Modelling Trends and Cycles in Economic Time Series
eBook - PDF

Modelling Trends and Cycles in Economic Time Series

  1. 184 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Modelling Trends and Cycles in Economic Time Series

About this book

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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Information

Year
2003
Print ISBN
9781403902085
eBook ISBN
9780230595521

Table of contents

  1. Cover
  2. Half-Title
  3. Title
  4. Copyright
  5. Contents
  6. List of Tables and Figures
  7. Series Editor's Foreword
  8. 1 Introduction
  9. 2 'Classical' Techniques of Modelling Trends and Cycles
  10. 3 Stochastic Trends and Cycles
  11. 4 Filtering Economic Time Series
  12. 5 Nonlinear and Nonparametric Trend Modelling
  13. 6 Multivariate Modelling of Trends and Cycles
  14. 7 Conclusions
  15. Computed Examples
  16. References
  17. Author Index
  18. Subject Index

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Yes, you can access Modelling Trends and Cycles in Economic Time Series by T. Mills in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over 1.5 million books available in our catalogue for you to explore.