Moura, Alban - In: Journal of Comments and Replications in Economics (JCRE) 3 (2024) 2024-1, pp. 1-17
Hamilton (2018) argues that one should never use the Hodrick-Prescott (HP) filter to detrend economic time series and … proposes an alternative approach. This comment reconsiders Hamilton's case against the HP filter, emphasizing two simple points … the Hamilton filter might not constitute a systematically better alternative to the HP filter. …