Do We Know a Trend is a Trend?

As the U.S. economy goes into a downturn, we are going to be reminded that extrapolating trends is a hazardous enterprise. For instance, linear extrapolation of tax receipts (expressed as a share of GDP) is probably something that one should be wary of doing. And yet, as shown in some comments on previous posts (see here and here), there seems to be too much belief in what ocular regressions can tell one.

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