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BKFILTER: RATS procedure to implement band pass filter using Baxter-King method

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  • Tom Doan

    () (Estima)

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Abstract

Implements a band pass filter on a series using the methods of Baxter and King (1999) "Measuring business cycles: Approximate band-pass filters for economic time series", Review of Economics and Statistics, vol 81, no. 4, 575-593.

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File URL: http://www.estima.com/procs_perl/bkfilter.src
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00026.

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Programming language: RATS
Requires: RATS 6.00
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Handle: RePEc:boc:bocode:rts00026

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Related research

Keywords: Detrending; Baxter-King filter;

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