neverhpfilter
An Alternative to the Hodrick-Prescott Filter

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An Alternative to the Hodrick-Prescott Filter

EXPGSC1Real Exports of Goods and Services
FEDFUNDSEffective Federal Funds Rate
GCEC1Real Government Consumption Expenditures and Gross Investment
GDPC1Gross Domestic Product
GDPDEFGross Domestic Product: Implicit Price Deflator
GPDIC1Real Gross Private Domestic Investment
GS1010-Year Treasury Constant Maturity Rate
Hamilton_table_2Hamilton_table_2
IMPGSC1Real imports of goods and services
PAYEMSEmployment Situation
PCECC96Real Personal Consumption Expenditures
SP500U.S. Stock Markets and CAPE Ratio
UNRATENSACivilian Unemployment Rate
USRECRecession Indicators Series
yth_filterFiltered xts object
yth_glmFits Hamilton's alternative model
neverhpfilter documentation built on June 18, 2021, 5:09 p.m.

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