Combining filter design with model based filtering (with an application to business cycle estimation)

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25 years of time series forecasting (2006, methodology): “…to work on the X-11 method and its variants, there have also been several new methods for seasonal adjustment developed, the most important being the model based approach of TRAMO-SEATS (Gómez & Maravall, 2001; Kaiser & Maravall, 2005) and the nonparametric method STL (Cleveland et al., 1990).”
The Econometrics of the Hodrick-Prescott Filter (2016, methodology): “This contrasts with earlier modelbased approaches, such as King and Rebelo (1993), Pollock (2000, 2007), and Kaiser and Maravall (2005). The organization of this paper is as follows.”