06-101/4 - Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment

• Authors
  Siem Jan Koopman, Vrije Universiteit Amsterdam; Marius Ooms, Vrije Universiteit Amsterdam; Irma Hindrayanto, Vrije Universiteit Amsterdam
• Publication date
  November 20, 2006

• Keywords
  Unobserved component models; state space methods; seasonal adjustment; time–varying parameters; forecasting
• JEL
  C22; C51; E32; E37