Central Bank Research Hub - JEL classification C12: Hypothesis Testing

Title Author(s)

Comparing forecast accuracy: a Monte Carlo investigation

Bank of Italy Working Papers [View] (Paper: 723, 05.10.2009)

JEL: C12, C52, C53

Confidence Intervals for Long-Horizon Predictive Regressions via Reverse Regressions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-27, 20.06.2009)

JEL: C12, G12, G17

The distribution of households consumption-expenditure budget shares

European Central Bank Working papers [View] (Paper: 1061, 16.06.2009)

JEL: C12, D12, D3

Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009)

JEL: C12, C13, C14

Testing for Financial Contagion with Applications to the Canadian Banking System

Bank of Canada Working papers [View] (Paper: 2009-14, 15.05.2009)

JEL: C12, G01, G15

The Volatility Curse: Revisiting the Paradox of Plenty

Netherlands Bank DNB Working Papers [View] (Paper: 206, 01.04.2009)

JEL: C12, C21, C23, F43, G20, O11, O41, Q32

Testing for structural breaks in dynamic factor models

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

JEL: C01, C12, C3

On the dynamics of inflation persistence around the world

Bank of Mexico Working Papers [View] (Paper: 2009-02, 12.02.2009)

JEL: C12, C22, E31, E52, E58

Are Credit Unions Too Small?

St Louis Fed Working Papers [View] (Paper: 2008-033, 18.09.2008)

JEL: C12, C13, C14, G21, L11

Price convergence and geographic dimension of market integration: Evidence from China

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2008/13, 26.08.2008)

JEL: C12, C32, P22, R10

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