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

Title Author(s)

Short-Term Forecasting of the Japanese Economy Using Factor Models

Bank of Canada Working papers [View] (Paper: 2012-07, 27.02.2012)

JEL: C50, C53, E37, E47

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 201135, 06.02.2012)

JEL: C53, E37

The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010)

JEL: C11, C13, C14, C15, C22, C53, C80, G17

How helpful are spatial effects in forecasting the growth of Chinese provinces?

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2010/15, 18.08.2010)

JEL: C21, C23, C53

The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area

Bank of Italy Working Papers [View] (Paper: 770, 03.08.2010)

JEL: C53, E32, E52, F47

Real time forecasts of inflation: the role of financial variables

Bank of Italy Working Papers [View] (Paper: 767, 03.08.2010)

JEL: C13, C51, C53, E37, G19

Money growth and inflation: a regime switching approach,

European Central Bank Working papers [View] (Paper: 1207, 25.06.2010)

JEL: C11, C53, E31

The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area,

European Central Bank Working papers [View] (Paper: 1195, 25.06.2010)

JEL: C53, E32, E52, F47

Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data,

European Central Bank Working papers [View] (Paper: 1189, 25.06.2010)

JEL: C53, E37

Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market

Bank of France Working Papers [View] (Paper: Nr 278, 18.06.2010)

JEL: C22, C53, G10

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