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Miguel Jerez
Miguel Jerez
Profesor de Econometría (UCM)
Verified email at ucm.es - Homepage
Title
Cited by
Cited by
Year
El mercado de trigo en Castilla y León, 1691-1788: arbitraje espacial e intervención
EL Agelán, MJ Méndez
Historia agraria: Revista de agricultura e historia rural, 13-68, 2001
75*2001
State-space Methods for Time Series Analysis: Theory, Applications and Software
J Casals, A Garcia-Hiernaux, M Jerez, S Sotoca, AA Trindade
Chapman and Hall/CRC, 2016
512016
Exact smoothing for stationary and non-stationary time series
J Casals, M Jerez, S Sotoca
International Journal of forecasting 16 (1), 59-69, 2000
512000
Índices de precios de la zona noroccidental de Castilla y León, 1518–1650*
E Llopis, M Jerez, A Álvaro, E Fernández
Revista de Historia Económica-Journal of Iberian and Latin American Economic …, 2000
452000
A fast and stable method to compute the likelihood of time invariant state-space models
J Casals, S Sotoca, M Jerez
Economics Letters 65 (3), 329-337, 1999
451999
An exact multivariate model-based structural decomposition
J Casals, M Jerez, S Sotoca
Journal of the American Statistical Association 97 (458), 2002
442002
Decomposition of a state-space model with inputs
J Casals, M Jerez, S Sotoca
Journal of Statistical Computation and Simulation 80 (9), 979-992, 2010
32*2010
Modelling and forecasting time series sampled at different frequencies
J Casals, M Jerez, S Sotoca
Journal of Forecasting 28 (4), 316-342, 2009
282009
Modelling an forecasting time series sampled at different frequencies
J Casals Carro, M Jerez Méndez, S Sotoca López
Instituto Complutense de Análisis Económico. Universidad Complutense de …, 2006
27*2006
From general state-space to VARMAX models
J Casals, A Garcia-Hiernaux, M Jerez
Mathematics and Computers in Simulation 82 (5), 924-936, 2012
24*2012
The deflationary effect of oil prices in the euro area
C Castro, M Jerez, A Barge-Gil
Energy Economics 56, 389-397, 2016
232016
From general state-space to VARMAX models
J Casals, A García-Hiernaux, M Jerez
Mathematics and Computers in Simulation 82 (5), 924-936, 2012
202012
Fast estimation methods for time-series models in state–space form
A Garcia-Hiernaux, J Casals, M Jerez
Journal of Statistical Computation and Simulation 79 (2), 121-134, 2009
172009
Estimating the system order by subspace methods
A García-Hiernaux, J Casals, M Jerez
Computational Statistics, 1-15, 2012
142012
Likelihood stabilization for ill-conditioned vector GARCH models
M Jerez, J Casals, S Sotoca
Computational Statistics 24 (1), 15-35, 2009
14*2009
Sistemas de evaluación objetiva a distancia en métodos cuantitativos: valoración de plataformas alternativas
M Jerez, MD Robles, GR Serrano, A Mauricio, M Bujosa, AG Hiernaux, ...
RELADA-Revista Electrónica de ADA-Madrid 6 (3), 2012
62012
Warfare, Economic Performance And The Struggle For World Hegemony In The Early Modern Period: Guns Versus Butter In Eighteenth-Century Britain And Spain
J Jurado-Sánchez, M Jerez-Méndez
Defence and Peace Economics 23 (4), 389-412, 2012
62012
Detección de raíces unitarias y cointegración mediante métodos de subespacios
A García-Hiernaux, J Casals, M Jerez
Revista Colombiana de Estadística 30 (1), 77-96, 2007
62007
Oil price pass-through into inflation in Spain at national and regional level
L Topan, C Castro, M Jerez, A Barge-Gil
SERIEs 11 (4), 561-583, 2020
52020
Signal Extraction for Linear State-Space Models: Including a free MATLAB Toolbox for Time Series Modeling and Decomposition
M Jerez, J Casals, S Sotoca
LAP LAMBERT Academic Publishing, 2011
52011
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Articles 1–20