Modelling Trends and Cycles in Economic Time Series
2nd Edition
Published on 31. July 2022
Book
Paperback/Softback
XI, 214 pages
978-3-030-76361-9 (ISBN)
Description
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.
More details
Series
Edition
Second Edition 2021
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Target group
Professional and scholarly
Illustrations
1 s/w Abbildung, 49 farbige Abbildungen
XI, 214 p. 50 illus., 49 illus. in color.
Dimensions
Height: 210 mm
Width: 148 mm
Thickness: 13 mm
Weight
301 gr
ISBN-13
978-3-030-76361-9 (9783030763619)
DOI
10.1007/978-3-030-76359-6
Schweitzer Classification
Other editions
Additional editions
Terence C. Mills
Modelling Trends and Cycles in Economic Time Series
Book
07/2021
2nd Edition
Palgrave Macmillan
€117.69
Shipment within 7-9 days
Person
Terence C. Mills
is Emeritus Professor of Applied Statistics and Econometrics at Loughborough University, UK, where he was previously Head of the department of Economics. He previously held professorial appointments at City University business school and Hull. He is the author of
Time Series Techniques for Economists
and
The Econometric Modelling of Financial Time Series
, plus over one hundred articles in journals and books.
Content
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.