GAUSS code for the Hodrick-Prescott filter

Ken Matheny, Simon van Norden () and Robert John Vigfusson ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: GAUSS code for the Hodrick-Prescott filter

Language: GAUSS
Date: Written 1989-12

Downloads: (external link)
http://dge.repec.org/codes/vannorden/hpfilter.prg program code (application/x-gauss)
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Related works:
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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