HP-filter for Java
AbstractJava implementation of the Hodrick-Prescott filter
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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 168.
Programming language: java
Date of creation: 2004
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.
- List of examples of Stigler's law in Wikipedia (English)
- Hodrick–Prescott filter in Wikipedia (English)
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
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