ENGLISH

Modelling Trends and Cycles in Economic Time Series

By Terence C. Mills

Book information

Publisher
Palgrave Macmillan
Year
2003
ISBN
1403902089, 9781403902085
LCC
HB3711.M477 2003
Open Library ID
OL8398877M
Language
english
Format
PDF
Filesize
1 MB (1104928 bytes)
Series
Palgrave Texts in Econometrics
Pages
191\191
Orientation
yes
Scanned
no
Time added
2012-02-04 16:00:00

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. 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.

Similar books