How do I calculate output gap using Hodrick-Prescott (HP) filter?

Pantaleo · Mar 17, 2007

How do I calculate output gap using Hodrick-Prescott (HP) filter?

Not sure if this can be done in this program but anyone with any idea how
his is done please help.
Thanks

MartinW · Mar 17, 2007

Hi Pantaleo,

Maybe this will help
http://www.web-reg.de/hp_addin.html#

HTH
Martin

Alan · Mar 17, 2007

http://www.web-reg.de/hp_addin.html

Regards,

Alan

How do I calculate output gap using Hodrick-Prescott (HP) filter?

Pantaleo

MartinW

Alan