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

Title Author(s)

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

Forecast-error-based estimation of forecast uncertainty when the horizon is increased

Deutsche Bundesbank Discussion Papers [View] (Paper: 40/2014, 31.12.2014)

JEL: C13, C32, C53

Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Central Bank of Brazil Working Papers [View] (Paper: 370, 13.12.2014)

JEL: C13, C53, E47, F31, G17

Generating Options-Implied Probability Densities to Understand Oil Market Events

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1122, 04.11.2014)

JEL: C13, G13, G14

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

The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited

St Louis Fed Working Papers [View] (Paper: 2014-034, 31.10.2014)

JEL: C13, C14, C32, C58, F31, F37, F65, G15

Identification and estimation of outcome response with heterogeneous treatment externalities

Bank of Italy Working Papers [View] (Paper: 974, 13.10.2014)

JEL: C13, C21, D62

Developing an underlying inflation gauge for China

Bank for International Settlements Working papers [View] (Paper: 465, 25.09.2014)

JEL: C13, C33, C43, E31, E37, 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

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

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