French Street
Sandy Bay
Tasmania, 7250
Australia
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
http://www.firn.org.au
University of Tasmania
trend-cycle decomposition, data revision, state-space form
Trend-Cycle-Seasonal Decomposition, Unobserved Components, Seasonal Adjustment, Employment, Great Recession
Rational Forecasts, Implicit Forecasts, Forecast Revision Structure, Weather Forecasts
data revisions, state-space models, Kalman filter, Kalman smoother, trend-cycle decomposition
trend-cycle-seasonal decomposition, multivariate unobserved components models, correlated component models, identification, gender employment, Australia