Central Bank Research Hub - JEL classification C13: Estimation: General

Title Author(s)

Measuring inflation persistence: a structural time series approach

National Bank of Belgium Working Papers [View] (Paper: 070, 21.06.2005)

JEL: C11, C13, C22, C32, E31

Estimation of an Adaptive Stock Market Model with Heterogeneous Agents

Sveriges Riksbank Working Papers [View] (Paper: 177, 01.03.2005)

JEL: C13, C15, C32, C51, G12

A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets

Netherlands Bank DNB Working Papers [View] (Paper: 022, 01.01.2005)

JEL: C12, C13, C32, C51, G15


Forecasting euro area inflation using dynamic factor measures of underlying inflation

European Central Bank Working papers [View] (Paper: 0402, 07.11.2004)

JEL: C13, C32, E31

On the predictability of GDP data revisions in the Netherlands

Netherlands Bank DNB Working Papers [View] (Paper: 004, 01.08.2004)

JEL: C12, C13, C22, C53


Bayes Estimators of the Cointegration Space

Sveriges Riksbank Working Papers [View] (Paper: 150, 22.05.2004)

JEL: C11, C13, C32

Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area

Bank of Portugal Working papers [View] (Paper: 200316, 05.05.2004)

JEL: C13, C32, E32

Identification with Averaged Data and Implications for Hedonic Regression Studies

Bank of Portugal Working papers [View] (Paper: 200110, 05.05.2004)

JEL: C13

Nonparametric Pricing of Multivariate Contingent Claims

New York Fed Staff reports [View] (Paper: 162, 25.03.2004)

JEL: C13, G14

Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity Premium

Atlanta Fed Working papers [View] (Paper: 2003-4, 21.02.2003)

JEL: C13, C15, C22, G12

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