The Hodrick-Prescott Problem has a boundary value problem.
The band pass filter is another detrending method. Christiano
and Fitzgerald developed a generalised version of the Baxter King
band pass filter. In their manuscript they describe an algorithm to
approximate the ideal band pass filter.
This Add-In only contains the default filter recommended
in Christiano and Fitzgerald (2001).
The Bandpass Filter Add-In was written by Kurt Annen.
This program is freeware. But I would highly appreciate if you could
give me credit for my work by providing me with information about possible
open positions as an economist. My focus as an economist is on econometrics
and dynamic macroeconomics. If you like the program, please send me