IDEAS home Printed from https://ideas.repec.org/f/pco929.html
   My authors  Follow this author

Francisco Corona

Personal Details

First Name:Francisco
Middle Name:
Last Name:Corona
Suffix:
RePEc Short-ID:pco929
[This author has chosen not to make the email address public]
Terminal Degree:2017 Departamento de Estadistica; Universidad Carlos III de Madrid (from RePEc Genealogy)

Affiliation

Instituto Nacional de Estadística y Geografía (INEGI)
Government of Mexico

Aguascalientes, Mexico
http://www.inegi.org.mx/
RePEc:edi:inegimx (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.
  2. Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Corona, Francisco & Forrest, David, 2017. "Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League," DES - Working Papers. Statistics and Econometrics. WS 24521, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Corona, Francisco & Orraca, Pedro, 2016. "Remittances in Mexico and their unobserved components," DES - Working Papers. Statistics and Econometrics. WS 22674, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. Corona, Francisco & Poncela, Maria Pilar, 2016. "Determining the number of factors after stationary univariate transformations," DES - Working Papers. Statistics and Econometrics. WS ws1602, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Corona, Francisco, 2015. "On the importance of the probabilistic model in identifying the most decisive game in a tournament," DES - Working Papers. Statistics and Econometrics. WS 21174, Universidad Carlos III de Madrid. Departamento de Estadística.

Articles

  1. Francisco Corona & Víctor M. Guerrero & Jesús López-Pérez, 2024. "The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(3), pages 965-979, February.
  2. Francisco Corona & Elio Atenógenes Villaseñor & Jesús López-Pérez & Ranyart R. Suárez, 2023. "Estimating Mexican municipal-level economic activity indicators using nighttime lights," Empirical Economics, Springer, vol. 65(3), pages 1197-1214, September.
  3. Francisco Corona & Nelson Muriel & Jesús López-Pérez, 2023. "Who is the greatest team in Liga MX? A dynamic analysis/¿Cuál es el equipo más grande de la Liga MX? Un análisis dinámico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 38(2), pages 225–260-2.
  4. Corona Francisco & González-Farías Graciela & López-Pérez Jesús, 2022. "Timely Estimates of the Monthly Mexican Economic Activity," Journal of Official Statistics, Sciendo, vol. 38(3), pages 733-765, September.
  5. Francisco Corona & Nelson Muriel & Graciela González-Farías, 2022. "Dynamic factor structure of team performances in Liga MX," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(7), pages 1900-1912, May.
  6. Francisco Corona & Pedro Orraca & Jesús López-Pérez, 2022. "Evaluación de diferentes métodos para la estimación del PIB potencial: el caso de México/Evaluating different methods of potential GDP estimates: The case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 37(2), pages 285-313.
  7. Corona Francisco & Guerrero Victor M. & López-Peréz Jesús, 2021. "Optimal Reconciliation of Seasonally Adjusted Disaggregates Taking Into Account the Difference Between Direct and Indirect Adjustment of the Aggregate," Journal of Official Statistics, Sciendo, vol. 37(1), pages 31-51, March.
  8. Francisco Corona & Pilar Poncela & Esther Ruiz, 2020. "Estimating Non-stationary Common Factors: Implications for Risk Sharing," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
  9. Francisco Corona & Jesús López-Pérez, 2020. "Una evaluación econométrica de la retropolación de la actividad económica estatal de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 35(2), pages 193-212.
  10. Corona, Francisco & Forrest, David & Tena, J.D. & Wiper, Michael, 2019. "Bayesian forecasting of UEFA Champions League under alternative seeding regimes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 722-732.
  11. Francisco Corona & Pedro Orraca, 2019. "Remittances in Mexico and their unobserved components," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(8), pages 1047-1066, November.
  12. Víctor M. Guerrero & Francisco Corona, 2018. "Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 495-519, November.
  13. Corona Francisco & Horrillo Juan de Dios Tena & Wiper Michael Peter, 2017. "On the importance of the probabilistic model in identifying the most decisive games in a tournament," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 13(1), pages 11-23, March.
  14. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
  15. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.

    Cited by:

    1. Daniel Hopp, 2022. "Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis," Papers 2203.11872, arXiv.org.

  2. Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Chiara Casoli & Riccardo (Jack) Lucchetti, 2022. "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices [Commodity-price comovement and global economic activity]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 494-514.
    2. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2021. "Spurious relationships in high-dimensional systems with strong or mild persistence," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1480-1497.
    3. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
    4. Philip Hans Franses & Thomas Wiemann, 2020. "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 59-75, June.
    5. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    6. Miljkovic, Dragan & Vatsa, Puneet, 2023. "On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis," International Review of Financial Analysis, Elsevier, vol. 90(C).
    7. Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021. "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1376-1398.
    8. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.

  3. Corona, Francisco & Poncela, Maria Pilar, 2016. "Determining the number of factors after stationary univariate transformations," DES - Working Papers. Statistics and Econometrics. WS ws1602, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Alessi, Lucia & Kerssenfischer, Mark, 2016. "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series 1967, European Central Bank.
    2. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    3. Ergemen, Yunus Emre & Rodríguez-Caballero, C. Vladimir, 2023. "Estimation of a dynamic multi-level factor model with possible long-range dependence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 405-430.
    4. Francisco Corona & Pilar Poncela & Esther Ruiz, 2020. "Estimating Non-stationary Common Factors: Implications for Risk Sharing," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
    5. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu de Juan & Antonio Martín‐Arroyo, 2020. "Evaluating early warning and coincident indicators of business cycles using smooth trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 1-17, January.
    6. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.

