# HP-Filtered simulation of log-linearized model

**URL:** <https://forum.dynare.org/t/hp-filtered-simulation-of-log-linearized-model/23199>\
**Category:** Stochastic simulations\
**Created:** [30 September 2023 01:02 UTC](https://forum.dynare.org/t/hp-filtered-simulation-of-log-linearized-model/23199 "2023-09-30T01:02:29Z")\
**Posts on this page:** 1\
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**Author:** ![cmarch](https://forum.dynare.org/user_avatar/forum.dynare.org/cmarch/32/7827_2.png) [@cmarch](https://forum.dynare.org/u/cmarch)\
**Post date:** [30 September 2023 13:28 UTC](https://forum.dynare.org/t/hp-filtered-simulation-of-log-linearized-model/23199/2 "2023-09-30T13:28:55Z")

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Hi cmarchionatti,

See @jpfeifer’s explanations in the following thread

> [@Comparing model with data after log-linearization](https://forum.dynare.org/t/comparing-model-with-data-after-log-linearization/4314/6):
>
> Why do you get zeros? For the mean, that is expected. If it happens for the standard deviations, there is something wrong/odd. To compare model variables in percentage deviations to the data, you need to obtain empirical data in percentage deviations from a trend. The easiest way is using the theoretical HP filter on the loglinearized model variables and comparing them to HP-filtered logged empircal data (see [Pfeifer(2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE…](https://drive.google.com/file/d/1r89OU5OE3CBa6tOlj6l3hNVWEaRH5Anv/view?usp=sharing)

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