Central Bank Research Hub - JEL classification C15: Simulation Methods

	Title	Author(s)
Abstract Full text	Jump-Robust Volatility Estimation using Nearest Neighbor Truncation New York Fed Staff reports [View] (Paper: 465, 05.08.2010) JEL: C14, C15, C22, C80, G10	Torben G. Andersen Ernst Schaumburg Dobrislav Dobrev
Abstract Full text	The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models Bank of France Working Papers [View] (Paper: Nr 285, 06.07.2010) JEL: C15, E32, O40	Christophe Mougin Matthieu Lemoine
Full text	Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?, European Central Bank Working papers [View] (Paper: 1205, 25.06.2010) JEL: C14, C15, G12	Ken Nyholm Rositsa Vidova-Koleva
Abstract Full text	The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance Bank of Portugal Working papers [View] (Paper: 201011, 23.06.2010) JEL: C12, C15, C52	Paulo M.M. Rodrigues Antonio Rubia
Abstract Full text	A systematic approach to multi-period stress testing of portfolio credit risk Bank of Spain Working Papers [View] (Paper: 1018, 18.06.2010) JEL: C15, G20, G28, G32	Martin Summer Martin Jandacka Thomas Breuer Javier Mencía
Abstract Full text	Attributing systemic risk to individual institutions, May 2010 Bank for International Settlements Working papers [View] (Paper: 308, 17.05.2010) JEL: C15, C71, G20, G28	Kostas Tsatsaronis Claudio Borio Nikola A. Tarashev
Full text	In dubio pro CES - Supply estimation with mis-specified technical change, European Central Bank Working papers [View] (Paper: 1175, 21.04.2010) JEL: C15, C32, E23, O33, O51	Alpo Willman Peter McAdam Miguel A. León-Ledesma
Full text	A solution to the problem of too many instruments in dynamic panel data GMM Deutsche Bundesbank Discussion Papers [View] (Paper: 200931, 06.11.2009) JEL: C13, C15, C23, C81	Jens Mehrhoff
Abstract Full text	Do institutional changes affect business cycles? Evidence from Europe Bank of Spain Working Papers [View] (Paper: 0921, 24.09.2009) JEL: C15, C33, E32, E42	Eva Ortega Matteo Ciccarelli Fabio Canova
Abstract Full text	Minimum Distance Estimation and Testing of DSGE Models from Structural VARs Bank of France Working Papers [View] (Paper: Nr 245, 12.08.2009) JEL: C15, C32, E32	Jean-Guillaume Sahuc Julien Matheron Patrick Fève

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