Modelling Trends and Cycles in Economic Time Series

Modelling Trends and Cycles in Economic Time Series

by Terence C. Mills
5/5

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 techniq.

First published
2021
Publishers
Springer International Publishing AG
Subjects
Economics

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