tag:blogger.com,1999:blog-2232587951592761390.post4475948485485629696..comments2008-04-05T15:00:24.123-05:00Francisconoreply@blogger.comBlogger2125tag:blogger.com,1999:blog-2232587951592761390.post-40734872011633348832008-04-05T15:00:00.000-05:002008-04-05T15:00:00.000-05:00Wow, so I do have nerdy readers :)<BR/><BR/>129,600 (that's the recommended value for monthly data by Ravn and Uhlig (2002), as explained in the Stata hprescott module)Franciscohttp://www.blogger.com/profile/07037104984110610259noreply@blogger.comtag:blogger.com,1999:blog-2232587951592761390.post-19814575153041323102008-04-05T11:53:00.000-05:002008-04-05T11:53:00.000-05:00What value for the HP filter parameter? ;-)Gabrielhttp://www.blogger.com/profile/18020403326536585795noreply@blogger.com