ÿþ<html> <head> <meta http-equiv=Content-Type content="text/html; charset=iso-8859-1"> <meta name=ProgId content="José Casals"> <title>Página personal de José Casals</title> </head> <body bgcolor=silver background=lighttex.jpg lang=ES link=blue vlink="#551A8B" style='tab-interval:35.4pt' alink="#ff0000"> <div class=Section1> <table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 width=780 style='width:585.0pt;mso-cellspacing:0cm;mso-yfti-tbllook:1184;mso-padding-alt: 0cm 5.4pt 0cm 5.4pt'> <tr style='mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-yfti-lastrow:yes'> <td style='padding:.75pt .75pt .75pt .75pt'> <p><a name=PAGETOP></a>&nbsp;</p> </td> <td style='padding:.75pt .75pt .75pt .75pt'> <h2><span style='mso-fareast-font-family:"Times New Roman"'>José M. Casals Carro<o:p></o:p></span></h2> </td> </tr> </table> <p><b><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Experiencia Profesional</span></b><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'> <o:p></o:p></span></p> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l14 level1 lfo1;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>1995-actualidad: Profesor Asociado de Universidad. <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l1 level1 lfo2;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>1993-actualidad: Analista senior de Caja Madrid. Desde 2001 Director del Dpto. de Modelos Cuantitativos de Riesgos<o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l4 level1 lfo3;tab-stops:list 36.0pt'><span lang=EN-GB style='mso-ansi-language:EN-GB'>1989-1993: Consultor en Decision Support Systems, <st1:place w:st="on"><st1:country-region w:st="on">S.A.</st1:country-region></st1:place> <o:p></o:p></span></li> </ul> <p><b><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Formación</span></b><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'> <o:p></o:p></span></p> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l3 level1 lfo4;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Doctor en Economía (Premio Extraordinario de Tesis), Universidad Complutense de Madrid, 1997. <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l0 level1 lfo5;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Programa de Dirección General de Empresas, IESE, 1995. <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l8 level1 lfo6;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Licenciado en Ciencias Económicas, Universidad Complutense de Madrid, 1989. <o:p></o:p></span></li> </ul> <p><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><a href="#publicaciones"><b>Publicaciones </b></a><o:p></o:p></span></p> <p><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><a href="#encurso"><b>Trabajos en curso</b></a> <o:p></o:p></span></p> <p><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><a href="#areas"><b>Areas de Interés</b></a> <o:p></o:p></span></p> <p><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><a href="#docencia"><b>Docencia</b></a> <o:p></o:p></span></p> <p><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><a href="#contacto"><b>Direcciones</b></a> <o:p></o:p></span></p> <p><i><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>La última modificación de esta página se produjo el&nbsp; <script language="JavaScript"> <!-- Begin var days = new Array(8); days[1] = "domingo"; days[2] = "lunes"; days[3] = "martes"; days[4] = "miércoles"; days[5] = "jueves"; days[6] = "viernes"; days[7] = "sábado"; var months = new Array(13); months[1] = "enero"; months[2] = "febrero"; months[3] = "marzo"; months[4] = "abril"; months[5] = "mayo"; months[6] = "junio"; months[7] = "julio"; months[8] = "agosto"; months[9] = "septiembre"; months[10] = "octubre"; months[11] = "noviembre"; months[12] = "diciembre"; var dateObj = new Date(document.lastModified) var wday = days[dateObj.getDay() + 1] var lmonth = months[dateObj.getMonth() + 1] var date = dateObj.getDate() var fyear = dateObj.getYear() document.write(wday + ", " + date + " de " + lmonth + " de " + fyear) // End --> </script></span></i><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>. <o:p></o:p></span></p> <div class=MsoNormal align=center style='text-align:center'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'> <hr size=2 width="100%" align=center> </span></div> <h3><a name=publicaciones></a><span lang=EN-GB style='mso-fareast-font-family: "Times New Roman";mso-ansi-language:EN-GB'>Publicaciones<o:p></o:p></span></h3> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2011)  Signal Extraction for Linear State-Space Models". Coautores: Miguel Jerez y Sonia Sotoca. Lambert Academic Publishing GmbH &amp; Co. KG, Saarbrücken (Alemania). ISBN 978-3-8454-0284-0.<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=EN-GB style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: EN-GB'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2011) &quot;Estimating the System Order by Subspace Methods&quot;. Coautores: Alfredo García-Hiernaux y Miguel Jerez.Próxima publicación en <i>Computational Statistics</i>. DOI 10.1007/s00180-011-0264-2 <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2010)  Gestión y Control del Riesgo de Crédito con Modelos Avanzados . Coautores: Inmaculada Prá, Raquel Arguedas y Antonio Ríos. Ediciones Académicas. ISBN 978-84-92477-35-7.