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

Title Author(s)

Prediction using several macroeconomic models

European Central Bank Working papers [View] (Paper: 1537, 23.04.2013)

JEL: C11, C51, C53

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

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

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

Macroeconomic Forecasting Using Low-Frequency Filters

Bank of Portugal Working papers [View] (Paper: 201301, 26.02.2013)

JEL: C14, C32, C51, C53

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

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

Robust Inference in Linear Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012)

JEL: C13, C32, G12

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

Which model to match?

Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012)

JEL: C13, C52

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