Details about Miguel Jerez

Access statistics for papers by Miguel Jerez.

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Short-id: pje52

Working Papers

2020

1. The impact of oil prices on products groups inflation: is the effect asymmetric?
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2020)

2017

2. Oil price pass-through into inflation in Spain at national and regional level
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Oil price pass-through into inflation in Spain at national and regional level, SERIEs: Journal of the Spanish Economic Association, Springer (2020) View citations (3) (2020)

2012

3. 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

2010

4. 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
   See also Journal Article From general state-space to VARMAX models, Mathematics and Computers in Simulation (MATCOM), Elsevier (2012) View citations (1) (2012)

2007

5. Estimating the system order by subspace methods
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
   See also Journal Article Estimating the system order by subspace methods, Computational Statistics, Springer (2012) View citations (2) (2012)

2006

6. 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
   See also Journal Article A Proposal to Obtain a Long Quarterly Chilean GDP Series, Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile. (2006) (2006)
7. 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
8. 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
   See also Journal Article Modelling and forecasting time series sampled at different frequencies, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (8) (2009)

2005

9. 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
10. 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 View citations (1)
11. 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

1991

12. 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
    See also Journal Article Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España, Investigaciones Economicas, Fundación SEPI (1992) (1992)

1990

13. 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
14. 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

1988

15. 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

Journal Articles

2020

1. Oil price pass-through into inflation in Spain at national and regional level
   SERIEs: Journal of the Spanish Economic Association, 2020, 11, (4), 561-583 View citations (3)
   See also Working Paper Oil price pass-through into inflation in Spain at national and regional level, MPRA Paper (2017) View citations (1) (2017)

2019

2. Effectiveness of capital account regulation: Lessons from Brazil and Peru
   International Review of Economics & Finance, 2019, 64, (C), 176-194

2016

3. The deflationary effect of oil prices in the euro area
   Energy Economics, 2016, 56, (C), 389-397 View citations (10)

2012

4. Estimating the system order by subspace methods
   Computational Statistics, 2012, 27, (3), 411-425 View citations (2)
   See also Working Paper Estimating the system order by subspace methods, DES - Working Papers. Statistics and Econometrics. WS (2007) (2007)
5. From general state-space to VARMAX models
   Mathematics and Computers in Simulation (MATCOM), 2012, 82, (5), 924-936 View citations (1)
   See also Working Paper From general State-Space to VARMAX models, Documentos de Trabajo del ICAE (2010) (2010)
6. 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 View citations (1)

2009

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

2006

9. A Proposal to Obtain a Long Quarterly Chilean GDP Series
   Latin American Journal of Economics-formerly Cuadernos de Economía, 2006, 43, (128), 285-300
   See also Working Paper A proposal to obtain a long quarterly chilean gdp series, DES - Working Papers. Statistics and Econometrics. WS (2006) (2006)

2005

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

2002

11. An Exact Multivariate Model-Based Structural Decomposition
    Journal of the American Statistical Association, 2002, 97, 553-564 View citations (21)

2001

12. 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

2000

13. Exact smoothing for stationary and non-stationary time series
    International Journal of Forecasting, 2000, 16, (1), 59-69 View citations (11)
14. Índices 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 View citations (3)

1999

15. A fast and stable method to compute the likelihood of time invariant state-space models
    Economics Letters, 1999, 65, (3), 329-337 View citations (9)

1992

16. 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
    See also Working Paper 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 (1991) (1991)