Fiorentini, G; Planas, C - Centro de Estudios Monetarios y Financieros (CEMFI) - 1996
This article deals with the problem of decomposing a time series into a sum of unobserved components as in seasonal adjustment or in trend-cycle decompositions. In particular, we analyze the case where model-based decompositions as performed by the so-called Structural Time Series models and by...