Alternate GAUSS program for the Hodrick-Prescott Filter
Morten Ravn ()
QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles
There is an alternative version here where you call it as hpnew(dat,lambda) where dat is your data series and lambda is the value of the smoothing parameter.
References: Add references at CitEc
Citations Track citations by RSS feed
Downloads: (external link)
http://dge.repec.org/codes/ravn/hpnew.prg program code (application/x-gauss)
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:dge:qmrbcd:102
Access Statistics for this software item
More software in QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles Contact information at EDIRC.
Series data maintained by Christian Zimmermann ().