Modelling Trends and Cycles in Economic Time Series
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Beschreibung
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.
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.
Expands on the research in the area of trends and cycles over the last (almost) two decades Highlights the developments in econometrics then led to an overhaul of the techniques used to extract trends Showcases the long history of modelling trends and cycles in economic time series
Autor*in
Terence C. Mills
Themen in »Modelling Trends and Cycles in Economic Time Series«
Modelling Time series Trends Cycles Filters Economic Time Series