CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: This implements a generalized version of the Baxter-King bandpass filter developed by Christiano and Fitzgerald(2003), "The Band Pass Filter", International Economic Review, vol. 44, no. 2, 435-465.

Language: RATS
Requires: RATS 6.10
Keywords: Detrending; filtering; Christiano-Fitzgerald filter (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

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

Related works:
Journal Article: The Band Pass Filter (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00034

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