Palgrave Texts in Econometrics
cover

Modelling Trends and Cycles in Economic Time Series

Authors: Mills, Terence C.

  • Expands on the research in the area of trends and cycles over the last (almost) two decades
  • Highlights the developments in econometrics then led to an overhaul of the techniques used to extract trends
  • Showcases the long history of modelling trends and cycles in economic time series
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eBook 85,59 €
price for Spain (gross)
  • ISBN 978-3-030-76359-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 103,99 €
price for Spain (gross)
  • ISBN 978-3-030-76358-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.

About the authors

​Terence C. Mills is Emeritus Professor of Applied Statistics and Econometrics at Loughborough University, UK, where he was previously Head of the department of Economics. 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.

Table of contents (7 chapters)

Table of contents (7 chapters)
  • Introduction

    Pages 1-15

    Mills, Terence C.

  • ‘Classical’ Techniques of Modelling Trends and Cycles

    Pages 17-42

    Mills, Terence C.

  • Stochastic Trends and Cycles

    Pages 43-90

    Mills, Terence C.

  • Filtering Economic Time Series

    Pages 91-124

    Mills, Terence C.

  • Nonlinear and Nonparametric Trend and Cycle Modelling

    Pages 125-145

    Mills, Terence C.

Buy this book

eBook 85,59 €
price for Spain (gross)
  • ISBN 978-3-030-76359-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 103,99 €
price for Spain (gross)
  • ISBN 978-3-030-76358-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Modelling Trends and Cycles in Economic Time Series
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2021
Publisher
Palgrave Macmillan
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-76359-6
DOI
10.1007/978-3-030-76359-6
Hardcover ISBN
978-3-030-76358-9
Series ISSN
2662-6594
Edition Number
2
Number of Pages
XI, 214
Number of Illustrations
1 b/w illustrations, 49 illustrations in colour
Topics