About us

Celebrating 25 years of TRAMO-SEATS

1314 March 2014


On March 13-14, 2014 , the Banco de España is organizing a conference on time series analysis, entitled “Celebrating 25 years of TRAMO-SEATS”. The conference will also honor the 70th birthday of Agustín Maravall, who developed the TRAMO-SEATS software suite.

Researchers interested in attending this conference should contact via this contact form Opens in a new window.

More information


13 March 2014
09.15 - 09.30
Opening Speech
09.30 - 10.30
G.Tiao (University of Chicago) Some Reflections on Statistical Methods for the Seasonal

Chair: D. Peña (Universidad Carlos III) 

11.00 - 13.00
First Session

Chair: Esther Ruiz (Universidad Carlos III) 

11.00 – 12.00

  • G. Melárd (Université libre de Bruxelles)
    Numerical problems in time series analysis
    Discussion: C. Planas (European Commission)

12.00 – 13.00

  • A. Harvey (University of Cambridge)
    Robust Time Series Models with Trend and Seasonal Components
    Discussion: E. Sentana (CEMFI)

14.30 - 16.30
Second session

14.30 – 15.30

  • H. Lutkepohl (Freie Universität Berlin)
    Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    Discussion: J. Dolado (European University Institute)

15.30 – 16.30

  • W. Bell (U.S. Census Bureau)
    Comparing ARIMA Model-Based and Census X-11 Seasonal Adjustment
    Discussion: A. García Ferrer (Universidad Autónoma de Madrid)

17.00 - 19.00
Roundtable: Seasonal Adjustment, Cons and Pros.

Roundtable: Seasonal Adjustment, Cons and Pros.
Chair: Gary Brown (ONS, UK)

Participants (12 minutes each):

  • B. Monsell (U.S. Census Bureau)
  • Pilar Rey (European Commission)
  • R. Kirchner (Bundesbank)
  • D. Ladiray (INSEE)
  • J. Palate (Bank of Belgium)
  • Ying Fue Xie (Statistics Sweden)
  • E. Quilis (Ministerio de Economía)
  • Anna Ciammola (ISTAT, Italy)
14 March 2014
09.00 - 10.00
Third Session

Chair: Víctor Gómez (Ministerio de Economía)

  • M. Watson (Princeton University)
    Inference about Low-Frequency Variability
    Discussion: J. Gonzalo (Universidad Carlos III)

10.30 - 12.30
Fourth Session

Chair: Gianluca Caporello (Banco de España)

10.30 – 11.30

  • J. Koopman (University of Amsterdam)
    Importance sampling for state space time series analysis: methods and applications
    Discussion: G. Fiorentini (Universita' di Firenze)

11.30 – 12.30

  • D. Findley (U.S. Census Bureau)
    A Simple Model with Moving Seasonality to Reveal Features of Model Based Seasonal Adjustment and Properties of Seasonality Diagnostics
    Discussion: A. Espasa (Universidad Carlos III)

12.30 - 13.30
Fifth Session. Closing Speech

Chair: R. Porter (Federal Reserve Bank of Chicago)

  • A. Maravall (Banco de España)
    "Unobserved Components and Seasonally Adjusted series: what can be expected from ARIMA signal extraction?"