Macroeconomic and Financial Prediction and Analysis Research Group uri icon

  • 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