Dynare forums

Posted: **Sun Feb 20, 2011 7:45 pm**

Hi
I am working on King and Rebello (2000). I know I can use stoch_simul(HP_filter) to detrend with HP filter. Now, if I want to detrend by first difference, is there a syntax for this? OR I have to solve it by myself?
Thanks for help.

Posted: **Tue Feb 22, 2011 12:38 pm**

There is no dedicated syntax for doing this, you have to construct explicitely the variable containing the first difference.

Dynare forums

Need help for the syntax of first difference

Need help for the syntax of first difference

Re: Need help for the syntax of first difference