Uploaded December 2019 | Updated September 2026, 3 weeks ago

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In this video I give a conceptual overview of the Hodrick Presscott Filter.

Some Useful Links:
The Original Paper:
jstor.org/stable/2953682?seq=1
HP Filter in Excel: asmquantmacro.com/2015/06/25/hodrick-prescott-filter-in-excel
Why No One Should Use The HP Filter:
https://econweb.ucsd.edu/~jhamilto/hp.pdf