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