Code and data files for "Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter"

Yves Schueler
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Yves Schueler: Deutsche Bundesbank
Authors registered in the RePEc Author Service: Yves Stephan Schüler

Computer Codes from Review of Economic Dynamics

Abstract: Code and data to replicate the results of the article.

Language: Matlab
Date: 2024
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https://red-files-public.s3.amazonaws.com/codes/23/23-94/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/23/23-94/replication_folder.zip
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Related works:
Journal Article: Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter (2024)
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