  4. Corona, Francisco, 2015. "On the importance of the probabilistic model in identifying the most decisive game in a tournament," DES - Working Papers. Statistics and Econometrics. WS 21174, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Corona, Francisco & Forrest, David & Tena, J.D. & Wiper, Michael, 2019. "Bayesian forecasting of UEFA Champions League under alternative seeding regimes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 722-732.
    2. Francisco Corona & Nelson Muriel & Jesús López-Pérez, 2023. "Who is the greatest team in Liga MX? A dynamic analysis/¿Cuál es el equipo más grande de la Liga MX? Un análisis dinámico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 38(2), pages 225–260-2.
    3. László Csató, 2023. "A comparative study of scoring systems by simulations," Journal of Sports Economics, , vol. 24(4), pages 526-545, May.
    4. Corona, Francisco & Forrest, David, 2017. "Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League," DES - Working Papers. Statistics and Econometrics. WS 24521, Universidad Carlos III de Madrid. Departamento de Estadística.

Articles

  1. Corona Francisco & Guerrero Victor M. & López-Peréz Jesús, 2021. "Optimal Reconciliation of Seasonally Adjusted Disaggregates Taking Into Account the Difference Between Direct and Indirect Adjustment of the Aggregate," Journal of Official Statistics, Sciendo, vol. 37(1), pages 31-51, March.

    Cited by:

    1. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.

  2. Francisco Corona & Pilar Poncela & Esther Ruiz, 2020. "Estimating Non-stationary Common Factors: Implications for Risk Sharing," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
    See citations under working paper version above.
  3. Corona, Francisco & Forrest, David & Tena, J.D. & Wiper, Michael, 2019. "Bayesian forecasting of UEFA Champions League under alternative seeding regimes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 722-732.

    Cited by:

    1. László Csató, 2024. "Club coefficients in the UEFA Champions League: Time for shift to an Elo-based formula," International Journal of Performance Analysis in Sport, Taylor & Francis Journals, vol. 24(2), pages 119-134, March.
    2. László Csató & Dóra Gréta Petróczy, 2024. "Bibliometric indices as a measure of performance and competitive balance in the knockout stage of the UEFA Champions League," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 32(4), pages 961-988, December.
    3. Oliver Engist & Erik Merkus & Felix Schafmeister, 2021. "The Effect of Seeding on Tournament Outcomes: Evidence From a Regression-Discontinuity Design," Journal of Sports Economics, , vol. 22(1), pages 115-136, January.
    4. László Csató, 2020. "The UEFA Champions League seeding is not strategy-proof since the 2015/16 season," Annals of Operations Research, Springer, vol. 292(1), pages 161-169, September.
    5. László Csató, 2020. "Optimal Tournament Design: Lessons From the Men’s Handball Champions League," Journal of Sports Economics, , vol. 21(8), pages 848-868, December.
    6. L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy, 2024. "The myth of declining competitive balance in the UEFA Champions League group stage," Papers 2406.19222, arXiv.org, revised Sep 2024.
    7. Chen Cohen & Ishay Rabi & Aner Sela, 2023. "Optimal seedings in interdependent contests," Annals of Operations Research, Springer, vol. 328(2), pages 1263-1285, September.
    8. Collingwood, James A.P. & Wright, Michael & Brooks, Roger J., 2023. "Simulating the progression of a professional snooker frame," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1286-1299.
    9. L'aszl'o Csat'o, 2023. "Club coefficients in the UEFA Champions League: Time for shift to an Elo-based formula," Papers 2304.09078, arXiv.org, revised Oct 2023.
    10. Csató, László, 2022. "Quantifying incentive (in)compatibility: A case study from sports," European Journal of Operational Research, Elsevier, vol. 302(2), pages 717-726.
    11. Csató, László & Bodnár, Gergely, 2023. "Mérhetnénk jobban a csapatok erejét a Bajnokok Ligájában? Fontos megjegyzés az Európai Labdarúgó-szövetség számára [How to better measure team strength in the Champions League. An important message," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 813-827.
    12. Csató, László & Petróczy, Dóra Gréta, 2020. "Miért igazságtalan a 2020-as labdarúgó-Európa-bajnokság kvalifikációja? [Why is qualification for the 2020 European association football championship unfair?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 734-747.

  4. Corona Francisco & Horrillo Juan de Dios Tena & Wiper Michael Peter, 2017. "On the importance of the probabilistic model in identifying the most decisive games in a tournament," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 13(1), pages 11-23, March.
    See citations under working paper version above.
  5. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.

    Cited by:

    1. Rudrani Bhattacharya & Parma Chakravartti & Sudipto Mundle, 2019. "Forecasting India’s economic growth: a time-varying parameter regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 12(3), pages 205-228, September.
    2. Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," MNB Working Papers 2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
    3. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.

  6. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 4 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 (2) 2017-05-07 2017-05-28. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2016-03-10 2017-05-28. Author is listed
  3. NEP-FOR: Forecasting (1) 2016-03-23. Author is listed
  4. NEP-GTH: Game Theory (1) 2016-03-23. Author is listed
  5. NEP-SPO: Sports and Economics (1) 2017-05-07. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Francisco Corona should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.