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

Title Author(s)

System Priors for Econometric Time Series

Czech National Bank Working papers [View] (Paper: 2017/01, 25.05.2017)

JEL: C11, C18, C51

System Priors for Econometric Time Series

Czech National Bank Working papers [View] (Paper: 2017/01, 25.05.2017)

JEL: C11, C18, C51

Safety, Liquidity, and the Natural Rate of Interest

New York Fed Staff reports [View] (Paper: 812, 11.05.2017)

JEL: C11, C32, C54, E43, E44

Immigration and the macroeconomy: some new empirical evidence

Bank of Spain Working Papers [View] (Paper: 1716, 27.04.2017)

JEL: C11, C32, E32

How bubbly is the New Zealand dollar?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/03, 26.04.2017)

JEL: C15, C32, F31

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements

St Louis Fed Working Papers [View] (Paper: 2017-011, 20.04.2017)

JEL: C1, E44, G11, G12

Financial frictions and the real economy

European Systemic Risk Board Working papers [View] (Paper: WP41, 03.04.2017)

JEL: C15, E32, E44, G01

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/01, 29.03.2017)

JEL: C18, E17, E32

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