>> jakub.ryšánek(‘homepage’)
Personal:
  Curriculum Vitae (as of 12/2012)
Some econometrics:
  Hodrick-Prescott filter
(intro + online application)
  MATLAB bootstrapping routines
for vector autoregressions
(supplement to my Master’s
thesis, in Czech only)
Links:
  Czech National Bank
  University of Economics, Prague
People:
  Hyeongwoo Kim

Hodrick-Prescott Filter
Intro | Problem formulation | Algorithm | Example | Online application

Here you can try out the HP filter yourself. Just fill in the form below and hit the COMPUTE button...


  • To use random data, leave the entry fields blank
  • Page Example contains a link to Czech GDP data - data.txt. Its contents can be filled in here...
  • To HP filter user supplied data, use semicolon [;] as a data delimiter and the dot [.] decimal separator ...(Example: 34;52;34;56.4;23.4)










mouseclick