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

Title Author(s)

Have European Unemployment Rates Converged?

Central Reserve Bank of Peru Working Papers [View] (Paper: 2009-007, 30.04.2009)

JEL: C22, C52, E24, J60

Local Identification in DSGE Models

Bank of Portugal Working papers [View] (Paper: 200907, 27.04.2009)

JEL: C32, C51, C52, E32

Are disaggregate data useful for factor analysis in forecasting French GDP?

Bank of France Working Papers [View] (Paper: Nr 232, 05.03.2009)

JEL: C13, C52, C53, F47

Assessing Indexation-Based Calvo Inflation Models

Bank of Canada Working papers [View] (Paper: 2009-07, 05.03.2009)

JEL: C13, C52, E31

Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks

European Central Bank Working papers [View] (Paper: 1002, 16.02.2009)

JEL: C02, C19, C52, C61, E32

Model Selection Criteria for Factor-Augmented Regressions

New York Fed Staff reports [View] (Paper: 363, 11.02.2009)

JEL: C22, C52, E37

What drives euro area break-even inflation rates?

European Central Bank Working papers [View] (Paper: 0996, 29.01.2009)

JEL: C11, C52, E31

Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_01, 23.01.2009)

JEL: C52, G17, G32

Specification Analysis of Structural Credit Risk Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-55, 18.11.2008)

JEL: C51, C52, G12, G13

Firm Default and Aggregate Fluctuations

Sveriges Riksbank Working Papers [View] (Paper: 226, 01.11.2008)

JEL: C35, C41, C52, E44, G21, G33

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