18 citations · 21 across the 3 of their papers we have counts for
3 papers
Over the Stability Space of a Multivariate Time Series
Roberto Vásquez-Martínez, Graciela González-Farías, José Ulises Márquez Urbina +1
This paper jointly addresses the challenges of non-stationarity and high dimensionality in analysing multivariate time series. Building on the classical concept of cointegration, w…
Word embeddings for topic modeling: an application to the estimation of the economic policy uncertainty index
Hairo U. Miranda Belmonte, Victor Muñiz-Sánchez, Francisco Corona
Quantification of economic uncertainty is a key concept for the prediction of macro economic variables such as gross domestic product (GDP), and it becomes particularly relevant on…
A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19
Francisco Corona, Graciela González-Farías, Jesús López-Pérez
In this paper, we present a new approach based on dynamic factor models (DFMs) to perform nowcasts for the percentage annual variation of the Mexican Global Economic Activity Indic…