Matlab implementation of commonly used filters

Pawel Kowal ()

Computer Programs from EconWPA

Abstract: 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)
Date: 2005-07-26
Note: Type of Document - zip

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