Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping
| Year of publication: |
2003-08-01
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| Authors: | Johnson, Christian A. ; Gallego, Francisco A. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Hodrick Prescott Filter | Band-Pass Filter | Output Gap | Block Bootstrapping |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 15 |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
| Source: |
Persistent link: https://www.econbiz.de/10005345718