Programs TRAMO and SEATS: instructions for the user (beta version: September 1996) V Gómez, A Maravall Herrero Documentos de trabajo/Banco de España, 9628, 1995 | 490* | 1995 |
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 | 255 | 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 V Gomez, A Maravall Documento de Trabajo 9628, 56, 1996 | 205 | 1996 |
Time aggregation and the Hodrick-Prescott filter A Maravall, A Del Rio Banco de España, 2001 | 194 | 2001 |
Seasonal adjustment and signal extraction in economic time series V Gómez, A Maravall Herrero Documentos de trabajo/Banco de España, 9809, 1998 | 193 | 1998 |
Measuring business cycles in economic time series R Kaiser, A Maravall Springer Science & Business Media, 2012 | 182 | 2012 |
Unobserved components in economic time series A Maravall European University Institute, 1993 | 177 | 1993 |
Estimation of the business cycle: A modified Hodrick-Prescott filter R Kaiser, A Maravall Spanish Economic Review 1 (2), 175-206, 1999 | 172 | 1999 |
Stochastic linear trends: Models and estimators A Maravall Journal of Econometrics 56 (1-2), 5-37, 1993 | 157 | 1993 |
An application of nonlinear time series forecasting A Maravall Journal of Business & Economic Statistics 1 (1), 66-74, 1983 | 150 | 1983 |
Automatic modeling methods for univariate series V Gomez, A Maravall A course in time series analysis, 171-201, 2001 | 137 | 2001 |
Missing observations in ARIMA models: Skipping approach versus additive outlier approach V Gómez, A Maravall, D Pena Journal of Econometrics 88 (2), 341-363, 1999 | 102 | 1999 |
A prototypical seasonal adjustment model A Maravall, DA Pierce Journal of Time Series Analysis 8 (2), 177-193, 1987 | 100 | 1987 |
Identification in dynamic shock-error models A Maravall Springer Science & Business Media, 2012 | 93* | 2012 |
Program TSW: Revised reference manual G Caporello, A Maravall Banco de España, 2004 | 87* | 2004 |
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 | 83 | 1997 |
On structural time series models and the characterization of components A Maravall Journal of Business & Economic Statistics 3 (4), 350-355, 1985 | 81 | 1985 |
Temporal aggregation, systematic sampling, and the Hodrick–Prescott filter A Maravall, A Del Rio Computational Statistics & Data Analysis 52 (2), 975-998, 2007 | 74 | 2007 |
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 | 63 | 2005 |
Seasonal outliers in time series R Kaiser, A Maravall Herrero Documentos de trabajo/Banco de España, 9915, 1999 | 62 | 1999 |