This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

GAUSS code for the HP-filter reformulated as a constrained minimization problem

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Albert Marcet (Universitat Pompeu Fabra)
Morten Ravn (European University Institute)

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

Abstract

This program computes the alternative version of the HP-filter proposed in 'The HP-filter in Cross-Country Comparisons'. The idea is to formulate the filter as a constrained minimization prblem and then impose the same constraint across countries. It could be used for the same purpose comparing different time periods as well. The Gauss programs should be relatively self-explanatory

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://dge.repec.org/codes/ravn/hpammr.prg
File Format: application/x-gauss
File Function: program code
Download Restriction: none

Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 103.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Size:
Programming language: GAUSS
Requires:
Date of creation: Sep 2001
Date of revision:
Handle: RePEc:dge:qmrbcd:103

Contact details of provider:
Postal: 341 Mansfield Road/U-63, Storrs, Connecticut 06269-1063
Phone: (860) 486-4889
Fax: (860) 486-4463
Web page: http://dge.repec.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christian Zimmermann).

Related research
Keywords:

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. David K. Backus & Patrick J. Kehoe, 1992. "International Evidence on the Historical Properties of Business Cycles," Working Papers 92-5, New York University, Leonard N. Stern School of Business, Department of Economics.
    Other versions:
  2. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November. [Downloadable!] (restricted)
    Other versions:
  3. Steve Ambler & Emanuela Cardia & Christian Zimmermann, 1999. "International Business Cycles: What are the Facts?," Cahiers de recherche CREFE / CREFE Working Papers 90, CREFE, Université du Québec à Montréal. [Downloadable!]
    Other versions:
  4. Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1992. "International Real Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 745-75, August. [Downloadable!] (restricted)
    Other versions:
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Kevin Ross & Angel J. Ubide, 2001. "Mind the Gap: What is the Best Measure of Slack in the Euro Area?," IMF Working Papers 01/203, International Monetary Fund.
  2. Roberta Zizza, 2006. "A measure of output gap for Italy through structural time series models," Journal of Applied Statistics, Taylor and Francis Journals, vol. 33(5), pages 481-496, June. [Downloadable!] (restricted)
  3. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 04/136, International Monetary Fund. [Downloadable!]
  4. Rafael Doménech & Víctor Gómez, 2005. "Ciclo económico y desempleo estructural en la economía española," Investigaciones Economicas, Fundación SEPI, vol. 29(2), pages 259-288, May. [Downloadable!]
  5. Pablo García S. & Rodrigo Valdés P, 2003. "Dinero e Inflación en el Marco de Metas de Inflación," Working Papers Central Bank of Chile 198, Central Bank of Chile. [Downloadable!]
Statistics
Access and download statistics

Did you know? Over 75% of the top 1000 economists are registered on RePEc.

This page was last updated on 2008-4-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.