HP filtering


What is the difference between HP filter and Fast HP filter? Dynare(version 3) has a file called “hpfast”, which does fast hp filtering of series. I am wondering if there is any difference between this and standard HP filtering? Please help!

Hi, hpfast does standard hp filtering. Stéphane.

does this mean hpfast has more various types than the hpfiltering?

Best, Winifred.

Sorry, I don’t understand your question. What is a type?