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

Title Author(s)

A global factor in variance risk premia and local bond pricing

Bank of England Working papers [View] (Paper: swp576, 18.12.2015)

JEL: C22, C52, E43, G12

Extreme risk interdependence

Bank of England Working papers [View] (Paper: swp563, 06.11.2015)

JEL: C12, C14, C52

Forecasting Lithuanian Inflation

Bank of Lithuania Working Papers [View] (Paper: wp2015-17, 30.10.2015)

JEL: C52, C53, E37

Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR

St Louis Fed Working Papers [View] (Paper: 2015-030, 10.10.2015)

JEL: C22, C52, C53

International spillovers in inflation expectations

European Central Bank Working papers [View] (Paper: 1857, 08.10.2015)

JEL: C11, C52, E31

Aggregation Level in Stress Testing Models

San Francisco Fed Working Papers [View] (Paper: 2015-14, 28.09.2015)

JEL: C18, C52, G21, G28

Inattention in Individual Expectations

Central Bank of Brazil Working Papers [View] (Paper: 395, 26.08.2015)

JEL: C14, C52, D84, E37

Debt overhang and deleveraging in the US household sector: gauging the impact on consumption

European Central Bank Working papers [View] (Paper: 1843, 24.08.2015)

JEL: C13, C23, C52, D12, H31

Is the financial sector Luxembourgs engine of growth?

Central Bank of Luxembourg Working Papers [View] (Paper: 097, 14.07.2015)

JEL: C22, C51, C52, E0

Forecasting with VAR models: fat tails and stochastic volatility

Bank of England Working papers [View] (Paper: wp528, 29.05.2015)

JEL: C11, C32, C52

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