5

Seasonal Specific Structural Time Series

Year:
2004
Language:
english
File:
PDF, 382 KB
english, 2004
6

Has the Volatility of U.S. Inflation Changed and How?

Year:
2010
Language:
english
File:
PDF, 353 KB
english, 2010
7

Component-wise Representations of Long-memory Models and Volatility Prediction

Year:
2016
Language:
english
File:
PDF, 642 KB
english, 2016
8

Persistence of Shocks on Seasonal Processes

Year:
1996
Language:
english
File:
PDF, 516 KB
english, 1996
12

Trend–Cycle Decompositions with Correlated Components

Year:
2006
Language:
english
File:
PDF, 774 KB
english, 2006
15

Temporal disaggregation by state space methods: Dynamic regression methods revisited

Year:
2006
Language:
english
File:
PDF, 268 KB
english, 2006
17

Forecasting the US unemployment rate

Year:
2003
Language:
english
File:
PDF, 368 KB
english, 2003
18

Growth accounting for the euro area

Year:
2012
Language:
english
File:
PDF, 596 KB
english, 2012
20

A Class of Periodic Trend Models for Seasonal Time Series

Year:
2018
Language:
english
File:
PDF, 1.38 MB
english, 2018
24

Band spectral estimation for signal extraction

Year:
2008
Language:
english
File:
PDF, 1.84 MB
english, 2008
26

Spurious Periodic Autoregressions

Year:
1998
Language:
english
File:
PDF, 446 KB
english, 1998
28

2nd Special Issue on Statistical Signal Extraction and Filtering

Year:
2007
Language:
english
File:
PDF, 115 KB
english, 2007
29

The generalised autocovariance function

Year:
2015
Language:
english
File:
PDF, 1.22 MB
english, 2015
30

Convergence in Italian regional per-capita GDP

Year:
2005
Language:
english
File:
PDF, 859 KB
english, 2005
31

On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates

Year:
2008
Language:
english
File:
PDF, 1.16 MB
english, 2008
33

The Multistep Beveridge–Nelson Decomposition

Year:
2016
Language:
english
File:
PDF, 1.16 MB
english, 2016
37

Signal extraction and filtering by linear semiparametric methods

Year:
2007
Language:
english
File:
PDF, 396 KB
english, 2007
39

Unobserved components models with correlated disturbances

Year:
2004
Language:
english
File:
PDF, 354 KB
english, 2004
40

Comparing seasonal components for structural time series models

Year:
2000
Language:
english
File:
PDF, 262 KB
english, 2000
41

Papers from the EC2Conference || Spurious periodic autoregressions

Year:
1998
Language:
english
File:
PDF, 2.00 MB
english, 1998
46

On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates

Year:
2006
Language:
english
File:
PDF, 600 KB
english, 2006
47

Editorial

Year:
2019
Language:
english
File:
PDF, 397 KB
english, 2019
48

Seasonal heteroscedasticity and trends

Year:
1998
Language:
english
File:
PDF, 234 KB
english, 1998