Metz, Rainer - In: Cliometrica, Journal of Historical Economics and … 5 (2011) 3, pp. 205-238
ARIMA methodology and spectral analysis, which have been found to be appropriate when long waves are conceived as growth … dividing trend and long waves in the low-frequency domain. A detailed discussion of the stochastic trend hypothesis and its … relevance for long-wave analysis follows before outliers and trend breaks within stochastic models and their relevance for long …