55 documents matched the search for the 2011-04-23 issue of the NEP report on Central Banking (nep-cba). Documents 1 to 20, page 1 of 3.
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The accuracy of a forecast targeting central bank Nina Skrove Falch and Ragnar Nymoen
from Kiel Institute for the World Economy (IfW Kiel) (2011)
Keywords: inflation forecasts, monetary policy, forecast comparison, forecast targeting central bank, econometric models JEL-codes: C32; C53; E37; E44; E47; E52; E58; E65 Created/Revised: 2011-01-01 Added/Modified: 2014-10-08
Long-run growth expectations and 'global imbalances' Mathias Hoffmann, Michael Krause and Thomas Laubach
from Deutsche Bundesbank (2011)
Keywords: open economy DSGE models, trend growth, Kalman filter, real-time data, news and business cycles, current account JEL-codes: D83; E32; F32 Created/Revised: 2011-01-01 Added/Modified: 2014-10-08
Product Market Competition and Inflation Dynamics: Evidence from a Panel of OECD Countries Monica Correa Lopez, Agustin Garcia Serrador and Ana Cristina Mingorance
from BBVA Bank, Economic Research Department (2010)
Keywords: Inflation dynamics,Product market competition,labour market corrdination,Trade union density JEL-codes: E02; E31; J51 Created/Revised: 2010-10-01 Added/Modified: 2014-06-24
Foresight and Information Flows Eric Leeper, Todd Walker and Shu-Chun Yang
from National Bureau of Economic Research, Inc (2011)
JEL-codes: C5; E62; H30 Created/Revised: 2011-04-01 Added/Modified: 2014-04-03
FiMod - a DSGE model for fiscal policy simulations Nikolai Stähler and Carlos Thomas
from Deutsche Bundesbank (2011)
Keywords: General Equilibrium, Fiscal Policy Simulations, Labor Market Search JEL-codes: E24; E32; E62; H20; H50 Created/Revised: 2011-01-01 Added/Modified: 2014-10-08
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral
from University of Canterbury, Department of Economics and Finance (2011)
Keywords: Median strategy; Value-at-Risk (VaR); daily capital charges; violation penalties; optimizing strategy; aggressive risk management; conservative risk management; Basel II Accord; VIX futures; global financial crisis (GFC) JEL-codes: C22; C53; G11; G17; G32 Created/Revised: 2011-02-01 Added/Modified: 2011-04-27
The implications of dynamic financial frictions for DSGE models Uluc Aysun
from University of Connecticut, Department of Economics (2011)
Keywords: Foreclosure, DSGE, financial frictions, court efficiency. JEL-codes: C63; E02; E44; E52 Created/Revised: 2011-04-01 Added/Modified: 2014-08-22
Systemic risk diagnostics: coincident indicators and early warning signals Bernd Schwaab, Siem Jan Koopman and Andre Lucas
from European Central Bank (2011)
Keywords: credit portfolio models, financial crisis, frailty-correlated defaults, state space methods, systemic risk Created/Revised: 2011-04-01 Added/Modified: 2013-08-17
Nowcasting inflation using high frequency data Michele Modugno
from European Central Bank (2011)
Keywords: factor models, forecasting, inflation, mixed frequencies Created/Revised: 2011-04-01 Added/Modified: 2013-08-17
Documents 1 to 20, page 1 of 3.
55 documents matched the search for the 2011-04-23 issue of the NEP report on Central Banking (nep-cba). Documents 1 to 20, page 1 of 3.
1
23
Number of results per page
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