neverhpfilter

An Alternative to the Hodrick-Prescott Filter

CRAN Package

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.

  • Version0.4-0
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release06/18/2021

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