Fresoli, Diego Eduardo diego.fresoli@uam.es

Publications

Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model

  • Fresoli, Diego

Series-Journal Of The Spanish Economic Association (p. 145-177) - 10/4/2024

10.1007/s13209-024-00297-3 View at source

  • ISSN 18694187

Bootstrap VAR forecasts: The effect of model uncertainties

  • Poncela, Pilar

Journal Of Forecasting (p. 279-293) - 1/3/2022

10.1002/for.2809 View at source

  • ISSN 02776693

The uncertainty of conditional returns, volatilities and correlations in DCC models

  • Fresoli, Diego E
  • Ruiz, Esther

Computational Statistics & Data Analysis (p. 170-185) - 1/8/2016

10.1016/j.csda.2015.03.017 View at source

  • ISSN 01679473
Open Access

Bootstrap multi-step forecasts of non-Gaussian VAR models

  • Fresoli, Diego Eduardo
  • Ruiz Ortega, Esther
  • Pascual, Lorenzo

INTERNATIONAL JOURNAL OF FORECASTING (p. 834-848) - 1/8/2015

https://doi.org/10.1016/j.ijforecast.2014.04.001 View at source

  • EISSN 1872-8200
  • ISSN 01692070

Diferencias en el efecto de los factores socioeconómicos del hogar y las escuelas en el rendimiento escolar entre regiones argentinas

  • Gertel, Héctor R
  • Giuliodori, Roberto F
  • Herrero, Veronica
  • Fresoli, Diego
  • Vera, María Luz
  • Morra, Guadalupe

Anuario Digital De Investigación Educativa (p. 380-398) - 1/1/2006

  • ISSN 26183862
  • iMarina

This researcher has no books.

This researcher has no book chapters.

El rendimiento escolar de la población de estudiantes al término de la educación básica en Argentina: ¿Cómo contribuye la gestión de la escuela?

  • Héctor Gertel, Roberto Giuliodori, Verónica Herrero y Diego Fresoli

31/10/2007

  • iMarina
Open Access

Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models

  • Fresoli, Diego Eduardo
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Economics Letters (p. 111246-e111246) - 1/9/2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

10.1016/j.econlet.2023.111246 View at source

  • EISSN 1873-7374
  • ISSN 01651765

This researcher has no technical reports.

Nuevos métodos econométricos para predicción macroeconómica y análisis de políticas económicas

  • Torrado Robles, Nuria (Investigador/a)
  • FRESOLI, DIEGO EDUARDO (Investigador/a)
  • Sanchez Mangas, Maria del Rocio (Investigador/a)
  • Juan Fernandez, Aranzazu DE (Investigador/a)
  • BOGALO ROMAN, JUAN VICENTE (Investigador/a)
  • Garcia Ferrer, Antonio (Investigador principal (IP))
  • Poncela Blanco, Maria del Pilar (Investigador principal (IP))
... View more Collapse

Period: 01-06-2020 - 31-05-2023

Type of funding: National

Amount of funding: 34969,00 Euros.

  • iMarina

This researcher has no supervised thesis.

This researcher has no patents or software licenses.

Last data update: 8/28/24 5:40 PM