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  1. FinancialCycle FinancialCycle Public

    Power Cohesion and financial cycle code

    MATLAB 1 2

  2. FinancialCycleData FinancialCycleData Public

    Financial cycle indicator (real time, for 42 countries)

    1

  3. GeopoliticalRiskPerceptions GeopoliticalRiskPerceptions Public

  4. Hamilton-filter-and-Hodrick-Prescott-filter Hamilton-filter-and-Hodrick-Prescott-filter Public

    Matlab code to reproduce results in paper: "Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter"

    1