Central Bank Research Hub - JEL classification C13: Estimation

Title Author(s)

Inference in Mixed Proportional Hazard Models with K Random Effects

Bank of France Working Papers [View] (Paper: Nr 248, 22.08.2009)

JEL: C13, C14, C41

Bayesian estimation of a DSGE model for the Portuguese economy

Bank of Portugal Working papers [View] (Paper: 200914, 13.07.2009)

JEL: C10, C11, C13, E10, E12, E17, E27, E30, E37

Structural Inflation Models with Real Wage Rigidities: The Case of Canada

Bank of Canada Working papers [View] (Paper: 2009-21, 11.07.2009)

JEL: C13, C52, E31

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

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

European Central Bank Working papers [View] (Paper: 1041, 06.05.2009)

JEL: C13, E47, G21

Credit frictions and optimal monetary policy

Bank for International Settlements Working papers [View] (Paper: 281, 29.04.2009)

JEL: C13, G14, G21, G28

Robust, Dynamic Nonparametric Benchmarking: The Evolution of Cost-Productivity and Efficiency Among U.S. Credit Unions

St Louis Fed Working Papers [View] (Paper: 2009-008, 27.03.2009)

JEL: C13, C14, G21

Are disaggregate data useful for factor analysis in forecasting French GDP?

Bank of France Working Papers [View] (Paper: Nr 232, 05.03.2009)

JEL: C13, C52, C53, F47

Assessing Indexation-Based Calvo Inflation Models

Bank of Canada Working papers [View] (Paper: 2009-07, 05.03.2009)

JEL: C13, C52, E31

Unification of the Fréchet and Weibull Distribution

Netherlands Bank DNB Working Papers [View] (Paper: 198, 01.02.2009)

JEL: C13

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