Modelling Trends and Cycles in Economic Time Series

Specificaties
Paperback, blz. | Engels
Springer International Publishing | 2e druk, 2022
ISBN13: 9783030763619
Rubricering
Juridisch :
Springer International Publishing 2e druk, 2022 9783030763619
Onderdeel van serie Palgrave Texts in Econometrics
€ 135,19
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Samenvatting

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.

Specificaties

ISBN13:9783030763619
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Druk:2

Inhoudsopgave

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.

Net verschenen

€ 135,19
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Rubrieken

    Personen

      Trefwoorden

        Modelling Trends and Cycles in Economic Time Series