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Modelling trends and cycles in econo...

Mills, Terence C.

Modelling trends and cycles in economic time series

Record Type:	Electronic resources : Monograph/item
Title/Author:	Modelling trends and cycles in economic time seriesby Terence C. Mills.
Author:	Mills, Terence C.
Published:	Cham :Springer International Publishing :2021.
Description:	xi, 214 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Business cyclesEconometric models.
Online resource:	https://doi.org/10.1007/978-3-030-76359-6
ISBN:	9783030763596$q(electronic bk.)

Modelling trends and cycles in economic time series
Mills, Terence C.

Modelling trends and cycles in economic time series[electronic resource] /by Terence C. Mills. - Second edition. - Cham :Springer International Publishing :2021. - xi, 214 p. :ill., digital ;24 cm. - Palgrave texts in econometrics,2662-6594. - Palgrave texts in econometrics..

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.

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.

ISBN: 9783030763596$q(electronic bk.)

Standard No.: 10.1007/978-3-030-76359-6doiSubjects--Topical Terms:

238730
Business cycles
--Econometric models.

LC Class. No.: HB3711 / .M555 2021

Dewey Class. No.: 338.54015118

Modelling trends and cycles in economic time series
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245 1 0 $a Modelling trends and cycles in economic time series $h [electronic resource] / $c by Terence C. Mills.
250 $a Second edition.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2021.
300 $a xi, 214 p. : $b ill., digital ; $c 24 cm.
490 1 $a Palgrave texts in econometrics, $x 2662-6594
505 0 $a 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.
520 $a 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.
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650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 825914
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