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

Title Author(s)

Model averaging in Markov-Switching models: predicting national recessions with regional data

Bank of Spain Working Papers [View] (Paper: 1727, 28.07.2017)

JEL: C53, E32, E37

The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?

Bank for International Settlements Working papers [View] (Paper: 652, 12.07.2017)

JEL: C53, F31, F37

Google data in bridge equation models for German GDP

Deutsche Bundesbank Discussion Papers [View] (Paper: 18/2017, 26.06.2017)

JEL: C22, C32, C53

Forecasting GDP Growth with NIPA Aggregates

Cleveland Fed Working papers [View] (Paper: 1708, 19.05.2017)

JEL: C32, C53, E01

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Bank of Canada Working papers [View] (Paper: 2017-19, 17.05.2017)

JEL: C22, C52, C53, F31

Chow-Lin x N: how adding a panel dimension can improve accuracy

Deutsche Bundesbank Discussion Papers [View] (Paper: 12/2017, 17.05.2017)

JEL: C22, C53

Markov-Switching Three-Pass Regression Filter

Bank of Canada Working papers [View] (Paper: 2017-13, 21.04.2017)

JEL: C22, C23, C53

Conditional forecasting with DSGE models - A conditional copula approach

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 04/2017, 07.04.2017)

JEL: C53, E37, E47, E52

Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting

Cleveland Fed Working papers [View] (Paper: 1702, 17.03.2017)

JEL: C11, C32, C53, G17

Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealands Experience

Dallas Fed Institute Working Papers [View] (Paper: 0308, 10.03.2017)

JEL: C21, C23, C53, F41, F47, F62

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