Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/248616 
Year of Publication: 
2021
Series/Report no.: 
Serie Documentos de Trabajo No. 802
Publisher: 
Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA), Buenos Aires
Abstract: 
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".
Subjects: 
Linear Algebra
business cycles
trend
Document Type: 
Working Paper

Files in This Item:
File
Size
425.42 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.