Central Bank Research Hub - JEL classification C11: Bayesian Analysis: General

Title Author(s)

Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations

Czech National Bank Working papers [View] (Paper: 2016/05, 23.06.2016)

JEL: C11, C32, C53

Point, interval and density forecasts of exchange rates with time-varying parameter models

Deutsche Bundesbank Discussion Papers [View] (Paper: 19/2016, 20.06.2016)

JEL: C11, C53, F31, F37

The Aino 2.0 model

Bank of Finland Discussion Papers [View] (Paper: 16/2016, 31.05.2016)

JEL: C11, C53, E32, E37

A New Approach to Identifying the Real Effects of Uncertainty Shocks

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-040, 01.05.2016)

JEL: C11, C32, E32

Joint prediction bands for macroeconomic risk management

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 07/2016, 29.04.2016)

JEL: C11, C53, C6, E1, E37, E5

Heterogeneity in euro-area monetary policy transmission: results from a large multi-country BVAR model

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2016, 18.03.2016)

JEL: C11, C54, E52

A false sense of security in applying handpicked equations for stress test purposes

European Central Bank Working papers [View] (Paper: 1845, 22.02.2016)

JEL: C11, C22, C51, G21

Output gaps, inflation and financial cycles in the United Kingdom

Bank of England Working papers [View] (Paper: swp585, 12.02.2016)

JEL: C11, C32, E31, E32, E52

Identifying Shocks in Structural VAR Models via Heteroskedasticity: a Bayesian Approach

Bank of Estonia Working papers [View] (Paper: 08/2015, 25.01.2016)

JEL: C11, C32, C54

Testing for Granger causality in large mixed-frequency VARs

Deutsche Bundesbank Discussion Papers [View] (Paper: 45/2015, 22.01.2016)

JEL: C11, C12, C32

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