Central Bank Research Hub - JEL classification C5: Econometric Modeling

Title Author(s)

Google data in bridge equation models for German GDP

Deutsche Bundesbank Discussion Papers [View] (Paper: 18/2017, 26.06.2017)

JEL: C22, C32, C53

Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks

European Central Bank Working papers [View] (Paper: 2082, 23.06.2017)

JEL: C50, E52, F42

Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico

Bank of Mexico Working Papers [View] (Paper: 2017-11, 22.06.2017)

JEL: C32, C51, E10, E17

Financial crises and the dynamic linkages between stock and bond returns

Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2017, 20.06.2017)

JEL: C32, C58, G15

System Priors for Econometric Time Series

Czech National Bank Working papers [View] (Paper: 2017/01, 25.05.2017)

JEL: C11, C18, C51

Forecasting GDP Growth with NIPA Aggregates

Cleveland Fed Working papers [View] (Paper: 1708, 19.05.2017)

JEL: C32, C53, E01

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Bank of Canada Working papers [View] (Paper: 2017-19, 17.05.2017)

JEL: C22, C52, C53, F31

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Bank of Canada Working papers [View] (Paper: 2017-19, 17.05.2017)

JEL: C22, C52, C53, F31

Chow-Lin x N: how adding a panel dimension can improve accuracy

Deutsche Bundesbank Discussion Papers [View] (Paper: 12/2017, 17.05.2017)

JEL: C22, C53

Evidence on the Production of Cognitive Achievement from Moving to Opportunity

Cleveland Fed Working papers [View] (Paper: 1707, 12.05.2017)

JEL: C31, C36, C50, D04, I20, I38, R23

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