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HPEXCEL: Excel module for computation of Hodrick-Prescott filtered time series

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Yvan Lengwiler () (University of Basel)

Additional information is available for the following registered author(s):

Abstract

This is a small Excel add-in that allows you to easily compute HP-detrended time series.

Download Info
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File URL: http://www.unibas.ch/wwz/witheo/yvan/software/HP.zip
File Format: application/zip
File Function: program code
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number X0305031.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
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Programming language:
Requires: Microsoft Excel
Date of creation: 03 May 2003
Date of revision:
Handle: RePEc:boc:bocode:x0305031

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: Hodrick-Prescott; filter; time series;

Statistics
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This page was last updated on 2009-11-8.

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