Central Bank Research Hub - JEL classification C1: Econometric and Statistical Methods

	Title	Author(s)
Full text	Prediction using several macroeconomic models European Central Bank Working papers [View] (Paper: 1537, 23.04.2013) JEL: C11, C51, C53	John Geweke Gianni Amisano
Full text	Predictive likelihood comparisons with DSGE and DSGE-VAR models European Central Bank Working papers [View] (Paper: 1536, 23.04.2013) JEL: C11, C32, C52, C53, E37	Anders Warne Kai Christoffel Gunter Coenen
Abstract Full text	A New Linear Estimator for Gaussian Dynamic Term Structure Models Bank of Canada Working papers [View] (Paper: 2013-10, 23.04.2013) JEL: C13, E43, G12	Antonio Diez de los Rios
Full text	The empirical (ir)relevance of the interest rate assumption for central bank forecasts Deutsche Bundesbank Discussion Papers [View] (Paper: 11/2013, 19.04.2013) JEL: C12, C53	Guido Schultefrankenfeld Malte Knuppel
Abstract Full text	Macroeconomic Forecasting Using Low-Frequency Filters Bank of Portugal Working papers [View] (Paper: 201301, 26.02.2013) JEL: C14, C32, C51, C53	João Valle e Azevedo Ana Pereira
Full text	Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits European Central Bank Working papers [View] (Paper: 1513, 16.02.2013) JEL: C11, C32, E62, F32, F41	Andreas Tudyka Christiane Nickel
Abstract	The impact of QE on the UK economy - some supportive monetarist arithmetic Bank of England Working papers [View] (Paper: wp442, 04.12.2012) JEL: C11, C32, E52, E58	Jonathan Bridges Ryland Thomas
Abstract Full text	Robust Inference in Linear Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012) JEL: C13, C32, G12	Nikolay Gospodinov Cesare Robotti Raymond Kan
Abstract Full text	The optimal size of the European Stability Mechanism: A cost-benefit analysis Netherlands Bank DNB Working Papers [View] (Paper: 349, 27.08.2012) JEL: C15, G01, G17, G22, G32	Daniel Kapp
Full text	Which model to match? Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012) JEL: C13, C52	David Veredas Roxana Halbleib Matteo Barigozzi

Related JEL classifications

C1: Econometric and Statistical Methods (25 entries)
- C10: General (22 entries)
- C11: Bayesian Analysis (119 entries)
- C12: Hypothesis Testing (62 entries)
- C13: Estimation (80 entries)
- C14: Semiparametric and Nonparametric Methods (70 entries)
- C15: Simulation Methods (85 entries)
- C16: Statistical distributions (2 entries)
- C18: Methodological Issues: General (1 entry)
- C19: Other (7 entries)