References

• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
• 1999State-Space Models with Regime Switching1,304 cited
• 1994Regime switching with time-varying transition probabilities291 cited
• 1997The Modeling and Seasonal Adjustment of Weekly Observations77 cited
• 1994Changes in seasonal patterns72 cited
• 2000Comparing seasonal components for structural time series models67 cited
• 1993Time series models, second edition47 cited
• 1990Seasonal adjustment and kalman filtering: Extension to periodic variances38 cited
• 2004Forecasting with Structural Time‐Series Models28 cited
• 1997The Modeling and Seasonal Adjustment of Weekly Observations27 cited
• 1999Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths26 cited
• 2000Seasonality in Variance Is Common in Macro Time Series23 cited

Cited by

No citing works inside the corpus for this window.