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 0 0 0 154 0 1 4 502
An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project 0 0 0 0 0 0 2 816
An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation 0 2 6 100 1 3 12 240
An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series 0 0 0 103 0 0 0 875
An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series 0 0 0 171 0 2 4 1,482
An application of the Tramo Seats automatic procedure; direct versus indirect adjustment 0 0 1 197 0 0 4 612
Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series 0 0 0 231 0 0 3 184
Automatic Modeling Methods for Univariate Series 0 0 0 0 2 3 10 1,239
Combining filter design with model based filtering (with an application to business cycle estimation) 0 0 0 55 1 2 9 227
Errors in preliminary money stock data and monetary aggregate targeting 0 0 0 0 0 0 2 133
Estimation Error and the Specification of Unobserved Component Models 0 0 0 0 0 0 1 849
Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter 0 0 0 0 1 1 8 1,511
Estimation of the permanent and transitory component of an economic variable with an application to M1 0 0 0 0 0 0 1 247
Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997) 0 0 0 0 0 3 10 1,059
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 0 0 1 1,703
Missing observations in ARIMA models: Skipping strategy versus outlier approach 0 0 0 0 0 1 2 51
Notes on Time Series Analysis, ARIMA Models and Signal Extraction 0 0 2 517 1 1 5 3,674
On modeling unobserved components with time series 0 0 0 0 1 1 2 238
Program TSW Reference Manual 0 0 2 168 3 18 57 837
Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996) 0 0 0 0 6 10 51 1,788
Seasonal Adjustment and Signal Extraction in Economic Time Series 0 0 0 0 1 2 12 1,615
Seasonal Outliers in Time Series 0 0 0 0 1 2 5 1,412
Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control 0 0 0 0 0 0 1 244
Short-Term Analysis of Macroeconomic Time Series 0 0 0 0 0 0 1 1,674
Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles 0 0 0 0 0 0 2 1,227
Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders 0 0 0 0 1 1 2 249
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter 0 1 1 130 0 1 2 451
The transmission of data noise into policy noise in monetary control 0 0 0 0 0 0 4 171
Time Aggregation and the Hodrick-Prescott Filter 0 0 2 399 0 1 10 1,526
Uncertainty in the money aggregates: sources, measurement and policy effects 0 0 0 0 0 0 1 274
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 1 1 381
Unobserved Components in Economic Time Series 0 0 0 0 0 0 2 1,381
Total Working Papers 0 3 14 2,225 20 54 231 28,872


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 17 0 0 0 51
A note on minimum mean squared error estimation of signals with unit roots 0 0 0 40 1 2 4 177
A note on three-stage least squares estimation 0 0 0 30 0 0 0 64
An Application of Nonlinear Time Series Forecasting 0 0 0 0 0 1 2 312
An application of model-based estimation of unobserved components 0 0 0 11 0 0 0 34
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment 0 0 0 32 1 1 4 94
Combining filter design with model-based filtering (with an application to business-cycle estimation) 0 0 0 40 0 0 2 153
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 1 7 0 0 4 42
Effects of alternative seasonal adjustment procedures on monetary policy 0 0 0 9 0 0 0 35
Encompassing univariate models in multivariate time series: A case study 0 0 0 49 0 1 2 128
Estimation error and the specification of unobserved component models 0 0 0 72 0 1 2 178
Estimation of the business cycle: A modified Hodrick-Prescott filter 0 0 3 875 0 4 9 2,366
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 0 0 0 78
Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models 0 0 0 0 0 1 1 229
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 1 1 2 79 2 3 5 221
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 1 1 79
On Structural Time Series Models and the Characterization of Components 0 0 0 0 0 1 2 96
On the dynamic structure of a seasonal component 0 0 0 15 0 2 2 55
Optimal Signal Extraction with Correlated Components 0 0 0 27 0 0 0 85
Preliminary-Data Error and Monetary Aggregate Targeting 0 0 0 0 0 1 1 124
Stochastic linear trends: Models and estimators 0 0 0 81 0 0 1 216
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter 0 1 2 27 0 1 4 104
The Transmission of Data Noise into Policy Noise in U.S. Monetary Control 0 0 0 36 0 1 1 270
Una medida de volatilidad en series temporales con una aplicación al control monetario en España 0 0 0 89 0 0 1 316
Total Journal Articles 1 2 8 1,536 4 21 48 5,507


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 0 1 1 120
Total Chapters 0 0 0 20 0 1 1 120


Statistics updated 2025-09-05