Central Bank Research Hub - JEL classification C0: Mathematical and Quantitative Methods

Title Author(s)

A dynamic default dependence model

Bank of Italy Working Papers [View] (Paper: 892, 14.12.2012)

JEL: B26, C02, C53

Marginal quantiles for stationary processes

Bank of Spain Working Papers [View] (Paper: 1228, 14.08.2012)

JEL: C01

Macroeconomic shocks in an oil market VAR

European Central Bank Working papers [View] (Paper: 1432, 04.05.2012)

JEL: C01, C32, E32

Sharing a risky cake

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/06, 01.10.2010)

JEL: C02, C71, C78

Redshirting, Compulsory Schooling Laws, and Educational Attainment

Cleveland Fed Working papers [View] (Paper: 1012, 14.09.2010)

JEL: C01, C21, I21, J01

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Czech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010)

JEL: C02, G13, G33

Financial Stress, Monetary Policy, and Economic Activity

Bank of Canada Working papers [View] (Paper: 2010-12, 21.05.2010)

JEL: C01, E50, G01

A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects

Bank of Portugal Working papers [View] (Paper: 200909, 30.07.2009)

JEL: C01, C81

Dynamics in Systematic Liquidity

St Louis Fed Working Papers [View] (Paper: 2009-025, 27.05.2009)

JEL: C02, G10

Testing for structural breaks in dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200905, 16.03.2009)

JEL: C01, C12, C3

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