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Agustı́n Maravall · Study
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Author
Agustı́n Maravall
12 works
· latest 2013
· 1 institutions
cluster: provisional
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12
i10
12
Citations
865
Works here
12
83
86
87
98
99
01
05
07
13
Most cited in this library
Estimation of the business cycle: A modified Hodrick-Prescott filter
1999 · 144 citations
An Application of Nonlinear Time Series Forecasting
1983 · 134 citations
Measuring Business Cycles in Economic Time Series
2001 · 112 citations
A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
1987 · 90 citations
Seasonal adjustment and signal extraction in economic time series
1998 · 70 citations
Works
12 shown
Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series
SSRN Electronic Journal
·
2013
·
1 author
·
preprint
·
Open access
54
citations
Temporal Aggregation, Systematic Sampling, and the Hodrick-Prescott Filter
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
25
citations
Combining filter design with model-based filtering (with an application to business-cycle estimation)
International Journal of Forecasting
·
2005
·
2 authors
·
Open access
51
citations
An application of the tramo-seats automatic procedure : direct versus indirect adjustment
LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)
·
2005
·
1 author
·
book
·
Open access
47
citations
Measuring Business Cycles in Economic Time Series
Lecture notes in statistics
·
2001
·
2 authors
·
book
112
citations
Time aggregation and the hodrick-prescott filter
Documentos de trabajo del Banco de España
·
2001
·
1 author
47
citations
Estimation of the business cycle: A modified Hodrick-Prescott filter
Spanish Economic Review
·
1999
·
2 authors
·
Open access
144
citations
Seasonal adjustment and signal extraction in economic time series
Documentos de trabajo del Banco de España
·
1998
·
2 authors
70
citations
Seasonal Adjustment and Signal Extraction in Economic Time Series
LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)
·
1998
·
2 authors
·
book
·
Open access
50
citations
A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL
Journal of Time Series Analysis
·
1987
·
1 author
90
citations
The Transmission of Data Noise into Policy Noise in U.S. Monetary Control
Econometrica
·
1986
·
1 author
41
citations
An Application of Nonlinear Time Series Forecasting
Journal of Business and Economic Statistics
·
1983
·
1 author
134
citations