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<TITLE>[R] Code for Hodrick-Prescott Filter</TITLE>
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<P><FONT SIZE=2>Has anyone written any code for the Hodrick-Prescott filter? I have a some uncompiled FORTRAN code from Ed Prescott but I'd like to save myself some programming time if possible. Thanks for your help.</FONT></P>
<P><FONT SIZE=2> </FONT>
<BR><FONT SIZE=2>Nick Davis</FONT>
<BR><FONT SIZE=2>Crown Financial Policy</FONT>
<BR><FONT SIZE=2>Asset and Liability Management Branch</FONT>
<BR><FONT SIZE=2>The New Zealand Treasury</FONT>
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<P><FONT SIZE=2>Direct: +64-4-471-5924</FONT>
<BR><FONT SIZE=2>Fax: +64-4-499-0143</FONT>
<BR><FONT SIZE=2>Email: <A HREF="mailto:nick.davis@treasury.govt.nz">mailto:nick.davis@treasury.govt.nz</A> </FONT>
<BR><FONT SIZE=2>Web: www.treasury.govt.nz</FONT>
<BR><FONT SIZE=2>Research: www.treasury.govt.nz/workingpapers</FONT>
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