Modelling trends and cycles in economic time series
Author(s)
Bibliographic Information
Modelling trends and cycles in economic time series
（Palgrave texts in econometrics）
Palgrave Macmillan, c2021
2nd ed
- : hardcover
Available at / 2 libraries
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National Graduate Institute for Policy Studies Library (GRIPS Library)
: hardcover337.9||Mi2701534010
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Note
Previous ed.: 2003
Includes bibliographical references and indexes
"This Palgrave Macmillan imprint is published by the registered company Springer Nature Switzerland AG ... Cham, Switzerland."--T.p. verso
Description and Table of Contents
Description
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.
Table of Contents
1 Introduction.- 2 'Classical' Techniques of Modelling Trends and Cycles.- 3 Stochastic Trends and Cycles.- 4 Filtering Economic Time Series.- 5 Nonlinear and Nonparametric Trend and Cycle Modelling.- 6 Multivariate Modelling of Trends and Cycles.- 7 Conclusions.
by "Nielsen BookData"
