Central Bank Research Hub - JEL classification C5: Econometric Modeling

Title Author(s)

Targeting policy-compliers with machine learning: an application to a tax rebate programme in Italy

Bank of Italy Working Papers [View] (Paper: 1158, 14.12.2017)

JEL: C5, H3

The power of percentage: Quantitative framing of pension income

Netherlands Bank DNB Working Papers [View] (Paper: 578, 11.12.2017)

JEL: C5, C9, D12, G11

Uncertainty across volatility regimes

Bank of Finland Discussion Papers [View] (Paper: 35/2017, 30.11.2017)

JEL: C32, C51, E44, G01

Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators

Bank of Finland BOFIT Discussion Papers [View] (Paper: 19/2017, 30.11.2017)

JEL: C53, E27

Is the Discretionary Income Effect of Oil Price Shocks a Hoax?

Bank of Canada Working papers [View] (Paper: 17-50, 23.11.2017)

JEL: C51, Q43

Macroeconomic nowcasting and forecasting with big data

New York Fed Staff reports [View] (Paper: 830, 21.11.2017)

JEL: C32, C53, C55, E32

Macroeconomic nowcasting and forecasting with big data

New York Fed Staff reports [View] (Paper: 830, 21.11.2017)

JEL: C32, C53, C55, E32

On the Tail Risk Premium in the Oil Market

Bank of Canada Working papers [View] (Paper: 17-46, 20.11.2017)

JEL: C53, C58, D84, E44, G12, G13, Q43

On the Tail Risk Premium in the Oil Market

Bank of Canada Working papers [View] (Paper: 17-46, 20.11.2017)

JEL: C53, C58, D84, E44, G12, G13, Q43

Common factors of commodity prices

European Central Bank Working papers [View] (Paper: 2112, 16.11.2017)

JEL: C51, C53, Q02

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