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! ]

FORTRAN code for the Hodrick-Prescott filter

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Edward C. Prescott (Department of Economics, University of Minnesota)

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

Abstract

FORTRAN code for the Hodrick-Prescott filter

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/prescott/hpfilter.for
File Format: application/x-fortran
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 3.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Size:
Programming language: FORTRAN
Requires:
Date of creation: 1982
Date of revision:
Handle: RePEc:dge:qmrbcd:3

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:

This item is featured on the following reading lists:
  1. Top 1‰ items by number of citations
  2. Top 1‰ items by number of citations weighted by recursive impact factors
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.)
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.
Statistics
Access and download statistics

Did you know? All full texts are decentralized with the publishers, none reside on this server, thus making it possible to offer this service for free to all parties.

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.