Publicaciones (40) Publicaciones de SONIA SOTOCA LÓPEZ

2020

  1. The impact of oil prices on products groups inflation: is the effect asymmetric?

    Documentos de Trabajo (ICAE)

2018

  1. Innovation and business survival: A long-term approach

    Research Policy, Vol. 47, Núm. 8, pp. 1418-1436

2016

  1. Efficient estimation of unconditional capital by Monte Carlo simulation

    Finance Research Letters, Vol. 16, pp. 75-84

2015

  1. Capital cyclicality, conditional coverage and long-term capital assessment

    Finance Research Letters, Vol. 15, pp. 246-256

  2. Sample dependency during unconditional credit capital estimation

    Finance Research Letters, Vol. 15, pp. 175-186

  3. Single and multiple error state-space models for signal extraction

    Journal of Statistical Computation and Simulation, Vol. 85, Núm. 5, pp. 1053-1069

2014

  1. A new approach to the unconditional measurement of default risk

    Documentos de Trabajo (ICAE)

  2. Conditional coverage and its role in determining and assessing long-term capital requirements

    Documentos de Trabajo (ICAE)

  3. Linking the problems of estimating and allocating unconditional capital

    Documentos de Trabajo (ICAE)

  4. Minimally conditioned likelihood for a nonstationary state space model

    Mathematics and Computers in Simulation, Vol. 100, pp. 24-40

2012

  1. An approach to entrepreneurial success and its determinants: The case of Spain

    Entrepreneurship and Growth: An International Historical Perspective (Palgrave Macmillan), pp. 133-172

  2. Minimally Conditioned Likelihood for a Nonstationary State Space Model

    Documentos de Trabajo (ICAE)

2010

  1. Decomposition of a state-space model with inputs

    Journal of Statistical Computation and Simulation, Vol. 80, Núm. 9, pp. 979-992

2009

  1. Likelihood stabilization for ill-conditioned vector GARCH models

    Computational Statistics, Vol. 24, Núm. 1, pp. 15-35

  2. Modelling and forecasting time series sampled at different frequencies

    Journal of Forecasting, Vol. 28, Núm. 4, pp. 316-342

2006

  1. A Proposal to Obtain a Long Quarterly Chilean GDP Series

    Cuadernos de economía: Latin American Journal of Economics, Núm. 128, pp. 285-299

  2. Decomposition of State-Space Model with Inputs: The Theory and an Applicatuion to Estimate the ROI of Advertising

    Documentos de Trabajo (ICAE)

  3. Modelling an Forecasting Time series Sampled at Different Frequencies

    Documentos de Trabajo (ICAE)

2005

  1. Antes, bastante antes: la primera fase de la integración del mercado español de trigo, 1725-1808

    Historia agraria: Revista de agricultura e historia rural, Núm. 36, pp. 225-262

  2. Growth, cycles, and convergence in US regional time series: A personal point of view

    International Journal of Forecasting, Vol. 21, Núm. 4, pp. 687-689