HP-Filter code (Perl)
AbstractThis 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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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 98.
Programming language: Perl
Date of creation: 2005
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.
- Hodrick–Prescott filter in Wikipedia (English)
- List of examples of Stigler's law in Wikipedia (English)
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
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