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feat: add HP filter, cross-correlation and autocorrelation utilities#140

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SGHoekstra wants to merge 3 commits intobancaditalia:mainfrom
SGHoekstra:feat/correlation-utils
Open

feat: add HP filter, cross-correlation and autocorrelation utilities#140
SGHoekstra wants to merge 3 commits intobancaditalia:mainfrom
SGHoekstra:feat/correlation-utils

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Summary

Adds business cycle analysis utilities and a single-country example script.

  • src/utils/correlation_utils.jl — HP filter, cross-correlation, autocorrelation, and simulation batch processing
  • examples/analysis/figs/crosscorrelations.jl — plots cross-correlations and autocorrelations for a single country and model variant

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