<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=EN-GB style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: EN-GB'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-US style='mso-ansi-language:EN-US'>(2009) &quot;Decomposition of a State-Space Model with Inputs&quot;. </span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Coautores: José Casals y Sonia Sotoca.<span style='mso-spacerun:yes'>  </span><i>Journal of Statistical Computation and Simulation</i>, 80, 9, 979-992. DOI 10.1080/00949650902850573<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=EN-GB style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: EN-GB'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2009) &quot;Unit roots and cointegration modeling through a family of flexible information criteria&quot;. Coautores: José Casals y Alfredo García-Hiernaux. <i>Journal of Statistical Computation and Simulation</i>, 80, 2, 173-189. DOI 10.1080/00949650802584991<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=EN-GB style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: EN-GB'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2009) &quot;Modeling and Forecasting Time Series Sampled at Different Frequencies&quot;. Coautores: José Casals y Sonia Sotoca. <i>Journal of Forecasting</i>, 28, 4, 316-342. DOI 10.1002/for.1112<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2009) &quot;Likelihood stabilization for ill-conditioned vector GARCH models&quot;. </span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Coautores: José Casals y Sonia Sotoca.<span style='mso-spacerun:yes'>  </span><i>Computational Statistics</i>, 24, 1, 15-35. DOI 10.1007/s00180-007-0104-6 Una versión previa de este trabajo, titulada &quot;The Likelihood of Multivariate GARCH Models is Ill-Conditioned&quot; se publicó en Documentos de trabajo del ICAE, nº 9904.<span style='mso-spacerun:yes'>  </span><o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=EN-GB style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: EN-GB'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2009) &quot;Fast estimation methods for time series models in state-space form&quot;. Coautores: José Casals y Alfredo García-Hiernaux. <i>Journal of Statistical Computation and Simulation</i>, 79, 2, 121-134. DOI 10.1080/00949650701617249<span style='mso-spacerun:yes'>  </span><o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2007) &quot;Detección de Raíces Unitarias y Cointegración mediante Métodos de Subespacios&quot;. Coautores: Alfredo García-Hiernaux y Miguel Jerez. <i>Revista Colombiana de Estadística</i>, 30(1), 77-96. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2005) &quot;Growth, cycles, and convergence in US regional time series: A personal point of view&quot;. </span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Coautores: José Casals y Sonia Sotoca. <i>International Journal of Forecasting</i>, 21, 4, 687-689. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=EN-GB style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: EN-GB'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2001) &quot;An Exact Multivariate Model-Based Structural Decomposition&quot;. Coautores: Miguel Jerez y Sonia Sotoca. <i>Journal of the American Statistical Association</i>, 97, 458, pp. 553-564. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2001) &quot;The exact likelihood for a state space model with stochastic inputs&quot;. </span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Coautor: Sonia Sotoca. <i>Computers and Mathematics with Applications</i>, 42, 199-209 <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2000) &quot;Exact smoothing for stationary and nonstationary time series&quot;. </span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Coautores: Miguel Jerez y Sonia Sotoca. <em>International Journal of Forecasting</em>, 16, 1, 59-69. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(1999) &quot;A Fast and Stable Method to Compute the Likelihood of Time Invariant State-Space Models&quot;. </span><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>Coautores: Miguel Jerez y Sonia Sotoca. <em>Economics Letters</em>, 65, 329-337. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(1998) &quot;Un algoritmo rápido para evaluar la función de verosimilitud exacta de modelos VARMAX periódicos&quot;. Coautores: Miguel Jerez y Sonia Sotoca. <em>Estadística Española</em>, 40, 143, 269-291. