Browse by JEL Code
C5: Econometric Modeling
- Recession forecasting using Bayesian classification
by Troy A. Davig & Aaron Smalter Hall in Research Working Paper, Federal Reserve Bank of Kansas City, 2016 - Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries
by Frank Schorfheide & Pablo Cuba-Borda & S. Boragan Aruoba in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2016 - Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs
by Dario Caldara & Edward Herbst in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 2016 - The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model
by Robert Kollmann & Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger & Lukas Vogel in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas, 2016 - Does Realized Volatility Help Bond Yield Density Prediction?
by Minchul Shin & Molin Zhong in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 2015 - A new monthly indicator of global real economic activity
by Francesco Ravazzolo & Joaquin L. Vespignani in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas, 2015
