Access Statistics for Agustin Maravall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered 1 1 4 148 2 4 21 464
An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project 0 0 0 0 8 11 24 797
An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation 2 2 6 76 4 6 27 166
An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series 0 0 0 98 2 4 12 853
An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series 0 0 1 165 3 8 20 1,443
An application of the Tramo Seats automatic procedure; direct versus indirect adjustment 0 0 2 183 2 3 23 544
Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series 0 1 3 220 6 7 12 151
Automatic Modeling Methods for Univariate Series 0 0 0 0 1 2 30 1,157
Combining filter design with model based filtering (with an application to business cycle estimation) 1 1 1 52 2 4 12 190
Estimation Error and the Specification of Unobserved Component Models 0 0 0 0 3 3 11 839
Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter 0 0 0 0 4 7 29 1,444
Estimation of the permanent and transitory component of an economic variable with an application to M1 0 0 0 0 1 2 34 220
Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997) 0 0 0 0 1 3 10 1,012
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 2 3 13 1,684
Missing observations in ARIMA models: Skipping strategy versus outlier approach 0 0 0 0 1 4 8 41
Notes on Time Series Analysis, ARIMA Models and Signal Extraction 0 0 7 490 2 7 31 3,569
Program TSW Reference Manual 1 8 18 136 15 53 125 627
Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996) 0 0 0 0 7 15 68 1,514
Seasonal Adjustment and Signal Extraction in Economic Time Series 0 0 0 0 2 9 44 1,520
Seasonal Outliers in Time Series 0 0 0 0 1 4 24 1,356
Short-Term Analysis of Macroeconomic Time Series 0 0 0 0 3 10 44 1,649
Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles 0 0 0 0 2 4 9 1,204
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter 0 0 2 121 1 3 16 410
Time Aggregation and the Hodrick-Prescott Filter 1 8 26 311 3 19 63 1,310
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 3 3 10 373
Unobserved Components in Economic Time Series 0 0 0 0 5 11 25 1,317
Total Working Papers 6 21 70 2,000 86 209 745 25,854

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on identification of multivariate time-series models 0 0 0 16 2 2 5 49
A note on minimum mean squared error estimation of signals with unit roots 0 0 1 40 1 1 5 164
A note on three-stage least squares estimation 0 0 1 27 1 1 4 58
An Application of Nonlinear Time Series Forecasting 0 0 0 0 1 1 4 297
An application of model-based estimation of unobserved components 0 0 1 10 1 1 5 33
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment 0 0 0 32 1 1 6 82
Combining filter design with model-based filtering (with an application to business-cycle estimation) 0 0 0 38 1 1 5 126
Daniel Peña y Nicolás Sánchez-Albornoz: Dependencia dinámica entre precios agrícolas: el trigo en España, 1857–1890. On estudio empírico, Madrid, Servicio de Estudios del Banco de España (Estudios de Historia Económica), 1983 0 0 0 6 1 1 2 36
Effects of alternative seasonal adjustment procedures on monetary policy 0 0 0 9 2 2 5 34
Encompassing univariate models in multivariate time series: A case study 0 0 0 49 3 3 7 119
Estimation error and the specification of unobserved component models 0 0 1 71 2 3 12 168
Estimation of the business cycle: A modified Hodrick-Prescott filter 1 2 13 847 3 9 34 2,294
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 1 1 5 75
Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models 0 0 0 0 2 2 6 225
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 0 0 62 2 2 4 190
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 3 3 9 69
On Structural Time Series Models and the Characterization of Components 0 0 0 0 2 2 8 89
On the dynamic structure of a seasonal component 0 0 0 15 2 2 5 47
Optimal Signal Extraction with Correlated Components 0 0 1 23 1 1 5 66
Preliminary-Data Error and Monetary Aggregate Targeting 0 0 0 0 2 2 4 119
Stochastic linear trends: Models and estimators 0 0 2 80 4 4 11 207
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter 0 0 0 22 1 2 13 77
The Transmission of Data Noise into Policy Noise in U.S. Monetary Control 0 0 0 36 1 1 4 256
Una medida de volatilidad en series temporales con una aplicación al control monetario en España 0 0 0 87 1 1 3 307
Total Journal Articles 1 2 20 1,470 41 49 171 5,187

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contributed Comments to "Seasonal Analysis of Economic Time Series" 0 0 0 20 1 2 6 113
Total Chapters 0 0 0 20 1 2 6 113

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Statistics updated 2020-02-04