Central Bank Research Hub - JEL classification C55: Large Data Sets: Modeling and Analysis

Title Author(s)

Macroeconomic nowcasting and forecasting with big data

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

JEL: C32, C53, C55, E32

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

Term Structure Analysis with Big Data

San Francisco Fed Working Papers [View] (Paper: 2017-21, 15.09.2017)

JEL: C55, C58, G12, G17

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2017, 31.08.2017)

JEL: C11, C51, C55

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

What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging

European Central Bank Working papers [View] (Paper: 2090, 31.07.2017)

JEL: C23, C51, C55, F14, O52

Unconventional monetary policy and the anchoring of inflation expectations

European Central Bank Working papers [View] (Paper: 1995, 25.01.2017)

JEL: C52, C55, E43, E44

Do central banks respond timely to developments in the global economy?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 19/2016, 22.12.2016)

JEL: C11, C53, C55, E58, F17

Nowcasting the Czech Trade Balance

Czech National Bank Working papers [View] (Paper: 2016/11, 06.12.2016)

JEL: C53, C55, F17

Spillover effects of credit default risk in the euro area and the effects on the euro: a GVAR approach

Deutsche Bundesbank Discussion Papers [View] (Paper: 42/2016, 10.11.2016)

JEL: C55, F31, H63

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