Modelling Trends and Cycles in Economic Time Series
Published on 15. May 2003
XII, 178 pages
978-0-230-59552-1 (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. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
More details
Other editions
Additional editions
Book
05/2003
Palgrave Macmillan
€106.50
Article not available at the moment
Person
TERENCE C. MILLS is Professor of Applied Statistics and Econometrics and the Head of the department of Economics at Loughborough University. 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
Introduction 'Classical' Techniques of Modelling Trends and Cycles Stochastic Trends and Cycles Filtering Economic Time Series Nonlinear and Nonparametric Trend Modelling Multivariate Modelling of Trends and Cycles Conclusions References Index
