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.