HP-Filter Excel Add-In
AbstractSet of files to implement the Hodrick-Prescott filter in Excel
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 165.
Date of creation: 2006
Date of revision:
Other versions of this item:
- Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
- Hodrick–Prescott filter in Wikipedia (English)
- List of examples of Stigler's law in Wikipedia (English)
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
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