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Macroeconomic and Financial Prediction and Analysis

Group head:
Antoni Espasa Terrades
Commercial datasheet:
Department of Statistics


  • 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.

Lines of research

  • 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

Contact email:


  • Arrazola, María
  • Bretó Martínez, Carles
  • Cancelo, José Ramón
  • de Dios, Juan
  • Espasa Terrades, Antoni
  • Fried, Roland
  • Heinen, Andreas
  • Kaiser Remiro, Regina
  • Mayo, Iván
  • Mínguez Salido, Román
  • Morales, Roberto
  • Nieto, María Rosa
  • Núñez, Olivier
  • Pellegrini, Santiago
  • Pérez, Ana
  • Ver más
  • Ruiz Ortega, Esther
  • Senra Díaz, Eva
  • Veiga, Helena
  • Veredas, David
  • Ver menos
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