Central Bank Research Hub - JEL classification C15: Simulation Methods

	Title	Author(s)
Abstract Full text	Simulations du ratio du service de la dette des consommateurs en utilisant des données micro Bank of Canada Working papers [View] (Paper: 2009-18, 04.06.2009) JEL: C15, C31, D14, E51	Ramdane Djoudad
Full text	Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK European Central Bank Working papers [View] (Paper: 1051, 13.05.2009) JEL: C10, C15, C53	Giovanni Caggiano George Kapetanios Vincent Labhard
Abstract Full text	How to find plausible, severe, and useful stress scenarios Austrian National Bank Working Papers [View] (Paper: WP150, 05.03.2009) JEL: C15, G20, G28, G32	Martin Summer Martin Jandacka Thomas Breuer Klaus Rheinberger
Abstract Full text	Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0955, 20.11.2008) JEL: C11, C15, F41	Daniel O. Beltran David Draper
Abstract Full text	Non-Linearities, Model Uncertainty, and Macro Stress Testing Bank of Canada Working papers [View] (Paper: 2008-30, 24.09.2008) JEL: C15, G21, G33	Miroslav Misina David Tessier
Abstract Full text	Macro-model-based stress testing of Basel II capital requirements Bank of Finland Discussion Papers [View] (Paper: 2008/17, 09.09.2008) JEL: C15, G21, G28, G33	Kimmo Virolainen Esa Jokivuolle Oskari Vähämaa
Abstract Full text	How Important are Financial Frictions in the U.S. and the Euro Area Sveriges Riksbank Working Papers [View] (Paper: 223, 01.07.2008) JEL: C11, C15, E32, E40, E50, G10	Virginia Queijo von Heideken
Full text	Panel estimation of state dependent adjustment when the target is unobserved Deutsche Bundesbank Discussion Papers [View] (Paper: 200809, 09.06.2008) JEL: C15, C23, D21	Ulf von Kalckreuth
Full text	Regulatory capital for market and credit risk interaction: is current regulation always conservative? Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/14, 04.06.2008) JEL: C15, G20, G28, G32	Martin Summer Martin Jandacka Thomas Breuer Klaus Rheinberger
Abstract Full text	Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model IJCB International Journal of Central Banking [View] (Paper: 08q2a4, 02.06.2008) JEL: C15, G13, G21, G28	Nikola A. Tarashev Haibin Zhu

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