals from several economic indicators,"
CEPR Discussion Papers
8865, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015. "Extracting Nonlinear Signals from Several Economic Indicators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1073-1089, November.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España.
- Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Working Papers 1026, Banco de España.
- Poncela, Pilar & Senra, Eva, 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 EstadÃstica.
- Poncela, Pilar, 2000.
"Forecasting with nostationary dynamic factor models,"
DES - Working Papers. Statistics and Econometrics. WS
9959, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Pena, Daniel & Poncela, Pilar, 2004. "Forecasting with nonstationary dynamic factor models," Journal of Econometrics, Elsevier, vol. 119(2), pages 291-321, April.
- Guerrero, Victor M. & Poncela, Pilar, 1997.
"Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example,"
DES - Working Papers. Statistics and Econometrics. WS
6212, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Guerrero, Victor M & Pena, Daniel & Poncela, Pilar, 1998. "Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 489-497, October.
- Poncela, Pilar, 1997. "Eigenstructure of nonstationary factor models," DES - Working Papers. Statistics and Econometrics. WS 6224, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Guerrero, Victor M. & Juárez, Rodrigo & Poncela, Pilar, 1997.
"Data graduation based on statistical time series methods,"
DES - Working Papers. Statistics and Econometrics. WS
6213, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar, 2001. "Data graduation based on statistical time series methods," Statistics & Probability Letters, Elsevier, vol. 52(2), pages 169-175, April.
- Poncela, Pilar, 1996. "Pooling information and forecasting with dynamic factor analysis," DES - Working Papers. Statistics and Econometrics. WS 10709, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Articles
- Bógalo, Juan & Llada, Martín & Poncela, Pilar & Senra, Eva, 2022. "Seasonality in COVID-19 times," Economics Letters, Elsevier, vol. 211(C).
- Juan Bógalo & Pilar Poncela & Eva Senra, 2021. "Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time," Mathematics, MDPI, vol. 9(11), pages 1-17, May.
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021.
"Factor extraction using Kalman filter and smoothing: This is not just another survey,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Poncela Blanco, Maria Pilar, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Marta Poncela-Blanco & Pilar Poncela, 2021. "Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques," Energies, MDPI, vol. 14(5), pages 1-16, March.
- Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
- Pilar Poncela & Eva Senra & Lya Paola Sierra, 2020. "Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes," Open Economies Review, Springer, vol. 31(4), pages 859-879, September.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2020.
"Estimating Non-stationary Common Factors: Implications for Risk Sharing,"
Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
- Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Poncela, Pilar & Nardo, Michela & Pericoli, Filippo M., 2019. "A Review of International Risk Sharing for Policy Analysis," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 23(3), pages 227-260, September.
- Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018.
"Markov-switching dynamic factor models in real time,"
International Journal of Forecasting, Elsevier, vol. 34(4), pages 598-611.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Markov-switching dynamic factor models in real time," Working Papers 1205, Banco de España.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Markov-switching dynamic factor models in real time," CEPR Discussion Papers 8866, C.E.P.R. Discussion Papers.
- Pilar Poncela & Eva Senra, 2017. "Measuring uncertainty and assessing its predictive power in the euro area," Empirical Economics, Springer, vol. 53(1), pages 165-182, August.
- 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.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2017.
"Determining the number of factors after stationary univariate transformations,"
Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
- Corona, Francisco & Poncela, Maria Pilar, 2016. "Determining the number of factors after stationary univariate transformations," DES - Working Papers. Statistics and Econometrics. WS ws1602, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Pilar Poncela & Eva Senra & Lya Paola Sierra, 2017. "Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy: empirical evidence of “Dutch disease” in Colombia," Empirical Economics, Springer, vol. 52(2), pages 777-798, March.
- Martínez, Wilmer & Nieto, Fabio H. & Poncela, Pilar, 2016. "Choosing a dynamic common factor as a coincident index," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 89-98.
- Julieta Fuentes & Pilar Poncela & Julio Rodríguez, 2015.
"Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 576-595, June.
- Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2012. "Sparse partial least squares in time series for macroeconomic forecasting," DES - Working Papers. Statistics and Econometrics. WS ws122216, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015.
"Extracting Nonlinear Signals from Several Economic Indicators,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1073-1089, November.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España.
- Pilar Poncela & Antonio García‐Ferrer, 2014. "The Effects of Disaggregation on Forecasting Nonstationary Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 300-314, July.
- Pilar Poncela & Eva Senra & Lya Paola Sierra, 2014. "Common dynamics of nonenergy commodity prices and their relation to uncertainty," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3724-3735, October.
- Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014.
