hp-filter
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This repository contains a research paper I completed for my Time Series Econometrics class.
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Jun 18, 2023 - Stata
This project uses large Canadian monthly macro data to examine COVID-19 shocks on the GDP of various sectors in the economy from January 1981 to some of Q4 2021. It visualizes trends, calculates the annualize and year-over-year growth rates, and comments on the impact of COVID-19.
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May 26, 2021
Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)
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Nov 5, 2021 - R
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