Modelling Trends and Cycles in Economic Time Series
Başlık:
Modelling Trends and Cycles in Economic Time Series
ISBN:
9783030763596
Personal Author:
Edition:
2nd ed. 2021.
Yayın Bilgileri:
Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2021.
Fiziksel Tanımlama:
XI, 214 p. 50 illus., 49 illus. in color. online resource.
Series:
Palgrave Texts in Econometrics,
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.
Abstract:
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.
Ek Kurum Yazarı:
Elektronik Erişim:
Full Text Available From Springer Nature Economics and Finance 2021 Packages
Dil:
English