"Green shoots and double dips in the euro area: A real time measure,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 520-535.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Green Shoots and Double Dips in the Euro Area. A Real Time Measure," CEPR Discussion Papers 8896, C.E.P.R. Discussion Papers.
- Guerrero, Víctor & Islas C., Alejandro & Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío, 2014. "Mexico: Combining monthly inflation predictions from surveys," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Guerrero, Víctor & Islas C., Alejandro & Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío, 2014. "México: la combinación de las predicciones mensuales de inflación mediante encuestas," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Pilar Poncela & Eva Senra & Daniel Sotelsek & Guido Zack, 2014. "Some New Results on the Estimation of Structural Budget Balance for Spain," Hacienda Pública Española / Review of Public Economics, IEF, vol. 210(3), pages 11-31, September.
- Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013.
"Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 6(2), pages 101-161, November.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013. "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Working Papers 1318, Banco de España.
- Poncela, Marta & Poncela, Pilar & Perán, José Ramón, 2013. "Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting," Applied Energy, Elsevier, vol. 108(C), pages 349-362.
- Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva, 2011.
"Forecast combination through dimension reduction techniques,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 224-237.
- Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva, 2011. "Forecast combination through dimension reduction techniques," International Journal of Forecasting, Elsevier, vol. 27(2), pages 224-237, April.
- 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, June.
- 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.
- Pilar Poncela & Eva Senra, 2006. "A two factor model to combine US inflation forecasts," Applied Economics, Taylor & Francis Journals, vol. 38(18), pages 2191-2197.
- 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.
- Ortega, Jose Antonio & Poncela, Pilar, 2005. "Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 539-550.
- Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther, 2005. "Introduction to nonlinearities, business cycles, and forecasting," International Journal of Forecasting, Elsevier, vol. 21(4), pages 623-625.
- Poncela, Pilar, 2004. "Time series analysis by state space methods: J. Durbin and S.J. Koopman, Oxford Statistical Series 24, 2001, Oxford University Press, ISBN 0-19-852354-8, 254 pages, price: [UK pound]36.00 (hardback)," International Journal of Forecasting, Elsevier, vol. 20(1), pages 139-141.
- Pena, Daniel & Poncela, Pilar, 2004.
"Forecasting with nonstationary dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 291-321, April.
- Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Garcia-Ferrer, Antonio & Poncela, Pilar, 2002. "Forecasting European GNP Data through Common Factor Models and Other Procedures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(4), pages 225-244, July.
- Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar, 2001.
"Data graduation based on statistical time series methods,"
Statistics & Probability Letters, Elsevier, vol. 52(2), pages 169-175, April.
- Guerrero, Victor M. & Juárez, Rodrigo & Poncela, Pilar, 1997. "Data graduation based on statistical time series methods," DES - Working Papers. Statistics and Econometrics. WS 6213, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Guerrero, Victor M & Pena, Daniel & Poncela, Pilar, 1998.
"Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 489-497, October.
- Guerrero, Victor M. & Poncela, Pilar, 1997. "Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example," DES - Working Papers. Statistics and Econometrics. WS 6212, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Chapters
- Pilar Poncela & Esther Ruiz, 2016.
"Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 401-434,
Emerald Group Publishing Limited.
- Poncela, Pilar, 2015. "Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment," DES - Working Papers. Statistics and Econometrics. WS ws1502, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria: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 21 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.- NEP-ETS: Econometric Time Series (13) 2003-03-03 2012-03-28 2012-03-28 2012-07-14 2012-08-23 2012-11-11 2013-11-16 2016-03-10 2017-01-15 2017-05-28 2020-05-11 2020-06-29 2021-03-29. Author is listed
- NEP-ECM: Econometrics (10) 2012-03-28 2012-03-28 2012-08-23 2012-11-11 2015-03-13 2017-01-15 2017-05-28 2020-05-11 2020-06-29 2021-03-29. Author is listed
- NEP-MAC: Macroeconomics (8) 2010-07-31 2012-03-28 2012-07-14 2012-08-23 2017-01-01 2017-01-15 2018-12-17 2020-07-27. Author is listed
- NEP-EEC: European Economics (4) 2010-03-20 2010-07-31 2012-03-28 2017-01-01
- NEP-FOR: Forecasting (4) 2012-03-28 2012-08-23 2013-11-16 2014-04-18
- NEP-BEC: Business Economics (3) 2010-03-20 2012-03-28 2012-07-14
- NEP-OPM: Open Economy Macroeconomics (2) 2017-01-01 2018-12-17
- NEP-ORE: Operations Research (2) 2010-07-31 2020-05-11
- NEP-CBA: Central Banking (1) 2010-07-31
- NEP-ENE: Energy Economics (1) 2020-07-27
- NEP-GEN: Gender (1) 2020-05-11
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