van Dijk, Herman K.; Harvey, Harvey, A.C.; Trimbur, … - Faculteit der Economische Wetenschappen, Erasmus … - 2005
Trends and cyclical components in economic time series are modeled in a Bayesian framework. This enables prior notions about the duration of cycles to be used, while the generalized class of stochastic cycles employed allows the possibility of relatively smooth cycles being extracted. The...