neverhpfilter
From MaRDI portal
Neverhpfilter
Description
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>.
This page was built for software: neverhpfilter
