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

Title Author(s)

Tail Co-movement in Inflation Expectations as an Indicator of Anchoring

IJCB International Journal of Central Banking [View] (Paper: 2, 01.01.2018)

JEL: C14, C58, E31, E44, G13

Entropy-based implied moments

Netherlands Bank DNB Working Papers [View] (Paper: 581, 01.12.2017)

JEL: C14, G13, G17

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

Macroeconomic Indicator Forecasting with Deep Neural Networks

Kansas City Fed Working Papers [View] (Paper: RWP 17-11, 29.09.2017)

JEL: C14, C45, C53

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

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