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08-028/4 - Seasonality with Trend and Cycle Interactions in Unobserved Components Models


  • Authors
    Siem Jan Koopman, VU University Amsterdam; Kai Ming Lee, VU University Amsterdam
  • Publication date
    March 7, 2008
  • Keywords
    Seasonal interaction; Unobserved components; Non-linear state space models
  • JEL
    C13; C22