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

Title Author(s)

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

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

Central Bank of Brazil Working Papers [View] (Paper: 466, 01.11.2017)

JEL: C14, C22, C53, F31, G17

Consistent inference in fixed-effects stochastic frontier models

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

JEL: 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

Systemic Financial Sector and Sovereign Risks

Central Bank of Luxembourg Working Papers [View] (Paper: 109, 11.07.2017)

JEL: C1, E5, F3, G1

Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR

European Central Bank Working papers [View] (Paper: 2081, 21.06.2017)

JEL: C13, C6, E2, E6

Measuring International Uncertainty : The Case of Korea

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-066, 20.06.2017)

JEL: C11, C32, E32

Estimating the impact of shocks to bank capital in the euro area

European Central Bank Working papers [View] (Paper: 2077, 19.06.2017)

JEL: C11, C32, G21

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