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HP-Filter code (Perl)

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Author Info

  • Christian Zimmermann

    (University of Connecticut)

Abstract

This code is for a perl function that takes an array with the penalty parameter (position 0) and the data. Returns the trend in an array.

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File URL: http://dge.repec.org/codes/zimmermann/hpfilter.pl
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 98.

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Programming language: Perl
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Date of creation: 2005
Date of revision:
Handle: RePEc:dge:qmrbcd:98

Contact details of provider:
Postal: P.O. Box 442, St. Louis, MO 63166
Fax: (314)444-8753
Web page: http://dge.repec.org/
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This item is featured on the following reading lists or Wikipedia pages:
  1. List of examples of Stigler's law in Wikipedia English ne '')
  2. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)

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