Introduction to the Univariate Analysis of Trends in Economic Time Series

Artur Silva Lopes ()

EconStor Preprints from ZBW - Leibniz Information Centre for Economics

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.

Keywords: trend; long-run; low-frequency; linear trend; nonlinear trend; decomposition of time series; filtering; detrending; business cycles (search for similar items in EconPapers)
JEL-codes: B23 C22 C51 C52 E32 O47 (search for similar items in EconPapers)
Date: 2025
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-his
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