Central Bank Research Hub - JEL classification E47: Forecasting and Simulation: Models and Applications

Title Author(s)

Assessing fiscal policy through the lens of the financial and the commodity price cycles

Bank for International Settlements Working papers [View] (Paper: 638, 17.05.2017)

JEL: E10, E32, E40, E47, E50, E62, Q33

Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach

Bank of Korea Working Papers [View] (Paper: 2017-14, 02.05.2017)

JEL: C38, C53, C55, E44, E47, G01, G17

External debt composition and domestic credit cycles

Bank for International Settlements Working papers [View] (Paper: 627, 21.04.2017)

JEL: E10, E40, E47, E50

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

Large and State-Dependent Effects of Quasi-Random Monetary Experiments

San Francisco Fed Working Papers [View] (Paper: 2017-02, 21.01.2017)

JEL: E01, E30, E32, E44, E47, E51, F33, F42, F44

Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.

Bank of France Working Papers [View] (Paper: 619, 01.01.2017)

JEL: C32, E43, E47, F44, F47

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Bank of Canada Working papers [View] (Paper: 2016-61, 28.12.2016)

JEL: E43, E44, E47, G12, G13

Interbank loans, collateral and modern monetary policy

European Central Bank Working papers [View] (Paper: 1959, 12.09.2016)

JEL: C63, E17, E47, E58

The Financial and Macroeconomic Effects of the OMT Announcements

IJCB International Journal of Central Banking [View] (Paper: 16q3a01, 01.09.2016)

JEL: C54, E47, E58

Modelling interest payments for macroeconomic assessment

Bank of Spain Working Papers [View] (Paper: 1612, 30.06.2016)

JEL: E43, E44, E47, E63

Related JEL classifications

Browse all JEL classifications