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Measuring intervention effects on multiple time series subjected to linear restrictions : a banking example
Guerrero, Víctor M. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 489-497
Persistent link: https://www.econbiz.de/10001251796
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Markov-switching dynamic factor models in real time
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2012
Persistent link: https://www.econbiz.de/10009512866
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Extracting nonlinear signals from several economic indicators
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2012
Persistent link: https://www.econbiz.de/10009512867
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A two factor model to combine US inflation forecasts
Poncela, Pilar; Senra, Eva - In: Applied economics 38 (2006) 18, pp. 2191-2197
Persistent link: https://www.econbiz.de/10003385858
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Extracting nonlinear signals from several economic indicators
Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - In: Journal of applied econometrics 30 (2015) 7, pp. 1073-1089
Persistent link: https://www.econbiz.de/10011431725
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Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221303