Center for Quantitative Economic Research
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|
|Also available: general Matlab code that contains all filters discussed in the "The Band Pass Filter."|