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Matlab implementation of commonly used filters
Pawel Kowal Computer Programs from EconWPA
Matlab codes that implement commonly used filters in macroeconomics. We consider Baxter-King filter, Christiano-Fitzgerald filter, as well as standard and optimal finite sample approximation of Hodrick-Prescott and Butterworth filters.
Keywords: filters; Matlab (search for similar items in EconPapers)
JEL-codes: C22 E32 (search for similar items in EconPapers)
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Downloads: (external link) http://188.8.131.52/eps/prog/papers/0507/0507001.zip (application/zip)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwppr:0507001
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