Long Term Trends and Business Cycles (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
1264
Utgivningsdatum
2002-06-01
Förlag
Edward Elgar Publishing Ltd
Illustrationer
fig.tabs.
Antal komponenter
2
Komponenter
2 Hardbacks
ISBN
9781840647860
Long Term Trends and Business Cycles (inbunden)

Long Term Trends and Business Cycles

Inbunden Engelska, 2002-06-01
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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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`Understanding business cycle fluctuations in market economies has long been a central concern of economics. The study of long term trends and business cycles and the extent to which they can be usefully separated has absorbed the energies of our best statisticians, econometricians and economists for at least the last 100 years. The readings in these two volumes provide an excellent map to explore a field that continues to expand rapidly. It covers the early largely statistical approaches, through to the Cowles Commission and NBER approaches and on to the real business cycle literature of the last 15 years. An essential reference for any serious student of macroeconomics.' -- Sean Holly, University of Cambridge, UK

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Edited by Terence C. Mills, Professor of Applied Statistics and Econometrics, Loughborough University, UK

Innehållsförteckning

Contents: Volume I Acknowledgements Introduction Terence C. Mills PART I FIRST ATTEMPTS AT MEASURING BUSINESS CYCLES 1. Joseph Kitchin (1923), `Cycles and Trends in Economic Factors' 2. Edwin Frickey (1934), `The Problem of Secular Trend' 3. Joseph A. Schumpeter (1935), `The Analysis of Economic Change' PART II TRADITIONAL BUSINESS CYCLE THEORIES 4. Paul A. Samuelson (1939), `Interactions Between the Multiplier Analysis and the Principle of Acceleration' 5. Nicholas Kaldor (1940), `A Model of the Trade Cycle' 6. Lloyd A. Metzler (1941), `The Nature and Stability of Inventory Cycles' PART III SCEPTICAL VIEWS ABOUT BUSINESS CYCLES AND EARLY EMPIRICAL METHODS 7. Irving Fisher (1925), `Our Unstable Dollar and the So-called Business Cycle' 8. Simon Kuznets (1929), `Random Events and Cyclical Oscillations' 9. J.M. Keynes (1939), `Professor Tinbergen's Method' 10. Jan Tinbergen (1940), `On a Method of Statistical Business-Cycle Research. A Reply' 11. J. Tinbergen (1942), `Critical Remarks on Some Business-cycle Theories' 12. Trygve Haavelmo (1943), `Statistical Testing of Business-cycle Theories' PART IV MEASUREMENT WITHOUT THEORY DEBATE 13. Tjalling C. Koopmans (1947), `Measurement Without Theory' 14. Edward Ames (1948), `A Theoretical and Statistical Dilemma - The Contribution of Burns, Mitchell, and Frickey to Business-cycle Theory' 15. Rutledge Vining and Tjalling C. Koopmans (1949), `Methodological Issues in Quantitative Economics' 16. Milton Friedman (1950), `Wesley C. Mitchell as an Economic Theorist' PART V INTERACTIONS BETWEEN TRENDS AND CYCLES 17. Nicholas Kaldor (1954), `The Relation of Economic Growth and Cyclical Fluctuations' 18. B. Higgins (1955), `Interactions of Cycles and Trends' PART VI MODERN BUSINESS CYCLE THEORIES 19. Victor Zarnowitz (1985), `Recent Work on Business Cycles in Historical Perspective: A Review of Theories and Evidence' 20. William D. Nordhaus (1975), `The Political Business Cycle' 21. Robert E. Lucas, Jr. (1975), `An Equilibrium Model of the Business Cycle' 22. Finn E. Kydland and Edward C. Prescott (1982), `Time to Build and Aggregate Fluctuations' 23. John B. Long, Jr. and Charles I. Plosser (1983), `Real Business Cycles' 24. Michael Wickens (1995), `Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics' 25. Francis X. Diebold and Glenn D. Rudebusch (1996), `Measuring Business Cycles: A Modern Perspective' 26. Jeffrey A. Miron and J. Joseph Beaulieu (1996), `What Have Macroeconomists Learned About Business Cycles from the Study of Seasonal Cycles?' PART VII NONLINEAR AND DURATION MODELS OF THE BUSINESS CYCLE 27. Hal R. Varian (1979), `Catastrophe Theory and the Business Cycle' 28. James H. Stock (1987), `Measuring Business Cycle Time' 29. Salih N. Neftci (1984), `Are Economic Time Series Asymmetric over the Business Cycle?' 30. William A. Brock and Chera L. Sayers (1988), `Is the Business Cycle Characterized by Deterministic Chaos?' 31. Francis X. Diebold and Glenn D. Rudebusch (1990), `A Nonparametric Investigation of Duration Dependence in the American Business Cycle' Name Index Volume II Acknowledgements An introduction by the editor to both volumes appears in Volume I PART I DATING BUSINESS CYCLE TURNING POINTS 1. George W. Cloos (1963), `How Good Are the National Bureau's Reference Dates?' 2. Victor Zarnowitz (1963), `On the Dating of Business Cycles' 3. Michael D. Boldin (1994), `Dating Turning Points in the Business Cycle' 4. Michael J. Artis, Zenon G. Kontolemis and Denise R. Osborn (1997), `Business Cycles for G7 and European Countries' PART II MODELLING TRENDS AND CYCLES IN ECONOMIC TIME SERIES 5. L.R. Klein and R.F. Kosobud (1961), `Some Econometrics of Growth: Great Ratios of Economics' 6. Stephen Beveridge and Charles R. Nelson (1981), `A New Approach to Decomposition of Economic Time Series Into Permanent and Transitory Components with Particular Attention to Measurement of the "Business Cycle"' 7. Charles R. Nelson and Charles I. Plosse