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Band-pass filter of King-Baxter type or Christiano?

https://estima.com/forum/viewtopic.php?t=603

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Band-pass filter of King-Baxter type or Christiano?

Posted: Tue Feb 16, 2010 9:55 pm
by ivory4
May I ask a question on behalf of someone else:
Does RATS have a program to compute bandpass filters proposed by Baxter & King (1999) REStat as well as Christiano & Fitzgerald (2003) Int Economic Review

Thanks

Re: Band-pass filter of King-Baxter type or Christiano?

Posted: Wed Feb 17, 2010 8:38 am
by TomDoan
BKFILTER.SRC for Baxter-King. http://www.estima.com/procs_perl/bkfilter.src
CFFILTER.SRC for Christiano-Fitzgerland http://www.estima.com/procs_perl/cffilter.src

Googling "Baxter-King RATS" or whatever-it-is RATS will generally find procedures and programs on our web site.
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