Authors and Citation

Authors

• Muhammad Yaseen. Author, maintainer.

• Javed Iqbal. Contributor.
  Original methodology author

• M. Nadim Hanif. Contributor.
  Original methodology author

Citation

Yaseen, M. (2025). mhpfilter: Modified Hodrick-Prescott Filter with Optimal Smoothing Parameter Selection. R package version 0.1.0. https://myaseen208.com/mhpfilter/

@Manual{,
  title = {mhpfilter: Modified Hodrick-Prescott Filter with Optimal Smoothing Parameter Selection},
  author = {Muhammad Yaseen},
  year = {2025},
  note = {R package version 0.1.0},
  url = {https://myaseen208.com/mhpfilter/},
}

Choudhary, M.A., Hanif, M.N., & Iqbal, J. (2014). On smoothing macroeconomic time series using the modified HP filter. Applied Economics, 46(19), 2205-2214. https://doi.org/10.1080/00036846.2014.894631

@Article{,
  title = {On smoothing macroeconomic time series using the modified HP filter},
  author = {M. Ali Choudhary and M. Nadim Hanif and Javed Iqbal},
  journal = {Applied Economics},
  year = {2014},
  volume = {46},
  number = {19},
  pages = {2205--2214},
  doi = {10.1080/00036846.2014.894631},
}