Central Bank Research Hub - JEL classification C11: Bayesian Analysis

Title Author(s)

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

Technical Note on "Assessing Bayesian Model Comparison in Small Samples"

Dallas Fed Institute Working Papers [View] (Paper: 0190, 16.08.2014)

JEL: C11, C13, F41

Assessing Bayesian Model Comparison in Small Samples

Dallas Fed Institute Working Papers [View] (Paper: 0189, 16.08.2014)

JEL: C11, C13, F41

Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets

Central Reserve Bank of Peru Working Papers [View] (Paper: 2014-012, 15.08.2014)

JEL: C11, C13, C51, F41

Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis

European Central Bank Working papers [View] (Paper: 1714, 13.08.2014)

JEL: C11, C32, E32, E51

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