Modelling trends and cycles in economic time series

DOI10.1007/978-3-030-76359-6zbMATH Open1485.91004OpenAlexW1490362384MaRDI QIDQ2136267FDOQ2136267

Authors: Terence C. Mills 

Publication date: 10 May 2022

Published in: Palgrave Texts in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76359-6

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (9)

• Challenges of trending time series econometrics
• An I(\(d\)) model with trend and cycles
• A time series model with deterministic trend for an economic rising variable
• Title not available (Why is that?)
• Peaks, gaps, and time‐reversibility of economic time series
• Trend estimation and de-trending
• Modifications of the Samuelson economic cycle model
• CYCLICAL TRENDS IN CONTINUOUS TIME MODELS
• Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

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