christiano-fitzgerald-filter

There are 0 repository under christiano-fitzgerald-filter topic.

• mbalcilar / mFilter

  Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters

  time-seriesfiltersmacroeconomicsbutterworth-filterhodrick-prescott-filterchristiano-fitzgerald-filterbaxter-king-filtertrigonometric-regression-filter
  Language:R 6