HPEXCEL: Excel module for computation of Hodrick-Prescott filtered time series

Yvan Lengwiler

Statistical Software Components from Boston College Department of Economics

Abstract: This is a small Excel add-in that allows you to easily compute HP-detrended time series.

Requires: Microsoft Excel
Keywords: Hodrick-Prescott; filter; time series (search for similar items in EconPapers)
Date: 2003-05-03
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:x0305031

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