neverhpfilter: An Alternative to the Hodrick-Prescott Filter

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>.

Package details

AuthorJustin M. Shea [aut, cre]
MaintainerJustin M. Shea <>
Package repositoryView on CRAN
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neverhpfilter documentation built on Feb. 9, 2020, 5:06 p.m.