Central Bank Research Hub - JEL classification E47: Money and Interest Rates: Forecasting and Simulation

	Title	Author(s)
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	Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy Netherlands Bank DNB Working Papers [View] (Paper: 345, 12.07.2012) JEL: E27, E37, E47	Pierre Lafourcade Joris de Wind
Full text	Pricing Deflation Risk with U.S. Treasury Yields San Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012) JEL: E43, E47, G12, G13	Jose A. Lopez Glenn D. Rudebusch Jens H. E. Christensen
Abstract Full text	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	Edward Herbst Frank Schorfheide
Full text	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	Claudia Godbout Marco J. Lombardi
Full text	Assessing macro-financial linkages: a model comparison exercise Deutsche Bundesbank Discussion Papers [View] (Paper: 201202, 05.03.2012) JEL: E32, E44, E47, E52	Pierre Lafourcade Magnus Jonsson Marcin Kolasa Peter McAdam Krysztof Makarski Martin Kliem Rafael Gerke Alberto Locarno
Abstract Full text	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	Claudia Godbout Marco J. Lombardi
Abstract Full text	An economic capital model integrating credit and interest rate risk in the banking book Bank of England Working papers [View] (Paper: 388, 01.06.2010) JEL: C13, E47, G21	Mathias Drehmann Piergiorgio Alessandri
Full text	Macroeconomic forecasting and structural change, European Central Bank Working papers [View] (Paper: 1167, 14.04.2010) JEL: C32, E37, E47	Domenico Giannone Luca Gambetti Antonello D'Agostino
Abstract Full text	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	Ondra Kameník Tibor Hlédik Jan Vlcek Michal Andrle

Related JEL classifications

E4: Money and Interest Rates (93 entries)
- E40: General (71 entries)
- E41: Demand for Money (86 entries)
- E42: Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systems (137 entries)
- E43: Determination of Interest Rates; Term Structure of Interest Rates (230 entries)
- E44: Financial Markets and the Macroeconomy (361 entries)
- E47: Forecasting and Simulation (48 entries)
- E49: Other (3 entries)