Macroeconomic and Financial Prediction and Analysis Research Group uri icon

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    • ARRAZOLA VACAS, MARIA JESUS
    • BRETO MARTINEZ, CARLES
    • CANCELO DE LA TORRE, JOSE RAMON
    • DIOS MENA ., JUAN DE
    • ESPASA TERRADES, ANTONI, Director
    • FRIED, ROLAND HERMANN
    • HEINEN, ANDREAS JOSEF
    • KAISER REMIRO, REGINA
    • LOPES MOREIRA DA VEIGA, MARIA HELENA
    • MAYO BURGOS, IVAN
    • MINGUEZ SALIDO, ROMAN
    • MORALES ARSENAL, ROBERTO
    • NIETO DELFIN, MARIA ROSA
    • NUĂ‘EZ, OLIVIER
    • PELLEGRINI, SANTIAGO
    • PEREZ ESPARTERO, ANA
    • RUIZ ORTEGA, ESTHER
    • SENRA DIAZ, EVA
  • Atypical observations and heteroskedasticity
  • Comprehensive Modeling
  • Density functions of macroeconomic predictions
  • Disintegration of macroeconomic variables
  • Methodology for the construction of econometric models about the Gross Value Added of regional economies including internal indicators and their relation with the corresponding supra-regional economy: application to Spanish autonomous regions and regions of countries in the Euro area
  • Methodology for the construction of vectorial macroeconomic models for the components of the GDP in its breakdown of production and spending and combination of results from both breakdowns: application to Spain, the Euro area and member countries.
  • Methodology for the prediction of inflation
  • Modeling of Uncertainty
  • Models of unobservable heteroskedastic components
  • Non-linear modeling appropriate for the most usual characteristics presented by macroeconomic indicators and application of the same.
  • Risk modelling
  • Use of bootstrap techniques in models of unobserved components