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P. M, M. P (2024). “A Hodrick-Prescott filter with automatically selected jumps.” FEEM Working Paper, 18(2024), 1–48. doi:10.2139/ssrn.4896170.

Corresponding BibTeX entry: 

  @Article{,
    title = {A Hodrick-Prescott filter with automatically selected
      jumps},
    author = {Maranzano P. and Pelagatti M.},
    journal = {FEEM Working Paper},
    year = {2024},
    volume = {18},
    number = {2024},
    pages = {1--48},
    doi = {10.2139/ssrn.4896170},
  }

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