Agustín Maravall

Q: What Schools Are Affiliated With Agustín Maravall

Agustín Maravall is affiliated with the following schools: Technical University of Madrid, Charles III University of Madrid, European University Institute, University of Valencia, University of Wisconsin–Madison

Agustín Maravall's AcademicInfluence.com Rankings

Agustín Maravall

Economics

#3213

World Rank

#3642

Historical Rank

Monetary Economics

#153

World Rank

#164

Historical Rank

Macroeconomics

#433

World Rank

#465

Historical Rank

economics Degrees

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Economics

Agustín Maravall's Degrees

PhD Economics Charles III University of Madrid
Masters Economics Charles III University of Madrid
Bachelors Economics University of Valencia

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Why Is Agustín Maravall Influential?

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According to Wikipedia, Agustín Maravall Herrero is a Spanish economist. He is known for his contributions to the analysis of statistics and econometrics, particularly in seasonal adjustment and the estimation of signals in economic time series. He created a methodology and several computer programs for such analysis that are used throughout the world by analysts, researchers, and data producers. Maravall retired in December 2014 from the Bank of Spain.

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Agustín Maravall's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter (1994) (189)
Programs tramo and seats: instructions for the user (Beta version, September 1996) (1996) (165)
Estimation of the business cycle: A modified Hodrick-Prescott filter (1999) (162)
Unobserved Components in Economic Time Series (1993) (146)
Seasonal Adjustment and Signal Extraction in Economic Time Series (1998) (132)
Automatic Modeling Methods for Univariate Series (1998) (128)
Stochastic linear trends: Models and estimators (1993) (113)
Time aggregation and the hodrick-prescott filter (2001) (111)
An Application of Nonlinear Time Series Forecasting (1983) (104)
Measuring Business Cycles in Economic Time Series (2000) (96)
Missing observations in ARIMA models: Skipping approach versus additive outlier approach (1999) (93)
A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (1987) (77)
Temporal Aggregation, Systematic Sampling, and the Hodrick-Prescott Filter (2007) (77)
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment (2006) (77)
On Structural Time Series Models and the Characterization of Components (1985) (72)
Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series (2011) (68)
Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996) (1996) (63)
Combining filter design with model based filtering (with an application to business cycle estimation) (2004) (54)
Interpolation, Outliers and Inverse Autocorrelations (1990) (51)
Seasonal outliers in time series (1999) (51)
Identification in Dynamic Shock-Error Models (1979) (50)
The transmission of data noise into policy noise in monetary control (1986) (43)
Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models (1987) (41)
Estimation error and the specification of unobserved component models (1999) (38)
Program TRAMO 'Time Series Regression with Arima Noise, Missing Observations, and Outliers'. Instructions for the User (1994) (38)
Time series regression with Arima noise and missing observations program TRAM (1992) (34)
Guide for using the programs TRAMO and SEATS: beta version, December 1997 (1998) (33)
Identification of the Dynamic Shock-Error Model: The Case of Dynamic Regression. (1976) (32)
Unobserved components in ARCH models: An application to seasonal adjustment (1996) (28)
Missing observations and additive outliers in time series models (1996) (27)
A CLASS OF DIAGNOSTICS IN THE ARIMA-MODEL-BASED DECOMPOSITION OF A TIME SERIES. (2003) (24)
Encompassing univariate models in multivariate time series: A case study (1994) (24)
Program SEATS 'Signal Extraction in Arima Time Series'. Instructions for the User (1994) (22)
Notes on Time Series Analysis, ARIMA Models and Signal Extraction (2000) (21)
Short-term analysis of macroeconomic time series (1996) (21)
Use and Misuse of Unobserved Components in Economic-Forecasting (1994) (20)
Initializing the Kalman Filter with Incompletely Specified Initial Conditions (1993) (20)
A complete model-based interpretation of the Hodrick-Prescott filter: spuriousness reconsidered (2002) (17)
A tool for quality control of time series data. Program TERROR (2003) (16)
Signal Extraction in ARIMA Time Series Program SEATS (1992) (15)
Program TSW Reference Manual (2001) (15)
Dynamic econometric modeling: The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control (1988) (15)
An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series (2000) (13)
Revisions in ARIMA Signal Extraction (1986) (13)
A note on minimum mean squared error estimation of signals with unit roots (1988) (13)
