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Facultad de Ciencias Económicas y EmpresarialesFacultad de Ciencias Económicas y Empresariales

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Publicaciones

2007-2009

A)  PUBLICACIONES EN REVISTAS

 

 

Anido, C., Rivero, C. y Valdés,T. “Analysis of variance with general errors and grouped and non-grouped data: some iterative algorithms”, Aceptado en, Journal of Multivariate Analysis, 2007.

 

Anido, C. Analysis of variance with general errors and grouped and non-grouped data: some iterative algorithms, (con Rivero, C. y Valdes, T.), Journal of Multivariate Analysis, 2008, 53, p. 255-277.

 

Anido, C. An algorithm for panel ANOVA  with grouped data, (con Rivero, C. y Valdés, T.), Metrika, 2009.

 

Baíllo, A. y Fernández, J. L. “A simple Markov chain structure for the evolution of credit ratings”. Aceptado en Applied Stochastic Models in Business and Industry. 2007.

 

Bujosa, M., A. García-Ferrer, y P.C. Young. “Linear Dynamic Harmonic Regression”. Computational Statistics & Data Analysis , 52, 2007, 999-1024.

 

Carnero, A., Martínez, B. and Sánchez-Mangas, R.: “Mobbing and its determinants: the case of Spain”, Applied Economics, 2008, forthcoming.

 

Carpio A. y  Duro G. “Explosive behavior in spatially discrete reaction-diffusion systems “. Discrete and Continuous Dynamical Systems Series B. Vol. 12, nº4, 2009, 693-711.

 

Castellana, N., Crespo, J.A. y Scherer, J.  "On the cohomology of highly connected covers of finite Hopf spacesAdvances in Mathematics, 215, 250-262, (2007).

 

Castellana, N., Crespo, J.A. y Scherer, J. "Relating Postnikov pieces with the Krull filtration: A spin-off of Serre's Theorem"  Forum Mathematicum, 19, no 3, 555-561, (2007)

 

Castellana, N., Crespo, J.A. y Scherer, J. "Postnikov Piezes and BZ/p homotopy Theory" , Transactions of the American Math. Society, 359 , no. 3, 1099-1113, (2007).

 

Castellana, N., Crespo, J.A. y Scherer, J. "Deconstructing Hopf Spaces" Inventiones Mathematicae, 167, no 1, 1-18 (2007).

 

S. Ardanza-Trevijano, J. Arsuaga, Crespo, J.A,  J.I. Extremiana, L.J. Hernández, M.T. Rivas, J. Roca y M. Vázquez)"Invariantes topológicos en el ADN, los Fullerenos y la Teoría de Elección Social." Gaceta de la Real Sociedad Matemática Española, 10, no 3, 611-632 (2007)

 

Castellana, N., Crespo, J.A. y Scherer, J. "Cohomological finiteness Conditions: Spaces Versus H-spaces." L'Enseignement Mathematique (2) 54 (2008), 64–66.

 

Crespo, J. A. , Nuñez, C. y Rincón-Zapatero, J.P. On the impossibility of representing infinite utility streams" Economic Theory , 40 (1), 47-56 (2009).

 

Cuenda, S., Quintero, N. R. y Sánchez, A. “Sine-Gordon wobbles through Backlund transformations”, Discrete and Continuous Dynamical Systems, (in press, 2009).

 

Balbás, A. y López, S. "Sequential Arbitrage Measurement and Interest Rates Envelopes”. Journal of Optimization Theory and Applications, Vol. 138, nº 1, July, forthcoming, 2007.

 

Bujosa, M., A. García-Ferrer, y P.C. Young. “Linear Dynamic Harmonic Regression”. Computational Statistics & Data Analysis , 52, 2007, 999-1024.

 

Fatás, F., Saura, D. y Vázquez, F. J. “Diversity, Persistence and Chaos in consumption pattern”, Journal of Bioeconomics, vol.11, nº 1, 43-63, 2009.

 

de Juan, A. y Martin-Arroyo, A. “European incomplete catching-up”. Empirical Economics, forthcoming, 2007.

 

de Juan, A. y Martin-Arroyo, A. “European incomplete catching-up”. Empirical Economics, 2009, vol. 36, 385-402.

 

de Juan, A. y Martin-Arroyo, A. “In inverted Beta approximation to a MPI unit root test”. Advances and Applications in Statistics, 2009, vol.13, 131-164.

 

de Juan, A. y Martin-Arroyo, A. “IBMPI gap catching up within continents” en Handbook of Regional Economics, 2009, cap. 20, ed. P. Nolin. (en prensa)

 

Fatás, F., Saura, D. y Vázquez, F. J. Emulation, prevention and social interaction in consumption dynamics” Metroeconomica, vol. 58, nº 4, pág. 582-608, 2007.

 

Fuente, J.M., Rodriguez, J., Vicente-Lorente, J. D., y J. A. Zuñiga “Do Stable Strategic Time Periods Exist? Towards New Methodological and Theoretical Insights”. Managerial and Decision Economics, vol. 28, issue 3, pages 171-180, 2007.

