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hamilton-filter

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SSEconomics / business-cycle-filters

Stata and R code to replicate the analysis of the Hodrick-Prescott (HP) Filter, Hamilton Filter, and Growth Rates for macroeconomic time series.

r stata econometrics filtering time-series-analysis macroeconomics r-stats business-cycles detrending hodrick-prescott-filter hp-filter hamilton-filter

Updated Feb 28, 2026
Stata

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