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

Title Author(s)

Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Central Bank of Brazil Working Papers [View] (Paper: 370, 13.12.2014)

JEL: C13, C53, E47, F31, G17

Fixed-Income Pricing in a Non-Linear Interest-Rate Model

Bank of France Working Papers [View] (Paper: 517, 24.10.2014)

JEL: C53, E43, E47, G12

Evaluating a Structural Model Forecast: Decomposition Approach

Czech National Bank Research and Policy notes [View] (Paper: 02/2014, 22.10.2014)

JEL: C53, E01, E47

Three Scenarios for Interest Rates in the Transition to Normalcy

St Louis Fed Working Papers [View] (Paper: 2014-027, 07.10.2014)

JEL: E43, E47, E52, E58, E65

Financial Business Cycles

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1116, 29.08.2014)

JEL: E32, E44, E47

The financial and macroeconomic effects of OMT announcements

European Central Bank Working papers [View] (Paper: 1707, 05.08.2014)

JEL: E47, E58

The Low Frequency Effects of Macroeconomic News on Government Bond Yields

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-52, 05.08.2014)

JEL: E43, E44, E47, G14

Credit ratings and bond spreads of the GIIPS

Netherlands Bank DNB Working Papers [View] (Paper: 432, 30.07.2014)

JEL: E44, E47, G15, G24

The Zero Lower Bound and Endogenous Uncertainty

Dallas Fed Working Papers [View] (Paper: 1405, 31.05.2014)

JEL: E32, E47, E58

Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-22, 28.03.2014)

JEL: E4, E41, E43, E47

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