StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Replication code for "A Model of the Fed's View on Inflation".

Unobserved Components Model (UCM) (Harvey (1989)) performs a time series decomposition into components such as trend, seasonal, cycle, and the regression effects due to predictor series.

Aplicación de distintos modelos de series temporales a las salidas de pasajeros del Aeropuerto de Menorca.

Replication code for "Analysing inflation with semi-structural models".