Modelling Trends and Cycles in Economic Time Series

by T. Mills

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.

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Year of publication:	2003 ; 1st ed. 2003.
Authors:	Mills, T.
Publisher:	2003.: London : Palgrave Macmillan UK 2003.: London : Imprint: Palgrave Macmillan
Subject:	Konjunktur \| Business cycle \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Großbritannien \| United Kingdom \| Ökonometrisches Modell \| Econometric model \| Konjunkturschwankung

Extent:	1 Online-Ressource(XII, 178 p.)
Series:	Palgrave Texts in Econometrics
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-230-59552-1 ; 978-1-4039-0208-5 ; 978-1-4039-0209-2 ; 978-1-349-50797-9
Other identifiers:	10.1057/9780230595521 [DOI]
Classification:	Methoden und Techniken der Volkswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014484863