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

Title Author(s)

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

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

Italian real estate investment funds: market structure and risk measurement

Bank of Italy Occasional Papers [View] (Paper: 120, 11.05.2012)

JEL: C15, G10

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

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

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

Modelling the liquidity ratio as macroprudential instrument

Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012)

JEL: C15, E44, G21, G28, G32

Modelling the liquidity ratio as macroprudential instrument

Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012)

JEL: C15, E44, G21, G28, G32

Elkayam David and Rozenshtrom Irit - MOISE: A DSGE Model for the Israeli Economy

Bank of Israel Research - Discussion Papers [View] (Paper: 2012.06, 23.04.2012)

JEL: C11, E32, E37, F41

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012)

JEL: C13, C16, C22, C51, C53, G17

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