Part XVII. Business cycle tools

Table of Contents

agf — autocovariance generating function
banerji — performs banerji test to evaluate the leading profile of a series against another one
bkfilter — Baxter-King filter
brybos — Bry-Boshan turning points datation
cffilter — Christiano-Fitzgrald filter
define_recession — define the location of peaks and troughs
hpfilter — Hodrick Prescott filter
hpofilter — Hodrick Prescott one-sided filter
spectral — non parametric spectral analysis of time series
specvarma — compute parametric spectral analysis of time series