Search results for ""Author Terence C. Mills""

The behaviour of long term, secular trends and shorter run, business cycle, movements in economic data have long been a concern of economists, statisticians and econometricians. The isolation and interpretation of cyclical movements was the basis for early empirical work in economics, while the early dynamic models were constructed to reproduce cyclical fluctuations. The first econometric models analysed the cyclical path of economies, while focusing attention on the processes that generate trends in economic variables has led to the recent revolution in time series econometrics.Long Term Trends and Business Cycles brings together the key contributions in these various areas and comprises 54 papers published from 1923 to 1999. It will be of interest to economists and econometricians engaged in the analysis of macroeconomic time series.

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This authoritative and wide-ranging collection presents over fifty of the most important articles on forecasting - a technique that lies at the heart of economic policy and decision-making.This comprehensive two volume set presents the major papers in macroeconomic forecasting and policy making; time series forecasting; the econometrics of forecasting; forecast evaluation; forecasting with leading indicators; forecasting in finance and economic forecasting using surveys.

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The forecasting of financial markets has engaged the attention of market professionals and academic economists and statisticians for many years, and has also attracted the interest of numerous 'amateur' investors. This book brings together key papers in this wide field. After considering some of the earliest attempts at forecasting, it provides an insight into the theoretical underpinnings of the subject, investigates the random walk model, and examines various financial markets, volatility and density forecasting, the forecasting of extreme events, trading rules, technical analysis and high frequency data.

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