Agustin Maravall : Citation Profile


Are you Agustin Maravall?

Banco de España

13

H index

16

i10 index

432

Citations

RESEARCH PRODUCTION:

24

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1976 - 2014). See details.
   Cites by year: 11
   Journals where Agustin Maravall has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 11 (2.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1221
   Updated: 2019-03-16    RAS profile: 2014-09-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Agustin Maravall.

Is cited by:

Ruiz, Esther (12)

Proietti, Tommaso (11)

Hecq, Alain (9)

González-Molano, Eliana (9)

Ghysels, Eric (9)

Buss, Ginters (8)

Broto, Carmen (7)

del Barrio Castro, Tomás (7)

Melo-Velandia, Luis (6)

Atuk, Oguz (6)

Julio, Juan (6)

Cites to:

Prescott, Edward (5)

Andrés, Javier (5)

McElroy, Tucker (4)

Jimeno, Juan F (4)

Lopez-Salido, David (4)

Nelson, Edward (3)

Vilarrubia, Josep (3)

Alberola, Enrique (3)

Dias, Daniel (2)

Dolado, Juan (2)

Ortega, Eva (2)

Main data


Where Agustin Maravall has published?


Journals with more than one article published# docs
Journal of Econometrics7
Journal of Business & Economic Statistics6
International Journal of Forecasting2
Journal of Economic Dynamics and Control2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa24

Recent works citing Agustin Maravall (2018 and 2017)


YearTitle of citing document
2018Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

Full description at Econpapers || Download paper

2018Temporal disaggregation of economic time series: The view from the trenches. (2018). Quilis, Enrique M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:447-470.

Full description at Econpapers || Download paper

2018Seasonal adjustment subject to accounting constraints. (2018). McElroy, Tucker . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:574-589.

Full description at Econpapers || Download paper

2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

Full description at Econpapers || Download paper

2018Prediction of Hydropower Energy Price Using Gómes-Maravall Seasonal Model. (2018). Jamalmanesh, Arash ; Falahi, Mohammad Ali ; Seifi, Ahmad ; Mashhadi, Mahdi Khodaparast. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-10.

Full description at Econpapers || Download paper

2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

Full description at Econpapers || Download paper

2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

Full description at Econpapers || Download paper

2018Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England. (2018). Vázquez, Jesús ; Vazquez, Jesus ; Aguirre, Idoia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:200-209.

Full description at Econpapers || Download paper

2019Disentangling the drivers of carbon prices in Chinas ETS pilots — An EEMD approach. (2019). Xu, Jia ; Liu, YU ; He, Gang ; Tan, Xiujie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:139:y:2019:i:c:p:1-9.

Full description at Econpapers || Download paper

2017VAR Approach to Efficiency Evaluation of Fiscal Economy Encouragement Measures. (2017). Votinov, Anton I ; Stankevich, Ivan P. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170605:p:64-74.

Full description at Econpapers || Download paper

2017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025.

Full description at Econpapers || Download paper

2018Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan. In: Working Papers. RePEc:hal:wpaper:hal-01742574.

Full description at Econpapers || Download paper

2017Characterizing the financial cycle: evidence from a frequency domain analysis. (2017). Proaño, Christian ; Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: IMK Working Paper. RePEc:imk:wpaper:189-2017.

Full description at Econpapers || Download paper

2017Trends Cycles And Seasons: Econometric Methods Of Signal Extraction. (2017). Pollock, David. In: Discussion Papers in Economics. RePEc:lec:leecon:17/02.

Full description at Econpapers || Download paper

2018Ageing is a drag: Projecting labour force participation in New Zealand. (2018). Callaghan, Michael ; Robinson, Finn ; Culling, Jamie. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/10.

Full description at Econpapers || Download paper

2017Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2017). Medel, Carlos A.. In: MPRA Paper. RePEc:pra:mprapa:78439.

Full description at Econpapers || Download paper

2018Labor supply and the business cycle: The “Bandwagon Worker Effect”. (2018). Moral, Alfonso ; Martín-Román, Ángel ; Martin-Roman, Angel L. In: MPRA Paper. RePEc:pra:mprapa:89870.

Full description at Econpapers || Download paper

2018Modelling of Nigeria gross domestic product using seasonal and bilinear autoregressive integrated moving average models. (2018). Usoro, Anthony E. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:7:y:2018:i:2:f:7_2_1.

Full description at Econpapers || Download paper

2018Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2018). Raghavan, Mala ; Athanasopoulos, George. In: Working Papers. RePEc:tas:wpaper:27231.

Full description at Econpapers || Download paper

2017Design of Seasonal Adjustment Filter Robust to Variations in the Seasonal Behaviour of Time Series. (2017). Cohen, Martelotte Marcela ; Antonio, Silva Eduardo ; Castro, Souza Reinaldo . In: Journal of Official Statistics. RePEc:vrs:offsta:v:33:y:2017:i:1:p:155-186:n:9.

