Central Bank Research Hub - JEL classification C5: Econometric Modeling

	Title	Author(s)
Abstract Full text	A dynamic default dependence model Bank of Italy Working Papers [View] (Paper: 892, 14.12.2012) JEL: B26, C02, C53	Giovanna Nappo Sara Cecchetti
Abstract Full text	The predictive power of Google searches in forecasting unemployment Bank of Italy Working Papers [View] (Paper: 891, 14.12.2012) JEL: C22, C53, E27, E37, J60, J64	Francesco D'Amuri Juri Marcucci
Full text	Which model to match? Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012) JEL: C13, C52	David Veredas Roxana Halbleib Matteo Barigozzi
Full text	TailCoR Bank of Spain Working Papers [View] (Paper: 1227, 14.08.2012) JEL: C32, C51, G01	Lorenzo Ricci David Veredas
Full text	Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years European Central Bank Working papers [View] (Paper: 1455, 14.08.2012) JEL: C22, C53, E37, E47	Bernd Schnatz Antonello D'Agostino
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen José Valentim M. Vicente Caio Almeida
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen José Valentim M. Vicente Caio Almeida
Abstract Full text	Bayesian Semiparametric Multivariate GARCH Modeling Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Bayesian Semiparametric Multivariate GARCH Modeling Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century Central Bank of Brazil Working Papers [View] (Paper: 284, 13.07.2012) JEL: C32, C53, E32	Afonso Arinos de Mello Franco-Neto João Victor Isslerz Osmani Teixeira de Carvalho Guillény

Related JEL classifications

C5: Econometric Modeling (40 entries)
- C50: General (15 entries)
- C51: Model Construction and Estimation (86 entries)
- C52: Model Evaluation and Selection (127 entries)
- C53: Forecasting and Other Model Applications (209 entries)
- C58: Financial Econometrics (4 entries)
- C59: Other (3 entries)