Robust Trend-Cycle Decomposition for Macroeconomic Time Series

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Documentation for package ‘MacroFilters’ version 0.1.0

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package README

Help Pages

bhp_filter	Boosted HP Filter
hamilton_filter	Hamilton Filter
hp_filter	Hodrick-Prescott Filter (Sparse Matrix Implementation)
mbh_filter	MacroBoost Hybrid (MBH) Filter
us_gdp_vintage	US Real GDP — FRED Vintage