FORTRAN code for the Hodrick-Prescott filter

Edward Prescott

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: FORTRAN code for the Hodrick-Prescott filter

Language: FORTRAN
Date: 1982
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https://dge.repec.org/codes/prescott/hpfilter.for program code (application/x-fortran)
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Related works:
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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