Central Bank Research Hub - JEL classification C14: Semiparametric and Nonparametric Methods: General

Title Author(s)

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

A goodness-of-fit test for Generalized Error Distribution

Bank of Italy Working Papers [View] (Paper: 1096, 23.02.2017)

JEL: C14, C15, C63

An indicator of inflation expectations anchoring

Bank of Italy Working Papers [View] (Paper: 1103, 23.02.2017)

JEL: C14, C58, E31, E44, G13

Tail co-movement in inflation expectations as an indicator of anchoring

European Central Bank Working papers [View] (Paper: 1997, 25.01.2017)

JEL: C14, C58, E31, E44, G13

A new indicator of inflation expectations anchoring

European Central Bank Working papers [View] (Paper: 1996, 25.01.2017)

JEL: C14, C58, E31, E44, G13

Pricing of bonds and equity when the zero lower bound is relevant

European Central Bank Working papers [View] (Paper: 1992, 24.01.2017)

JEL: C14, E43, G12

Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil

Central Bank of Brazil Working Papers [View] (Paper: 446, 29.11.2016)

JEL: C14, C15, C33, E37, F31

Option-Implied Libor Rate Expectations across Currencies

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1182, 14.10.2016)

JEL: C14, E43, G13

You, Me and the Mean: a Semiparametric Approach to the Redistributive Effects of Transfer Programs

Bank of Mexico Working Papers [View] (Paper: 2016-16, 11.10.2016)

JEL: C14, D31, H23, I38

Have FOMC minutes helped markets to predict FED funds rate changes?

European Central Bank Working papers [View] (Paper: 1961, 14.09.2016)

JEL: C14, E52, E58

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