Central Bank Research Hub - JEL classification C51: Model Construction and Estimation

Title Author(s)

Econometric analysis of high dimensional VARs featuring a dominant unit,

European Central Bank Working papers [View] (Paper: 1194, 25.06.2010)

JEL: C10, C33, C51

Calendar Effects in Daily ATM Withdrawals

Bank of Portugal Working papers [View] (Paper: 201012, 15.06.2010)

JEL: C32, C51

High and Low Frequency Correlations in Global Equity Markets

Bank of Mexico Working Papers [View] (Paper: 2009-17, 12.04.2010)

JEL: C32, C51, C52, G12, G15

Estimating DSGE models with unknown data persistence

Bank of Italy Working Papers [View] (Paper: 750, 12.04.2010)

JEL: C51, C53, E37

Frequency-domain analysis of debt service in a macro-finance model for the euro area.

Bank of France Working Papers [View] (Paper: Nr 261, 17.12.2009)

JEL: C51, E32, E43, G12, H63

How Robust Are Popular Models of Nominal Frictions?

Dallas Fed Working Papers [View] (Paper: wp0903, 07.10.2009)

JEL: C51, E31, E32, E52

Evaluating a monetary business cycle model with unemployment for the euro area

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/08, 01.10.2009)

JEL: C51, C52, E32

The dynamic effects of shocks to wages and prices in the United States and the Euro Area

Bank of Portugal Working papers [View] (Paper: 200915, 30.07.2009)

JEL: C32, C51, E31, J30

The dynamic effects of shocks to wages and prices in the United States and the Euro Area

European Central Bank Working papers [View] (Paper: 1067, 06.07.2009)

JEL: C32, C51, E31, J30

Local Identification in DSGE Models

Bank of Portugal Working papers [View] (Paper: 200907, 27.04.2009)

JEL: C32, C51, C52, E32

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