HP-Filter Excel Add-In

Kurt Annen ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: Set of files to implement the Hodrick-Prescott filter in Excel

Date: 2006

Downloads: (external link)
http://dge.repec.org/codes/annen/HPFilter.xla program code (application/x-excel)
http://dge.repec.org/codes/annen/HPmod.bas program code (application/x-excel)
http://dge.repec.org/codes/annen/HP-Example.xls Example spreadsheet (application/x-excel)
none

Related works:
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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