hp-filter
Here are 4 public repositories matching this topic...
This repository contains a research paper I completed for my Time Series Econometrics class.
-
Updated
Jun 18, 2023 - Stata
Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)
-
Updated
Nov 5, 2021 - R
This project uses large Canadian monthly macro data to examine COVID-19 shocks on the GDP of various sectors in the economy from January 1981 to some of Q4 2021. It visualizes trends, calculates the annualize and year-over-year growth rates, and comments on the impact of COVID-19.
-
Updated
May 26, 2021
Improve this page
Add a description, image, and links to the hp-filter topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the hp-filter topic, visit your repo's landing page and select "manage topics."