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

Title Author(s)

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

A Wavelet Approach for Factor-Augmented Forecasting

Bank of Portugal Working papers [View] (Paper: 201007, 15.06.2010)

JEL: C22, C40, C53

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

Bank of Portugal Working papers [View] (Paper: 201006, 10.06.2010)

JEL: C53, E32, E52, F47

Forecast Combinations

Bank of Mexico Working Papers [View] (Paper: 2010-04, 02.06.2010)

JEL: C53

Empirical simultaneous confidence regions for path-forecasts

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

JEL: C32, C52, C53

Food price pass-through in the euro area The role of asymmetries and non-linearities,

European Central Bank Working papers [View] (Paper: 1168, 14.04.2010)

JEL: C32, C53, E3, Q17

Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?

Bank of Mexico Working Papers [View] (Paper: 2010-01, 12.04.2010)

JEL: C22, C53, E37

A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico

Bank of Mexico Working Papers [View] (Paper: 2009-14, 12.04.2010)

JEL: C32, C53, E31, E37

Estimating DSGE models with unknown data persistence

Bank of Italy Working Papers [View] (Paper: 750, 12.04.2010)

JEL: C51, C53, E37

Implementing the New Structural Model of the Czech National Bank

Czech National Bank Working papers [View] (Paper: 2009/02, 07.04.2010)

JEL: C53, D58, E32, E47, E58

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