Central Bank Research Hub - JEL classification C5: Econometric Modeling

	Title	Author(s)
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
Abstract Full text	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	Robert J. Vigfusson Lutz Kilian
Abstract Full text	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	Alessandro Notarpietro Massimiliano Pisani by Lorenzo Forni Andrea Gerali
Abstract Full text	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	Massimiliano Marcellino Lorenzo Bencivelli Gianluca Moretti
Abstract Full text	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	Massimiliano Marcellino Lorenzo Bencivelli Gianluca Moretti
Full text	How informative are the subjective density forecasts of macroeconimists? European Central Bank Working papers [View] (Paper: 1446, 11.07.2012) JEL: C22, C53	Federico Masera Thomas Kostka Geoff Kenny
Full text	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	Raffaele Passaro Giulio Nicoletti
Abstract Full text	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	Min Wei Canlin Li

Related JEL classifications

C5: Econometric Modeling (40 entries)
- C50: General (16 entries)
- C51: Model Construction and Estimation (87 entries)
- C52: Model Evaluation and Selection (127 entries)
- C53: Forecasting and Other Model Applications (210 entries)
- C58: Financial Econometrics (4 entries)
- C59: Other (3 entries)