HPFILTER: Stata module to compute one-sided Hodrick-Prescott filter
This package provides extended functionalities for extracting the trend and cyclical components from time series using the Hodrick-Prescott filter. It implements the popular two-sided version as well as the one-sided version of the HP filter described in Stock and Watson (1999). The package is also able to find the optimal smoothing parameter for each series as the ratio of the variance of innovations to the series and the variance of innovations to the trend, as originally proposed by Hodrick and Prescott (1997).
Install within Stata by typing "ssc install hpfilter"

Metrics
Metrics is python library that provides estimation and simulation tools for time-series econometrics models, such as Vector Auto-Regressions, Local Projections, Factor models, etc.

Replications of famous papers in economics
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