HP filtering
Posted: Thu Jun 04, 2009 6:12 pm
Hi,
What is the difference between HP filter and Fast HP filter? Dynare(version 3) has a file called "hpfast", which does fast hp filtering of series. I am wondering if there is any difference between this and standard HP filtering? Please help!
What is the difference between HP filter and Fast HP filter? Dynare(version 3) has a file called "hpfast", which does fast hp filtering of series. I am wondering if there is any difference between this and standard HP filtering? Please help!