Add bandpass filter, one-sided HP filter, and simulated variance decomposition (!1083) · Merge requests · Dynare / dynare · GitLab

Johannes Pfeifer requested to merge JohannesPfeifer:bandpass into master Oct 12, 2015

Closes #1011 (closed)
Fixes UnivariateSpectralDensity.m for filtered variables
Adds better documentation
Closes #1012 (closed)

TBD: Interface for spectral density as discussed in https://github.com/DynareTeam/dynare/issues/254 (unit test then needs to be adjusted)