BKFILTER: RATS procedure to implement band pass filter using Baxter-King method

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Implements a band pass filter on a series using the methods of Baxter and King (1999) "Measuring business cycles: Approximate band-pass filters for economic time series", Review of Economics and Statistics, vol 81, no. 4, 575-593.

Language: RATS
Requires: RATS 6.00
Keywords: Detrending; Baxter-King filter (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/bkfilter.src (text/plain)

Related works:
Journal Article: Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00026

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