Central Bank Research Hub - JEL classification C1: Econometric and Statistical Methods

	Title	Author(s)
Abstract	The impact of QE on the UK economy - some supportive monetarist arithmetic Bank of England Working papers [View] (Paper: wp442, 04.12.2012) JEL: C11, C32, E52, E58	Jonathan Bridges Ryland Thomas
Abstract Full text	Robust Inference in Linear Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012) JEL: C13, C32, G12	Nikolay Gospodinov Cesare Robotti Raymond Kan
Abstract Full text	The optimal size of the European Stability Mechanism: A cost-benefit analysis Netherlands Bank DNB Working Papers [View] (Paper: 349, 27.08.2012) JEL: C15, G01, G17, G22, G32	Daniel Kapp
Full text	Which model to match? Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012) JEL: C13, C52	David Veredas Roxana Halbleib Matteo Barigozzi
Abstract Full text	Tracking Monetary-Fiscal Interactions Across Time and Space Czech National Bank Working papers [View] (Paper: 2012/06, 14.08.2012) JEL: C10, E61	Petr Stehlík Jan Libich Michal Franta
Abstract Full text	Financial Stability in Brazil Central Bank of Brazil Working Papers [View] (Paper: 289, 14.08.2012) JEL: C15, E44, E58, G01, G18, G20, G28	Adriana Soares Sales Wagner P. Gaglianone Luiz A. Pereira da Silva
Full text	Dissecting the dynamics of US trade balance in an estimated equilibrium model National Bank of Belgium Working Papers [View] (Paper: 0226, 14.08.2012) JEL: C11, F41	Punnoose Jacob Gert Peersman
Full text	Credit risk connectivity in the financial industry and stabilization effects of government bailouts Deutsche Bundesbank Discussion Papers [View] (Paper: 16/2012, 25.07.2012) JEL: C14, G14, G21, H12	Jakob Bosma Michael Koetter Michael Wedow
Abstract Full text	Bayesian Semiparametric Multivariate GARCH Modeling Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Bayesian Semiparametric Multivariate GARCH Modeling Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu

Related JEL classifications

C1: Econometric and Statistical Methods (25 entries)
- C10: General (22 entries)
- C11: Bayesian Analysis (116 entries)
- C12: Hypothesis Testing (61 entries)
- C13: Estimation (79 entries)
- C14: Semiparametric and Nonparametric Methods (69 entries)
- C15: Simulation Methods (85 entries)
- C16: Statistical distributions (2 entries)
- C18: Methodological Issues: General (1 entry)
- C19: Other (7 entries)