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.  

getFredData.m  (the function)
testFred.m (calls getFredData and plots the results)
series id may be found at the FRED website 

This product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis. The terms of use can be found here.

 

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.

getWbData.m (the function)
testWb.m (calls getWbData and plots results)
getWbIndicatorCodes.m (retrieves a list of indicator codes)
getWbCountryCodes.m (retrieves country and country-aggregate codes)

Databases currently supported: (more about the databases)

Doing Business  
World Development Indicators
Worldwide Governance Indicators
Global Development Finance
Africa Development Indicators
Education Statistics
Enterprise Surveys
Gender Statistics
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)