Actions
Incoming Resources
- A complete model-based interpretation of the Hodrick-Prescott filter, spuriousness reconsidered
- Seasonal adjustment and signal extraction in economic time series
- Seasonal outliers in time series
- Programs TRAMO and SEATS, instructions for the user (Beta version September 1996)
- Missing observations in ARIMA models, skipping strategy versus additive outlier approach
- Initializing the Kalman filter with incompletely specified initial conditions
- Guide for using the programs TRAMO and SEATS
- Six opinions sur l'euro et sur l'Europe, présentée par le Centre Robert Schuman dans le journal Le Monde ; [par] Yves Mény ... [and others]
- Measuring business cycles in economic time series, Regina Kaiser, Agustín Maravall
- Seasonal outliers in time series
- Short-term and long-term trends, seasonal adjustment and the business cycle, the Hodrick-Prescott filter revisited
- Short-term and long-term trends, seasonal adjustment and the business cycle
- Program TSW reference manual
- Notes on time series analysis, ARIMA models and signal extraction
- Programs TRAMO and SEATS update, December 1995
- Time series regression with ARIMA noise and missing observations, program TRAM
- Estimation of the business cycle, a modified Hodrick-Prescott filter
- Notes on time serie analysis, Arima models and signal extraction
- Unobserved components in ARCH models, an application to seasonal adjustment
- Automatic modeling methods for univariate series
- An application of tramo-seats, changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
- An application of TRAMO-SEATS, changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
- Program TRAMO "Time series regression with ARIMA noise, missing observations and outliers", instructions for the user
- Short-term analysis of macroeconomic time series
- Time aggregation and the Hodrick-Prescott filter
- Identification in dynamic shock-error models, Agustin Maravall
- Short-term analysis of macroeconomic time series
- An application of tramo and seats, report for the "seasonal adjustment research appraisal" project
- Unobserved components in economic time series
- Stochastic linear trends, models and estimators
- Estimation error and the specification of unobserved component models
- Signal extraction in ARIMA time series, program SEATS
- Estimation, prediction and interpolation for nonstationary series with the Kalman filter, Agustín Maravall
- An application of TRAMO-SEATS, model selection and out-of sample performance ; the Swiss CPI series
- Estimation error and the specification of unobserved component models
- Use and misuse of unobserved components in economic forecasting
- Missing observations, additive outliers and inverse autocorrelation function
- Missing observations and additive outliers in time series models
- Encompassing univariate models in multivariate time series, a case study
- Program SEATS "Signal extraction in ARIMA time series", instructions for the user
- Missing observations and additive outl06type of customer, impact on the iers in time series models
- Unobserved components in economic time series
- An application of TRAMO-SEATS: automatic procedure and sectoral aggregation, the Japanese foreign trade series
- Two discussions on new seasonal adjustment methods