Central Bank Research Hub - JEL classification C52: Model Evaluation and Selection

Title Author(s)

Imposing parsimony in cross-country growth regressions,

European Central Bank Working papers [View] (Paper: 1234, 24.08.2010)

JEL: C20, C52, O40, O47

The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

Bank of Portugal Working papers [View] (Paper: 201011, 23.06.2010)

JEL: C12, C15, C52

Empirical simultaneous confidence regions for path-forecasts

Deutsche Bundesbank Discussion Papers [View] (Paper: 201006, 07.05.2010)

JEL: C32, C52, C53

General Equilibrium Restrictions for Dynamic Factor Models

Bank of Spain Working Papers [View] (Paper: 1012, 22.04.2010)

JEL: C52, E32, E37

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

Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way

Bank of Italy Working Papers [View] (Paper: 751, 12.04.2010)

JEL: C52, E31, Q43

Impulse Response Identification in DSGE Models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/14, 21.12.2009)

JEL: C30, C52

Distributional tests in multivariate dynamic models with Normal and Student t innovations

Bank of Spain Working Papers [View] (Paper: 0929, 21.12.2009)

JEL: C12, C32, C52

Comparing forecast accuracy: a Monte Carlo investigation

Bank of Italy Working Papers [View] (Paper: 723, 05.10.2009)

JEL: C12, C52, C53

New Keynesian versus old Keynesian government spending multipliers

European Central Bank Working papers [View] (Paper: 1090, 05.10.2009)

JEL: C52, E62

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