10-018/4 - Modeling Trigonometric Seasonal Components for Monthly Economic Time Series

• Authors
  Irma Hindrayanto, VU University Amsterdam; John A.D. Aston, University of Warwick, UK; Siem Jan Koopman, VU University Amsterdam; Marius Ooms, VU University Amsterdam
• Publication date
  February 4, 2010

• Keywords
  Frequency-specific model, Kalman filter, model-based seasonal adjustment, unobserved components time series model.
• JEL
  C22, C52