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Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics, 2018)

by Alban Moura

Journal of Comments and Replications in Economics, Vol 3(2024-1), DOI: 10.18718/81781.31
The Matlab code and data are available »here: DOI 10.15456/j1.2024051.1449561565.