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HPEXCEL: Excel module for computation of Hodrick-Prescott filtered time series


  • Yvan Lengwiler

    () (University of Basel)


This is a small Excel add-in that allows you to easily compute HP-detrended time series.

Suggested Citation

  • Yvan Lengwiler, 2003. "HPEXCEL: Excel module for computation of Hodrick-Prescott filtered time series," Statistical Software Components X0305031, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:x0305031

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    Hodrick-Prescott; filter; time series;


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