Macroeconomic and Financial Prediction and Analysis

Description

Macroeconomic prediction and analysis, especially for the purpose of prediction and diagnosis.
From among these topics, this activity centres on:
Macroeconomic modelling, forecasting and diagnosis.
Prediction of daily data and economic activity schedules: consumption of goods and services, transport and communications, sales, stock, monetary aggregates, movement of cash at cash points, contamination, etc.
Modelling of financial data volatility.
The development of new econometric methods is approached from a more theoretical perspective.

Comprehensive Modeling
Density functions of macroeconomic predictions
Disintegration of macroeconomic variables
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 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 prediction of inflation
Non-linear modeling appropriate for the most usual characteristics presented by macroeconomic indicators and application of the same.
Models of unobservable heteroskedastic components
Use of bootstrap techniques in models of unobserved components
Modeling of Uncertainty
Atypical observations and heteroskedasticity
Risk modelling

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