Constructing confidence bands for the Hodrick–Prescott filter

By Giles David E.  

Applied Economics Letters, Vol. 20, Iss. 5, 2013-03 ,pp. : 480-484

Routledge Ltd

Access to resources Recommend Favorite

MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER

By  

Macroeconomic Dynamics, Vol. 21, Iss. 6, 2016-09 ,pp. : 1336-1360

Cambridge University Press

Access to resources Recommend Favorite

The Hodrick-Prescott technique: A smoother versus a filter - An application to New Zealand GDP

By Razzak W.  

Economics Letters, Vol. 57, Iss. 2, 1997-12 ,pp. : 163-168

Elsevier

Access to resources Recommend Favorite

Consequences of Hodrick–Prescott filtering for parameter estimation in a structural model of inventory behaviour

By Doorn D.  

Applied Economics, Vol. 38, Iss. 16, 2006-09 ,pp. : 1863-1875

Routledge Ltd

Access to resources Recommend Favorite

Building confidence intervals for band-pass and Hodrick–Prescott filters: an application using bootstrapping

By Gallego Francisco A.   Johnson Christian A.  

Applied Economics, Vol. 37, Iss. 7, 2005-04 ,pp. : 741-749

Routledge Ltd

Access to resources Recommend Favorite