D
Diego J. Pedregal
Researcher at University of Castilla–La Mancha
Publications - 94
Citations - 2691
Diego J. Pedregal is an academic researcher from University of Castilla–La Mancha. The author has contributed to research in topics: National accounts & State space. The author has an hindex of 27, co-authored 93 publications receiving 2385 citations. Previous affiliations of Diego J. Pedregal include Lancaster University.
Papers
More filters
Journal ArticleDOI
Dynamic harmonic regression.
TL;DR: In this article, a flexible approach to nonstationary time series analysis based on a Dynamic Harmonic Regression (DHR) model of the Unobserved Components (UC) type, formulated within a stochastic state space setting, is described.
Journal ArticleDOI
Environmental time series analysis and forecasting with the Captain toolbox
TL;DR: Captain extends Matlab^(R) to allow, in the most general case, for the identification and estimation of a wide range of unobserved components models, and focuses on models with both time variable and state dependent parameters.
Repository
Forecasting: theory and practice
Fotios Petropoulos,Daniele Apiletti,Vassilios Assimakopoulos,Mohamed Zied Babai,Devon K. Barrow,Souhaib Ben Taieb,Christoph Bergmeir,Ricardo J. Bessa,Jakub Bijak,John E. Boylan,Jethro Browell,Claudio Carnevale,Jennifer L. Castle,Pasquale Cirillo,Michael P. Clements,Clara Cordeiro,Clara Cordeiro,Fernando Luiz Cyrino Oliveira,Shari De Baets,Alexander Dokumentov,Joanne Ellison,Piotr Fiszeder,Philip Hans Franses,David T. Frazier,Michael Gilliland,M. Sinan Gönül,Paul Goodwin,Luigi Grossi,Yael Grushka-Cockayne,Mariangela Guidolin,Massimo Guidolin,Ulrich Gunter,Xiaojia Guo,Renato Guseo,Nigel Harvey,David F. Hendry,Ross Hollyman,Tim Januschowski,Jooyoung Jeon,Victor Richmond R. Jose,Yanfei Kang,Anne B. Koehler,Stephan Kolassa,Nikolaos Kourentzes,Nikolaos Kourentzes,Sonia Leva,Feng Li,Konstantia Litsiou,Spyros Makridakis,Gael M. Martin,Andrew B. Martinez,Andrew B. Martinez,Sheik Meeran,Theodore Modis,Konstantinos Nikolopoulos,Dilek Önkal,Alessia Paccagnini,Alessia Paccagnini,Anastasios Panagiotelis,Ioannis P. Panapakidis,Jose M. Pavía,Manuela Pedio,Manuela Pedio,Diego J. Pedregal,Pierre Pinson,Patrícia Ramos,David E. Rapach,J. James Reade,Bahman Rostami-Tabar,Michał Rubaszek,Georgios Sermpinis,Han Lin Shang,Evangelos Spiliotis,Aris A. Syntetos,Priyanga Dilini Talagala,Thiyanga S. Talagala,Len Tashman,Dimitrios D. Thomakos,Thordis L. Thorarinsdottir,Ezio Todini,Juan Ramón Trapero Arenas,Xiaoqian Wang,Robert L. Winkler,Alisa Yusupova,Florian Ziel +84 more
TL;DR: A non-systematic review of the theory and the practice of forecasting, offering a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts.
Journal ArticleDOI
A Quarterly Fiscal Database for the Euro Area Based on Intra-Annual Fiscal Information
TL;DR: The analysis of the macroeconomic impact of fiscal policies in the euro area has been traditionally limited by the absence of quarterly fiscal data as discussed by the authors, and two new databases are provided to overcome this problem.
An analysis of international tourism demand in Spain.
Peter C. Young,Diego J. Pedregal +1 more
TL;DR: In this article, the state-space, unobserved component approach to forecasting has many advantages, it must be applied carefully in practice and should not be used in an uncritical, "black box" fashion.