Central Bank Research Hub - JEL classification C1: Econometric and Statistical Methods and Methodology: General

Title Author(s)

Priors for the long run

New York Fed Staff reports [View] (Paper: 832, 21.11.2017)

JEL: C11, C32, C33, E37

Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

Central Bank of Brazil Working Papers [View] (Paper: 466, 07.11.2017)

JEL: C14, C22, C53, F31, G17

Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter

Cleveland Fed Working papers [View] (Paper: 1717, 03.11.2017)

JEL: C12, C22, C52, C53

An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts

St Louis Fed Working Papers [View] (Paper: 2017-40, 01.11.2017)

JEL: C12, C32, C52, C53

Consistent inference in fixed-effects stochastic frontier models

Bank of Italy Working Papers [View] (Paper: 1147, 25.10.2017)

JEL: C13, C23

A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels

Dallas Fed Institute Working Papers [View] (Paper: 327, 01.09.2017)

JEL: C12, C13, C23

A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels

Dallas Fed Institute Working Papers [View] (Paper: 327, 01.09.2017)

JEL: C12, C13, C23

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2017, 31.08.2017)

JEL: C11, C51, C55

Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe

European Central Bank Working papers [View] (Paper: 2095, 23.08.2017)

JEL: C11, C32, E52, F42

International inflation spillovers - the role of different shocks

Swiss National Bank Working Papers [View] (Paper: 2017-07, 21.08.2017)

JEL: C11, C32, E31, E52, F62

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