 

García-Ferrer, A. “Lessons learned: Reflections from 25 years as a forecasting consultant”. Foresight, forthcoming 2007.

 

García-Ferrer, A.,  A. de Juan, y P. Poncela. “The relationship between traffic accidents and real economic activity: Common Cycles and Health issues”. Health Economics, 16, 2007, 603-626.

 

García-Ferrer, A. “Lessons learned: Reflections from 25 years as a forecasting consultant”. Foresight, 2008(2), 15-22..

 

García-Ferrer, A.,  A. de Juan, y P. Poncela. “The relationship between traffic accidents and real economic activity: Common Cycles and Health issues”. Health Economics, 16, 2007, 603-626.

 

García-Ferrer. A., E. Gonzalez y D. Peña. “A conditionally heterokedastic independent factor model with an application to financial stock returns”. International Journal of Forecasting, forthcoming, 2010.

 

García-Martos, C., Rodriguez, J. y Sánchez, M. J. “Mixed models for short-run forecasting of electricity prices: Application to the Spanish Market”. IEEE Transactions on Power Systems, vol. 22, issue 2, pages 544-552, 2007.

 

Gómez,D., E. González–Arangüena, C. Manuel, G. Owen, M. del Pozo y Saboyá, M. “The cohesiveness of subgroups in social networks: A view from game theory”, 2007, Annals of Operations Research, Disponible, online.

 

Llorente, M. y Winter, S. “A notion of Euler characteristic for fractals”, Math Nach Vol.1-2, 2007, 152-170.

 

Llorente, M. y Morán, M. “Self-similar sets with optimal coverings and packings”, J. Math Anal and appl. ,2007, 334, 1088-1095

 

Llorente, M. y Morán, M. “Advantages of the centered Hausdorff measure from the computability   point of view” (aparecerá en Math Scand.)

 

Llorente, M. y Mattila, P. “Lipschitz equivalence of subsets of self-conformal sets”, (preprint en arXiv:0909.1928v1 [math.MG] , enviado para publicación)

 

López, S. "Financial innovation an arbitrage in the Spanish market". Revista de Economía Financiera, 2007, Julio nº 12, pp. 8-25.

 

Poncela, P., Rodríguez, R., Sánchez-Mangas, R. And Senra, E.: “Forecasting combination through dimension reduction techniques”, Journal of International Forecasting, 2010, forthcoming.

 

Quintanilla, J., Susaeta, L. and Sánchez-Mangas, R.: “"The diffussion of employment practices in multinationals: ‘Americannes’ within US multinationals in Spain", Journal of Industrial Relations, 2008, 50(5), 680-696.

 

Roa, M. J., Saura, D. y Vázquez, F. J. “Unemployment and Economic Growth Cycles”, Studies in Nonlinear Dynamics & Econometrics, vol. 12, nº 2, 2008

 

Sanchez-Mangas. R. "La productividad en la sociedad de la información: impacto de las nuevas formas de organización del trabajo". 2007, Moneda y Crédito, forthcoming.

 

Sanchez-Mangas. R. y. Sánchez-Marcos, V. "Balancing family and work: the effect of cash benefits for working mothers", 2007, Labour Economics, forthcoming.

 

Sánchez-Mangas, R.: “TIC, composición del empleo, cambio organizativo y productividad”, Economía Exterior, 2008, 44, 37-43.

 

Sanchez-Mangas, R., A. García-Ferrer, A. de Juan y A. Martín Arroyo. “The probability of death in road traffic accidents. How important is a quick medical response”. Accident Analysis and Prevention, forthcoming 2010. (Disponible on line doi:10:1016(j.aap.2009.12.012).

 

Watt, R. y Vázquez, F. J. “Optimal Accident Compensation Schemes”, Spanish Economic Review, vol. 11, nº 1, 75-82, 2009

 

 

B) LIBROS

 

Baíllo, A. y Grané, A. 100 problemas resueltos de Estadística Multivariante (implementados en Matlab), 2007, Editorial Delta. ISBN: 978-84-96477-73-8

 

 

C) COLABORACIONES EN LIBROS COLECTIVOS

 

 

Alonso, A.M., García-Martos, C., Rodríguez, J. y Sánchez, M.J."Predicción del consumo de agua mediante la obtención de factores comunes inobservados".CEDI 2007 II Congreso Español de Informática, Zaragoza (Spain). II Simposio de Inteligencia Computacional (SICO 2007). Ignacio Rojas Ruiz y Héctor Pomares Cintas.(editors). Thomson. ISBN: 978-84-9732-606-3

 

García-Ferrer, A. “Causalidad y Econometría”, en J.C. García-Bermejo (ed). Filosofía y Economía: Una Mirada Metodológica. Enciclopedia Iberoamericana de Filosofía, EIAF, 2007. En prensa.

 

García-Ferrer, A. “Causalidad y Econometría”, en J.C. García-Bermejo (ed). Filosofía y Economía: Una Mirada Metodológica. Enciclopedia Iberoamericana de Filosofía, EIAF, 2009.

