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The Unobserved Components Models represent a framework in which phenomena like any periodic behaviour, economic cycles in particular, may be modelled and forecast naturally. The main distinct feature of the methodology used in this paper is the use of a Dynamic Harmonic Regression model,...

Many different approaches have been proposed to deal with the signal extraction problem in general. In line with this problem, trend estimation has also received a great deal of attention in the time series literature, especially when the interest is focused on forecasting turning points. In...