The Dynare online manual states that (version 3)
"Currently, the HP filter is only available when computing theoretical moments, not for for moments of simulated variables. "
I was wondering whether this has been fixed - it does not seem so browsing through disp_moments.m -, and if not, why. It would seem to me that one just needs to add a few lines of command to disp_moments after the line that says:
y = y(ivar,options_.drop+ykmin_+1:end)’;
if options_.hp_filter > 1
is it true?
NB: * new url