Central Bank Research Hub - JEL classification C15: Econometric and Statistical Methods and Methodology: Statistical Simulation Methods: General

Title Author(s)

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, C42

Covariate-augmented unit root tests with mixed-frequency data

Bank of Portugal Working papers [View] (Paper: 201507, 17.06.2015)

JEL: C12, C15, C22

Centrality-Based Capital Allocations

IJCB International Journal of Central Banking [View] (Paper: 15q3a8, 01.06.2015)

JEL: C15, C81, G21, G28

Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral

European Central Bank Working papers [View] (Paper: 1793, 22.05.2015)

JEL: C15, E59, G12

Bayesian Estimation of Time-Changed Default Intensity Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-002, 13.04.2015)

JEL: C11, C15, C58, G12, G17

Stress Testing the Australian Household Sector Using the HILDA Survey

Reserve Bank of Australia Research Discussion Papers [View] (Paper: RDP2015-01, 09.03.2015)

JEL: C15, D31

Centrality-based capital allocations

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2015, 01.03.2015)

JEL: C15, C81, G21, G28

Self-Employment and Health Care Reform: Evidence from Massachusetts

Kansas City Fed Working Papers [View] (Paper: 14-16, 27.11.2014)

JEL: C10, C15, E24, I13, I18, I38, L26

Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

Cleveland Fed Working papers [View] (Paper: 1427, 11.11.2014)

JEL: C11, C15, C32, C52, E3, E4, E5

Carry Trade Activities: A Multivariate Threshold Model Analysis

Swiss National Bank Working Papers [View] (Paper: 2014-06, 04.11.2014)

JEL: C15, C32, E44

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