Central Bank Research Hub - JEL classification C10: Econometric and Statistical Methods: General

Title Author(s)

Tracking Monetary-Fiscal Interactions Across Time and Space

Czech National Bank Working papers [View] (Paper: 2012/06, 14.08.2012)

JEL: C10, E61

Econometric analysis of high dimensional VARs featuring a dominant unit,

European Central Bank Working papers [View] (Paper: 1194, 25.06.2010)

JEL: C10, C33, C51

On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates

Deutsche Bundesbank Discussion Papers [View] (Paper: 201008, 17.05.2010)

JEL: C10, F31, F41

Weak and strong cross section dependence and estimation of large panels

European Central Bank Working papers [View] (Paper: 1100, 16.10.2009)

JEL: C10, C31, C33

Optimal Portfolio Allocation under Asset and Surplus VaR Constraints

Bank of France Working Papers [View] (Paper: Nr 251, 29.09.2009)

JEL: C10, G11

Bayesian estimation of a DSGE model for the Portuguese economy

Bank of Portugal Working papers [View] (Paper: 200914, 13.07.2009)

JEL: C10, C11, C13, E10, E12, E17, E27, E30, E37

New Information Response Functions.

Bank of France Working Papers [View] (Paper: Nr 235, 16.06.2009)

JEL: C10, C32

Multivariate methods for monitoring structural change

Bank of England Working papers [View] (Paper: 369, 08.06.2009)

JEL: C10, C59

Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

European Central Bank Working papers [View] (Paper: 1051, 13.05.2009)

JEL: C10, C15, C53

Can Open Capital Markets Help Avoid Currency Crises?

Netherlands Bank DNB Working Papers [View] (Paper: 205, 01.03.2009)

JEL: C10, E44, F15, F36, F37

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