Macroeconomic and Financial Prediction and Analysis
The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.
About research group
Research areas: 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;Atypical observations and heteroskedasticity;Modeling of Uncertainty;Models of unobservable heteroskedastic components;Disintegration of macroeconomic variables;Non-linear modeling appropriate for the most usual characteristics presented by macroeconomic indicators and application of the same.;Comprehensive Modeling;Risk modelling;Density functions of macroeconomic predictions;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.;Use of bootstrap techniques in models of unobserved components.