Full description at Econpapers || Download paper

2018Labor supply and the business cycle: The “Bandwagon Worker Effect”. (2018). Moral, Alfonso ; Martín-Román, Ángel ; de Blas, Alfonso Moral ; Cuellar-Martin, Jaime . In: GLO Discussion Paper Series. RePEc:zbw:glodps:274.

Full description at Econpapers || Download paper

Works by Agustin Maravall:


YearTitleTypeCited
2000An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series In: Working Papers.
[Full Text][Citation analysis]
paper2
2000Notes on Time Series Analysis, ARIMA Models and Signal Extraction In: Working Papers.
[Full Text][Citation analysis]
paper4
2000An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series In: Working Papers.
[Full Text][Citation analysis]
paper4
2001Time Aggregation and the Hodrick-Prescott Filter In: Working Papers.
[Full Text][Citation analysis]
paper35
2001Program TSW Reference Manual In: Working Papers.
[Full Text][Citation analysis]
paper11
2002An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation In: Working Papers.
[Full Text][Citation analysis]
paper2
2002A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered In: Working Papers.
[Full Text][Citation analysis]
paper6
2004Combining filter design with model based filtering (with an application to business cycle estimation) In: Working Papers.
[Full Text][Citation analysis]
paper14
2005Combining filter design with model-based filtering (with an application to business-cycle estimation).(2005) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2005An application of the Tramo Seats automatic procedure; direct versus indirect adjustment In: Working Papers.
[Full Text][Citation analysis]
paper13
2006An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment.(2006) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2007Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter In: Working Papers.
[Full Text][Citation analysis]
paper17
2007Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter.(2007) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2011Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series In: Working Papers.
[Full Text][Citation analysis]
paper2
1996Short-Term Analysis of Macroeconomic Time Series. In: Working Papers.
[Citation analysis]
paper1
1996Estimation Error and the Specification of Unobserved Component Models. In: Working Papers.
[Citation analysis]
paper10
1999Estimation error and the specification of unobserved component models.(1999) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
1996Unobserved Components in Economic Time Series. In: Working Papers.
[Citation analysis]
paper37
1996Missing Observations and Additive Outliers in Time Series Models. In: Working Papers.
[Citation analysis]
paper1
1996Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996). In: Working Papers.
[Citation analysis]
paper39
1999Missing observations in ARIMA models: Skipping strategy versus outlier approach. In: Working Papers.
[Citation analysis]
paper5
1998Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997) In: Working Papers.
[Citation analysis]
paper5
1998Automatic Modeling Methods for Univariate Series In: Working Papers.
[Citation analysis]
paper17
1998Seasonal Adjustment and Signal Extraction in Economic Time Series In: Working Papers.
[Citation analysis]
paper18
1999Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter. In: Working Papers.
[Citation analysis]
paper49
1999Estimation of the business cycle: A modified Hodrick-Prescott filter.(1999) In: Spanish Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
1999An Application of TRAMO and SEATS: Report for the Seasonal Adjustment Research Appraisal Project. In: Working Papers.
[Citation analysis]
paper1
1999Seasonal Outliers in Time Series. In: Working Papers.
[Citation analysis]
paper4
1999Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles. In: Working Papers.
[Citation analysis]
paper2
1998New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1983An Application of Nonlinear Time Series Forecasting. In: Journal of Business & Economic Statistics.
[Citation analysis]
article17
1983Preliminary-Data Error and Monetary Aggregate Targeting. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1984Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1985On Structural Time Series Models and the Characterization of Components. In: Journal of Business & Economic Statistics.
[Citation analysis]
article13
1987Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
2014Optimal Signal Extraction with Correlated Components In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article0
1985Daniel 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 (Es In: Revista de Historia Económica.
[Full Text][Citation analysis]
article0
1986The Transmission of Data Noise into Policy Noise in U.S. Monetary Control. In: Econometrica.
[Full Text][Citation analysis]
article21
1988A note on minimum mean squared error estimation of signals with unit roots In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
1989On the dynamic structure of a seasonal component In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
1980Effects of alternative seasonal adjustment procedures on monetary policy In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1981A note on identification of multivariate time-series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1976A note on three-stage least squares estimation In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1993Stochastic linear trends : Models and estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article44
1994Encompassing univariate models in multivariate time series : A case study In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
1998Missing observations in ARIMA models: Skipping approach versus additive outlier approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1986An application of model-based estimation of unobserved components In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
1976Estimation of the permanent and transitory component of an economic variable with an application to M1 In: Special Studies Papers.
[Citation analysis]
paper0
1995Unobserved Components in ARCH Models: An Application to Seasonal Adjustment. In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
paper6
1986Una medida de volatilidad en series temporales con una aplicación al control monetario en España In: Investigaciones Economicas.
[Full Text][Citation analysis]
article0
1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team