Central Bank Research Hub - JEL classification C11: Bayesian Analysis

Title Author(s)

Bayesian Estimation of Time-Changed Default Intensity Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-002, 13.04.2015)

JEL: C11, C15, C58, G12, G17

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (Paper: 1773, 01.04.2015)

JEL: C11, C32, C52

The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods

Dallas Fed Institute Working Papers [View] (Paper: 0225, 26.02.2015)

JEL: C11, C13, F41

Firm Turnover and Inflation Dynamics

Bank of Estonia Working papers [View] (Paper: 01/2015, 23.01.2015)

JEL: C11, E23, E32

Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes

Swiss National Bank Working Papers [View] (Paper: 2014-10, 12.12.2014)

JEL: C11, C32, E31, E37, E52, E58, F31

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

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