Central Bank Research Hub - JEL classification C2: Single Equation Models; Single Variables

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

Understanding Rating Movements in Euro Area Countries

Czech National Bank Working papers [View] (Paper: 2017/06, 31.10.2017)

JEL: C25, G24, H63, H68

Consistent inference in fixed-effects stochastic frontier models

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

JEL: C13, C23

Low frequency drivers of the real interest rate: a band spectrum regression approach

Bank of Italy Working Papers [View] (Paper: 1132, 27.09.2017)

JEL: C22, E43

Are daily financial data useful for forecasting GDP? Evidence from Mexico

Bank of Mexico Working Papers [View] (Paper: 2017-17, 23.09.2017)

JEL: C22, C53, E37

Do all new brooms sweep clean? Evidence for outside bank appointments

Deutsche Bundesbank Discussion Papers [View] (Paper: 27/2017, 22.09.2017)

JEL: C23, G21, G32, G34

Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-095, 22.09.2017)

JEL: C20, C22, C53, C58

Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-095, 22.09.2017)

JEL: C20, C22, C53, C58

Early Warning Systems with Real-Time Data

Bank of Mexico Working Papers [View] (Paper: 2017-16, 19.09.2017)

JEL: C23, E47, E58, F31, G01

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