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To cite mhpfilter in publications use:

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

Choudhary M, Hanif M, Iqbal J (2014). “On smoothing macroeconomic time series using the modified HP filter.” Applied Economics, 46(19), 2205–2214. doi:10.1080/00036846.2014.894631.

Please cite both the package and the original methodology paper when using mhpfilter in your research.

Corresponding BibTeX entries: 

  @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/},
  }

  @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},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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