Dear All,
I have a doubt. Since the theoretical moments and IRF do NOT need simulation process to be calculated in an order=1 aproximation process , Is it correct to assume that the HP filter is not used to obtatin the correlations, autocorrelations. etc. results? How could I find the moments calculations with HP filtered data in an aproximation of order 1?
Thank you
Mauricio V
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ABOUT HP_FILTER
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ABOUT HP_FILTER
by jpmauricio » Wed Apr 11, 2007 6:57 pm
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by MichelJuillard » Sat Apr 21, 2007 4:54 pm
HP filtering isn't use unless you request Dynare to use it using the option
HP_FILTER= integer
Best
Michel
HP_FILTER= integer
Best
Michel
- MichelJuillard
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