Modelling trends and cycles in economic time series
Historical perspective and future developments
Bibliographic Data
| ID | 21196014 |
|---|---|
| Authors | Terence C Mills (0000-0003-3757-9338, Loughborough University, corresponding author) |
| Year | 2009 |
| Volume | 3 |
| Issue | 3 |
| Pages | 221-244 |
| Publication date | 2009-10-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Cliometrica (JOURNAL) |
| Journal identifiers | ISSN: 1863-2505 • E-ISSN: 1863-2513 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s11698-008-0031-y |
| OpenAlex | W2033237380 |
| Language | EN |
| Citations received | 4 |
| References cited | 95 |
Econometrics · Economics · Political science · Positive economics · Regional science · Sociology · Complex Systems and Time Series Analysis · Computer Science · Market Dynamics and Volatility · Monetary Policy and Economic Impact
The History of Econometric Ideas
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Time Series Analysis by State Space Methods
Forecasting, Structural Time Series Models and the Kalman Filter
The Band Pass Filter
Postwar U.S. Business Cycles
Trends and random walks in macroeconmic time series
The Probability Approach in Econometrics
Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series
Output Fluctuations in the United States
Some properties of time series data and their use in econometric model specification
The Summation of Random Causes as the Source of Cyclic Processes
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
A New Approach to Linear Filtering and Prediction Problems
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Agricultural Economists in the Econometric Revolution
The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
Pitfalls in the Use of Time as an Explanatory Variable in Regression
Measurement Without Theory
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
Cycles and Trends in Economic Factors
Statistical Testing of Business-Cycle Theories
Koopmans on the Choice of Variables to be Studies and the Methods of Measurement
The Problem of Secular Trend
Measuring Business Cycles
The Early History of Empirical Studies of Consumer Behavior
Trend Growth in British Industrial Output, 1700–1913
Measuring Business Cycles
An Econometric Approach to Business Cycle Problems
Laws and Limits of Econometrics
The League of Nations Professor Tinbergen’s Method
British Exports and the Barometer--II
The Foundations of Econometric Analysis
Business Cycles in the United Kingdom, 1870-1914
An Econometric Approach to Business Cycle Problems
British Exports and the Barometer
| Unique citing works | 4 |
|---|---|
| Citations per year | 0,27 |
| Citation span | 2011 - 2017 (7) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 4 |