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 … out-of-sample forecasting where we compare forecasts from the SEASTAR models with forecasts from nested models. It turns …

we examine the forecasting performance of various models for seasonality and nonlinearity using quarterly industrial …Seasonality often accounts for the major part of quarterly or monthly movements in detrended macro-economic time series …. 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 …Seasonality often accounts for the major part of quarterly or monthly movements in detrended macro-economic time series …. In addition, business cycle nonlinearity is a prominent feature of many such series too. A forecaster can nowadays …

logarithmed and difference series are non-linear. The observed nonlinearity is characterized by STAR models. The statistical and …

nonlinear model may still be useful for forecasting the El Niño Southern Oscillation a few months ahead. …

in seasonality for quarterly industrial production series of the G7 countries. We find compelling evidence that the …

in seasonality for quarterly industrial production series of the G7 countries. We find compelling evidence that the …

in seasonality for industrial production series of the G7 countries. We find compelling evidence that the effects of …