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

Cliometrica, 2009-10, Vol.3 (3), p.221-244 [Peer Reviewed Journal]

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Title:
Modelling trends and cycles in economic time series: historical perspective and future developments
Author: Mills, Terence C.
Subjects: Econometrics ; Economic models ; Economic Theory/Quantitative Economics/Mathematical Methods ; Economics ; Economics and Finance ; Finance ; History ; History of Economic Thought/Methodology ; Insurance ; Management ; Original Paper ; Statistics for Business ; Studies ; Time series ; Trends
Is Part Of: Cliometrica, 2009-10, Vol.3 (3), p.221-244
Description: 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.
Publisher: Berlin/Heidelberg: Springer-Verlag
Language: English
Identifier: ISSN: 1863-2505
EISSN: 1863-2513
DOI: 10.1007/s11698-008-0031-y
Source: ProQuest Central

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