Advertisement

Modelling Trends and Cycles in Economic Time Series

  • Terence C. Mills

Part of the Palgrave Texts in Econometrics book series (PTEC)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Terence C. Mills
    Pages 1-11
  3. Terence C. Mills
    Pages 39-73
  4. Terence C. Mills
    Pages 75-102
  5. Terence C. Mills
    Pages 103-121
  6. Terence C. Mills
    Pages 123-147
  7. Terence C. Mills
    Pages 149-150
  8. Back Matter
    Pages 151-178

About this book

Introduction

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.

Keywords

econometrics modeling time series

Authors and affiliations

  • Terence C. Mills
    • 1
  1. 1.Department of EconomicsLoughborough UniversityUK

Bibliographic information

Industry Sectors
Biotechnology
Finance, Business & Banking
Consumer Packaged Goods