Central Bank Research Hub - JEL classification C

Title Author(s)

Forecasting Bond Yields with Segmented Term Structure Models

Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012)

JEL: C53, C58, G12

Why Do Shoppers Use Cash? Evidence from Shopping Diary Data

Bank of Canada Working papers [View] (Paper: 2012-24, 14.08.2012)

JEL: C2, D1, G2

Forecasting Bond Yields with Segmented Term Structure Models

Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012)

JEL: C53, C58, G12

Dissecting the dynamics of US trade balance in an estimated equilibrium model

National Bank of Belgium Working Papers [View] (Paper: 0226, 14.08.2012)

JEL: C11, F41

Credit risk connectivity in the financial industry and stabilization effects of government bailouts

Deutsche Bundesbank Discussion Papers [View] (Paper: 16/2012, 25.07.2012)

JEL: C14, G14, G21, H12

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

Bank of Canada Working papers [View] (Paper: 2012-21, 23.07.2012)

JEL: C11, C32, E52, E58

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