Merge pull request #1446 from JohannesPfeifer/hp_doc
Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…time-shift
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@ -4012,6 +4012,12 @@ moments. If theoretical moments are requested, the spectrum of the model solutio
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following the approach outlined in @cite{Uhlig (2001)}.
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Default: no filter.
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@item one_sided_hp_filter = @var{DOUBLE}
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Uses the one-sided HP filter with @math{\lambda} = @var{DOUBLE} described in @cite{Stock and Watson (1999)}
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before computing moments. This option is only available with simulated moments.
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Default: no filter.
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@item hp_ngrid = @var{INTEGER}
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Number of points in the grid for the discrete Inverse Fast Fourier
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Transform used in the HP filter computation. It may be necessary to
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@ -14733,6 +14739,10 @@ Smets, Frank and Rafael Wouters (2003): ``An Estimated Dynamic
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Stochastic General Equilibrium Model of the Euro Area,'' @i{Journal of
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the European Economic Association}, 1(5), 1123--1175
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@item
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Stock, James H. and Mark W. Watson (1999). ``Forecasting Inflation,'', @i{Journal of Monetary
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Economics}, 44(2), 293--335.
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@item
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Uhlig, Harald (2001): ``A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily,''
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in @i{Computational Methods for the Study of Dynamic
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