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

Title Author(s)

Evaluating DSGE Model Forecasts of Comovements

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-11, 01.05.2012)

JEL: C11, C32, C53, E27, E47

Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture

Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012)

JEL: C11, C14, C53, C58

Forecasting National Recessions Using State Level Data

St Louis Fed Working Papers [View] (Paper: 2012-013, 27.04.2012)

JEL: C52, C53, E32, E37

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012)

JEL: C13, C16, C22, C51, C53, G17

Combination schemes for turning point predictions

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/04, 10.04.2012)

JEL: C11, C15, C53, E37

Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Central Bank of Brazil Working Papers [View] (Paper: 269, 22.03.2012)

JEL: C13, C53, F31, G17

Short-term forecasting of the Japanese economy using factor models,

European Central Bank Working papers [View] (Paper: 1428, 20.03.2012)

JEL: C50, C53, E37, E47

Forecasting world output: the rising importance of emerging economies

Bank of Italy Working Papers [View] (Paper: 853, 09.03.2012)

JEL: C22, C53, E37, F47

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Bank for International Settlements Working papers [View] (Paper: 374, 06.03.2012)

JEL: C53, G12, G15, G17

Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy

IJCB International Journal of Central Banking [View] (Paper: 12q1a9, 01.03.2012)

JEL: C32, C53, E30, Q17

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