This zip archive contains implementations of the trend-cycle-season filter in Eviews, Excel, and MatLab. The trend-cycle-season filter is another univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension,...

This paper proposes a new univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension, the Trend-Cycle-Season filter (TCS filter). They can be regarded as extensions of the Hodrick-Prescott filter (HP...

We provide a new framework for modeling trends and periodic patterns in high-frequency financial data. Seeking adaptivity to ever-changing market conditions, we enlarge the Fourier flexible form into a richer functional class: both our smooth trend and the seasonality are non-parametrically...

In this paper we develop a regression and a kernel density based model for finding fixed points and attractors of dynamical systems to explore attractors of structural change for NICs. The results show that countries consume longer time in some structures than the others. This can be interpreted...

In this paper we develop a regression and a kernel density based model for finding fixed points and attractors of dynamical systems to explore attractors of structural change for NICs. The results show that countries consume longer time in some structures than the others. This can be interpreted...