The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. This book brings together recent research at the frontiers of the subject and analyzes the areas of time series analysis of most importance to applied economics. The author discusses three basic areas of time series analysis: univariate models, multivariate models, and nonlinear models. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and...

Forrest Capie is an eminent economic historian who has published extensively on a wide range of topics, with an emphasis on banking and monetary history, particularly in the nineteenth and twentieth centuries, but also in other areas such as tariffs and the interwar economy. He is also a former editor of the Economic History Review, one of the leading academic journals in this discipline. This book comprises a collection of papers by eminent scholars in the fields of historiography, banking, monetary economics both domestic and international, and tariff theory and policy, all areas to which...

In the memorable words of Ragnar Frisch, econometrics is 'a unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems'. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast-and still rapidly growing-body of literature. Following the positive reception of The Rise of Econometrics (2013) (978-0-415-61678-2), Routledge now announces a new collection from its Critical Concepts in Economics series. With a comprehensive introduction, newly written by the editor, which places the...