Central Bank Research Hub - JEL classification C4: Econometric and Statistical Methods: Special Topics

	Title	Author(s)
Abstract Full text	Identification of lagged duration dependence in multiple-spell competing risks models Bank of France Working Papers [View] (Paper: Nr 260, 11.12.2009) JEL: C14, C41	Matteo Picchio Guillaume Horny
Abstract Full text	How do you make a time series sing like a choir? Using the Hilbert-Huang transform to extract embedded frequencies from economic or financial time series Bank of Finland Discussion Papers [View] (Paper: 2009/32, 23.11.2009) JEL: C49, E0	Patrick M. Crowley
Full text	Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study Bank of Portugal Working papers [View] (Paper: 200923, 14.10.2009) JEL: C44, G21, L25, M10	Fernando A. F. Ferreira Paulo M.M. Rodrigues Sérgio P. Santos
Full text	Household Inflation Experiences in the U.S.: A Comprehensive Approach San Francisco Fed Working Papers [View] (Paper: 2009-19, 02.10.2009) JEL: C43, D12, D39	Giorgio Topa Bart Hobijn Carter Stennis Kristin Mayer
Abstract Full text	Inference in Mixed Proportional Hazard Models with K Random Effects Bank of France Working Papers [View] (Paper: Nr 248, 22.08.2009) JEL: C13, C14, C41	Guillaume Horny
Abstract Full text	Noncausal vector autoregression Bank of Finland Discussion Papers [View] (Paper: 2009/18, 12.08.2009) JEL: C32, C46, C52, E62, G12	Pentti Saikkonen Markku Lanne
Abstract Full text	Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Bank of Canada Working papers [View] (Paper: 2009-10, 27.03.2009) JEL: C42, C81, C90	Daniel de Munnik David Dupuis Mark Illing
Full text	International comovement of stock market returns: a wavelet analysis Bank of Portugal Working papers [View] (Paper: 200904, 21.03.2009) JEL: C40, E32, F30, G15	António Rua Luís Catela Nunes
Abstract Full text	Effects of unobserved defaults on correlation between probability of default and loss given default on mortgage loans Bank of Finland Discussion Papers [View] (Paper: 2009/03, 06.03.2009) JEL: C46, E32, G21, G28	Peter Palmroos
Abstract Full text	Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves Bank of England Working papers [View] (Paper: 360, 05.03.2009) JEL: C40, E43, E52	Michael Joyce Steffen Sorensen Peter Lildholdt

Related JEL classifications

C4: Econometric and Statistical Methods: Special Topics (2 entries)
- C40: General (12 entries)
- C41: Duration Analysis (28 entries)
- C42: Survey Methods (11 entries)
- C43: Index Numbers and Aggregation; leading indicators (36 entries)
- C44: Statistical Decision Theory; Operations Research (4 entries)
- C45: Neural Networks and Related Topics (5 entries)
- C46: Specific Distributions (3 entries)
- C49: Other (10 entries)