Central Bank Research Hub - JEL classification C5: Econometric Modeling

	Title	Author(s)
Full text	Towards an explanation of cross-country asymmetries in monetary transmission Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2012, 29.05.2012) JEL: C33, C51, E44, E52	Georgios Georgiadis
Full text	Empirical Simultaneous Prediction Regions for Path-Forecasts San Francisco Fed Working Papers [View] (Paper: 2012-05, 24.05.2012) JEL: C32, C52, C53	Massimiliano Marcellino Òscar Jordà Malte Knuppel
Full text	Empirical Simultaneous Prediction Regions for Path-Forecasts San Francisco Fed Working Papers [View] (Paper: 2012-05, 24.05.2012) JEL: C32, C52, C53	Massimiliano Marcellino Òscar Jordà Malte Knuppel
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

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)