Center for Quantitative Economic Research

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Research

Wu-Xia Shadow Federal Funds Rate (updated March 7, 2014)

GDP-Based Recession Indicator Index (updated February 7, 2014)

Real Time Analysis of the U.S. Business Cycle (updated November 8, 2012)

Computer code for recommended filter approximation discussed in "The Band Pass Filter," NBER Working Paper 7257 (updated February 3, 2010)