NDLI: Modelling trends and cycles in economic time series: historical perspective and future developments

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Modelling trends and cycles in economic time series: historical perspective and future developments

Content Provider	Springer Nature Link
Author	Mills, Terence C.
Copyright Year	2008
Abstract	This paper provides a retrospective on the modelling of trends and cycles in economic time series and considers where the research agenda currently stands and where future developments might lie. A brief survey of the early empirical research on trends and cycles is first provided before attention is focused on four papers published in 1961—our ‘annus mirabilis’ of trend and cycle modelling—which we argue have been ‘prime movers’ in various aspects of research in this area. The links from these papers to current research issues are then teased out before the likely future directions of research in both theoretical and applied aspects of the modelling of trends and cycles are considered.
Starting Page	221
Ending Page	244
Page Count	24
File Format	PDF
ISSN	18632505
Journal	Cliometrica
Volume Number	3
Issue Number	3
e-ISSN	18632513
Language	English
Publisher	Springer-Verlag
Publisher Date	2008-11-12
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Cycles Decompositions Time series Trends Methodology and the History of Economic Thought Econometrics History Economic Theory
Content Type	Text
Resource Type	Article
Subject	History Economics and Econometrics

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