Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping
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- Jesús Ferreyra & Jorge Salas, 2006. "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers 2006-006, Banco Central de Reserva del Perú.
- Miroslav Plašil, 2011.
"Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru
[Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ," Politická ekonomie, University of Economics, Prague, vol. 2011(4), pages 490-507.
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