HP filtering

Dynare help (legacy posts)
1

Hi,

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!

2

Hi, hpfast does standard hp filtering. Stéphane.

3

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

Best, Winifred.

4

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