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

Mills, Terence C. - In: Cliometrica : journal of historical economics and … 3 (2009) 3, pp. 221-244

Persistent link: https://www.econbiz.de/10003880885

Modelling trends and cycles in economic time series

Mills, Terence C. - 2003

Persistent link: https://www.econbiz.de/10001716818

Business cycle volatility and economic growth : a reassessment

Mills, Terence C. - In: Journal of post-Keynesian economics : JPKE 23 (2000) 1, pp. 107-116

Persistent link: https://www.econbiz.de/10001533435

Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history

Mills, Terence C. - In: The First World War and the international economy, (pp. 34-51). 2000

Persistent link: https://www.econbiz.de/10001519548

Business cycle asymmetries and non-linearities in UK macroeconomic time series

Mills, Terence C. - In: Ricerche economiche 49 (1995) 2, pp. 97-124

Persistent link: https://www.econbiz.de/10001185030

Trends, cycles and structural breaks

Mills, Terence C. - In: Handbook of research methods and applications in …, (pp. 45-60). 2013

Persistent link: https://www.econbiz.de/10010206852

Modelling trends and cycles in economic time series

Mills, Terence C. - 2021 - Second edition

1 Introduction -- 2 ‘Classical’ Techniques of Modelling Trends and Cycles -- 3 Stochastic Trends and Cycles -- 4 Filtering Economic Time Series -- 5 Nonlinear and Nonparametric Trend and Cycle Modelling -- 6 Multivariate Modelling of Trends and Cycles -- 7 Conclusions.

Persistent link: https://www.econbiz.de/10012596893

British economic fluctuations, 1851 - 1913 : a perspective based on growth theory

Crafts, Nicholas; Mills, Terence C. - 1990

Persistent link: https://www.econbiz.de/10000801974

Measuring the euro area output gap using multivariate unobserved components models containing phase shifts

Chen, Xiaoshan; Mills, Terence C. - 2009

Persistent link: https://www.econbiz.de/10003908606

Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts

Chen, Xiaoshan; Mills, Terence C. - In: Empirical economics : a journal of the Institute for … 43 (2012) 2, pp. 671-692

Persistent link: https://www.econbiz.de/10009630312