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

	Title	Author(s)
Full text	Stress testing German banks against a global cost-of-capital shock Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012) JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Full text	Stress testing German banks against a global cost-of-capital shock Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012) JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Full text	The Real Output Costs of Financial Crisis: A Loss Distribution Approach Central Reserve Bank of Peru Working Papers [View] (Paper: 2012-013, 24.05.2012) JEL: C15, G01, G17, G22, G32	Marco Vega Daniel Kapp
Abstract Full text	Using the "Chandrasekhar Recursions" for Likelihood Evaluation of DSGE Models Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-35, 19.05.2012) JEL: C18, C63, E20	Edward P. Herbst
Abstract Full text	Italian real estate investment funds: market structure and risk measurement Bank of Italy Occasional Papers [View] (Paper: 120, 11.05.2012) JEL: C15, G10	Agostino Chiabrera Michele Leonardo Bianchi
Abstract Full text	Evaluating DSGE Model Forecasts of Comovements Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-11, 01.05.2012) JEL: C11, C32, C53, E27, E47	Edward Herbst Frank Schorfheide
Abstract Full text	Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract Full text	Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012) JEL: C11, C14, C53, C58	Mark J. Jensen John M. Maheu
Abstract	Modelling the liquidity ratio as macroprudential instrument Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012) JEL: C15, E44, G21, G28, G32	Mark Kruidhof Jan Willem van den End
Abstract Full text	Modelling the liquidity ratio as macroprudential instrument Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012) JEL: C15, E44, G21, G28, G32	Mark Kruidhof Jan Willem van den End

Related JEL classifications

C1: Econometric and Statistical Methods (25 entries)
- C10: General (22 entries)
- C11: Bayesian Analysis (117 entries)
- C12: Hypothesis Testing (61 entries)
- C13: Estimation (79 entries)
- C14: Semiparametric and Nonparametric Methods (70 entries)
- C15: Simulation Methods (85 entries)
- C16: Statistical distributions (2 entries)
- C18: Methodological Issues: General (1 entry)
- C19: Other (7 entries)