particular, structural time series models are considered as an alternative to the Box-Jenkins ARIMA models that form the standard …. Finally, the flexibility of structural time series models is illustrated by presenting a mul- tivariate analysis that provides …

.Finally, the flexibility of structural time series models is illustrated by presenting a mul-tivariate analysis that provides some …

.Finally, the flexibility of structural time series models is illustrated by presenting a mul-tivariate analysis that provides some …

function for Turkey is estimated by applying the structural time series technique to annual data over the period 1960 to 2008 …

to present a univariate structural time series analysis of the Australian Housing Finance Commitments (HFCs) covering the … possible hypotheses that explain such a pattern. Design/methodology/approach – A structural time series framework approach … a complex form. The structural time series model is applied to seasonally unadjusted monthly HFCs, between 1988:6 and …

government debt, and disentangling the components of the debt series using Structural Time Series Models, we are able to conclude …

cyclical pattern is captured using a nonlinear univariate structural time series model where the time of the break point is …