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agustin maravall
agustin maravall
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Programs TRAMO and SEATS: instructions for the user (beta version: September 1996)
V Gómez, A Maravall Herrero
Documentos de trabajo/Banco de España, 9628, 1996
524*1996
Estimation, prediction, and interpolation for nonstationary series with the Kalman filter
V Gómez, A Maravall
Journal of the American Statistical Association 89 (426), 611-624, 1994
2651994
Programs TRAMO (Time series regression with arima noise, missing observations, and outliers) and SEATS (Signal extraction in arima time series). Instructions for the User
V Gomez, A Maravall
Documento de Trabajo 9628, 56, 1996
2291996
Seasonal adjustment and signal extraction in economic time series
V Gómez, A Maravall Herrero
Documentos de trabajo/Banco de España, 9809, 1998
2101998
Time aggregation and the Hodrick-Prescott filter
A Maravall, A Del Rio
Banco de España, 2001
2062001
Measuring business cycles in economic time series
R Kaiser, A Maravall
Springer Science & Business Media, 2012
2022012
Estimation of the business cycle: A modified Hodrick-Prescott filter
R Kaiser, A Maravall
Spanish Economic Review 1 (2), 175-206, 1999
1961999
Unobserved components in economic time series
A Maravall
European University Institute, 1993
1911993
An application of nonlinear time series forecasting
A Maravall
Journal of Business & Economic Statistics 1 (1), 66-74, 1983
1721983
Stochastic linear trends: Models and estimators
A Maravall
Journal of Econometrics 56 (1-2), 5-37, 1993
1641993
Automatic modeling methods for univariate series
V Gomez, A Maravall
A course in time series analysis, 171-201, 2000
1432000
Missing observations in ARIMA models: Skipping approach versus additive outlier approach
V Gómez, A Maravall, D Pena
Journal of Econometrics 88 (2), 341-363, 1999
1061999
A prototypical seasonal adjustment model
A Maravall, DA Pierce
Journal of Time Series Analysis 8 (2), 177-193, 1987
1031987
Identification in dynamic shock-error models
A Maravall
Springer Science & Business Media, 2012
992012
Program TSW: Revised reference manual
G Caporello, A Maravall
Banco de España, 2004
91*2004
Programs TRAMO and SEATS: Instructions for the user (Beta version: June 1997)
V Gomez, A Maravall
see the following website: http://www. bde. es/bde/en/secciones/servicios …, 1997
901997
Temporal aggregation, systematic sampling, and the Hodrick–Prescott filter
A Maravall, A Del Rio
Computational Statistics & Data Analysis 52 (2), 975-998, 2007
872007
On structural time series models and the characterization of components
A Maravall
Journal of Business & Economic Statistics 3 (4), 350-355, 1985
841985
Combining filter design with model-based filtering (with an application to business-cycle estimation)
R Kaiser, A Maravall
International Journal of Forecasting 21 (4), 691-710, 2005
662005
Seasonal outliers in time series
R Kaiser, A Maravall Herrero
Documentos de trabajo/Banco de España, 9915, 1999
621999
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