Programs TRAMO and SEATS: instructions for the user (beta version: September 1996) V Gómez, A Maravall Herrero Documentos de Trabajo/Banco de España, 9628, 1996 | 613* | 1996 |
Estimation, prediction, and interpolation for nonstationary series with the Kalman filter V Gómez, A Maravall Journal of the American Statistical Association 89 (426), 611-624, 1994 | 299 | 1994 |
Programs TRAMO (Time Series Regression with Arima Noise, Missing Observations and Outliers) and SEATS (Signal Extraction in Arima Time Series): Instructions for the User (Beta … V Gomez, A Maravall Dirección General de Análisis y Programación Presupuestaria. Ministerio de …, 1997 | 243 | 1997 |
Measuring business cycles in economic time series R Kaiser, A Maravall Springer Science & Business Media, 2012 | 236 | 2012 |
Estimation of the business cycle: A modified Hodrick-Prescott filter R Kaiser, A Maravall Spanish Economic Review 1, 175-206, 1999 | 227 | 1999 |
Time aggregation and the Hodrick-Prescott filter A Maravall, A Del Rio Banco de España, 2001 | 223 | 2001 |
Unobserved components in economic time series A Maravall Handbook of Applied Econometrics Volume 1: Macroeconomics, 1-51, 1999 | 207 | 1999 |
An application of nonlinear time series forecasting A Maravall Journal of Business & Economic Statistics 1 (1), 66-74, 1983 | 180 | 1983 |
Stochastic linear trends: Models and estimators A Maravall Journal of Econometrics 56 (1-2), 5-37, 1993 | 175 | 1993 |
Seasonal adjustment and signal extraction in economic time series V Gómez, A Maravall A course in time series analysis, 202-247, 2001 | 168 | 2001 |
Automatic modeling methods for univariate series V Gomez, A Maravall A course in time series analysis, 171-201, 2001 | 155 | 2001 |
Missing observations in ARIMA models: Skipping approach versus additive outlier approach V Gómez, A Maravall, D Peña Journal of Econometrics 88 (2), 341-363, 1999 | 136 | 1999 |
A prototypical seasonal adjustment model A Maravall, DA Pierce Journal of Time Series Analysis 8 (2), 177-193, 1987 | 112 | 1987 |
Programs TRAMO and SEATS: Instructions for the user (Beta version: June 1997) V Gomez, A Maravall see the following website: http://www. bde. es/bde/en/secciones/servicios …, 1997 | 100 | 1997 |
Temporal aggregation, systematic sampling, and the Hodrick–Prescott filter A Maravall, A Del Rio Computational Statistics & Data Analysis 52 (2), 975-998, 2007 | 99 | 2007 |
Program TSW reference manual G Caporello, A Maravall Herrero, FJ Sánchez Gálvez Documentos de Trabajo/Banco de España, 0112, 2001 | 99 | 2001 |
On structural time series models and the characterization of components A Maravall Journal of Business & Economic Statistics 3 (4), 350-355, 1985 | 90 | 1985 |
Seasonal outliers in time series R Kaiser, A Maravall Herrero Documentos de Trabajo/Banco de España, 9915, 1999 | 82 | 1999 |
Identification in dynamic shock-error models A Maravall Springer Science & Business Media, 2012 | 80 | 2012 |
Combining filter design with model-based filtering (with an application to business-cycle estimation) R Kaiser, A Maravall International Journal of Forecasting 21 (4), 691-710, 2005 | 69 | 2005 |