Econometría en espacio de los estados y machine learning
Publicaciones (125) Publicaciones en las que ha participado algún/a investigador/a
2024
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IFCI-SA: International financial conditions index for South American economies
Research in International Business and Finance, Vol. 72
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Identification of canonical models for vectors of time series: a subspace approach
Statistical Papers, Vol. 65, Núm. 3, pp. 1493-1530
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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
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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
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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
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Eurozone prices: A tale of convergence and divergence
Economic Modelling, Vol. 126
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Forecasting unemployment with Google Trends: age, gender and digital divide
Empirical Economics, Vol. 65, Núm. 2, pp. 587-605
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How to measure inflation volatility: a note
Documentos de trabajo - Banco de España
2022
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Incremental learning for property price estimation using location-based services and open data
Engineering Applications of Artificial Intelligence, Vol. 107
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Is small always beautiful? Analyzing the efficiency effects of size heterogeneity in renewable electricity auctions
Energy Economics, Vol. 106
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Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting
Computational Economics, Vol. 59, Núm. 1, pp. 263-295
2021
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A machine learning research template for binary classification problems and shapley values integration[Formula presented]
Software Impacts, Vol. 8
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Cross-Bidding in eBay-like Environments
Dynamic Modeling and Econometrics in Economics and Finance (Springer Science and Business Media Deutschland GmbH), pp. 5-27
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Forecasting Spanish unemployment with Google Trends and dimension reduction techniques
SERIEs : Journal of the Spanish Economic Association, Vol. 12, Núm. 3, pp. 329-349
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Identifying mortality factors from Machine Learning using Shapley values – a case of COVID19
Expert Systems with Applications, Vol. 176
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Price convergence: Representation and testing
Economic Modelling, Vol. 104
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TF-MIDAS: a transfer function based mixed-frequency model
Journal of Statistical Computation and Simulation, Vol. 91, Núm. 10, pp. 1980-2017
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Using Shapley values to assess the impact of temporary traffic restrictions on NO2 levels in Madrid urban area
International Journal of Environmental Science and Technology, Vol. 18, Núm. 11, pp. 3343-3356
2020
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El enfoque experimental en marketing y distribución comercial:: Desafíos y oportunidades
El marketing ante los nuevos retos sociales y de mercado: Homenaje al profesor Rodolfo Vázquez Casielles (Editorial Universitaria Ramón Areces), pp. 135-151
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Eurozone prices: a tale of convergence and divergence
Documentos de trabajo - Banco de España