neverhpfilter
An Alternative to the Hodrick-Prescott Filter
v0.5-0
·
Aug 21, 2025
·
GPL-3
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>.
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