Central Bank Research Hub - JEL classification C18: Methodological Issues: General

Title Author(s)

A cost-benefit analysis of capital requirements for the Danish economy

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP123, 15.12.2017)

JEL: C01, C10, C18, C58, E32, E37, E44

System Priors for Econometric Time Series

Czech National Bank Working papers [View] (Paper: 2017/01, 25.05.2017)

JEL: C11, C18, C51

Fully Modified HP Filter

State Bank of Pakistan Working Papers [View] (Paper: 88, 01.04.2017)

JEL: C18, E32

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/01, 29.03.2017)

JEL: C18, E17, E32

Performance Comparison of Modified HP Filter, Wavelet Analysis and Empirical Mode Decomposition for Smoothing Macroeconomic Time Series

State Bank of Pakistan Working Papers [View] (Paper: 87, 01.03.2017)

JEL: C18, E32

Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators

Deutsche Bundesbank Discussion Papers [View] (Paper: 47/2016, 02.12.2016)

JEL: C18, C23, C51, C52, C53

Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter

Bank for International Settlements Working papers [View] (Paper: 584, 20.09.2016)

JEL: C18, E17, E32

Estimating Dynamic Macroeconomic Models: How Informative Are the Data?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1175, 03.08.2016)

JEL: C11, C18, F41

Measuring expected time to default under stress conditions for corporate loans

National Bank of Poland Working papers [View] (Paper: 237, 26.07.2016)

JEL: C13, C18, G21, G32

Aggregation Level in Stress Testing Models

San Francisco Fed Working Papers [View] (Paper: 2015-14, 28.09.2015)

JEL: C18, C52, G21, G28

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