Central Bank Research Hub - JEL classification C13: Estimation: General

Title Author(s)

A data-driven selection of an appropriate seasonal adjustment approach

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2016, 19.04.2016)

JEL: C13, C14, C22

Credit risk stress testing and copulas - is the Gaussian copula better than its reputation?

Deutsche Bundesbank Discussion Papers [View] (Paper: 46/2015, 25.01.2016)

JEL: C13, C15, G21, G33

Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption

Bank of Canada Working papers [View] (Paper: 2015-47, 29.12.2015)

JEL: C13, C23, C52, D12, H31

Quarterly estimates of regional GDP in Poland application of statistical inference of functions of parameters

National Bank of Poland Working papers [View] (Paper: 219, 29.10.2015)

JEL: C13, C43, E01

Extreme downside risk and financial crises

Bank of England Working papers [View] (Paper: swp547, 11.09.2015)

JEL: C13, C14, C58, G10, G11, G12

Seasonal Adjustment of State and Metro CES Jobs Data

Dallas Fed Working Papers [View] (Paper: 1505, 27.08.2015)

JEL: C13, C8

Debt overhang and deleveraging in the US household sector: gauging the impact on consumption

European Central Bank Working papers [View] (Paper: 1843, 24.08.2015)

JEL: C13, C23, C52, D12, H31

Many a little makes a mickle: macro portfolio stress test for small and medium-sized German banks

Deutsche Bundesbank Discussion Papers [View] (Paper: 23/2015, 29.07.2015)

JEL: C13, C15, G21, G33

Lethal lapses - how a positive interest rate shock might stress German life insurers

Deutsche Bundesbank Discussion Papers [View] (Paper: 12/2015, 22.06.2015)

JEL: C13, C72, G22, G23

VAR for VaR: measuring tail dependence using multivariate regression quantiles

European Central Bank Working papers [View] (Paper: 1814, 18.06.2015)

JEL: C13, C14, C32

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