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FORTRAN code for the Hodrick-Prescott filter

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Author Info

  • Edward C. Prescott

    (Department of Economics, University of Minnesota)

Abstract

FORTRAN code for the Hodrick-Prescott filter

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File URL: http://dge.repec.org/codes/prescott/hpfilter.for
File Function: program code
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Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 3.

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Programming language: FORTRAN
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Date of creation: 1982
Date of revision:
Handle: RePEc:dge:qmrbcd:3

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Lists

This item is featured on the following reading lists or Wikipedia pages:
  1. Hodrick–Prescott filter in Wikipedia (English)
  2. List of examples of Stigler's law in Wikipedia (English)
  3. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)

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