Central Bank Research Hub - JEL classification C38: Classification Methods; Cluster Analysis; Principal Components; Factor Models

Title Author(s)

A Global Trade Model for the Euro Area

IJCB International Journal of Central Banking [View] (Paper: 1, 01.12.2017)

JEL: C38, F17, F47

Common Factors, Trends, and Cycles in Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-111, 13.11.2017)

JEL: C32, C38, C55, E00

Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model

Swiss National Bank Working Papers [View] (Paper: 2017-08, 21.08.2017)

JEL: C32, C38, C53, C55, E32

Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach

Bank of Korea Working Papers [View] (Paper: 2017-14, 02.05.2017)

JEL: C38, C53, C55, E44, E47, G01, G17

How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland

National Bank of Poland Working papers [View] (Paper: 273, 01.04.2017)

JEL: C32, C38, E43, E52

Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks

National Bank of Poland Working papers [View] (Paper: 262, 03.02.2017)

JEL: C22, C38, C45, C53, C55

A Dynamic Factor Model for Nowcasting Canadian GDP Growth

Bank of Canada Working papers [View] (Paper: 2017-02, 02.02.2017)

JEL: C32, C38, C53, E37

Forecasting with FAVAR: macroeconomic versus financial factors

National Bank of Poland Working papers [View] (Paper: 256, 01.02.2017)

JEL: C3, C38, C53, E3, E32

Macroeconomic Uncertainty Through the Lens of Professional Forecasters

Dallas Fed Working Papers [View] (Paper: 1702, 26.01.2017)

JEL: C38, E17, E32

The New York Fed Staff Underlying Inflation Gauge (UIG)

New York Fed Economic policy review [View] (Paper: 00042, 01.01.2017)

JEL: C13, C38, C55, E31, E37

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