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Antoni Espasa

Personal Details

First Name:Antoni
Middle Name:
Last Name:Espasa
Suffix:
RePEc Short-ID:pes174
[This author has chosen not to make the email address public]
http://portal.uc3m.es/portal/page/portal/dpto_estadistica/personal/antoni_espasa

Affiliation

Departamento de Estadistica
Universidad Carlos III de Madrid

Madrid, Spain
http://halweb.uc3m.es/
RePEc:edi:dxuc3es (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Carlomagno, Guillermo, 2016. "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS ws1519, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Carlomagno, Guillermo, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Carlomagno, Guillermo, 2014. "The pairwise approach to model a large set of disaggregates with common trends," DES - Working Papers. Statistics and Econometrics. WS ws141309, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Mayo, Iván, 2012. "Forecasting aggregates and disaggregates with common features," DES - Working Papers. Statistics and Econometrics. WS ws110805, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Quilis, Enrique M., 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS ws114130, Universidad Carlos III de Madrid. Departamento de Estadística.
  7. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, 2010. "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.
  8. Rodriguez-Poo Juan & David Veredas & Antoni Espasa, 2007. "Seminonparametric models for financial durations," ULB Institutional Repository 2013/136235, ULB -- Universite Libre de Bruxelles.
  9. Cancelo, José Ramón & Grafe, Rosmarie, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," DES - Working Papers. Statistics and Econometrics. WS ws078418, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. Albacete, Rebeca, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Albacete, Rebeca, 2004. "Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS ws045013, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Albacete, Rebeca, 2004. "Econometric modelling for short-term inflation forecasting in the EMU," DES - Working Papers. Statistics and Econometrics. WS ws034309, Universidad Carlos III de Madrid. Departamento de Estadística.
  13. Albacete, Rebeca, 2004. "Consideraciones sobre la predicción económica: metodología desarrollada en el boletín de inflación y análisis macroeconómico," DES - Documentos de Trabajo. Estadística y Econometría. DS ds040901, Universidad Carlos III de Madrid. Departamento de Estadística.
  14. VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," LIDAM Discussion Papers CORE 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. Poncela, Pilar & Senra, Eva, 2002. "Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis," DES - Working Papers. Statistics and Econometrics. WS ws020301, Universidad Carlos III de Madrid. Departamento de Estadística.
  16. Albacete, Rebeca & Mínguez, Román & Senra, Eva, 2002. "Macroeconomic forecasts for the euro-zone and some policy implications," DES - Working Papers. Statistics and Econometrics. WS ws023607, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Senra, Eva & Albacete, Rebeca, 2001. "Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS ws013723, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Cancelo, José Ramón, 2000. "Análisis cuantitativo de los precios de la vivienda: principales resultados e implicaciones sobre el funcionamiento del mercado de la vivienda en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3666, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Senra, Eva & Albacete, Rebeca, 2000. "Forecasting monetary union inflation: a disaggregated approach by countries and by sectors," DES - Working Papers. Statistics and Econometrics. WS 10143, Universidad Carlos III de Madrid. Departamento de Estadística.
  20. Martínez, J. Manuel, 1998. "La demanda de importaciones españolas. Un enfoque VECM desagregado," DES - Documentos de Trabajo. Estadística y Econometría. DS 3662, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Martínez, J. Manuel, 1998. "Caracterización del PIB español a partir de modelos univariantes no lineales," DES - Documentos de Trabajo. Estadística y Econometría. DS 3660, Universidad Carlos III de Madrid. Departamento de Estadística.
  22. Martínez, José Manuel, 1998. "Modelling nonlinearities in GDP. Some diferences between us and spanish data," DES - Working Papers. Statistics and Econometrics. WS 6259, Universidad Carlos III de Madrid. Departamento de Estadística.
  23. Martínez, J. Manuel, 1998. "Tendencia y ciclos en la economía española: modelos, estimaciones y perspectivas para 1998-1999," DES - Documentos de Trabajo. Estadística y Econometría. DS 3663, Universidad Carlos III de Madrid. Departamento de Estadística.
  24. Martínez, J. Manuel, 1998. "Perspectivas de la economía española para 1998-1999: estabilidad en el crecimiento a niveles superiores a la media europea y con una tasa de paro muy elevada," DES - Documentos de Trabajo. Estadística y Econometría. DS 3661, Universidad Carlos III de Madrid. Departamento de Estadística.
