Matlab implementation of commonly used filters
Matlab codes that implement commonly used filters in macroeconomics. We consider Baxter-King filter, Christiano-Fitzgerald filter, as well as standard and optimal finite sample approximation of Hodrick-Prescott and Butterworth filters.
|Date of creation:||26 Jul 2005|
|Date of revision:|
|Note:||Type of Document - zip|
|Contact details of provider:|| Web page: http://econwpa.repec.org|
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