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Agustin Maravall

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First Name:Agustin
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Last Name:Maravall
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RePEc Short-ID:pma1221
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Phone:+34686197426
Location: Madrid, Spain
Homepage: http://www.bde.es/
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Handle: RePEc:edi:bdegves (more details at EDIRC)
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  1. Agustín Maravall Herrero & Domingo Pérez Cañete, 2011. "Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series," Banco de Espa�a Working Papers 1116, Banco de Espa�a.
  2. Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Banco de Espa�a Working Papers 0728, Banco de Espa�a.
  3. Agustín Maravall, 2005. "An application of the Tramo Seats automatic procedure; direct versus indirect adjustment," Banco de Espa�a Working Papers 0524, Banco de Espa�a.
  4. Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Banco de Espa�a Working Papers 0417, Banco de Espa�a.
  5. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Banco de Espa�a Working Papers 0208, Banco de Espa�a.
  6. Agustín Maravall, 2002. "An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation," Banco de Espa�a Working Papers 0207, Banco de Espa�a.
  7. Agustín Maravall & Ana del Río, 2001. "Time Aggregation and the Hodrick-Prescott Filter," Banco de Espa�a Working Papers 0108, Banco de Espa�a.
  8. Gianluca Caporello & Agustín Maravall & Fernando J. Sánchez, 2001. "Program TSW Reference Manual," Banco de Espa�a Working Papers 0112, Banco de Espa�a.
  9. Regina Kaiser & Agustín Maravall, 2000. "An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series," Banco de Espa�a Working Papers 0011, Banco de Espa�a.
  10. Regina Kaiser & Agustín Maravall, 2000. "Notes on Time Series Analysis, ARIMA Models and Signal Extraction," Banco de Espa�a Working Papers 0012, Banco de Espa�a.
  11. Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Banco de Espa�a Working Papers 0014, Banco de Espa�a.
  12. Regina Kaiser & Agustín Maravall, 1999. "Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles," Banco de Espa�a Working Papers 9918, Banco de Espa�a.
  13. Victor Gómez & Agustin Maravall & Daniel Peña, 1999. "Missing observations in ARIMA models: Skipping strategy versus outlier approach," Banco de Espa�a Working Papers 9701, Banco de Espa�a.
  14. Regina Kaiser & Agustín Maravall, 1999. "Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter," Banco de Espa�a Working Papers 9912, Banco de Espa�a.
  15. Agustín Maravall, 1999. "An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project," Banco de Espa�a Working Papers 9914, Banco de Espa�a.
  16. Regina Kaiser & Agustín Maravall, 1999. "Seasonal Outliers in Time Series," Banco de Espa�a Working Papers 9915, Banco de Espa�a.
  17. Víctor Gómez & Agustín Maravall, 1998. "Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)," Banco de Espa�a Working Papers 9805, Banco de Espa�a.
  18. Víctor Gómez & Agustín Maravall, 1998. "Automatic Modeling Methods for Univariate Series," Banco de Espa�a Working Papers 9808, Banco de Espa�a.
  19. Víctor Gómez & Agustín Maravall, 1998. "Seasonal Adjustment and Signal Extraction in Economic Time Series," Banco de Espa�a Working Papers 9809, Banco de Espa�a.
  20. Agustín Maravall & Daniel Peña, 1996. "Missing Observations and Additive Outliers in Time Series Models," Banco de Espa�a Working Papers 9612, Banco de Espa�a.
  21. Agustín Maravall, 1996. "Unobserved Components in Economic Time Series," Banco de Espa�a Working Papers 9609, Banco de Espa�a.
  22. Agustín Maravall, 1996. "Short-Term Analysis of Macroeconomic Time Series," Banco de Espa�a Working Papers 9607, Banco de Espa�a.
  23. Victor Gómez & Agustín Maravall, 1996. "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Banco de Espa�a Working Papers 9628, Banco de Espa�a.
  24. Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Banco de Espa�a Working Papers 9608, Banco de Espa�a.
  25. Fiorentini, G. & Maravall, A., 1995. "Unobserved Components in ARCH Models: An Application to Seasonal Adjustment," Papers 9509, Centro de Estudios Monetarios Y Financieros-.
  26. Agustin Maravall & David A. Pierce, 1984. "The transmission of data noise into policy noise in monetary control," Special Studies Papers 184, Board of Governors of the Federal Reserve System (U.S.).
  27. David A. Pierce & Darrel W. Parke & William P. Cleveland & Agustin Maravall, 1981. "Uncertainty in the money aggregates: sources, measurement and policy effects," Special Studies Papers 153, Board of Governors of the Federal Reserve System (U.S.).