  25. Senra, Eva, 1998. "A nonlinear model for the investment function in Spain," DES - Working Papers. Statistics and Econometrics. WS 4671, Universidad Carlos III de Madrid. Departamento de Estadística.
  26. Martínez, José Manuel, 1997. "Caracterización de la tendencia y componente cíclico del PIB español a través de modelos no lineales," DES - Documentos de Trabajo. Estadística y Econometría. DS 3646, Universidad Carlos III de Madrid. Departamento de Estadística.
  27. Cancelo, José Ramón & Revuelta, J. Manuel, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.
  28. Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Modelización automática de series diarias de actividad económica," DES - Documentos de Trabajo. Estadística y Econometría. DS 3640, Universidad Carlos III de Madrid. Departamento de Estadística.
  29. Cancelo, José Ramón, 1996. "Using high-frequency data and time series models to improve yield management," DES - Working Papers. Statistics and Econometrics. WS 4543, Universidad Carlos III de Madrid. Departamento de Estadística.
  30. Lorenzo, Fernando, 1995. "Convergencia con Europa en la tasa de inflación: importancia, perspectivas y medidas económicas necesarias," DES - Documentos de Trabajo. Estadística y Econometría. DS 3584, Universidad Carlos III de Madrid. Departamento de Estadística.
  31. Lorenzo, Fernando, 1994. "Una propuesta de análisis desagregado de la inflación a través de indicadores adelantados: diagnóstico sobre la situación actual española y consideraciones sobre objetivos de inflación," DES - Documentos de Trabajo. Estadística y Econometría. DS 2949, Universidad Carlos III de Madrid. Departamento de Estadística.
  32. Cancelo, José Ramón, 1994. "El cálculo del crecimiento de variables económicas a partir de modelos cuantitativos," DES - Documentos de Trabajo. Estadística y Econometría. DS 2948, Universidad Carlos III de Madrid. Departamento de Estadística.
  33. Lorenzo, Fernando, 1994. "Evaluación de la desaceleración del IPC en 1994," DES - Documentos de Trabajo. Estadística y Econometría. DS 10976, Universidad Carlos III de Madrid. Departamento de Estadística.
  34. Senra, Eva, 1993. "Consideraciones sobre la función de inversión en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 2942, Universidad Carlos III de Madrid. Departamento de Estadística.
  35. Gómez-Churraca, Rosa & Morales, Eduardo, 1992. "An econometric analysis of tourism in Spain: implications for the sectoral study of exports and some economic policy considerations," UC3M Working papers. Economics 2842, Universidad Carlos III de Madrid. Departamento de Economía.
  36. Álvarez, Luis J. & Delrieu, Juan C., 1992. "Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento," DES - Documentos de Trabajo. Estadística y Econometría. DS 2940, Universidad Carlos III de Madrid. Departamento de Estadística.
  37. Revilla, Pedro & Rey, Pilar, 1991. "Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis," UC3M Working papers. Economics 2815, Universidad Carlos III de Madrid. Departamento de Economía.
  38. Cancelo, José Ramón, 1991. "Un nuevo indicador semanal y mensual de actividad basado en el consumo de energía eléctrica," DE - Documentos de Trabajo. Economía. DE 3004, Universidad Carlos III de Madrid. Departamento de Economía.
  39. Cancelo, José Ramón, 1991. "Forecasting daily demand for electricity with multiple-input nonlinear transfer function models: a case study," UC3M Working papers. Economics 2808, Universidad Carlos III de Madrid. Departamento de Economía.
  40. Cancelo, José Ramón, 1991. "Threshold modelling of nonlinear dynamic relationships: an application to a daily series of economic activiity," UC3M Working papers. Economics 5811, Universidad Carlos III de Madrid. Departamento de Economía.
  41. Morales, Eduardo & Izquierdo, J. Félix, 1991. "Análisis coyuntural de los precios al consumo en las comunidades autonomas españolas: aplicación a Castilla-León," DE - Documentos de Trabajo. Economía. DE 3006, Universidad Carlos III de Madrid. Departamento de Economía.
  42. Peña, Daniel & Espasa, Antoni, 1991. "ARIMA models, the steady state of economic variables and their estimation," UC3M Working papers. Economics 2760, Universidad Carlos III de Madrid. Departamento de Economía.
  43. Llanos Matea, Maria de los, 1991. "Underlying inflation in the spanish economy: estimation and methodology," UC3M Working papers. Economics 2817, Universidad Carlos III de Madrid. Departamento de Economía.
  44. Cancelo, José Ramón, 1991. "Model based measures of contemporaneous economic growth," UC3M Working papers. Economics 2809, Universidad Carlos III de Madrid. Departamento de Economía.
  45. Morales, Eduardo & Izquierdo, J. Félix, 1991. "El análisis de la coyuntura industrial en la coyuntura industrial en la comunidad autonóma del País Vasco mediante el uso de modelos univarientes," DE - Documentos de Trabajo. Economía. DE 3005, Universidad Carlos III de Madrid. Departamento de Economía.
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Articles

