Agustin Maravall : Citation Profile


Are you Agustin Maravall?

Banco de España

14

H index

17

i10 index

557

Citations

RESEARCH PRODUCTION:

24

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1976 - 2014). See details.
   Cites by year: 14
   Journals where Agustin Maravall has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 11 (1.94 %)

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   Permalink: http://citec.repec.org/pma1221
   Updated: 2020-10-17    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:

Proietti, Tommaso (15)

Darné, Olivier (14)

Ruiz, Esther (12)

Hecq, Alain (9)

González-Molano, Eliana (9)

Ghysels, Eric (9)

Medel, Carlos A. (9)

del Barrio Castro, Tomás (8)

Buss, Ginters (8)

CHARLES, Amelie (8)

Okubo, Toshihiro (8)

Cites to:

Prescott, Edward (5)

Andrés, Javier (5)

Lopez-Salido, David (4)

McElroy, Tucker (4)

Jimeno, Juan F (4)

Alberola, Enrique (3)

Nelson, Edward (3)

HERNANDO, IGNACIO (3)

Vilarrubia, Josep (3)

Dossche, Maarten (2)

Morgan, Julian (2)

Main data


Where Agustin Maravall has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa24
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)7

Recent works citing Agustin Maravall (2020 and 2019)


YearTitle of citing document
2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2019The importance of terms of trade in the Colombian economy. (2019). Sierra, Lya Paola ; Oviedo, Andres Felipe. In: Revista CEPAL. RePEc:ecr:col070:44982.

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2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203.

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2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

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2019Characterizing the financial cycle: Evidence from a frequency domain analysis. (2019). Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:568-591.

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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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2020A functional form with a physical meaning for the macroscopic fundamental diagram. (2020). Bliemer, Michiel ; Axhausen, Kay W ; Menendez, Monica ; Loder, Allister ; Ambuhl, Lukas. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:137:y:2020:i:c:p:119-132.

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2019Inside the “Upside Down†: Estimating Ireland’s Output Gap. (2019). Casey, Eddie. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:1:p:5-34.

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2019DSGE Models: Problem of Trends. (2019). Ivashchenko, Sergey M. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190206:p:81-95.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan. In: Working Papers. RePEc:hal:wpaper:hal-01742574.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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2019Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends. (2019). Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:49.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia. (2019). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: MPRA Paper. RePEc:pra:mprapa:93013.

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2019How do savings of different sectors respond to interest rate change?. (2019). Gradzewicz, Micha. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:1-22.

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2019Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models. (2019). Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:455.

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2020Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2158.

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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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paper41
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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paper4
2002A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered In: Working Papers.
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paper9
2004Combining filter design with model based filtering (with an application to business cycle estimation) In: Working Papers.
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paper17
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: 17
article
2005An application of the Tramo Seats automatic procedure; direct versus indirect adjustment In: Working Papers.
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paper18
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: 18
article
2007Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter In: Working Papers.
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paper25
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: 25
article
2011Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series In: Working Papers.
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paper3
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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paper11
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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paper42
1996Missing Observations and Additive Outliers in Time Series Models. In: Working Papers.
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paper5
1996Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996). In: Working Papers.
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paper73
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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paper27
1998Seasonal Adjustment and Signal Extraction in Economic Time Series In: Working Papers.
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paper25
1999Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter. In: Working Papers.
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paper61
1999Estimation of the business cycle: A modified Hodrick-Prescott filter.(1999) In: Spanish Economic Review.
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This paper has another version. Agregated cites: 61
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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paper3
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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article18
1983Preliminary-Data Error and Monetary Aggregate Targeting. In: Journal of Business & Economic Statistics.
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article2
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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article14
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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article1
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 / Journal of Iberian and Latin American Economic History.
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article0
1986The Transmission of Data Noise into Policy Noise in U.S. Monetary Control. In: Econometrica.
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article24
1984The transmission of data noise into policy noise in monetary control.(1984) In: Special Studies Papers.
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paper
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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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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article50
1994Encompassing univariate models in multivariate time series : A case study In: Journal of Econometrics.
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article11
1998Missing observations in ARIMA models: Skipping approach versus additive outlier approach In: Journal of Econometrics.
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article15
1986An application of model-based estimation of unobserved components In: International Journal of Forecasting.
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article0
1978Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders In: Special Studies Papers.
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1978Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control In: Special Studies Papers.
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1980Errors in preliminary money stock data and monetary aggregate targeting In: Special Studies Papers.
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paper1
1981Uncertainty in the money aggregates: sources, measurement and policy effects In: Special Studies Papers.
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paper0
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
1977On modeling unobserved components with time series 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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paper7
1986Una medida de volatilidad en series temporales con una aplicación al control monetario en España In: Investigaciones Economicas.
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1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
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