Kinel M (2026). MacroFilters: Robust Trend-Cycle Decomposition for Macroeconomic Time Series. doi:10.32614/CRAN.package.MacroFilters. R package version 0.1.0, https://CRAN.R-project.org/package=MacroFilters.

Kinel M (2026). “Robust Real-Time Macroeconomic Trend Extraction: A Gradient Boosting Approach.” Working Paper, SSRN, https://ssrn.com/abstract=6371138.

Corresponding BibTeX entries:

  @Manual{,
    title = {MacroFilters: Robust Trend-Cycle Decomposition for
      Macroeconomic Time Series},
    author = {Michal Kinel},
    year = {2026},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=MacroFilters},
    doi = {10.32614/CRAN.package.MacroFilters},
  }

  @Unpublished{,
    title = {Robust Real-Time Macroeconomic Trend Extraction: A
      Gradient Boosting Approach},
    author = {Michal Kinel},
    year = {2026},
    note = {Working Paper, SSRN},
    url = {https://ssrn.com/abstract=6371138},
  }