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Introduction to the Univariate Analysis of Trends in Economic Time Series

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  • Silva Lopes, Artur

Abstract

This book provides a comprehensive and systematic review of most of the literature on the univariate analysis of trends in economic time series. It also provides original insights and criticisms on some of the topics that are addressed. Its chapter structure is as follows. 1 Introduction (preliminary issues). 2 Historical perspective. 3 Modeling the trend. 4 Decomposition methods. 5 Testing for the presence of a trend. Annex: A brief introduction to filters.

Suggested Citation

  • Silva Lopes, Artur, 2025. "Introduction to the Univariate Analysis of Trends in Economic Time Series," EconStor Preprints 323383, ZBW - Leibniz Information Centre for Economics.
    • Handle: RePEc:zbw:esprep:323383
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    File URL: https://www.econstor.eu/bitstream/10419/323383/1/Univariate-Analysis-of-Trends-in-Economic-Time-Series.pdf
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    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence

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