Central Bank Research Hub - JEL classification C13: Estimation

Title Author(s)

Large Bayesian VARs

European Central Bank Working papers [View] (Paper: 0966, 15.11.2008)

JEL: C11, C13, C33, C53

Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR

European Central Bank Working papers [View] (Paper: 0957, 14.11.2008)

JEL: C13, C32

Are Credit Unions Too Small?

St Louis Fed Working Papers [View] (Paper: 2008-033, 18.09.2008)

JEL: C12, C13, C14, G21, L11

A Macroeconomic Model of the Term Structure of Interest Rates in Mexico.

Bank of Mexico Working Papers [View] (Paper: 2008-10, 02.08.2008)

JEL: C13, E43, G12

An Affine Model of the Term Structure of Interest Rates in Mexico

Bank of Mexico Working Papers [View] (Paper: 2008-09, 02.08.2008)

JEL: C13, E43, G12

An Empirical Analysis of the Mexican Term Structure of Interest Rates.

Bank of Mexico Working Papers [View] (Paper: 2008-07, 24.07.2008)

JEL: C13, E43, G12

Inflation Forecasts and the New Keynesian Phillips Curve

IJCB International Journal of Central Banking [View] (Paper: 08q2a1, 02.06.2008)

JEL: C13, C52, E31, E37, E50, E52

Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/11, 02.06.2008)

JEL: C13, G21, G28, G31

Predicting Stock Market Returns by Combining Forecasts

Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_01, 07.04.2008)

JEL: C13, G11, G12

The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective

Bank of England Working papers [View] (Paper: 339, 02.04.2008)

JEL: C13, E47, G21

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