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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "jumps" in publications use:'
type: software
license: GPL-3.0-only
title: 'jumps: Hodrick-Prescott Filter with Jumps'
version: '1.0'
doi: 10.2139/ssrn.4896170
identifiers:
- type: doi
  value: 10.32614/CRAN.package.jumps
abstract: A set of functions to compute the Hodrick-Prescott (HP) filter with automatically
  selected jumps. The original HP filter extracts a smooth trend from a time series,
  and our version allows for a small number of automatically identified jumps. See
  Maranzano and Pelagatti (2024) <https://doi.org/10.2139/ssrn.4896170> for details.
authors:
- family-names: Pelagatti
  given-names: Matteo
  email: matteo.pelagatti@unimib.it
  orcid: https://orcid.org/0000-0002-1860-7535
- family-names: Maranzano
  given-names: Paolo
  email: pmaranzano.ricercastatistica@gmail.com
  orcid: https://orcid.org/0000-0002-9228-2759
preferred-citation:
  type: article
  title: A Hodrick-Prescott filter with automatically selected jumps
  authors:
  - family-names: P.
    given-names: Maranzano
  - family-names: M.
    given-names: Pelagatti
  journal: FEEM Working Paper
  year: '2024'
  volume: '18'
  issue: '2024'
  doi: 10.2139/ssrn.4896170
  start: '1'
  end: '48'
repository: https://CRAN.R-project.org/package=jumps
date-released: '2025-03-20'
contact:
- family-names: Pelagatti
  given-names: Matteo
  email: matteo.pelagatti@unimib.it
  orcid: https://orcid.org/0000-0002-1860-7535