Macroeconomic and Financial Prediction and Analysis
- Grupos de investigación
- Economics
- Macroeconomic and Financial Prediction and Analysis
- Group head:
- Antoni Espasa Terrades
- Email:
- espasa@est-econ.uc3m.es
- Commercial datasheet:
- Department of Statistics
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.
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: research@uc3m.es