Modelling Trends and Cycles in Economic Time Series

This book PDF is perfect for those who love Business & Economics genre, written by Terence C. Mills and published by Springer Nature which was released on 29 July 2021 with total hardcover pages 219. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Modelling Trends and Cycles in Economic Time Series books below.

Modelling Trends and Cycles in Economic Time Series

Author	: Terence C. Mills
File Size	: 40,9 Mb
Publisher	: Springer Nature
Language	: English
Release Date	: 29 July 2021
ISBN	: 9783030763596
Pages	: 219 pages

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Modelling Trends and Cycles in Economic Time Series by Terence C. Mills Book PDF Summary

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.

Modelling Trends and Cycles in Economic Time Series by Terence C. Mills

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

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This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term

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Long Term Trends and Business Cycles by Terence C. Mills

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