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(Q73811)
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The One- And Two-Sided Hodrick-Prescott Filter
Language
Label
Description
Also known as
English
hpfilter
The One- And Two-Sided Hodrick-Prescott Filter
Statements
instance of
R package
0 references
last update
28 May 2023
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software version identifier
1.0.1
publication date
26 February 2023
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1.0.2
publication date
28 May 2023
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author
Alexandru Monahov
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maintained by
Alexandru Monahov
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copyright license
Creative Commons Attribution-ShareAlike 4.0 International
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cites work
Postwar U.S. Business Cycles: An Empirical Investigation
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Exact formulas for the Hodrick-Prescott filter
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programmed in
R
0 references
depends on software
R
0 references
imports
Matrix
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MaRDI profile type
MaRDI software profile
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Identifiers
CRAN project
hpfilter
0 references
Sitelinks
Mathematics
(1 entry)
mardi
Software:73811
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