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

Title Author(s)

Kalman Filtering with Truncated Normal State Variables for Bayesian Estimation of Macroeconomic Models

St Louis Fed Working Papers [View] (Paper: 2005-057, 27.07.2005)

JEL: C32, C35, E37

Experimental evidence on the persistence of output and inflation

European Central Bank Working papers [View] (Paper: 0492, 21.06.2005)

JEL: C91, E32, E37

Understanding the Impact of Oil Shocks

St Louis Fed Working Papers [View] (Paper: 2005-042, 21.06.2005)

JEL: E22, E32, E37

Forecasting macroeconomic variables for the new member states of the European Union

European Central Bank Working papers [View] (Paper: 0482, 13.05.2005)

JEL: C32, C53, E37

Shock Identification of Macroeconomic ForecastsBased on Daily Panels

New York Fed Staff reports [View] (Paper: 206, 19.04.2005)

JEL: E37, E52, E58

Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case

Bank of Portugal Working papers [View] (Paper: 200502, 14.03.2005)

JEL: C22, C32, C43, C53, E31, E37

Cross-country differences in monetary policy transmission

Bank of Spain Working Papers [View] (Paper: 0502, 03.02.2005)

JEL: C53, E37, E52

The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2004-68, 25.12.2004)

JEL: C53, E37

Stress-testing financial systems: an overview of current methodologies

Bank for International Settlements Working papers [View] (Paper: 165, 17.12.2004)

JEL: E37, G10, G21

Convergence Properties of the Likelihood of Computed Dynamic Models

Atlanta Fed Working papers [View] (Paper: 2004-27, 18.11.2004)

JEL: C63, C68, E37

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