  28. Agustin Maravall & David A. Pierce, 1980. "Errors in preliminary money stock data and monetary aggregate targeting," Special Studies Papers 152, Board of Governors of the Federal Reserve System (U.S.).
  29. Agustin Maravall, 1978. "Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders," Special Studies Papers 119, Board of Governors of the Federal Reserve System (U.S.).
  30. Agustin Maravall, 1978. "Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control," Special Studies Papers 120, Board of Governors of the Federal Reserve System (U.S.).
  31. Augustin Maravall, 1977. "On modeling unobserved components with time series," Special Studies Papers 92, Board of Governors of the Federal Reserve System (U.S.).
  32. Agustin Maravall, 1976. "Estimation of the permanent and transitory component of an economic variable with an application to M1," Special Studies Papers 85, Board of Governors of the Federal Reserve System (U.S.).
  1. McElroy Tucker S. & Maravall Agustin, 2014. "Optimal Signal Extraction with Correlated Components," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 37, July.
  2. Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
  3. Maravall, Agustin, 2006. "An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2167-2190, May.
  4. Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
  5. Regina Kaiser & Agustín Maravall, 1999. "Estimation of the business cycle: A modified Hodrick-Prescott filter," Spanish Economic Review, Springer, vol. 1(2), pages 175-206.
  6. Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, vol. 92(2), pages 325-353, October.
  7. Maravall, Agustin, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 155-60, April.
  8. Gomez, Victor & Maravall, Agustin & Pena, Daniel, 1998. "Missing observations in ARIMA models: Skipping approach versus additive outlier approach," Journal of Econometrics, Elsevier, vol. 88(2), pages 341-363, November.
  9. Maravall, Agustin & Mathis, Alexandre, 1994. "Encompassing univariate models in multivariate time series : A case study," Journal of Econometrics, Elsevier, vol. 61(2), pages 197-233, April.
  10. Maravall, Agustin, 1993. "Stochastic linear trends : Models and estimators," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 5-37, March.
  11. Maravall, Agustin, 1989. "On the dynamic structure of a seasonal component," Journal of Economic Dynamics and Control, Elsevier, vol. 13(1), pages 81-91, January.
  12. Maravall, Agustin, 1988. "A note on minimum mean squared error estimation of signals with unit roots," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 589-593.
  13. Maravall, Agustin, 1987. "Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 115-20, January.
  14. Maravall, Agustin, 1986. "An application of model-based estimation of unobserved components," International Journal of Forecasting, Elsevier, vol. 2(3), pages 305-318.
  15. Agustín Maravall & Samuel Bentolila, 1986. "Una medida de volatilidad en series temporales con una aplicación al control monetario en España," Investigaciones Economicas, Fundación SEPI, vol. 10(1), pages 185-199, January.
  16. Maravall, Agustin & Pierce, David A, 1986. "The Transmission of Data Noise into Policy Noise in U.S. Monetary Control," Econometrica, Econometric Society, vol. 54(4), pages 961-79, July.
  17. Maravall, Agustin, 1985. "On Structural Time Series Models and the Characterization of Components," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 350-55, October.
  18. Maravall, Agustín, 1985. "Daniel 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 (Estudios de ," Revista de Historia Económica, Cambridge University Press, vol. 3(01), pages 191-193, March.
  19. Maravall, Agustin, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 337-39, October.
  20. Maravall, Agustin, 1983. "An Application of Nonlinear Time Series Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(1), pages 66-74, January.
  21. Maravall, Agustin & Pierce, David A, 1983. "Preliminary-Data Error and Monetary Aggregate Targeting," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(3), pages 179-86, July.
  22. Maravall, Agustin, 1981. "A note on identification of multivariate time-series models," Journal of Econometrics, Elsevier, vol. 16(2), pages 237-247, June.
  23. Maravall, Agustin, 1980. "Effects of alternative seasonal adjustment procedures on monetary policy," Journal of Econometrics, Elsevier, vol. 14(1), pages 115-136, September.
  24. Maravall, Agustin, 1976. "A note on three-stage least squares estimation," Journal of Econometrics, Elsevier, vol. 4(4), pages 325-330, November.
  1. John P.Burman & Dennis Farley & Stephen Zeller & Martin M. G. Fase & Agustin Maravall & Christopher A. Sims & Kenneth F. Wallis, 1978. "Contributed Comments to "Seasonal Analysis of Economic Time Series"," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 461-479 National Bureau of Economic Research, Inc.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-08-29. Author is listed
  2. NEP-ECM: Econometrics (2) 2007-09-16 2011-08-29. Author is listed
  3. NEP-EEC: European Economics (1) 2011-08-29. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2007-09-16. Author is listed
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