Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics) - Hardcover

Mills, Terence C.

Hardcover

ISBN 10: 3030763587 ISBN 13: 9783030763589

Publisher: Palgrave Macmillan, 2021

Synopsis

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 this title

About the Author

​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.

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2021
• Language: English
• ISBN 10: 3030763587
• ISBN 13: 9783030763589
• Binding: Hardcover
• Edition number: 2
• Number of pages: 225