diff --git a/quantecon/filter.py b/quantecon/filter.py
index a78a67d2..36e93928 100644
--- a/quantecon/filter.py
+++ b/quantecon/filter.py
@@ -5,6 +5,9 @@
 import warnings
 from . import _filter
 
+# Cache for DeprecationWarning messages to avoid repeated message construction
+_warn_msg_cache: dict[str, str] = {}
+
 
 __all__ = ['hamilton_filter']
 
@@ -16,13 +19,20 @@ def __dir__():
 def __getattr__(name):
     if name not in __all__:
         raise AttributeError(
-                "`quantecon.filter` is deprecated and has no attribute "
-                f"'{name}'."
-            )
-
-    warnings.warn(f"Please use `{name}` from the `quantecon` namespace, "
-                  "the `quantecon.filter` namespace is deprecated. You can use"
-                  f" the following instead:\n `from quantecon import {name}`.",
-                  category=DeprecationWarning, stacklevel=2)
+            "`quantecon.filter` is deprecated and has no attribute "
+            f"'{name}'."
+        )
+
+    # Optimize warning message formatting
+    msg = _warn_msg_cache.get(name)
+    if msg is None:
+        msg = (
+            f"Please use `{name}` from the `quantecon` namespace, "
+            "the `quantecon.filter` namespace is deprecated. You can use"
+            f" the following instead:\n `from quantecon import {name}`."
+        )
+        _warn_msg_cache[name] = msg
+
+    warnings.warn(msg, category=DeprecationWarning, stacklevel=2)
 
     return getattr(_filter, name)