Alban Moura

Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (...

These data and code creates the tables and figures in "Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics,...

DOI:10.15456/j1.2024051.1449561565
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JCRE

The Journal of Comments and Replications in Economics (JCRE) aims to be the premier outlet for articles that comment on or replicate previously published articles in economics an

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Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (...