Central Bank Research Hub - JEL classification C5: Econometric Modeling

Title Author(s)

Itô Conditional Moment Generator and the Estimation of Short Rate Processes

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-32, 22.08.2003)

JEL: C51, C52, G12

Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?

European Central Bank Working papers [View] (Paper: 0247, 15.08.2003)

JEL: C32, C53, E31, E37

Aggregation and euro area Phillips curves

European Central Bank Working papers [View] (Paper: 0213, 02.04.2003)

JEL: C52, C53, E24, J30

Aggregation and euro area Phillips curves

European Central Bank Working papers [View] (Paper: 0213, 02.04.2003)

JEL: C52, C53, E24, J30

Modelling the implied probability of stock market movements

European Central Bank Working papers [View] (Paper: 0212, 02.04.2003)

JEL: C22, C51, G13, G15

Asymmetric dynamics in the correlations of global equity and bond returns

European Central Bank Working papers [View] (Paper: 0204, 02.04.2003)

JEL: C5, F3, G1

Aggregate loans to the euro area private sector

European Central Bank Working papers [View] (Paper: 0202, 02.04.2003)

JEL: C32, C51

Sensitivity analysis of volatility: a new tool for risk management

European Central Bank Working papers [View] (Paper: 0194, 02.04.2003)

JEL: C32, C53, G15

Identifying endogenous fiscal policy rules for macroeconomic models

European Central Bank Working papers [View] (Paper: 0156, 02.04.2003)

JEL: C5, C62, E6

Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank

European Central Bank Working papers [View] (Paper: 0142, 02.04.2003)

JEL: C22, C51, C53, C59

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