When to Use the HodrickPrescott Filter

>> YOUR LINK HERE: ___ http://youtube.com/watch?v=nXQVgOsTV0Y

Explore the business cycle filters available in Econometrics Toolbox™ by comparing and contrasting approaches to business cycle analysis over decades of economic research. Filters discussed include the Hodrick-Prescott filter (hpfilter), the Baxter-King filter (bkfilter), the Christiano-Fitzgerald filter (cffilter), and the Hamilton filter (hfilter). Each is described in detail using real-world historical data available with Econometrics Toolbox. The discrete Fourier transform evaluates relative filter performance using a periodogram. • Download Code and Files: • Download the code from the video: https://bit.ly/3JmNtDK • When to Use the Hodrick-Prescott Filter: https://bit.ly/3L65bNg • Learn more about the Hodrick-Prescott Filter: https://bit.ly/42NgZtX • See example: Use Hodrick-Prescott Filter to Reproduce Original Result: https://bit.ly/3xlYGxB • 0:00 Introduction • 4:35 Filters Data in Econometrics Toolbox • 6:22 What is a Business Cycle? • 13:50 The Hodrick-Prescott Filter • 21:05 The Baxter-King Filter • 30:08 The Christiano-Fitzgerald Filter • 39:15 The One-Sided Hodrick-Prescott Filter • 43:46 The Hamilton Filter • 50:20 Evaluate Filter Performance • 1:05:57 Conclusion • 1:08:00 Summary • 1:08:30 References • 1:09:00 Documentation • • -------------------------------------------------------------------------------------------------------- • Get a free product trial: https://goo.gl/ZHFb5u • Learn more about MATLAB: https://goo.gl/8QV7ZZ • Learn more about Simulink: https://goo.gl/nqnbLe • See what's new in MATLAB and Simulink: https://goo.gl/pgGtod • © 2023 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc. • See www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders.

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