Central Bank Research Hub - JEL classification C11: Bayesian Analysis

Title Author(s)

Real exchange rates and fundamentals: robustness across alternative model specifications

Swiss National Bank Working Papers [View] (Paper: 2014-07, 03.12.2014)

JEL: C11, C33, F31, F32, F41

Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

Cleveland Fed Working papers [View] (Paper: 1427, 11.11.2014)

JEL: C11, C15, C32, C52, E3, E4, E5

Financial Frictions, Financial Shocks, and Aggregate Volatility

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-84, 04.11.2014)

JEL: C11, C13, E32, E44

Pricing sovereign credit risk of an emerging market

National Bank of Poland Working papers [View] (Paper: 189, 22.10.2014)

JEL: C11, C32, G01, G12, G15

Market perception of sovereign credit risk in the euro area during the financial crisis

National Bank of Poland Working papers [View] (Paper: 185, 15.09.2014)

JEL: C11, C32, G01, G12, G15

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

European Central Bank Working papers [View] (Paper: 1733, 12.09.2014)

JEL: C11, C13, C33, C53

The impact of financial

Bank of Spain Working Papers [View] (Paper: 1424, 11.09.2014)

JEL: C11, F32, F41, G28

Have Standard VARs Remained Stable since the Crisis?

Cleveland Fed Working papers [View] (Paper: 1411, 09.09.2014)

JEL: C11, C33, C53, E17

Financial stress and economic dynamics: the transmission of crises

European Central Bank Working papers [View] (Paper: 1728, 01.09.2014)

JEL: C11, C32, E44

The credibility of Hong Kong's currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2014/15, 26.08.2014)

JEL: C11, C32, F31, F41

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