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GAUSS code for the Hodrick-Prescott filter

Author

Listed:
  • Ken Matheny
  • Simon van Norden
  • Robert Vigfusson

Programming Language

GAUSS

Abstract

GAUSS code for the Hodrick-Prescott filter

Suggested Citation

  • Ken Matheny & Simon van Norden & Robert Vigfusson, 1989. "GAUSS code for the Hodrick-Prescott filter," QM&RBC Codes 2, Quantitative Macroeconomics & Real Business Cycles, revised Apr 1995.
    • Handle: RePEc:dge:qmrbcd:2
    as

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    File URL: https://dge.repec.org/codes/vannorden/hpfilter.prg
    File Function: program code
    Download Restriction: none
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    Keywords

    GAUSS;

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