C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Tasmania
trend-cycle decomposition, data revision, state-space form
data revisions, state-space models, Kalman filter, Kalman smoother, trend-cycle decomposition
Trend-Cycle-Seasonal Decomposition, Unobserved Components, Seasonal Adjustment, Employment, Great Recession
Rational Forecasts, Implicit Forecasts, Forecast Revision Structure, Weather Forecasts
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Structural break uncertainty, Out‐of‐sample forecast, Equity premium
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