Modelling Trends And Cycles In Economic Time Series

Author: Terence C. Mills
Editor: Palgrave Macmillan
ISBN: 9781403902092
File Size: 73,16 MB
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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.
Time Series Techniques for Economists
Language: en
Pages: 377
Authors: Terence C Mills, Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher: Cambridge University Press

This book brings together recent research in the application of time series techniques and analyses the areas of most importance to applied economics.
Modelling Trends and Cycles in Economic Time Series
Language: en
Pages: 180
Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 2003-09-17 - Publisher: Palgrave Macmillan

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
Analysis of Economic Time Series
Language: en
Pages: 488
Authors: Marc Nerlove, David M. Grether, José L. Carvalho
Categories: Business & Economics
Type: BOOK - Published: 2014-05-10 - Publisher: Academic Press

Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the
Time Series Models for Business and Economic Forecasting
Language: en
Pages: 280
Authors: Philip Hans Franses, Philip Hans B. F. Franses, Research Fellow Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 1998-10-15 - Publisher: Cambridge University Press

An introduction to time series models for business and economic forecasting.
Forecasting Economic Time Series
Language: en
Pages: 352
Authors: C. W. J. Granger, Paul Newbold
Categories: Business & Economics
Type: BOOK - Published: 2014-05-10 - Publisher: Academic Press

Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an