MATLAB code for the Hodrick-Prescott filter

Ivailo Izvorski
Additional contact information
Ivailo Izvorski: Department of Economics, Yale University

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: MATLAB code for the Hodrick-Prescott filter

Language: MATLAB

Downloads: (external link)
http://dge.repec.org/codes/izvorski/hpfilter.m program code (application/x-matlab)
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Related works:
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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