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Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Kyo, Koki, (2021)
Dynamic factor models and fractional integration : with an application to US real economic activity
Caporale, Guglielmo Maria, (2024)
Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan, (2016)
Composite monetary indicators for the United Kingdom : construction and empirical analysis
Mills, Terence C., (1983)
Money, income and causality in the U.K. : a look at the recent evidence
Mills, T. C., (1980)
The use of unobserved components and signal extraction techniques in modelling economic time series
Mills, T. C., (1982)