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BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data


  • Christopher F Baum

    () (Boston College)

  • Martha Lopez

    () (Boston College)


butterworth filters one or more time series using the Butterworth square-wave highpass filter described in Pollock (J. Econometrics, 2000). It has somewhat similar behavior to the Hodrick-Prescott filter (see hprescott) but is more tunable.

Suggested Citation

  • Christopher F Baum & Martha Lopez, 2006. "BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data," Statistical Software Components S456743, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s456743
    Note: This module should be installed from within Stata by typing "ssc install butterworth". Windows users should not attempt to download these files with a web browser.

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