neverhpfilter (Q124694)
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An Alternative to the Hodrick-Prescott Filter
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | neverhpfilter |
An Alternative to the Hodrick-Prescott Filter |
Statements
21 August 2025
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In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.
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