To cite mhpfilter in publications use:

Yaseen M (2026). mhpfilter: Modified and Fully Modified Hodrick-Prescott Filters. R package version 1.0.0, https://CRAN.R-project.org/package=mhpfilter.

and for the methods (mhp_cite() gives the references of a single analysis):

Hanif MN, Iqbal J, Choudhary MA (2017). “Fully Modified HP Filter.” SBP Working Paper Series 88, State Bank of Pakistan.

Choudhary MA, Hanif MN, Iqbal J (2014). “On Smoothing Macroeconomic Time Series Using the Modified HP Filter.” Applied Economics, 46(19), 2205–2214. doi:10.1080/00036846.2014.894631.

Hodrick RJ, Prescott EC (1997). “Postwar U.S. Business Cycles: An Empirical Investigation.” Journal of Money, Credit and Banking, 29(1), 1–16. doi:10.2307/2953682.

Corresponding BibTeX entries:

  @Manual{mhpfilter,
    title = {{mhpfilter}: Modified and Fully Modified Hodrick-Prescott
      Filters},
    author = {Muhammad Yaseen},
    year = {2026},
    note = {R package version 1.0.0},
    url = {https://CRAN.R-project.org/package=mhpfilter},
  }

  @TechReport{Hanif2017,
    title = {Fully Modified {HP} Filter},
    author = {M. Nadim Hanif and Javed Iqbal and M. Ali Choudhary},
    institution = {State Bank of Pakistan},
    type = {SBP Working Paper Series},
    number = {88},
    year = {2017},
  }

  @Article{Choudhary2014,
    title = {On Smoothing Macroeconomic Time Series Using the Modified
      {HP} Filter},
    author = {M. Ali Choudhary and M. Nadim Hanif and Javed Iqbal},
    journal = {Applied Economics},
    year = {2014},
    volume = {46},
    number = {19},
    pages = {2205--2214},
    doi = {10.1080/00036846.2014.894631},
  }

  @Article{HodrickPrescott1997,
    title = {Postwar {U.S.} Business Cycles: An Empirical
      Investigation},
    author = {Robert J. Hodrick and Edward C. Prescott},
    journal = {Journal of Money, Credit and Banking},
    year = {1997},
    volume = {29},
    number = {1},
    pages = {1--16},
    doi = {10.2307/2953682},
  }