Web4 okt. 2024 · I want to extend the simple univariate HP filter with output-inflation relationship. But I am not sure how to code this on Eviews. Kind Regards Nwabisa Ndzama. Top. ndzama Posts: 4 Joined: Tue Aug 10, 2024 4:33 pm. Re: multivariate hp filter. Post by ndzama » Sat Aug 14, 2024 3:51 pm . WebIn the working paper titled “Why You Should Never Use the Hodrick-Prescott Filter”, James D. Hamilton proposes an interesting new alternative to economic time series …
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