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Modelling Trends and Cycles in Economic Time Series by T. Mills

Modelling Trends and Cycles in Economic Time Series

by T. Mills
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Book cover type: Paperback
  • ISBN13: 9781403902092
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Palgrave MacMillan
  • Publication Date:
  • Pages: 178
  • Original Price: EUR 49.99
  • Language: English
  • Edition: 2003
  • Item Weight: 250 grams
  • BISAC Subject(s): Econometrics, Economics / Microeconomics, and Statistics

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.

TERENCE C. MILLS is Professor of Applied Statistics and Econometrics and the Head of the department of Economics at Loughborough University. He previously held professorial appointments at City University business school and Hull. He is the author of Time Series Techniques for Economists and The Econometric Modelling of Financial Time Series, plus over one hundred articles in journals and books.

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