 

de Juan, A. y Martin-Arroyo, A. “IBMPI gap catching up within continents” en Handbook of Regional Economics, 2009, Chapter 20, ed. P. Nolin. (en prensa)

 

Quintanilla, J., Belizón, M.J., Susaeta, L. and Sánchez-Mangas, R.: “Malleability in Spain: the influence of US Human Resources development models”, en The Cultural Context of Human Resources Development. Palgrave MacMillan Ed., 2009, 108-123.

 

 

D) DOCUMENTOS DE TRABAJO

 

 

Arroyo, A.S.M, A. García-Ferrer, A. de Juan y R. Sanchez-Mangas. “Death posterior probability lessening from an earlier medical assistance in traffic accidents”. Universidad Autónoma de Madrid, DAEII: WP09#11. Diciembre, 2009.

 

Baíllo, A. y Grané, A. (2007). “Functional local linear regression with functional predictor and scalar response”. Working Paper 07-61, Statistics and Econometric Series 15, Univ. Carlos III de Madrid.

 

Bujosa, M., García-Ferrer, A. y P. Young. “An ARMA representation of unobserved component models under Generalized Random Walk specifications: New algorithms and examples”. Universidad Autónoma de Madrid, DAEII: WP01#4.Revisado, WP05#11. Junio, 2007.

 

Bujosa, M.,A. García-Ferrer y A. de Juan. “Did we really miss the onset of recent recession? Follow the leaders. 29th International Symposium on Forecasting, Hong Kong, 23.06.09

 

García-Ferrer, A., J, Girón y E. Moreno. “A Bayesian approach for detecting multiple turning points in economic time series”. .Universidad Autónoma de Madrid. DAEII: WP07#1. Marzo 2007.

 

García-Ferrer , A. Lessons learned: Reflections from 25 years as a forecasting consultant”. Boston Forecasting Summit, Boston (USA), 19.9.07.

 

García-Ferrer, A., J, Girón y E. Moreno. “A Bayesian approach for detecting multiple turning points in economic time series”. .Universidad Autónoma de Madrid. DAEII: WP07#1. Revisado, diciembre 2008.

 

García-Ferrer, A, Gonzalez, E. y Peña, D. “Independent component analysis for economic time series forecasting”. 27th International Symposium on Forecasting. New York (USA), 25.6.2007.

 

García-Ferrer, A, Gonzalez, E. y Peña, D. “Comparison of principal components and independent components analysis for financial time series”. 28th International Symposium on Forecasting. Niza,  23.6.2008.

 

García-Ferrer, A, Gonzalez, E. y Peña, D.” Independent component analysis for financial time series”. CIM/CMR Workshop on Financial Time Series, Coimbra (Portugal, 14.06.08), American Statistical Association Joint Stat. Meetings 2008 (Denver, 5.08.08).

 

García-Ferrer , A. “Comments on Granger’s Predictability of financial markets in theory and practice”. 5th IIF Workshop on Predictability of Financial Markets, Lisboa, 15.01.209

 

García-Ferrer, A, Gonzalez, E. y Peña. “A multivariate generalized independent factor GARCH model with application to financial stock returns”. 5th IIF Workshop on Predictability of Financial Markets, Lisboa, 16.01.2009.

 

García-Ferrer. A., E. Gonzalez y D. Peña. “Applying independent component analysis to identify common seasonality in industrial production indexes”. Universidad Autónoma de Madrid, DAEII: WP09#7. Diciembre, 2009.

 

García-Ferrer, A., P. Poncela y S. Carmona. “From zero to infinity: The use of  impact factors  in the evaluation of economic research in Spain”. Universidad Autónoma de Madrid.. DAEII: WP05#4. . Revisado Mayo 2007.

 

García-Ferrer, A., de Juan, A, Poncela, P. “The relationship between road traffic accidents and real economic activity in Spain: Common cycles and health issues”. 27th International Symposium on Forecasting. New York (USA), 26.6.2007.

 

García-Ferrer, P.C. Young y M. Bujosa. “Analysis and forecasting of Central England Termperatures: An application of the Linear Dynamic Harmonic Regression”. 28th International Symposium on Forecasting  (Niza, 24.6.08) y Workshop on Unobserved Components Models and Applications to Electricity Markets (ESTS Ing. Industriales, Madrid, 7.11.08)

 

García-Ferrer, A., P.C. Young y M. Bujosa. “Analysis and forecasting of Central England Termperatures: An application of the Linear Dynamic Harmonic Regression”. Universidad Autónoma de Madrid, DAEII: WP08#4. Junio, 2008

 

Poncela, P., y A. García-Ferrer. The effects of disaggregation on nonstationary I(1) time series”. Universidad Autónoma de Madrid DAEII: WP05#7 . Revisado Sept.. 2007.

Facultad de Ciencias Económicas y Empresariales  · C/ Francisco Tomás y Valiente, 5 · Universidad Autónoma de Madrid · 28049 Madrid · España