Central Bank Research Hub - JEL classification G17: Financial Forecasting and Simulation

Title Author(s)

A Counterfactual Valuation of the Stock Index as a Predictor of Crashes

Bank of Canada Working papers [View] (Paper: 2017-38, 21.09.2017)

JEL: C50, C58, G12, G17, G19

Calibrating Macroprudential Policy to Forecasts of Financial Stability

San Francisco Fed Working Papers [View] (Paper: 2017-17, 14.08.2017)

JEL: G17, G18, G28

Structural asymmetries and financial imbalances in the eurozone

European Central Bank Working papers [View] (Paper: 2076, 19.06.2017)

JEL: F20, F32, G17

Clearing the Fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses

San Francisco Fed Working Papers [View] (Paper: 2017-13, 14.06.2017)

JEL: G17, J21, Q52, R11

Knightian uncertainty and credit cycles

European Central Bank Working papers [View] (Paper: 2068, 24.05.2017)

JEL: E44, E58, G14, G17, G21, G32

The Renminbi central parity : An empirical investigation

Bank of Finland BOFIT Discussion Papers [View] (Paper: 7/2017, 11.05.2017)

JEL: F31, F33, G15, G17, G18

Volatility Risk Premia and Future Commodity Returns

Central Bank of Brazil Working Papers [View] (Paper: 455, 18.04.2017)

JEL: F37, G15, G17, Q02

Volatility risk premia and future commodities returns

Bank for International Settlements Working papers [View] (Paper: 619, 23.03.2017)

JEL: F37, G15, G17, Q02

Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting

Cleveland Fed Working papers [View] (Paper: 1702, 17.03.2017)

JEL: C11, C32, C53, G17

The inflation risk premium in the post-Lehman period

European Central Bank Working papers [View] (Paper: 2033, 13.03.2017)

JEL: E44, G17

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