Intuitive Mathematical Economics Series. Linear Algebra Techniques to Measure Business Cycles
Leandro Nallar and
Sergio A. Pernice
No 802, CEMA Working Papers: Serie Documentos de Trabajo. from Universidad del CEMA
Linear algebra is without a doubt a fundamental tool to deal with empirical economic problems. The goal of this paper is to use some of these techniques to treat business cycles. To do that, we present the classic ordinary least square approach to estime the coefficients of a detrended time series in addition to the matrix form of the Hodrick-Prescott (HP) Filter. This is a paper is part of “Intuitive Mathematical Economic Series".
Keywords: Linear Algebra; business cycles; trend. (search for similar items in EconPapers)
Pages: 16 pages
New Economics Papers: this item is included in nep-isf and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:cem:doctra:802
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