Central Bank Research Hub - JEL classification C61: Optimization Techniques; Programming Models; Dynamic Analysis

Title Author(s)

Does Smooth Ambiguity Matter for Asset Pricing?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1221, 19.01.2018)

JEL: C61, D81, G11, G12

Ignorance, Uncertainty, and Strategic Consumption-Portfolio Decisions

Kansas City Fed Working Papers [View] (Paper: RWP 17-13, 01.11.2017)

JEL: C61, D81, E21

Modelling a small open economy using a wavelet-based control model

Bank of Finland Discussion Papers [View] (Paper: 32/2017, 18.10.2017)

JEL: C61, C63, C88, E52, E61, F47

An integrated shortfall measure for Basel III

Deutsche Bundesbank Discussion Papers [View] (Paper: 26/2017, 21.09.2017)

JEL: C61, G21

Informal one-sided target zone model and the Swiss franc

Bank for International Settlements Working papers [View] (Paper: 660, 01.08.2017)

JEL: C61, E42, F31

The optimal conduct of central bank asset purchases

Deutsche Bundesbank Discussion Papers [View] (Paper: 22/2017, 10.07.2017)

JEL: C61, E52, G11

Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?

Bank of Canada Working papers [View] (Paper: 2017-21, 01.06.2017)

JEL: C61, C63, C68, E31, E52

Compressing over-the-counter markets

European Systemic Risk Board Working papers [View] (Paper: WP44, 02.05.2017)

JEL: C61, D53, D85, G01, G10, G12

Comparison of Various Business Cycle Models for Pakistan

State Bank of Pakistan Working Papers [View] (Paper: 89, 01.04.2017)

JEL: C61, D58, E32

To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China

Bank of Finland BOFIT Discussion Papers [View] (Paper: 3/2017, 27.02.2017)

JEL: C61, E32, E44, E52

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