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 %)

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   Permalink: http://citec.repec.org/pma1221
   Updated: 2019-01-20    RAS profile: 2014-09-02    
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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)

Darné, Olivier (6)

Atuk, Oguz (6)

Julio, Juan (6)

Cites to:

Prescott, Edward (5)

Andrés, Javier (5)

McElroy, Tucker (4)

Jimeno, Juan F (4)

Vilarrubia, Josep (3)

Alberola, Enrique (3)

Nelson, Edward (3)

Lopez-Salido, David (3)

Gautier, Erwan (2)

Dolado, Juan (2)

Jansen, Marcel (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
Computational Statistics & Data Analysis2
Journal of Economic Dynamics and Control2

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.

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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.

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

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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