GAUSS program for Hodrick-Prescott filter
This program is relatively fast if you're filtering many time series. You call the procedureby the command hp1(dat) where dat is your data. Remember to take logs and to specify the smoothing parameter in the program itself.
|Date of creation:|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 442, St. Louis, MO 63166|
Web page: http://dge.repec.org/
More information through EDIRC
This item is featured on the following reading lists or Wikipedia pages:
- List of examples of Stigler's law in Wikipedia English ne '')
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:101. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann)
If references are entirely missing, you can add them using this form.