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Ziwei Mei
;
Peter C. B. Phillips
;
Zhentao Shi

the boosted hp filter is more general than you might think (replication data)

Here we provide the data and code that accompanies "The boosted HP filter is more general than you might think" by Ziwei Mei, Peter C. B. Phillips and Zhentao Shi. Published in Journal of Applied Econometrics, 2024.

Data and Resources

Suggested Citation

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Mei, Ziwei; Phillips, Peter C. B.; Shi, Zhentao (2024): The boosted HP filter is more general than you might think (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2024178.1300874680