Extracting Business Cycles and Calculating Cross-correlations in R

Comparing log and level U.S. real GDP time series; extracting the cyclical component of the series using the Hodrick-Prescott Filter; Visualizing "lag" and "lead" variables; calculating cross-correlations between U.S. and Mexican GDP with 4-quarter lags and leads. Data and more information available at https://github.com/hegerty/ECON343/