Central Bank Research Hub - JEL classification C53: Forecasting and Prediction Methods; Simulation Methods

Title Author(s)

The Quarterly Projection Model of the SARB

South African Reserve Bank Working Papers [View] (Paper: 1701, 27.09.2017)

JEL: C53, E50, Z00

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Cleveland Fed Working papers [View] (Paper: 1715, 25.09.2017)

JEL: C53, E37

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

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

Using debit card payments data for nowcasting Dutch household consumption

Netherlands Bank DNB Working Papers [View] (Paper: 571, 01.09.2017)

JEL: C53, E27

Common Factors of Commodity Prices

Bank of France Working Papers [View] (Paper: 645, 01.09.2017)

JEL: C51, C53, Q02

Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

St Louis Fed Working Papers [View] (Paper: 2017-26, 28.08.2017)

JEL: C32, C53, E47

Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector

European Central Bank Working papers [View] (Paper: 2096, 25.08.2017)

JEL: C53, E32, R31

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

Do Phillips Curves Conditionally Help to Forecast Inflation?

Philadelphia Fed Working Papers [View] (Paper: 17-26, 21.08.2017)

JEL: C53, E37

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