Modelling Trends and Cycles in Economic Time Series

by Terence C. Mills

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...

• Format: Paperback
• Language: English
• ISBN: 3030763617
• ISBN13: 9783030763619
• Release Date: July 2022
• Publisher: Palgrave MacMillan
• Length: 214 Pages
• Weight: 0.67 lbs.
• Dimensions: 0.5" x 5.8" x 8.3"