Matlab implementation of commonly used filters
Pawel Kowal ()
Computer Programs from University Library of Munich, Germany
Abstract:
Matlab codes that implement commonly used filters in macroeconomics. We consider Baxter-King filter, Christiano-Fitzgerald filter, as well as standard and optimal finite sample approximation of Hodrick-Prescott and Butterworth filters.
Keywords: filters; Matlab (search for similar items in EconPapers)
JEL-codes: C22 E32 (search for similar items in EconPapers)
Date: 2005-07-26
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https://econwpa.ub.uni-muenchen.de/econ-wp/prog/papers/0507/0507001.zip (application/zip)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwppr:0507001
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