neverhpfilter0.4-0 package

In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.

Useful links

• https://github.com/JustinMShea/neverhpfilter/issues
• https://justinmshea.github.io/neverhpfilter/