Central Bank Research Hub - JEL classification C12: Hypothesis Testing

	Title	Author(s)
Full text	A note on the coefficient of determination in regression models with infinite-variance variables Deutsche Bundesbank Discussion Papers [View] (Paper: 200710, 14.05.2007) JEL: C12, C13, C21, G12	Jeong-Ryeol Kurz-Kim Mico Loretan
Abstract Full text	Exploring the CDS-Bond Basis National Bank of Belgium Working Papers [View] (Paper: 104, 16.11.2006) JEL: C12, C19, C23, G15, G19	Jan De Wit
Abstract Full text	Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices Bank of Canada Working papers [View] (Paper: 2006-39, 27.10.2006) JEL: C1, C12, C15, C32, C51, C53, E52	Jean-Marie Dufour David Tessier
Abstract Full text	The Relationship between Expected Inflation, Disagreement, and Uncertainty: Evidence from Matched Point and Density Forecasts New York Fed Staff reports [View] (Paper: 253, 01.08.2006) JEL: C12, C22, E37	Robert Rich Joseph Tracy
Abstract Full text	The stability of electricity prices: estimation and inference of the Lyapunov exponents Bank of Finland Discussion Papers [View] (Paper: 2006/09, 14.06.2006) JEL: C12, C14, C22	Tung Liu Mikael Bask Anna Widerberg
Abstract Full text	Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area Bank of France Working Papers [View] (Paper: Nr 145, 12.06.2006) JEL: C12, C22	Olivier de Bandt Alexis Flageollet Catherine Bruneau
Abstract Full text	Forecasting Canadian Time Series with the New Keynesian Model Bank of Canada Working papers [View] (Paper: 2006-04, 01.04.2006) JEL: C12, E32, E37	Kevin Moran Mohamed Gammoudi Ali Dib
Full text	Cointegration in panel data with breaks and cross-section dependence European Central Bank Working papers [View] (Paper: 0591, 25.02.2006) JEL: C12, C22	Anindya Banerjee Josep Lluís Carrion-i-Silvestre
Full text	Inflation convergence and divergence within the European Monetary Union European Central Bank Working papers [View] (Paper: 0574, 13.01.2006) JEL: C12, C22, C32, E31	Lorenzo Forni Fabio Busetti
Full text	Unit roots and cointegration in panels Deutsche Bundesbank Discussion Papers [View] (Paper: 200542, 30.11.2005) JEL: C12, C15, C22, C23	Jörg Breitung M. Hashem Pesaran

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