Central Bank Research Hub - JEL classification C11: Bayesian Analysis

Title Author(s)

Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture

Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012)

JEL: C11, C14, C53, C58

Elkayam David and Rozenshtrom Irit - MOISE: A DSGE Model for the Israeli Economy

Bank of Israel Research - Discussion Papers [View] (Paper: 2012.06, 23.04.2012)

JEL: C11, E32, E37, F41

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

Richmond Fed Working Papers [View] (Paper: 12-02, 11.04.2012)

JEL: C11, C32, E32

Combination schemes for turning point predictions

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/04, 10.04.2012)

JEL: C11, C15, C53, E37

Fiscal policy and the great recession in the Euro area,

European Central Bank Working papers [View] (Paper: 1429, 27.03.2012)

JEL: C11, E32, E62

Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples

Dallas Fed Institute Working Papers [View] (Paper: 0105, 22.03.2012)

JEL: C11, C13, F41

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: 443, 22.03.2012)

JEL: C11, C32, E52, E58

Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models

Central Reserve Bank of Peru Working Papers [View] (Paper: 2012-007, 22.02.2012)

JEL: C11, D84, E30, E52

The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010)

JEL: C11, C13, C14, C15, C22, C53, C80, G17

Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy

Central Reserve Bank of Peru Working Papers [View] (Paper: 2010-007, 14.07.2010)

JEL: C11, E52, E58, F41

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