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Details about Miguel Jerez

E-mail:
Homepage:http://www.ucm.es/info/ecocuan/mjm/
Phone:+34 913942361
Postal address:Facultad de Ciencias Economicas UCM Dpto. Economia Cuantitativa Campus de Somosaguas S/N 28223 MADRID (SPAIN)
Workplace:Departamento de Análisis Económico y Economía Cuantitativa (Department of Economic Analysis and Quantitative Economics), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)

Access statistics for papers by Miguel Jerez.

Last updated 2019-03-27. Update your information in the RePEc Author Service.

Short-id: pje52


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Working Papers

2017

  1. Oil price pass-through into inflation in Spain at national and regional level
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Minimally Conditioned Likelihood for a Nonstationary State Space Model
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2010

  1. From general State-Space to VARMAX models
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (2)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2012)

2007

  1. Estimating the system order by subspace methods
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in Computational Statistics (2012)

2006

  1. A proposal to obtain a long quarterly chilean gdp series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in Latin American Journal of Economics-formerly Cuadernos de Economía (2006)
  2. Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  3. Modelling an forecasting time series sampled at different frequencies
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in Journal of Forecasting (2009)

2005

  1. Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Fast estimation methods for time series models in state-space form
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (2)
  3. Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

1991

  1. Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Downloads
    See also Journal Article in Investigaciones Economicas (1992)

1990

  1. Dynamic optimization with asymetrical penalties
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Downloads
  2. Shift assignment by integer programming techniques
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Downloads

1988

  1. Un análisis cuantitativo del sector de producción y transporte de energía eléctrica
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Downloads

Journal Articles

2016

  1. The deflationary effect of oil prices in the euro area
    Energy Economics, 2016, 56, (C), 389-397 Downloads View citations (4)

2012

  1. Estimating the system order by subspace methods
    Computational Statistics, 2012, 27, (3), 411-425 Downloads View citations (1)
    See also Working Paper (2007)
  2. From general state-space to VARMAX models
    Mathematics and Computers in Simulation (MATCOM), 2012, 82, (5), 924-936 Downloads View citations (1)
    See also Working Paper (2010)
  3. Warfare, Economic Performance And The Struggle For World Hegemony In The Early Modern Period: Guns Versus Butter In Eighteenth-Century Britain And Spain
    Defence and Peace Economics, 2012, 23, (4), 389-412 Downloads View citations (1)

2009

  1. Likelihood stabilization for ill-conditioned vector GARCH models
    Computational Statistics, 2009, 24, (1), 15-35 Downloads
  2. Modelling and forecasting time series sampled at different frequencies
    Journal of Forecasting, 2009, 28, (4), 316-342 Downloads View citations (8)
    See also Working Paper (2006)

2006

  1. A Proposal to Obtain a Long Quarterly Chilean GDP Series
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2006, 43, (128), 285-300 Downloads
    See also Working Paper (2006)

2005

  1. Growth, cycles, and convergence in US regional time series: A personal point of view
    International Journal of Forecasting, 2005, 21, (4), 687-689 Downloads View citations (1)

2002

  1. An Exact Multivariate Model-Based Structural Decomposition
    Journal of the American Statistical Association, 2002, 97, 553-564 Downloads View citations (22)

2001

  1. El mercado de trigo en Castilla y León, 1691-1788: arbitraje espacial e intervención
    Historia Agraria. Revista de Agricultura e Historia Rural, 2001, (25), 13-68 Downloads View citations (4)

2000

  1. Exact smoothing for stationary and non-stationary time series
    International Journal of Forecasting, 2000, 16, (1), 59-69 Downloads View citations (10)
  2. à ndices de precios de la zona noroccidental de Castilla y León, 1518–1650*
    Revista de Historia Económica / Journal of Iberian and Latin American Economic History, 2000, 18, (3), 665-684 Downloads View citations (4)

1999

  1. A fast and stable method to compute the likelihood of time invariant state-space models
    Economics Letters, 1999, 65, (3), 329-337 Downloads View citations (12)

1992

  1. Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España
    Investigaciones Economicas, 1992, 16, (1), 63-88 Downloads
    See also Working Paper (1991)
 
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