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(1997) &quot;Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs&quot;. </span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Coautor: Sonia Sotoca. <i>Economics Letters</i>, 57, 3, 261-267. <o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l13 level1 lfo7;tab-stops: list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol; mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(1997) <i><a href="Tesis%20Jose%20Casals%20Dic%201997%20Metodos%20subespacios%20econometria.pdf">Métodos de subespacios en econometría</a></i>. Tesis Doctoral. Universidad Complutense de Madrid. <o:p></o:p></span></p> <h3><a href="#PAGETOP"><span style='mso-fareast-font-family:"Times New Roman"; mso-no-proof:yes;text-decoration:none;text-underline:none'><img border=0 width=57 height=15 id="_x0000_i1034" src=top.gif></span></a><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman";mso-ansi-language:ES-TRAD'><o:p></o:p></span></h3> <h3><a name=encurso></a><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman"; mso-ansi-language:ES-TRAD'>Trabajos en curso<o:p></o:p></span></h3> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l7 level1 lfo8;tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol;mso-fareast-font-family:Symbol; mso-bidi-font-family:Symbol;mso-ansi-language:ES-TRAD'><span style='mso-list: Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2010) &quot;From general State-Space to VARMAX models&quot;. Coautores: José Casals y Alfredo García-Hiernaux.</span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l7 level1 lfo8;tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol;mso-fareast-font-family:Symbol; mso-bidi-font-family:Symbol;mso-ansi-language:ES-TRAD'><span style='mso-list: Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2010) &quot;Minimally Conditioned Likelihood for a Nonstationary State Space Model&quot;. Coautores:Miguel Jerez y Sonia Sotoca.<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l7 level1 lfo8;tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol;mso-fareast-font-family:Symbol; mso-bidi-font-family:Symbol;mso-ansi-language:ES-TRAD'><span style='mso-list: Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2007) <a href="http://www.ucm.es/info/icae/e4/">&quot;A MATLAB Toolbox for Time Series Modeling&quot;</a>. </span><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>Coautores: <st1:PersonName ProductID="Miguel Jerez" w:st="on">Miguel Jerez</st1:PersonName> y Sonia Sotoca.<o:p></o:p></span></p> <p class=MsoNormal style='margin-top:12.0pt;mso-margin-bottom-alt:auto; margin-left:35.7pt;text-indent:-17.85pt;mso-list:l7 level1 lfo8;tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-family:Symbol;mso-fareast-font-family:Symbol; mso-bidi-font-family:Symbol;mso-ansi-language:ES-TRAD'><span style='mso-list: Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=EN-GB style='mso-ansi-language:EN-GB'>(2006) &quot;Just-On-Time Advertising: An Application of Forecasting and Decomposition Methods to the <st1:country-region w:st="on"><st1:place w:st="on">Lydia</st1:place></st1:country-region> Pinkham Time Series&quot;. </span><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>Coautores: Alfredo García-Hiernaux, Miguel Jerez y Sonia Sotoca. Presentación para ISF2006 <o:p></o:p></span></p> <h3><a href="#PAGETOP"><span style='mso-fareast-font-family:"Times New Roman"; mso-no-proof:yes;text-decoration:none;text-underline:none'><img border=0 width=57 height=15 id="_x0000_i1033" src=top.gif></span></a><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman";mso-ansi-language:ES-TRAD'><o:p></o:p></span></h3> <h3><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman"; mso-ansi-language:ES-TRAD'>Tesis doctorales dirigidas<o:p></o:p></span></h3> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l2 level1 lfo9;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>(2005) &quot;Identificación de Modelos para Series Temporales mediante Métodos de Subespacios&quot;. Defendida por Alfredo García Hiernaux. Codirector: Miguel Jerez.<o:p></o:p></span></li> </ul> <h3><a href="#PAGETOP"><span style='mso-fareast-font-family:"Times New Roman"; mso-no-proof:yes;text-decoration:none;text-underline:none'><img border=0 width=57 height=15 id="_x0000_i1032" src=top.gif></span></a><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman";mso-ansi-language:ES-TRAD'><o:p></o:p></span></h3> <h3><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman"; mso-ansi-language:ES-TRAD'>Proyectos de investigación financiados<o:p></o:p></span></h3> <p style='margin-top:8.8pt;margin-right:0cm;margin-bottom:5.0pt;margin-left: 36.0pt;text-indent:-18.0pt;line-height:150%;mso-list:l9 level1 lfo10; tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-size:10.0pt;mso-bidi-font-size:12.0pt;line-height:150%;font-family: Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2011-2014) Investigador del proyecto: &quot;Técnicas de subespacios: especificación y estimación de modelos de mínima parametrización y modelos de factores dinámicos&quot;, financiado por el Ministerio de Ciencia e Innovación, Ref. ECO2011-23972.</span></p> <p style='margin-top:8.8pt;margin-right:0cm;margin-bottom:5.0pt;margin-left: 36.0pt;text-indent:-18.0pt;line-height:150%;mso-list:l9 level1 lfo10; tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-size:10.0pt;mso-bidi-font-size:12.0pt;line-height:150%;font-family: Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2010-2011) Investigador del Proyecto de Innovación Educativa: &quot;Sistemas de evaluación objetiva a distancia&quot;, financiado por la Universidad Complutense, Ref. PIE(2010/56).