COULIARI: Stata module to implement Corbae-Ouliaris frequency domain filter to time series data

Jorge Pérez Pérez

Statistical Software Components from Boston College Department of Economics

Abstract: couliari implements the frequency domain filter (or ideal band pass filter) proposed by Corbae, Ouliaris and Phillips (2002) and Corbae and Ouiliaris (2006) to extract cycles from potentially nonstationary data.

Language: Stata
Requires: Stata version 9.2
Keywords: time series filter; ideal band pass filter; cycles; trends (search for similar items in EconPapers)
Date: 2011-01-06
Note: This module should be installed from within Stata by typing "ssc install couliari". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/couliari.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/couliari.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457218

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