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

Title Author(s)

Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging

New York Fed Staff reports [View] (Paper: 163, 25.03.2004)

JEL: C11, C53, E37

Modeling Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence

New York Fed Staff reports [View] (Paper: 161, 25.03.2004)

JEL: C12, C22, E37

Nonparametric Pricing of Multivariate Contingent Claims

New York Fed Staff reports [View] (Paper: 162, 25.03.2004)

JEL: C13, G14

Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Sveriges Riksbank Working Papers [View] (Paper: 162, 01.01.2004)

JEL: C14, C15, G21, G28, G33

Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Sveriges Riksbank Working Papers [View] (Paper: 162, 01.01.2004)

JEL: C14, C15, G21, G28, G33

A Quantile Regression Analysis of the Cross Section of Stock Market Returns

Boston Fed Working papers [View] (Paper: 02-02, 01.01.2004)

JEL: C14, C21, G12

Credit Risk Factor Modeling and the Basel II IRB Approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/02, 01.12.2003)

JEL: C1, G21

Estimating the Worldwide Volume of Counterfeit U.S. Currency: Data and Extrapolation

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-52, 18.11.2003)

JEL: C10, E49

Macroeconomic modelling of monetary policy

European Central Bank Working papers [View] (Paper: 0257, 22.09.2003)

JEL: C12, E52

The business cycle of European countries Bayesian clustering of country- individual IP growth series

Austrian National Bank Working Papers [View] (Paper: WP083, 01.08.2003)

JEL: C15, C33, E32

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