hp_filter

Column matrix with numeric values.

lambda

Estimates cyclical and trend component with HP-filter by Hodrick and Prescott (1997).
The function is based on the function hpfilter from the package mFilter by Mehmet Balcilar.

Contains functions to estimate linear and nonlinear impulse
responses based on local projections by Jord<c3><a0> (2005) <doi:10.1257/0002828053828518>.
Nonlinear impulse responses are estimated for two regimes based on
a transition function as used in Auerbach and Gorodnichenko (2012) <doi:10.1257/pol.4.2.1>.

Philipp Ad<c3><a4>mmer

lpirfs

hp_filter: Decompose a times series via the Hodrick-Prescott filter

Description

Usage

Arguments

References