Central Bank Research Hub - JEL classification C13: Estimation

Title Author(s)

The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010)

JEL: C11, C13, C14, C15, C22, C53, C80, G17

Real time forecasts of inflation: the role of financial variables

Bank of Italy Working Papers [View] (Paper: 767, 03.08.2010)

JEL: C13, C51, C53, E37, G19

Further Results on the Limiting Distribution of GMM Sample Moment Conditions

Atlanta Fed Working papers [View] (Paper: 2010-11, 30.07.2010)

JEL: C13, C32, G12

Common business and housing market cycles in the Euro area from a multivariate decomposition

Bank of France Working Papers [View] (Paper: Nr 275, 18.06.2010)

JEL: C13, C32, E32, R21

The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks

IJCB International Journal of Central Banking [View] (Paper: 10q2a6, 07.06.2010)

JEL: C13, C21, F37, G11

An economic capital model integrating credit and interest rate risk in the banking book

Bank of England Working papers [View] (Paper: 388, 01.06.2010)

JEL: C13, E47, G21

Working Paper 2010-4

Atlanta Fed Working papers [View] (Paper: 2010-04, 09.04.2010)

JEL: C12, C13, G12

A solution to the problem of too many instruments in dynamic panel data GMM

Deutsche Bundesbank Discussion Papers [View] (Paper: 200931, 06.11.2009)

JEL: C13, C15, C23, C81

Efficient estimation of forecast uncertainty based on recent forecast errors

Deutsche Bundesbank Discussion Papers [View] (Paper: 200928, 06.10.2009)

JEL: C13, C32, C53

A Framework for Assessing the Systemic Risk of Major Financial Institutions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-37, 18.09.2009)

JEL: C13, G14, G21, G28

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