van Dijk, Herman K.; Harvey, Harvey, A.C.; Trimbur, … - Faculteit der Economische Wetenschappen, Erasmus … - 2004
Cyclical components in economic time series are analysed in a Bayesian framework, thereby allowing prior notions about periodicity to be used. The method is based on a general class of unobserved component models that encompasses a range of dynamics in the stochastic cycle. This allows for...