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:C22E32 (search for similar items in EconPapers) Date: 2005-07-26 Note: Type of Document - zip