One of the most popular techniques to identify the cycle of an economic time series is the filter of Baxter & King. This filter transforms the economic variable using a Fourier series methods. I created an Excel VBA program to replicate the results of this filter. With this macro we are going to be able to get the evolution of the cycle directly in excel without the necessity to use Rats or Eviews. The program is very similar to the method used in Rats. As an example, I used the US GDP to get what is the position in the cycle in 2015-Q5; it seems that until that date the GDP was still in a contractionary phase.
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