Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/323383 
Year of Publication: 
2025
Publisher: 
ZBW – Leibniz Information Centre for Economics, Kiel, Hamburg
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.
Subjects: 
trend
long-run
low-frequency
linear trend
nonlinear trend
decomposition of time series
filtering
detrending
business cycles
JEL: 
B23
C22
C51
C52
E32
O47
Document Type: 
Preprint

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