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

	Title	Author(s)
Abstract	Modelling the liquidity ratio as macroprudential instrument Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012) JEL: C15, E44, G21, G28, G32	Mark Kruidhof Jan Willem van den End
Abstract Full text	Elkayam David and Rozenshtrom Irit - MOISE: A DSGE Model for the Israeli Economy Bank of Israel Research - Discussion Papers [View] (Paper: 2012.06, 23.04.2012) JEL: C11, E32, E37, F41	Eliezer Borenstein Emanuel Barnea Eyal Argov Alon Binyamini
Full text	Risk spillovers in international equity portfolios Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin Angelo Ranaldo
Full text	Risk spillovers in international equity portfolios Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin Angelo Ranaldo
Abstract Full text	Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts Richmond Fed Working Papers [View] (Paper: 12-02, 11.04.2012) JEL: C11, C32, E32	Luca Benati Thomas A. Lubik
Abstract	Combination schemes for turning point predictions Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/04, 10.04.2012) JEL: C11, C15, C53, E37	Monica Billio
Abstract	Combination schemes for turning point predictions Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/04, 10.04.2012) JEL: C11, C15, C53, E37	Monica Billio
Abstract Full text	Econometric Modeling of Exchange Rate Volatility and Jumps St Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) JEL: C13, C14, C58, F31	Deniz Erdemlioglu Christopher J. Neely Sébastien Laurent
Abstract Full text	Econometric Modeling of Exchange Rate Volatility and Jumps St Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) JEL: C13, C14, C58, F31	Deniz Erdemlioglu Christopher J. Neely Sébastien Laurent
Full text	Fiscal policy and the great recession in the Euro area, European Central Bank Working papers [View] (Paper: 1429, 27.03.2012) JEL: C11, E32, E62	Günter Coenen Roland Straub Mathias Trabandt

Related JEL classifications

C1: Econometric and Statistical Methods (24 entries)
- C10: General (21 entries)
- C11: Bayesian Analysis (106 entries)
- C12: Hypothesis Testing (60 entries)
- C13: Estimation (75 entries)
- C14: Semiparametric and Nonparametric Methods (66 entries)
- C15: Simulation Methods (79 entries)
- C16: Statistical distributions (2 entries)
- C19: Other (7 entries)