Central Bank Research Hub - JEL classification C5: Econometric Modeling

Title Author(s)

Asset returns, news topics, and media effects

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 17/2017, 20.09.2017)

JEL: C5, C8, G12

Term Structure Analysis with Big Data

San Francisco Fed Working Papers [View] (Paper: 2017-21, 15.09.2017)

JEL: C55, C58, G12, G17

Term Structure Analysis with Big Data

San Francisco Fed Working Papers [View] (Paper: 2017-21, 15.09.2017)

JEL: C55, C58, G12, G17

What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?

Central Bank of Luxembourg Working Papers [View] (Paper: 112, 13.09.2017)

JEL: C51, F3, F37, G15

Common Factors of Commodity Prices

Bank of France Working Papers [View] (Paper: 645, 01.09.2017)

JEL: C51, C53, Q02

Common Factors of Commodity Prices

Bank of France Working Papers [View] (Paper: 645, 01.09.2017)

JEL: C51, C53, Q02

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2017, 31.08.2017)

JEL: C11, C51, C55

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2017, 31.08.2017)

JEL: C11, C51, C55

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

St Louis Fed Working Papers [View] (Paper: 2017-26, 28.08.2017)

JEL: C32, C53, E47

Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector

European Central Bank Working papers [View] (Paper: 2096, 25.08.2017)

JEL: C53, E32, R31

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