Dynare forums

Posted: **Wed Jun 08, 2011 5:10 pm**

I have a quick question.
4.2 version says that the HP filter works for empirical moments now.
Which dynare code do I need to have HP filtered empirical mements?
Thank you for your help!

Posted: **Tue Aug 23, 2011 3:57 pm**

You have to activate HP filter (with "hp_filter" option) and empirical moments (with "periods" option) of the "stoch_simul" command.

Posted: **Tue Aug 30, 2011 4:34 am**

Thanks a lot!!!
I really appreciate it!!!

Dynare forums

hp filter in 4.2 version

hp filter in 4.2 version

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