R code

• bsmAirline.zip
  • What: Basic Structural Model (the .zip contains an R script and a html page with code and comments).
  • Data: Airline time series.
• Example3.3.zip
  • What: Example 3.3 - Higher-order cycles of U.S. investments.
  • Data: U.S. macro time series (private investment, in particular).
• Example5.8.zip
  • What: Example 5.8 - Integrated random walk and stochastic cycle.
  • Data: U.S. GDP and industrial production index.
• Example7.2.zip
  • What: Example 7.2 - Business cycle indicator for the United States.
  • Data: U.S. Conference Board time series.
• RCaseStudy1.zip
  • What: Case Study 1 - Impact of the point system on motor vehicle injuries in Italy.
  • Data: Injuries in Italian car accidents.
• RCaseStudy2.zip
  • What: Case Study 2 - An example of benchmarking: building monthly GDP data.
  • Data: U.S. GDP and industrial production index.