Agustín Maravall

Finance · 2000–2004

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #5,331 of 10,518 by trust here, #10,047 by citations
• Economics and Econometrics — 9 citations into it; #11,481 of 23,481 by trust here, #19,308 by citations

Whom Agustín Maravall trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. J. Durbin
2. D. Pollock
3. S. J. Koopman
4. G. Tiao

Who trusts Agustín Maravall overall

1. J. De Gooijer
2. R. D. de Jong
3. Rob J Hyndman
4. Neslihan Sakarya

Papers from Agustín Maravall's perspective

Ordered by how strongly the researchers Agustín Maravall trusts endorse each paper. Same corpus, a different order for every researcher.

1. Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives
2. Time series analysis, forecasting and control
3. On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (Review of Economics and Statistics)
4. Trend estimation and de-trending via rational square-wave filters
5. Asymptotic behaviour of temporal aggregates of time series
6. Bayesian Forecasting and Dynamic Models (2nd edn)
7. Time Series: Theory and Methods
8. Generalized autoregressive conditional heteroskedasticity
9. Forecasting Using Principal Components From a Large Number of Predictors
10. Introduction to Statistical Time Series.

Their papers

• Measuring Business Cycles in Economic Time Series (2000) — 104 citations
• Combining filter design with model based filtering (with an application to business cycle estimation) (2004) — 51 citations
• Time aggregation and the hodrick-prescott filter (2001) — 116 citations