| Análisis de las series de comercio exterior |
![Sudoc [ABES], France](https://viaf.org/viaf/images/flags/SUDOC.png "Sudoc [ABES], France")
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| An Application of model-based signal extraction |
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| An Application of nonlinear time series forecasting |
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| An application of the TRAMO-SEATS automatic procedure direct versus indirect adjustment |
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| An application of TRAMO-SEATS: changes in seasonality and current trend-cycle assessment the German retail trade turnover series |
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| An application of TRAMO-SEATS: model selection and out-of-sample performance the Swiss CPI series |
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| Applying and interpreting model-based seasonal adjustment the Euro-area industrial production series |
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| Assessing the fit of simulated multivariate dynamic models |
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| Automatic modeling methods for univariate series |
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| Combining filter design with model-based filtering (with an application to business-cycle estimation) |
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| Depresión, euforia y el tratamiento de series maníaco-depresivas: el caso de las exportaciones españolas |
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| Descomposición de series temporales: especificación, estimación e inferencia (con una aplicación a la oferta monetaria en España) |
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| Desestacionalización y política monetaria la serie de depósitos del sistema bancario |
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| Detección de no-linealidad y predicción por medio de procesos estocásticos bilineales, con una aplicación al control monetario en España |
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| Effects of alternative seasonal adjustment procedures on monetary policy |
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| Encompassing univariate models in multivariate time series a case study |
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| Errores de medición del crecimiento a corto plazo de series monetarias desestacionalizadas una fundamentación estadística de las bandas de tolerancia |
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| Errors in preliminary money stock data and monetary aggregate targeting |
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| Estimation error and the specification of unobserved component models |
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| Estimation, prediction and interpolation for nonstationary series with the Kalman filter |
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| La extracción de señales y el análisis de coyuntura |
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| Factores estacionales de los componentes de M3: proyecciones para 1981 y revisiones 1977-1980 |
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| Guide for using the programs TRAMO and SEATS beta version, december 1997 |
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| El Hombre |
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| Identificación de modelos dinámicos con errores en las variables |
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| Identification in dynamic shock-error models |
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| Initializing the Kalman Filter with incompletely specified initial conditions |
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| Measuring business cycles in economic time series |
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| Missing observations and additive outliers in time series models |
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| Model-based treatment of a manic-depressive series |
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| Notas sobre la extracción de una señal en un modelo arima |
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| On structural time series models and the characterization of components |
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| Panoramas contemporáneos de la teoria económica |
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| Predicción con modelos de series temporales |
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| Premio de Economía Rey Juan Carlos instituido por la Fundación José Celma Prieto |
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| Program TSW revised manual: version May 2004 |
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| Revisions in Arima signal extraction |
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| Seasonal adjustment and signal extraction in economic time series |
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| Short-term analysis of macroeconomic time series |
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| Short-term and long-term trends, seasonal adjustment and the business cycle |
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| Sobre la identificación de series temporales multivariantes |
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| Stochastic linear trends: models and estimators |
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| Time aggregation and the Hodrick-Prescott filter |
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| A tool for quality control of time series data program TERROR |
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| The Transmission of data noise into policy noise in monetary control |
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| Two discussions on new seasonal adjustment methods |
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| Unobserved components in arch models an application to seasonal adjustment |
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| Use and misuse of unobserved components in economic forecasting |
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