Central Bank Research Hub - JEL classification C15: Simulation Methods

Title Author(s)

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

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

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

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

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

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

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

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

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

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

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