Many people have downloaded my Hodrick Prescott Add-In.
In my opinion is the Hodrick Prescott filter not the best solution.
With my new Add-In you have the choice in selecting
one of the most popular time series filters:
Hodrick Prescott Filter
Baxter King Filter
symmetric Bandpass-Filter with fixed length
This program is not only an Excel Add-In. Only the form
is written in VBA. The main functions are in a DLL. I also included
a C-Header file. This Dll lets you add the time series filters package
to your programs quickly and easily.
The time-series filters package 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 an email.