Alternate GAUSS program for the Hodrick-Prescott Filter

Morten Overgaard Ravn ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: 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.

Language: GAUSS
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)
none

Related works:
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) HTML/Text

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 ().