Deconvolution in economics

Here it says

In mathematics, deconvolution is an algorithm-based process used to
enhance signals from recorded data. Where the recorded data can be
modeled as a pure signal that is distorted by a filter (a process
known as convolution), deconvolution can be used to restore the
original signal.1 The concept of deconvolution is widely used in the
techniques of signal processing and image processing.

The foundations for deconvolution and time-series analysis were
largely laid by Norbert Wiener of the Massachusetts Institute of
Technology in his book Extrapolation, Interpolation, and Smoothing of
Stationary Time Series (1949).[2] The book was based on work Wiener
had done during World War II but that had been classified at the time.
Some of the early attempts to apply these theories were in the fields
of weather forecasting and economics.

How exactly is deconvolution applied on econometric time series? what are good present-day examples, or from those "early attempts", that really demonstrate the value that deconvolution brings to economics, as said above?