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Tags: HP

1741 days ago

The improved Hodrick Prescott Filter indicator

Great news today I made an improvment regarding the Hodrick prescott filterTags: HP

1827 days ago

Using HP w/ a non constant smoothing parameter lambda

The Hodrick-Prescott filter and the problem (mathematical improvment) The output gap as a measure of economic activity or “excess demand” is the difference betweenactual and potential output. Theoretically, the current output gap should provide informationregarding future inflation. ...Tags: hp

2009 days ago

Problem of selecting the best lambda in Hodrick prescott algorythm

Hi All I met some deep problems regarding the calculation of the variable Lambda in my indicators It 's sur to the fact, the Hodrick-Prescott (HP) requires setting a value for the smoothing parameter λ. This value should be chosen based on statistical properties and economicwe want to s...Tags: hp

2009 days ago