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FORTRAN code for the Hodrick-Prescott filter

Author

Listed:
  • Edward C. Prescott

    (Department of Economics, University of Minnesota)

Programming Language

FORTRAN

Abstract

FORTRAN code for the Hodrick-Prescott filter

Suggested Citation

  • Edward C. Prescott, 1982. "FORTRAN code for the Hodrick-Prescott filter," QM&RBC Codes 3, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:3
    as

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    File URL: https://dge.repec.org/codes/prescott/hpfilter.for
    File Function: program code
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    Keywords

    FORTRAN;

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