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Dear all, I am new to Eviews and I am trying to estimate output gap using a "dynamic" HP filter as in this paper http://www.bis.org/publ/work442.htm The signal equation is Y(t) = Y*(t) + β( Y(t-1) - Y*(t-1) ) +ε(1,t) The state equation is: ∆Y*(t+1) = ∆Y*(t)+ ε(0,t+1) In a standard HP filte...