BPASS: Stata module to compute band pass filter for time series data

Eduard Pelz ()

Statistical Software Components from Boston College Department of Economics

Abstract: bpass filters time series data using an approximation to the band pass filter as discussed in the paper "The Band Pass Filter" by Lawrence J. Christiano and Terry J. Fitzgerald (1999).

Language: Stata
Requires: Stata version 6.0
Keywords: time series; filtering; frequencies; cycles (search for similar items in EconPapers)
Date: 2001-10-12
Note: This module may be installed from within Stata by typing "ssc install bpass". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/bpass.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bpass.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s421001

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