HP-Filter code (Perl)

Christian Zimmermann ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This code is for a perl function that takes an array with the penalty parameter (position 0) and the data. Returns the trend in an array.

Language: Perl
Date: 2005
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Downloads: (external link)
http://dge.repec.org/codes/zimmermann/hpfilter.pl program code (application/x-perl)
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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:98

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