Central Bank Research Hub - JEL classification C12: Hypothesis Testing: General

Title Author(s)

Option-Implied Term Structures

New York Fed Staff reports [View] (Paper: 706, 29.12.2014)

JEL: C12, C14, C58, G12, G13, G17

Evaluating Conditional Forecasts from Vector Autoregressions

Cleveland Fed Working papers [View] (Paper: 1413, 01.10.2014)

JEL: C12, C32, C52, C53

Do federal reserve bank presidents have a regional bias?

European Central Bank Working papers [View] (Paper: 1731, 10.09.2014)

JEL: C12, C3, D72, E58

The empirical (ir)relevance of the interest rate assumption for central bank forecasts

Deutsche Bundesbank Discussion Papers [View] (Paper: 11/2013, 19.04.2013)

JEL: C12, C53

The perils of aggregating foreign variables in panel data models

European Central Bank Working papers [View] (Paper: 1444, 14.06.2012)

JEL: C12, C31, C33, F41

The Perils of Aggregating Foreign Variables in Panel Data Models

Dallas Fed Institute Working Papers [View] (Paper: 0111, 22.03.2012)

JEL: C12, C31, C33, F41

Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Deutsche Bundesbank Discussion Papers [View] (Paper: 32/2011, 30.12.2011)

JEL: C12, C52, C53

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011)

JEL: C12, C13, G12

Independence Tests based on Symbolic Dynamics

National Bank of the Republic of Austria Working Papers [View] (Paper: WP165, 05.10.2010)

JEL: C12, C52

 

The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

Bank of Portugal Working papers [View] (Paper: 201011, 23.06.2010)

JEL: C12, C15, C52

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