The following files contain computer code for the recommended filter approximation discussed in "The Band Pass Filter," NBER Working Paper 7257, July 1999, by Lawrence J. Christiano and Terry J. Fitzgerald.

The .exe files below are self-extracting and contain several components when expanded: filter code, sample data, results, and a demo program (if applicable). The bpass files contain only filter code. Note that all .exe files are packaged as .zip files. Unzip them to access the .exe files.

Consolidated Band Pass Filter files ZIP archive
Matlab: matlab.exe ZIP archive bpass.m ZIP archive
Gauss: gauss.exe ZIP archive bpass.g ZIP archive
E-Views: eviews.exe ZIP archive bpass.prg ZIP archive
Stata: stata.exe ZIP archive ZIP archive
RATS: rats.exe ZIP archive bpass.src ZIP archive
Also available: general Matlab codetext file that contains all filters discussed in the "The Band Pass Filter."