Band Pass Filter Computer Code

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 files ZIP file
Matlab: matlab.exe ZIP file bpass.m ZIP file
Gauss: gauss.exe ZIP file bpass.g ZIP file
E-Views: eviews.exe ZIP file bpass.prg ZIP file
Stata: stata.exe ZIP file ZIP file
RATS: rats.exe ZIP file bpass.src ZIP file
Also available: general Matlab codetext file that contains all filters discussed in the "The Band Pass Filter."