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Modelling Trends and Cycles in Economic Time Series
Author
Title
Modelling Trends and Cycles in Economic Time Series [electronic resource] / by Terence C. Mills.
ISBN
9783030763596
Edition
2nd ed. 2021.
Publication
Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2021.
Physical Description
1 online resource (XI, 214 p.) 50 illus., 49 illus. in color.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Variant and related titles
Springer ENIN.
Other formats
Printed edition:
Printed edition:
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
August 13, 2021
Series
Palgrave Texts in Econometrics,
Contents
1 Introduction
2 'Classical' Techniques of Modelling Trends and Cycles
3 Stochastic Trends and Cycles
4 Filtering Economic Time Series
5 Nonlinear and Nonparametric Trend and Cycle Modelling
6 Multivariate Modelling of Trends and Cycles
7 Conclusions.
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