Central Bank Research Hub - JEL classification C53: Forecasting and Other Model Applications

	Title	Author(s)
Abstract Full text	Macroeconomic Forecasting Using Low-Frequency Filters Bank of Portugal Working papers [View] (Paper: 201301, 26.02.2013) JEL: C14, C32, C51, C53	João Valle e Azevedo Ana Pereira
Abstract Full text	A dynamic default dependence model Bank of Italy Working Papers [View] (Paper: 892, 14.12.2012) JEL: B26, C02, C53	Giovanna Nappo Sara Cecchetti
Abstract Full text	The predictive power of Google searches in forecasting unemployment Bank of Italy Working Papers [View] (Paper: 891, 14.12.2012) JEL: C22, C53, E27, E37, J60, J64	Francesco D'Amuri Juri Marcucci
Full text	Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years European Central Bank Working papers [View] (Paper: 1455, 14.08.2012) JEL: C22, C53, E37, E47	Bernd Schnatz Antonello D'Agostino
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen José Valentim M. Vicente Caio Almeida
Abstract Full text	Bayesian Semiparametric Multivariate GARCH Modeling Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century Central Bank of Brazil Working Papers [View] (Paper: 284, 13.07.2012) JEL: C32, C53, E32	Afonso Arinos de Mello Franco-Neto João Victor Isslerz Osmani Teixeira de Carvalho Guillény
Abstract Full text	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1050, 13.07.2012) JEL: C32, C53, Q43	Robert J. Vigfusson Lutz Kilian
Abstract Full text	Selecting predictors by using Bayesian model averaging in bridge models Bank of Italy Working Papers [View] (Paper: 872, 12.07.2012) JEL: C22, C52, C53	Massimiliano Marcellino Lorenzo Bencivelli Gianluca Moretti
Full text	How informative are the subjective density forecasts of macroeconimists? European Central Bank Working papers [View] (Paper: 1446, 11.07.2012) JEL: C22, C53	Federico Masera Thomas Kostka Geoff Kenny

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)