Economica

This is a collection of function that may be useful for common tasks in macrorconomic analysis. Some of the included funcitons are: an interface to ARIMA-X13 binary, functions to estiamte VAR and identify SVAR.

HPFilter

Updated implementation of the Hodrick-Prescott filter in Mathematica - based on original code by Johannes Ludsteck, code improvements by Ekkehart Schlicht. Updated for version 9+ compatibility and one-sided implementation by Luci Ellis