  1. Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, vol. 5(4), pages 1-28, October.
  2. Gabriel Pino & J. D. Tena & Antoni Espasa, 2016. "Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 799-815, February.
  3. Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.
  4. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, vol. 29(4), pages 718-732.
  5. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2011. "Prediction intervals in conditionally heteroscedastic time series with stochastic components," International Journal of Forecasting, Elsevier, vol. 27(2), pages 308-319, April.
  6. Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni, 2010. "Conditionally heteroscedastic unobserved component models and their reduced form," Economics Letters, Elsevier, vol. 107(2), pages 88-90, May.
  7. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.
  8. Taylor, James W. & Espasa, Antoni, 2008. "Energy forecasting," International Journal of Forecasting, Elsevier, vol. 24(4), pages 561-565.
  9. Antoni Espasa & Rebeca Albacete, 2007. "Econometric modelling for short-term inflation forecasting in the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(5), pages 303-316.
  10. Espasa, Antoni, 2005. "Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich," International Journal of Forecasting, Elsevier, vol. 21(4), pages 647-650.
  11. Espasa, Antoni, 2003. "LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993," Econometric Theory, Cambridge University Press, vol. 19(3), pages 439-450, June.
  12. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 402-421.
  13. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.
  14. Eduardo Morales & Antoni Espasa & María Luisa Rojo, 1992. "Univariate methods for the analysis of the industrial sector in Spain," Investigaciones Economicas, Fundación SEPI, vol. 16(1), pages 127-149, January.
  15. Espasa, Antoni, 1991. "Perspectiva historica de los modelos ARIMA y su utilidad en el analisis economico," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 9(3), pages 541-549, December.
  16. Antoni Espasa & Daniel Peña, 1990. "Los modelos Arima, el estado de equilibrio en variables económicas y su estimación," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 191-211, May.
  17. Espasa, Antoni & Sargan, J Denis, 1977. "The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 583-605, October.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2004-03-07 2004-11-07 2005-04-03 2011-05-24 2011-12-13 2014-06-02 2015-10-04 2015-10-04. Author is listed
  2. NEP-FOR: Forecasting (7) 2008-02-09 2011-05-24 2011-12-13 2014-06-02 2015-10-04 2015-10-04 2017-07-02. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2003-03-03 2004-03-07 2005-04-03 2011-05-24 2014-06-02 2015-10-04. Author is listed
  4. NEP-EEC: European Economics (5) 2003-11-06 2003-11-06 2005-04-03 2011-05-24 2017-07-02. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2003-03-03 2004-03-07 2004-11-07 2005-04-03 2017-07-02. Author is listed
  6. NEP-MON: Monetary Economics (4) 2003-11-06 2003-11-06 2005-04-03 2017-07-02
  7. NEP-IFN: International Finance (2) 2003-03-03 2004-03-07
  8. NEP-CBA: Central Banking (1) 2011-05-24
  9. NEP-GEO: Economic Geography (1) 2011-12-13

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