Alternate GAUSS program for the Hodrick-Prescott Filter
Morten Overgaard 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.
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http://dge.repec.org/codes/ravn/hpnew.prg program code (application/x-gauss)
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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Persistent link: http://EconPapers.repec.org/RePEc:dge:qmrbcd:102
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