Regina Kaiser

Statistics

Publications

Citations

290

H-Index

Active since

1999

Affiliations

Universidad Carlos III de Madrid(Current)

Bank of Spain

Regina Kaiser is an author at Universidad Carlos III de Madrid specializing in time series analysis, time series forecasting, and business cycle dynamics.

Publications per year

1999–2005

Publications

Estimation of the business cycle: A modified Hodrick-Prescott filter

Regina Kaiser, Agust x ED n Maravall · Spanish Economic Review · 1999 · 118 citations

Social Sciences, Business Economics, Economics +11

Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter

Regina Kaiser, Agustı́n Maravall · RePEc: Research Papers in Economics · 1999 · 61 citations · Full text

Social Sciences, Business Economics, Economics +11

Combining filter design with model-based filtering (with an application to business-cycle estimation)

Regina Kaiser, Agustı́n Maravall · International Journal of Forecasting · 2005 · 51 citations

Business, Business Economics, Macroeconomics +15

Seasonal outliers in time series

Regina Kaiser, Agustı́n Maravall · RePEc: Research Papers in Economics · 1999 · 31 citations · Full text

Computing, Data Science, Forecasting +12

A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered

Regina Kaiser, Agustı́n Maravall · RePEc: Research Papers in Economics · 2002 · 15 citations · Full text

Social Sciences, Business Economics, Economics +17

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