. In addition, business cycle nonlinearity is a prominent feature of many such series too. A forecaster can nowadays … we examine the forecasting performance of various models for seasonality and nonlinearity using quarterly industrial …

Outliers and nonlinearity may easily be mistaken. This paper uses Monte Carlo methods to examine and compare the …

In this paper we put forward a new time series model, which describes nonlinearity and seasonality simultaneously. We …-transition nonlinearity and for time-varying seasonality. We find that the model fits the data well for 14 of the 18 series. We also consider …