Central Bank Research Hub - JEL classification C11: Bayesian Analysis

Title Author(s)

Estimating Dynamic Macroeconomic Models: How Informative Are the Data?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1175, 03.08.2016)

JEL: C11, C18, F41

The BEAR toolbox

European Central Bank Working papers [View] (Paper: 1934, 12.07.2016)

JEL: C11, C30, C87, E00, F00

Pricing sovereign credit risk of an emerging market

European Central Bank Working papers [View] (Paper: 1924, 27.06.2016)

JEL: C11, C32, G01, G12, G15

Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations

Czech National Bank Working papers [View] (Paper: 2016/05, 23.06.2016)

JEL: C11, C32, C53

Point, interval and density forecasts of exchange rates with time-varying parameter models

Deutsche Bundesbank Discussion Papers [View] (Paper: 19/2016, 20.06.2016)

JEL: C11, C53, F31, F37

The Aino 2.0 model

Bank of Finland Discussion Papers [View] (Paper: 2016/16, 31.05.2016)

JEL: C11, C53, E32, E37

A New Approach to Identifying the Real Effects of Uncertainty Shocks

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-040, 01.05.2016)

JEL: C11, C32, E32

Joint prediction bands for macroeconomic risk management

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 07/2016, 29.04.2016)

JEL: C11, C53, C6, E1, E37, E5

Heterogeneity in euro-area monetary policy transmission: results from a large multi-country BVAR model

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2016, 18.03.2016)

JEL: C11, C54, E52

A false sense of security in applying handpicked equations for stress test purposes

European Central Bank Working papers [View] (Paper: 1845, 22.02.2016)

JEL: C11, C22, C51, G21

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