Assunção, João BorgesFernandes, Pedro Afonso2022-07-212022-07-212022-02-21http://hdl.handle.net/10400.14/38332This working paper proposes a new, practical method to compute the non-linear Mosheiov-Raveh (MR) filter using least absolute deviations (LAD) instead of the linear programming approach proposed by these two authors. This paper is embodied with an implementation in the R programming language of the proposed method which facilitates the computation of the MR filter in current applications to produce a robust estimate, namely, of the GDP trend growth. This technique may be appropriate to deal with non linear time series or structural changes.engBusiness cyclesNon linear time seriesRobust filteringSoftwareRobust filtering with quantile regressionworking paper