Central Bank Research Hub - JEL classification C14: Semiparametric and Nonparametric Methods: General

Title Author(s)

Local Unit Root and Inflationary Inertia in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 406, 27.11.2015)

JEL: C14, C22, E31

Extreme risk interdependence

Bank of England Working papers [View] (Paper: swp563, 06.11.2015)

JEL: C12, C14, C52

Portfolio choice and investor preferences : A semiparametric approach based on risk horizon

National Bank of Belgium Working Papers [View] (Paper: 0289, 15.10.2015)

JEL: C14, G11, G12

Co-movement of revisions in short- and long-term inflation expectations

Bank of Portugal Working papers [View] (Paper: 866, 05.10.2015)

JEL: C14, C46, G12

Extreme downside risk and financial crises

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

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

Inattention in Individual Expectations

Central Bank of Brazil Working Papers [View] (Paper: 395, 26.08.2015)

JEL: C14, C52, D84, E37

Leveraged Bubbles

San Francisco Fed Working Papers [View] (Paper: 2015-10, 21.08.2015)

JEL: C14, C32, E44, E51, G01, N10, N20

Tail comovement in option-implied inflation expectations as an indicator of anchoring

Bank of Italy Working Papers [View] (Paper: 1025, 21.07.2015)

JEL: C14, C58, E31, E44, G13

Statistical matching and uncertainty analysis in combining household income and expenditure data

Bank of Italy Working Papers [View] (Paper: 1018, 15.07.2015)

JEL: C14, C15

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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