Central Bank Research Hub - JEL classification C5: Econometric Modeling

	Title	Author(s)
Abstract Full text	An Endogenously Clustered Factor Approach to International Business Cycles St Louis Fed Working Papers [View] (Paper: 2012-014, 03.05.2012) JEL: C33, C52, E32, F44	Michael T. Owyang Neville R. Francis Özge Savascin
Abstract Full text	The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-20, 02.05.2012) JEL: C52, E62	Christophe Kamps Dario Caldara
Abstract Full text	Evaluating DSGE Model Forecasts of Comovements Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-11, 01.05.2012) JEL: C11, C32, C53, E27, E47	Edward Herbst Frank Schorfheide
Abstract Full text	Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Forecasting National Recessions Using State Level Data St Louis Fed Working Papers [View] (Paper: 2012-013, 27.04.2012) JEL: C52, C53, E32, E37	Michael T. Owyang Jeremy M. Piger Howard J. Wall
Abstract Full text	Forecasting National Recessions Using State Level Data St Louis Fed Working Papers [View] (Paper: 2012-013, 27.04.2012) JEL: C52, C53, E32, E37	Michael T. Owyang Jeremy M. Piger Howard J. Wall
Full text	Trade linkages and growth in Latin America: A time-varying SVAR approach Central Reserve Bank of Peru Working Papers [View] (Paper: 2012-011, 25.04.2012) JEL: C32, C50, E32, F44, O54	Diego Winkelried Miguel Angel Saldarriaga
Full text	Risk spillovers in international equity portfolios Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin Angelo Ranaldo
Full text	Risk spillovers in international equity portfolios Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin Angelo Ranaldo

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)