An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation (2002) (11)
An application of tramo-seats: changes in seasonality and current trend-cycle assessment (2000) (11)
Short-term and long-term trends, seasonal adjustment, and the business cycle (1999) (10)
Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models (2016) (10)
A note on identification of multivariate time-series models (1981) (10)
Uncertainty in the Monetary Aggregates: Sources, Measurement and Policy Effects* (1981) (9)
Applying and Interpreting Model-Based Seasonal Adjustment (2012) (9)
COMPUTING MISSING VALUES IN TIME SERIES (1993) (9)
Seasonal adjustment and signal extraction in economic series time (1998) (9)
Missing observations in ARIMA models: skipping strategy versus additive outlier approach (1997) (9)
Two discussions on new seasonal adjustment methods (1997) (8)
The Model and Methodology (1979) (8)
On the dynamic structure of a seasonal component (1989) (8)
An Application of Nonlinear Time Series (1983) (8)
Optimal Signal Extraction with Correlated Components (2014) (8)
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment (1998) (7)
Missing observations in ARIMA models: Skipping strategy versus outlier approach (1999) (6)
An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project (1999) (6)
Seasonal Adjustment and Signal Extraction Time Series (2011) (6)
Some Basic Limitations of the Hodrick-Prescott Filter (2001) (5)
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment (1984) (4)
Program TSW. Revised manual. Version May 2004 (2004) (4)
Reliability of the Automatic Identification of ARIMA Models in Program TRAMO (2015) (4)
An application of model-based estimation of unobserved components (1986) (4)
Reg-ARIMA model identification: empirical evidence (2016) (4)
Programs TRAMO and SEATS Update: December 1995 (1995) (4)
Effects of alternative seasonal adjustment procedures on monetary policy (1980) (4)
Missing observations in time series and the "dual" autocorrelation function (1988) (3)
Improving the Hodrick-Prescott Filter (2001) (3)
Missing observations, additive outliers and inverse autocorrelation function (1989) (3)
Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles (1999) (3)
New Methods for Quantitative Analysis of Short-Term Economic Activity (1996) (3)
ARIMA Models and Signal Extraction (2001) (2)
A note on three-stage least squares estimation☆ (1976) (2)
CHAPTER 8 SEASONAL ADJUSTMENT AND SIGNAL EXTRACTION IN ECONOMIC TIME SERIES (2001) (2)
Statistical and Econometrics Software: TRAMO and SEATS (2015) (2)
Errors in preliminary money stock data and monetary aggregate targeting (1980) (2)
Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control (1978) (1)
Estimation of the permanent and transitory component of an economic variable with an application to M1 (1976) (1)
Identification of Reg-ARIMA Models and of Problematic Series in Large Scale Applications Program TSW (TRAMO-SEATS for Windows) (2009) (1)
The Structural Econometric Time Series Analysis Approach: Encompassing univariate models in multivariate time series: a case study (1994) (2004) (1)
Contributed Comments to "Seasonal Analysis of Economic Time Series" (1978) (1)
Some Extensions of the General Model (1979) (0)
White-Noise Shock; White-Noise Exogenous Variables (1979) (0)
NOTES ON TIME SERIE ANALYSIS, ARIMA MOOELS ANO SIGNAL EXTRACTION (2011) (0)
Autocorrelated Shock; White Noise Exogenous Variables I (1979) (0)
Automatic Identification of Regression-ARIMA Models with Program TSW (TRAMO-SEATS for Windows) (2009) (0)
Large Scale Applied Time Series Analysis with Program TSW (TRAMO-SEATS for Windows) (2007) (0)
Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders (1978) (0)
Automatic identification of RegARIMA models in Large Scale Applications: Program TSW (TRAMO-SEATS for Windows) (2009) (0)
Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models (2016) (0)
Autocorrelated Exogenous Variables, White Noise Shock (1979) (0)
Short-term and long-term trends, seasonal and the business cycle (1999) (0)
Introduction and Brief Summary (2001) (0)
Hodrick-Prescott Filtering Within a Model-Based Approach (2001) (0)
AN APLICATION OF TRAMO-SEATS: AUTOMATIC PROCEDURE AND SECTORAL AGGREGATION The Japanese Foreing Trade Series (2002) (0)
Detrending and the Hodrick-Prescott Filter (2001) (0)
Signals and revisions in economic time series: a case study (1984) (0)
Autocorrelated Shock: Autocorrelated Exogenous Variables. The General Model (1979) (0)
A Brief Review of Applied Time Series Analysis (2001) (0)
On modeling unobserved components with time series (1977) (0)

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What Schools Are Affiliated With Agustín Maravall?

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Why Is Agustín Maravall Influential?

Agustín Maravall's Published Works

Published Works

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