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

Title Author(s)

Do markup dynamics reflect fundamentals or changes in conduct?

Bank of Finland Discussion Papers [View] (Paper: 2009/12, 22.04.2009)

JEL: C32, C51, G20, L13, L16

Macroeconomic effects of greater competition in the service sector: the case of Italy

Bank of Italy Working Papers [View] (Paper: 706, 27.03.2009)

JEL: C51, E31, E52

The Factor-Spline-GARCH Model for High and Low Frequency Correlations

Bank of Mexico Working Papers [View] (Paper: 2009-03, 25.02.2009)

JEL: C22, C32, C51, C53, G11, G12, G32

Infinite-dimensional VARs and factor models

European Central Bank Working papers [View] (Paper: 0998, 29.01.2009)

JEL: C10, C33, C51

Modelling loans to non-financial corporations in the euro area

European Central Bank Working papers [View] (Paper: 0989, 08.01.2009)

JEL: C32, C51

Inflation targeting in Latin America: Empirical analysis using GARCH models (712 KB)

Bank of Spain Working Papers [View] (Paper: 0826, 05.12.2008)

JEL: C22, C51, E52

The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve

Dallas Fed Working Papers [View] (Paper: wp0804, 01.12.2008)

JEL: C33, C51, C53, E47, G12

Specification Analysis of Structural Credit Risk Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-55, 18.11.2008)

JEL: C51, C52, G12, G13

Oil exporters: in search of an external anchor

European Central Bank Working papers [View] (Paper: 0958, 14.11.2008)

JEL: C30, C51, C61, F31, O24

Wage and price dynamics in Portugal

European Central Bank Working papers [View] (Paper: 0945, 13.10.2008)

JEL: C32, C51, E31, J30

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