[R] Code for Hodrick-Prescott Filter

Nick Davis Nick.Davis at treasury.govt.nz
Wed Dec 5 22:14:49 CET 2001

Has anyone written any code for the Hodrick-Prescott filter?  I have a some
uncompiled FORTRAN code from Ed Prescott but I'd like to save myself some
programming time if possible.  Thanks for your help.
Nick Davis
Crown Financial Policy
Asset and Liability Management Branch
The New Zealand Treasury

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