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.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

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},
  }