Publicaciones en las que colabora con Antonio García Ferrer (23)

2020

  1. Evaluating early warning and coincident indicators of business cycles using smooth trends

    Journal of Forecasting, Vol. 39, Núm. 1, pp. 1-17

  2. Revisiting the relationship between traffic accidents, real economic activity and other factors in Spain

    Accident; analysis and prevention, Vol. 144, pp. 105549

2015

  1. Mathematical Framework for Pseudo-Spectra of Linear Stochastic Difference Equations

    IEEE Transactions on Signal Processing, Vol. 63, Núm. 24, pp. 6498-6509

  2. Mathematical framework for pseudo-spectra of linear stochastic difference equations

    Documentos de Trabajo (ICAE)

2013

  1. Mathematical framework for pseudo-spectra of linear stochastic difference equations

    Documentos de Trabajo (ICAE)

  2. Predicting recessions with factor linear dynamic harmonic regressions

    Journal of Forecasting, Vol. 32, Núm. 6, pp. 481-499

2007

  1. Linear dynamic harmonic regression

    Computational Statistics and Data Analysis, Vol. 52, Núm. 2, pp. 999-1024

2006

  1. Demand forecast and elasticities estimation of public transport

    Journal of Transport Economics and Policy, Vol. 40, Núm. 1, pp. 45-67

2004

  1. Monthly forecasts of integrated public transport systems: The case of the Madrid metropolitan area

    Journal of Transportation and Statistics, Vol. 7, Núm. 1, pp. 39-59

2003

  1. Do interrelated financial markets help in forecasting stock returns?

    Cuadernos de economía: Spanish Journal of Economics and Finance, Vol. 26, Núm. 71, pp. 83-103

2002

  1. "A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes".

    Documentos de Trabajo (ICAE)

  2. A note on the pseudo-spectra and the pseudo-covariance generating functions of ARMA processes

    Documentos de Trabajo (ICAE)

  3. An ARMA representation of unobserved component models under generalized random walk specifications:: new algorithms and examples

    Documentos de Trabajo (ICAE)

2000

  1. Forecasting OECD industrial turning points using unobserved components models with business survey data

    International Journal of Forecasting, Vol. 16, Núm. 2, pp. 207-227

1998

  1. Forecasting with money demand functions: The UK case

    Journal of Forecasting, Vol. 17, Núm. 2, pp. 125-145

1996

  1. Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data

    Bayesian analysis in statistics and econometrics: essays in honor of Arnold Zellner (New York [etc.] : Wiley, 1996), pp. 15-28

1995

  1. Cointegration, Error Correction Models and Forecasting:: The U.K. Demand for Money

    Documentos de Trabajo (ICAE)

  2. Cointegration, error correction models and forecasting the U.K demand for money

    Documento de trabajo: Serie Econometría

1993

  1. Further evidence on forecasting international GNP growth rates using unobserved components transfer function models

    Documentos de Trabajo (ICAE)

  2. Guía para la estimación de modelos ARCH. Comentarios

    Estadística española, Núm. 132, pp. 39-90