Mathematica Notebook for the HP-Filter

William J. Polley ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This Mathematica Notebook takes as input a csv formatted spreadsheet file in which the data is in a column starting at cell A1 and HP-filters the data. Output is returned as a csv file.

Language: Mathematica
Date: 2006
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http://dge.repec.org/codes/polley/HP_filter.nb program code (application/x-mathematica)
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Persistent link: http://EconPapers.repec.org/RePEc:dge:qmrbcd:158

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