Abeln, Barend and Jacobs, Jan P. A. M. (2016) CAMPLET: Seasonal adjustment without revisions. Presented at Joint Statistical Meetings 2016. Chicago, IL.
Anderson, Brian D. O. and Moore, John B. (1979) Optimal Filtering. Englewood Cliffs: Prentice-Hall.
Anderson, Heather, Low, Chian Nam, and Snyder, Ralph (2006) Single source of error state space approach to the Beveridge–Nelson decomposition. Economics Letters
Barsky, Robert B. and Miron, Jeffrey A. (1989) The seasonal cycle and the business cycle. Journal of Political Economy
Beaulieu, J. Joseph, MacKie-Mason, Jeffrey K., and Miron, Jeffrey A. (1992) Why do countries and industries with large seasonal cycles also have large business cycles?
Quarterly Journal of Economics
Beveridge, Stephen and Nelson, Charles R. (1981) A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’. Journal of Monetary Economics
Canova, Fabio and Ghysels, Eric (1994) Changes in seasonal patterns: Are they cyclical?
Journal of Economic Dynamics and Control
Cecchetti, Stephen G. and Kashyap, Anil K. (1996) International cycles. European Economic Review
Clark, Peter K. (1987) The cyclical component of U.S. economic activity. Quarterly Journal of Economics
Davidson, James E. H., Hendry, David F., Srba, Frank, and Yeo, Stephen (1978) Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom. The Economic Journal
De Livera, Alysha M., Hyndman, Rob J., and Snyder, Ralph D. (2011) Forecasting time series with complex seasonal patterns using exponential smoothing. Journal of the American Statistical Association
Dungey, Mardi, Jacobs, Jan P. A. M., Tian, Jing, and van Norden, Simon (2015) Trend in cycle or cycle in trend? New structural identifications for unobserved components models of U.S. real GDP. Macroeconomic Dynamics
Durbin, James and Koopman, Siem Jan (2012) Time Series Analysis by State Space Methods, 2nd ed.
Oxford: Oxford University Press.
Engle, Robert F. (1978) Estimating structural models of seasonality. In Zellner, Arnold, (ed.), Seasonal Analysis of Economic Time Series, pp. 281–308. Washington DC: Bureau of the Census.
Evans, Thomas D. and Tiller, Richard B. (2013) Seasonal adjustment of CPS labor force series during the great recession. In Proceedings of the 2013 Joint Statistical Meetings, Business and Economics Section. American Statistical Association.
Grether, D. M. and Nerlove, M. (1970) Some properties of ‘optimal’ seasonal adjustment. Econometrica
Hamilton, James D. (1994) Time Series Analysis. Princeton: Princeton University Press.
Hamilton, James D. (2017) Why you should never use the Hodrick–Prescott filter. Review of Economics and Statistics (forthcoming).
Harvey, Andrew C. (1989) Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge, UK: Cambridge University Press.
Harvey, Andrew C. (1990) The Econometric Analysis of Time Series. Cambridge, MA: MIT Press.
Hylleberg, Svend, Engle, Robert F., Granger, Clive W. J., and Yoo, Byung Sam (1990) Seasonal integration and cointegration. Journal of Econometrics
Koopman, Siem Jan and Lee, Kai Ming (2009) Seasonality with trend and cycle interactions in unobserved components models. Journal of the Royal Statistical Society Series C
Krane, Spencer and Wascher, William (1999) The cyclical sensitivity of seasonality in U.S. employment. Journal of Monetary Economics
Lütkepohl, Helmut (1984). Linear transformations of vector ARMA processes. Journal of Econometrics
Lytras, Demetra and Bell, William R. (2013) Modeling recession effects and the consequences on seasonal adjustment. In Proceedings of the 2013 Joint Statistical Meetings, Business and Economics Section. American Statistical Association.
Matas-Mir, Antonio and Osborn, Denise R. (2004) Does seasonality change over the business cycle? An investigation using monthly industrial production series. European Economic Review
McElroy, Tucker S. and Maravall, Agustin (2014) Optimal signal extraction with correlated components. Journal of Time Series Econometrics
Morley, James C., Nelson, Charles R., and Zivot, Eric (2003) Why are the Beveridge–Nelson and unobserved-components decompositions of GDP so different?
Review of Economics and Statistics
Morley, James C. and Piger, Jeremy (2012) The asymmetric business cycle. Review of Economics and Statistics
Osborn, Denise R., Chui, A. P. L., Smith, Jeremy P., and Birchenhall, C. R. (1988) Seasonality and the order of integration for consumption. Oxford Bulletin of Economics and Statistics
Ord, J. Keith, Koehler, Anne B., and Snyder, Ralph D. (1997) Estimation and prediction for a class of dynamic nonlinear statistical models. Journal of the American Statistical Association
Proietti, Tomasso (2006) Trend–cycle decompositions with correlated components. Econometric Reviews
Sinclair, Tara M. (2010) Asymmetry in the business cycle: Friedman's plucking model with correlated innovations. Studies in Nonlinear Dynamics and Econometrics
Stock, James H (2013) Comments on Unseasonal Seasonals? Brookings Papers on Economic Activity Fall, 111–119.
Wada, Tatsuma (2012) On the correlations of trend–cycle errors. Economics Letters
Weber, Enzo (2011) Analyzing U.S. output and the Great Moderation by simultaneous unobserved components. Journal of Money, Credit and Banking
Wright, Jonathan H. (2013) Unseasonal seasonals? (Including comments and discussion). Brookings Papers on Economic Activity Fall, 65–126.