Fanals, Ernest Pons; Caralt, Jordi Surinach - Facultat d'Economia i Empresa, Universitat de Barcelona - 1999
In short-term evolution analysis, the economic time series are contamined by different types of noises which need to be erased in order to extract a trend signal. In the last years there has been increasingly developed some methods to estimate unobserved components based on the assumption that...