Central Bank Research Hub - JEL classification C5: Econometric Modeling

Title Author(s)

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

Common factors of commodity prices

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

JEL: C51, C53, Q02

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

What's the Story? A New Perspective on the Value of Economic Forecasts

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-107, 04.11.2017)

JEL: C53, E17, E27, E37, E52, G40

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

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

The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities

Bank of Finland BOFIT Discussion Papers [View] (Paper: 15/2017, 01.11.2017)

JEL: C53, F31, F37

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

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