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HP filtering

PostPosted: Thu Jun 04, 2009 6:12 pm
by jdcol1981
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!

Re: HP filtering

PostPosted: Fri Jun 05, 2009 11:30 am
by StephaneAdjemian
Hi, hpfast does standard hp filtering. Stéphane.

Re: HP filtering

PostPosted: Thu Jun 11, 2009 3:33 pm
by winifred
does this mean hpfast has more various types than the hpfiltering?

Best, Winifred.

Re: HP filtering

PostPosted: Mon Jun 15, 2009 1:12 pm
by StephaneAdjemian
Sorry, I don't understand your question. What is a type?
Stéphane.