Add Hodrick-Prescott filter to current smoothers #8

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r2cp wants to merge 1 commit into viraltux:main from r2cp:hpfilter

r2cp commented Mar 4, 2025

As the title says, this is a proposal to add the HP filter to the smoothers available in the package. The computation procedure is taken from:

Uribe, M., & Schmitt-Grohé, S. (2017). Open economy macroeconomics. Princeton University Press.

Thanks in advance.


          Add HP filter to current smoothers

8e10058

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