Central Bank Research Hub - JEL classification C52: Model Evaluation, Validation, and Selection

Title Author(s)

Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models

National Bank of Poland Working papers [View] (Paper: 246, 27.09.2016)

JEL: C31, C51, C52, C87, E44, E58

Rationality of announcements, business cycle asymmetry, and predictabilityof revisions. The case of French GDP

Bank of France Working Papers [View] (Paper: 600, 05.09.2016)

JEL: C22, C52, E37

Detecting imbalances in house prices: What goes up must come down?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 11/2016, 09.08.2016)

JEL: C22, C32, C51, C52, C53, G01, R21

Bond risk premia, macroeconomic factors and financial crisis in the euro area

European Central Bank Working papers [View] (Paper: 1938, 14.07.2016)

JEL: C52, C55, E43, E44, G01, G12

A portfolio demand approach for broad money in the euro area

European Central Bank Working papers [View] (Paper: 1929, 05.07.2016)

JEL: C22, C52, E41

Extreme risk interdependence

European Systemic Risk Board Working papers [View] (Paper: WP12, 03.06.2016)

JEL: C12, C14, C52

The PRISME model: can disaggregation on the production side help to forecast GDP?

Bank of France Working Papers [View] (Paper: 596, 02.06.2016)

JEL: C52, C53, E37

Systemic risk rankings and network centrality in the European banking sector

European Central Bank Working papers [View] (Paper: 1848, 22.02.2016)

JEL: C52, C58, G15, G21

Advances in multivariate back-testing for credit risk underestimation

European Central Bank Working papers [View] (Paper: 1885, 22.02.2016)

JEL: C12, C52, G21, G24

Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption

Bank of Canada Working papers [View] (Paper: 2015-47, 29.12.2015)

JEL: C13, C23, C52, D12, H31

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