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1
Applying and interpreting model-based seasonal adjustment : the euro-area industrial production series
Maravall Herrero, Augustín
;
Pérez Cañete, Domingo
-
2011
Persistent link: https://www.econbiz.de/10009349573
Saved in:
2
Green shoots in the euro area : a real time measure
Camacho, Maximo
;
Pérez-Quirós, Gabriel
;
Poncela, Pilar
-
2010
Persistent link: https://www.econbiz.de/10003996132
Saved in:
3
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2007
Persistent link: https://www.econbiz.de/10003541855
Saved in:
4
An application of the TRAMO-SEATS automatic procedure : direct versus indirect adjustment
Maravall Herrero, Agustín
-
2005
Persistent link: https://www.econbiz.de/10003173081
Saved in:
5
Jump-and-rest effect of US business cycles
Camacho, Maximo
;
Pérez-Quirós, Gabriel
-
2005
Persistent link: https://www.econbiz.de/10002821897
Saved in:
6
Determinants of collateral
Jiménez, Gabriel
;
Salas-Fumás, Vicente
;
Saurina, Jesús
-
2004
Persistent link: https://www.econbiz.de/10002506561
Saved in:
7
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2004
Persistent link: https://www.econbiz.de/10002480809
Saved in:
8
An application of tramo-seats: automatic procedure and sectoral aggregation : the Japanese foreign trade series
Maravall Herrero, Agustín
-
2002
Persistent link: https://www.econbiz.de/10001675831
Saved in:
9
A complete model-based interpretation of the Hodrick- Prescott Filter: spuriousness reconsidered
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2002
Persistent link: https://www.econbiz.de/10001675832
Saved in:
10
Time aggregation and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001577413
Saved in:
11
Seasonal adjustment in economic time series : the experience of the Banco de España : (with the model-based method)
Cabrero Bravo, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001473272
Saved in:
12
An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514391
Saved in:
13
Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514394
Saved in:
14
An application of tramo-seats : model selection and out-of-sample performance ; the Swiss CPI series
Maravall Herrero, Agustín
;
Sánchez, Fernando J.
-
2000
Persistent link: https://www.econbiz.de/10001514396
Saved in:
15
Ajuste estacional y extracción de señales en la contabilidad nacional trimestral
2002
Persistent link: https://www.econbiz.de/10001681480
Saved in:
16
Short-term and long-term trends, seasonal adjustment, and the business cycle
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001415795
Saved in:
17
Seasonal outliers in time series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393245
Saved in:
18
Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393248
Saved in:
19
An application of tramo and seats : report for the "Seasonal Adjustment Research Appraisal" project
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001445660
Saved in:
20
Guide for using the programs TRAMO and SEATS : (Beta version: December 1997)
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1998
Persistent link: https://www.econbiz.de/10000995591
Saved in:
21
Seasonal adjustment and signal extraction in economic times series
Gómez, Víctor
-
1998
Persistent link: https://www.econbiz.de/10000995602
Saved in:
22
Missing observations in ARIMA models : skipping strategy versus additive outlier approach
Gómez, Víctor
;
Maravall Herrero, Agustín
;
Peña, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000953017
Saved in:
23
Short-term analysis of macroeconomic time series
Maravall Herrero, Agustín
-
1996
Persistent link: https://www.econbiz.de/10000931863
Saved in:
24
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
-
1996
Persistent link: https://www.econbiz.de/10000931864
Saved in:
25
Unobserved components in economic time series
Maravall Herrero, Agustín
-
1996
Persistent link: https://www.econbiz.de/10000931866
Saved in:
26
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000939379
Saved in:
27
Programs TRAMO and SEATS : instructions for the user
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1996
-
(Beta version: September 1996)
Persistent link: https://www.econbiz.de/10000946806
Saved in:
28
Estimación de la estructura temporal de los tipos de interés en España : elección entre métodos alternativos
Núñez Ramos, Soledad
-
1995
Persistent link: https://www.econbiz.de/10000913855
Saved in:
29
Métodos para la extracción de señales y para la trimestralización : una aplicación: trimestralización del deflactor del consumo privado nacional
Matea Rosa, María de los Llanos
;
Regil, Ana Valentina
-
1994
Persistent link: https://www.econbiz.de/10000897176
Saved in:
30
Bvar models in the context of cointegration : a Monte Carlo experiment
Álvarez, Luis J.
-
1994
Persistent link: https://www.econbiz.de/10013425618
Saved in:
31
Tests de raíces unitarias : aplicación a series de la economía española y al análisis de la velocidad de circulación del dinero (1964 - 1990)
Vega Croissier, Juan Luis
-
1991
Persistent link: https://www.econbiz.de/10000835058
Saved in:
32
Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J.
-
1991
Persistent link: https://www.econbiz.de/10000839214
Saved in:
33
Cointegration and unit roots : a survey
Dolado, Juan J.
;
Jenkinson, Tim
;
Sosvilla-Rivero, Simón
-
1990
Persistent link: https://www.econbiz.de/10000842220
Saved in:
34
Two papers on Arima signal extraction
Maravall Herrero, Agustín
-
1988
Persistent link: https://www.econbiz.de/10000842225
Saved in:
35
Missing observations in time series and the "dual" autocorrelation function
Maravall Herrero, Agustín
;
Peña, Daniel
-
1988
Persistent link: https://www.econbiz.de/10000842227
Saved in:
36
The use of ARIMA models in unobserved components estimation : an application to Spanish monetary control
Maravall Herrero, Agustín
-
1987
Persistent link: https://www.econbiz.de/10000842051
Saved in:
37
Descomposición de series temporales : especificación, estimación e inferencia
Maravall Herrero, Agustín
-
1987
Persistent link: https://www.econbiz.de/10000842065
Saved in:
38
Cointegration: a survey of recent developments
Dolado, Juan J.
;
Jenkinson, Tim
-
1987
Persistent link: https://www.econbiz.de/10000842222
Saved in:
39
Descomposición de series temporales, con una aplicación a la oferta monetaria en España : comentarios y contestación
Espasa Terrades, Antoni
(
comment
);
Treadway, Arthur
(
comment
)
-
1987
Persistent link: https://www.econbiz.de/10000852174
Saved in:
40
Revision in ARIMA signal extraction
Maravall Herrero, Agustín
-
1986
Persistent link: https://www.econbiz.de/10000842045
Saved in:
41
A prototypical seasonal adjustment model
Maravall Herrero, Agustín
;
Pierce, David A.
-
1986
Persistent link: https://www.econbiz.de/10000842046
Saved in:
42
On minimum mean squared error estimation of the noise in unobserved component models
Maravall Herrero, Agustín
-
1986
-
Rev. version
Persistent link: https://www.econbiz.de/10000842048
Saved in:
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