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Your search keyword '"QUILIS, ENRIQUE M."' showing total 9 results
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9 results on '"QUILIS, ENRIQUE M."'

1. The COVID-19 Shock Through the Lens of the Spanish Sales Daily Data: Modeling and Seasonal Adjustment Challenges.

Author

Cuevas, Ángel and Quilis, Enrique M.

Abstract

We explore the impact of the COVID-19 shock on a very high frequency indicator: the Spanish daily sales data compiled by the Tax Agency. Firstly, we present a detailed list of the issues related to its modeling, its decomposition (trend, seasonality, and irregularity) and its final seasonal adjustment, which requires a set of deterministic factors linked mostly to calendar effects. Then, we assess the impact of the COVID-19 shock on these tasks. This assessment provides a timely perspective on the evolution of the shock and the challenges that it posed for modeling and seasonal adjustment, clearly related to its unusual and extreme features. The aim of the paper is eminently empirical and dominated by the need to square the unprecedented shock with the available methods and software in a computing environment centered on the R programming language. The methodology draws heavily on a structural approach and it is currently in use by the Tax Agency to compile and disseminate its daily sales data. [ABSTRACT FROM AUTHOR]

Published
2024
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5. Modelling interest payments for macroeconomic assessment

Author

Girón Pastor, Celestino, Morano, Marta, Quilis, Enrique M., Santabárbara, Daniel, Torregrosa Lillo, Carlos, Girón Pastor, Celestino, Morano, Marta, Quilis, Enrique M., Santabárbara, Daniel, and Torregrosa Lillo, Carlos

Abstract

Este artículo presenta una nueva metodología para estimar el gasto financiero de la Administración Central. La idea subyacente es la de representar desagregadamente la dinámica de la deuda y del gasto por intereses a partir de cuatro elementos: el saldo vivo de la deuda pública inicial, las expectativas de capacidad/necesidad de financiación primaria, los tipos de interés forward y la estrategia de emisión de la Administración Central. Este procedimiento proporciona una representación detallada de la estructura de vencimientos de los distintos tipos de instrumentos de deuda y es susceptible de ser empleado para la simulación de escenarios, In this paper we present a methodology designed to estimate the future path of the interest payments of central government. The basic idea is to represent in a compact way the joint dynamics of debt liabilities and interest payments as a function of four elements: the initial outstanding amounts of debt, the expected primary funding needs, the expected yield curves and the expected issuance strategy to be followed by the government. The procedure is amenable to scenario-based simulation and produces a detailed representation of the debt term structure. We provide results for the period 2015-2025

Published
2016

6. Combining benchmarking and chain-linking for short-term regional forecasting

Author

Espasa, Antoni, Quilis, Enrique M., and Cuevas, Ángel

Subjects
Spanish economy, jel:C82, Benchmarking, jel:C53, Chain-linking, jel:C43, jel:R11, Regional analysis, Forecasting
Abstract

In this paper we propose a methodology to estimate and forecast the GDP of the different regions of a country, providing quarterly profiles paper offers a new instrument for short degree of synchronicity among regional business cycles. Technically, we combine time series models with benchma quarterly indicators and to estimate quarterly regional GDPs ensuring their temporal and transversal consistency with the National Accounts data. The methodology addresses the issue of non-additivity taking into account linked volume indexes used by the National Accounts and provides an efficient combination of structural as well as short-term information. The methodology is illustrated by an application to the quarterly GDP estimates and forecasts at the regional level (i.e., with a minimum compilation delay with respect to the national quarterly GDP)

Published
2011

7. Combining benchmarking and chain-linking for short-term regional forecasting

Author

Cuevas Rumín, Ángel, Quilis, Enrique M., Espasa, Antoni, and Universidad Carlos III de Madrid. Departamento de Estadística

Subjects
Spanish economy, C82, Benchmarking, Chain-linking, Estadística, C53, C43, R11, Regional analysis, Forecasting
Abstract

In this paper we propose a methodology to estimate and forecast the GDP of the different regions of a country, providing quarterly profiles paper offers a new instrument for short degree of synchronicity among regional business cycles. Technically, we combine time series models with benchma quarterly indicators and to estimate quarterly regional GDPs ensuring their temporal and transversal consistency with the National Accounts data. The methodology addresses the issue of non-additivity taking into account linked volume indexes used by the National Accounts and provides an efficient combination of structural as well as short-term information. The methodology is illustrated by an application to the quarterly GDP estimates and forecasts at the regional level (i.e., with a minimum compilation delay with respect to the national quarterly GDP) Antoni Espasa acknowledges financial support from Ministerio de Educación y Ciencia project ECO2009-08100

Published
2011

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