Add bandpass filter
Adding a bandpass-filter as in Christiano/Motto/Rostagno seems straightforward.
One issue is options_.hp_ngrid
which specifies the number of points for the Inverse Fourier Transformation. With a different filter, this option would not be specific to the HP filter anymore. I would suggest renaming it to ifft_points
and deleting the old option. Obviously, this would break backward compatibility.
@houtanb Could you please give me an option of stoch_simul
named bandpass_filter
It should be mutually exclusive with hp_filter
. If specified as
stoch_simul(bandpass_filter)
it should map into options_.bandpass.indicator=1
. If specified as
stoch_simul(bandpass_filter=[lowerbound upperbound])
it should map into
options_.bandpass.indicator=1
options_.bandpass.passband=[lowerbound upperbound]
Default values are
options_.bandpass.indicator=0;
options_.bandpass.passband=[6 32];