Center for Quantitative Economic Research

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Band Pass Filter

The following files contain computer code for the recommended filter approximation discussed in "The Band Pass Filter," NBER Working Paper 7257, July 1999, by Lawrence J. Christiano and Terry J. Fitzgerald.

The .exe files below are self-extracting and contain several components when expanded: filter code, sample data, results, and a demo program (if applicable). The bpass files contain only filter code. Note that all .exe files are packaged as .zip files. Unzip them to access the .exe files.

Consolidated Band Pass Filter filesZIP file
Matlab: matlab.exeZIP file bpass.mZIP file
Gauss: gauss.exeZIP file bpass.gZIP file
E-Views: eviews.exeZIP file bpass.prgZIP file
Stata: stata.exeZIP file bpass.doZIP file
RATS: rats.exeZIP file bpass.srcZIP file
Also available: general Matlab codetext file that contains all filters discussed in the "The Band Pass Filter."