1. A Microsoft Excel Add-in that computes the Hodrick-Prescott filter. HP.xla
When you open the file HP.xla, the program will add a menu item named "H-P Filter." Choosing "HP Filter" from the menu will pop up a dialog which runs the filter. When you close Excel the ad-in closes, removing the menu from your installation of Excel. This version works up to Excel 2003. An update for more recent versions of Excel is coming soon.
2. A MATLAB function that connects to the St. Louis Federal Reserve's FRED® database to retrieve data. I've been using it to automate updating figures and tables to include the most current data.
3. A MATLAB function that connects to the World Bank's databases and retrieves data. Also useful for updating figures and self documenting data appendices.
Databases currently supported: (more about the databases)
World Development Indicators
Worldwide Governance Indicators
Global Development Finance
Africa Development Indicators
Global Economic Monitor
Health, Nutrition, and Population Statistics
International Development Association - Results Measurement System
Millennium Development Goals
Public Sector Debt
Global Economic Monitor Commodities (GEM)