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 get to the exe files.


 

Matlab code: MATLAB.exe
(download zip file)
bpass.m
(download zip file)

 

Gauss code: GAUSS.exe
(download zip file)
bpass.g
(download zip file)

 

E-Views code: EVIEWS.exe
(download zip file)
bpass.prg
(download zip file)

 

Stata code: STATA.exe
(download zip file)
bpass.do
(download zip file)

 

RATS code: RATS.exe
(download zip file)
bpass.src
(download zip file)

ZIP file (all files)


More general Matlab code that contains all filters discussed in the "The Band Pass Filter," is also available.