Publications (128)

¹ Publications considered as the group’s output.

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2026

  1. Inflation volatility under rational inattention: A semi-parametric model and the directional volatility ratio

    Economic Modelling, Vol. 157

2025

  1. Eco-RETINA: a green flexible algorithm for model building

    Documentos de Trabajo (ICAE)

  2. Machine learning for applied economic analysis: Gaining practical insights

    Documentos de trabajo ( FEDEA )

  3. Predicción económica con modelos de espacio de los estados para datos masivos

    Investigación económica con datos masivos (Editorial Centro de Estudios Ramón Areces), pp. 325-362

2024

  1. IFCI-SA: International financial conditions index for South American economies

    Research in International Business and Finance, Vol. 72

  2. Identification of canonical models for vectors of time series: a subspace approach

    Statistical Papers, Vol. 65, Núm. 3, pp. 1493-1530

  3. The impact of financial performance and corporate reputation on customer purchases: the role of stakeholders and brand value in the automotive sector

    Marketing Intelligence and Planning, Vol. 42, Núm. 1, pp. 23-39

2023

  1. A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment

    Applied Economic Analysis, Vol. 31, Núm. 92, pp. 109-125

  2. An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay

    International Review of Economics & Finance, Vol. 85, pp. 206-219

  3. Eurozone prices: A tale of convergence and divergence

    Economic Modelling, Vol. 126

  4. Forecasting unemployment with Google Trends: age, gender and digital divide

    Empirical Economics, Vol. 65, Núm. 2, pp. 587-605

  5. How to measure inflation volatility: a note

    Documentos de trabajo - Banco de España

2022

  1. Incremental learning for property price estimation using location-based services and open data

    Engineering Applications of Artificial Intelligence, Vol. 107

  2. Is small always beautiful? Analyzing the efficiency effects of size heterogeneity in renewable electricity auctions

    Energy Economics, Vol. 106

  3. Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting

    Computational Economics, Vol. 59, Núm. 1, pp. 263-295

2021

  1. A machine learning research template for binary classification problems and shapley values integration[Formula presented]

    Software Impacts, Vol. 8

  2. Cross-Bidding in eBay-like Environments

    Dynamic Modeling and Econometrics in Economics and Finance (Springer Science and Business Media Deutschland GmbH), pp. 5-27

  3. Forecasting Spanish unemployment with Google Trends and dimension reduction techniques

    SERIEs : Journal of the Spanish Economic Association, Vol. 12, Núm. 3, pp. 329-349

  4. Identifying mortality factors from Machine Learning using Shapley values – a case of COVID19

    Expert Systems with Applications, Vol. 176

  5. Price convergence: Representation and testing

    Economic Modelling, Vol. 104