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!
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HP filtering
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HP filtering
by jdcol1981 » Thu Jun 04, 2009 6:12 pm
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Re: HP filtering
by StephaneAdjemian » Fri Jun 05, 2009 11:30 am
Hi, hpfast does standard hp filtering. Stéphane.
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Re: HP filtering
by winifred » Thu Jun 11, 2009 3:33 pm
does this mean hpfast has more various types than the hpfiltering?
Best, Winifred.
Best, Winifred.
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Re: HP filtering
by StephaneAdjemian » Mon Jun 15, 2009 1:12 pm
Sorry, I don't understand your question. What is a type?
Stéphane.
Stéphane.
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