Palgrave Texts in Econometrics

Mills, Terence C.

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. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

Details

Published by: Palgrave Macmillan

Publication Date: 2021-07-31

Format: Hardcover

ISBN-13: 9783030763589

DOI: 10.1007/978-3-030-76359-6

Dimensions: 210cm x148cm

Pages: 214