Central Bank Research Hub - JEL classification C5: Econometric Modeling

Title Author(s)

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

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

Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1050, 13.07.2012)

JEL: C32, C53, Q43

Euro area and global oil shocks: an empirical model-based analysis

Bank of Italy Working Papers [View] (Paper: 873, 12.07.2012)

JEL: C11, C51, E32, F41

Selecting predictors by using Bayesian model averaging in bridge models

Bank of Italy Working Papers [View] (Paper: 872, 12.07.2012)

JEL: C22, C52, C53

Selecting predictors by using Bayesian model averaging in bridge models

Bank of Italy Working Papers [View] (Paper: 872, 12.07.2012)

JEL: C22, C52, C53

How informative are the subjective density forecasts of macroeconimists?

European Central Bank Working papers [View] (Paper: 1446, 11.07.2012)

JEL: C22, C53

Sometimes it helps: the evolving predictive power of spreads on GDP dynamics

European Central Bank Working papers [View] (Paper: 1447, 11.07.2012)

JEL: C52, E37

Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-37, 08.06.2012)

JEL: C5, E4, G1

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