</span></p> <p style='margin-top:8.8pt;margin-right:0cm;margin-bottom:5.0pt;margin-left: 36.0pt;text-indent:-18.0pt;line-height:150%;mso-list:l9 level1 lfo10; tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-size:10.0pt;mso-bidi-font-size:12.0pt;line-height:150%;font-family: Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2008-2011) Investigador del proyecto &quot;Aplicación de los métodos de subespacios: análisis masivo de series históricas y datos financieros&quot;, financiado por el Ministerio de Educación y Ciencia, Ref. ECO2008-02588/ECON. <o:p></o:p></span></p> <p style='margin-top:8.8pt;margin-right:0cm;margin-bottom:5.0pt;margin-left: 36.0pt;text-indent:-18.0pt;line-height:150%;mso-list:l9 level1 lfo10; tab-stops:list 36.0pt'><![if !supportLists]><span lang=ES-TRAD style='font-size:10.0pt;mso-bidi-font-size:12.0pt;line-height:150%;font-family: Symbol;mso-fareast-font-family:Symbol;mso-bidi-font-family:Symbol;mso-ansi-language: ES-TRAD'><span style='mso-list:Ignore'>·<span style='font:7.0pt "Times New Roman"'>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span></span></span><![endif]><span lang=ES-TRAD style='mso-ansi-language: ES-TRAD'>(2005-2008) Investigador en el proyecto &quot;Técnicas de subespacios: aplicaciones a la modelización y desagregación de series temporales económicas&quot;, financiado por el Ministerio de Educación y Ciencia, Ref. SEJ2005-07388ECON. <o:p></o:p></span></p> <p><a href="#PAGETOP"><span style='mso-no-proof:yes;text-decoration:none; text-underline:none'><img border=0 width=57 height=15 id="_x0000_i1031" src=top.gif></span></a><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><o:p></o:p></span></p> <h3><a name=proyectos></a><a name=areas></a><span lang=ES-TRAD style='mso-fareast-font-family:"Times New Roman";mso-ansi-language:ES-TRAD'>Areas de interés<o:p></o:p></span></h3> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l6 level1 lfo11;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Series temporales. <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l10 level1 lfo12;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Modelización en espacio de los estados (<a href="http://www.ucm.es/info/icae/e4">Página WEB de E<sup>4</sup></a>). <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l11 level1 lfo13;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Métodos de subespacios <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l12 level1 lfo14;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Modelización del riesgo de crédito. <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l15 level1 lfo15;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Investigación operativa<o:p></o:p></span></li> </ul> <p><a href="#PAGETOP"><span style='mso-no-proof:yes;text-decoration:none; text-underline:none'><img border=0 width=57 height=15 id="Img1" src=top.gif></span></a> <h3><a name=docencia></a><span lang=ES-TRAD style='mso-fareast-font-family: "Times New Roman";mso-ansi-language:ES-TRAD'>Docencia<o:p></o:p></span></h3> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l5 level1 lfo16;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Econometría I y II</span><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>, (4º Licenciatura) <o:p></o:p></span></li> </ul> <ul type=disc> <li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto; mso-list:l5 level1 lfo16;tab-stops:list 36.0pt'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'>Profesor del Master &quot;Gestión del Riesgo de Crédito con Modelos Avanzados&quot; (25 créditos) UNED.</span></li> </ul> <p><a href="#PAGETOP"><span style='mso-no-proof:yes;text-decoration:none; text-underline:none'><img border=0 width=57 height=15 id="_x0000_i1030" src=top.gif></span></a><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><o:p></o:p></span></p> <div class=MsoNormal align=center style='text-align:center'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'> <hr size=2 width="100%" align=center> </span></div> <h3><a name=contacto></a><span lang=ES-TRAD style='mso-fareast-font-family: "Times New Roman";mso-ansi-language:ES-TRAD'>Direcciones<o:p></o:p></span></h3> <p><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><a href="mailto:jmcasals@ccee.ucm.es"><i>jmcasals@ccee.ucm.es</i></a> <br> <i>Despacho: Edificio prefabricado, 101-C</i> <br> <i>Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa)</i> <br> <i>Universidad Complutense de Madrid</i> <br> <i>Campus de Somosaguas</i> <br> <i>28223 Madrid</i> <o:p></o:p></span></p> <p><a href="#PAGETOP"><span style='mso-no-proof:yes;text-decoration:none; text-underline:none'><img border=0 width=57 height=15 id="_x0000_i1029" src=top.gif></span></a><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'><o:p></o:p></span></p> <div class=MsoNormal align=center style='text-align:center'><span lang=ES-TRAD style='mso-ansi-language:ES-TRAD'> <hr size=2 width="100%" align=center> </span></div> </div> </body> </html>