Pilar Poncela Blanco
Full Professor of Econometrics
Bio
Ph.D. in Economics – Universidad Carlos III de Madrid
Industrial Engineering – Universidad de Valladolid
Pilar Poncela is Professor of Econometrics and Head of the Department of Quantitative Economics at Universidad Autonoma de Madrid, Spain. She has an Electrical Engineering Degree from Universidad de Valladolid, Spain, and received her PhD in Economics from Universidad Carlos III de Madrid. She has collaborated with European institutions and has held positions at the Bank of Spain (fellowship) and the European Commission, Joint Research Centre, Ispra, Italy (senior researcher). She has published her research in journals such as International Journal of Forecasting, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, Applied Energy, Signal Processing and Advances in Data Analysis and Classification, among others. She is a Fellow of the UC3M-Santander Big Data Institute and has served as director of the International Institute of Forecasters for 8 years. She was visiting scholar at The University of Chicago’s Graduate School of Business. She has also enjoyed several research sojourns at ITAM (México), National University of Colombia, Bayes Business School (UK) and State University of New York at Albany (USA), among others. She is the project leader of the research group at UAM “Macro forecasting and public policy evaluation”. Her research has been funded by several public and private institutions. She has been consultant for Lease Plan, BBVA, Credito & Caucion Insurance Company, the National Traffic Department, among others. She has supervised several PhD students.
Teaching
Economic Time Series
Research Interests
Economic forecasting, time series analysis, signal extraction, dynamic factor models, consumption smoothing, resilience and shock absorption, climate change, and business cycle analysis.
Selected publications
“Risk sharing channels in OECD countries: A heterogeneous panel VAR approach” (2023) with P. Asdrubali, S Kim & FM Pericoli. Journal of International Money and Finance 131, 102804
“Circulant Singular Spectrum Analysis: A new automated procedure for signal extraction” (2021) with J. Bógalo, & E. Senra. Signal Processing 179, 107824 ( https://doi.org/10.1016/j.sigpro.2020.107824. )
“Factor extraction using Kalman filter and smoothing: This is not just another survey” (2021) with K. Miranda & E. Ruiz. International Journal of Forecasting 37, 1399-1425 ( https://doi.org/10.1016/j.ijforecast.2021.01.027 ).