Central Bank Research Hub - JEL classification E37: Forecasting and Simulation: Models and Applications

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

Inferring Inflation Expectations from Fixed-Event Forecasts

IJCB International Journal of Central Banking [View] (Paper: 17q2a01, 01.06.2017)

JEL: C32, E37, E52

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

An estimated two-country EA-US model with limited exchange rate pass-through

National Bank of Belgium Working Papers [View] (Paper: 0317, 20.03.2017)

JEL: C11, E32, E37, F41

Using the payment system data to forecast the Italian GDP

Bank of Italy Working Papers [View] (Paper: 1098, 23.02.2017)

JEL: C53, E17, E27, E32, E37, E42

Forecasting euro area inflation using targeted predictors: is money coming back?

European Central Bank Working papers [View] (Paper: 2015, 06.02.2017)

JEL: C53, E37, E41, E51, E58

A Dynamic Factor Model for Nowcasting Canadian GDP Growth

Bank of Canada Working papers [View] (Paper: 2017-02, 02.02.2017)

JEL: C32, C38, C53, E37

Mixed-frequency models for tracking short-term economic developments in Switzerland

Swiss National Bank Working Papers [View] (Paper: 2017-02, 01.02.2017)

JEL: C32, C53, E37

Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach

Reserve Bank of Australia Research Discussion Papers [View] (Paper: rdp2017-01, 01.02.2017)

JEL: C53, E37, E58

Will US inflation awake from the dead? The role of slack and non-linearities in the Phillips curve

European Central Bank Working papers [View] (Paper: 2001, 25.01.2017)

JEL: E31, E37, R58

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