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HP-filter for Java

Kurt Annen ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: Java implementation of the Hodrick-Prescott filter

Language: java
Date: 2004

Downloads: (external link)
http://dge.repec.org/codes/annen/hp.java program code (application/x-java)
none

Related works:
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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Persistent link: http://EconPapers.repec.org/RePEc:dge:qmrbcd:168

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