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

Title Author(s)

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (Paper: 1773, 01.04.2015)

JEL: C11, C32, C52

Can a data-rich environment help identify the sources of model misspecification?

Bank of England Working papers [View] (Paper: wp527, 27.03.2015)

JEL: C32, C52

Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy

Bank for International Settlements Working papers [View] (Paper: 492, 27.02.2015)

JEL: C22, C52, F31

Updating the option implied probability of default methodology

Deutsche Bundesbank Discussion Papers [View] (Paper: 43/2014, 31.12.2014)

JEL: C51, C52, C61, G12, G24, G31

Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

Cleveland Fed Working papers [View] (Paper: 1427, 11.11.2014)

JEL: C11, C15, C32, C52, E3, E4, E5

Evaluating Conditional Forecasts from Vector Autoregressions

Cleveland Fed Working papers [View] (Paper: 1413, 01.10.2014)

JEL: C12, C32, C52, C53

The Great Mortgaging: Housing Finance, Crises, and Business Cycles

San Francisco Fed Working Papers [View] (Paper: 2014-23, 23.09.2014)

JEL: C14, C38, C52, E32, E37, E44, E51, G01, G21, N10, N20

The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis

European Central Bank Occasional papers [View] (Paper: 155, 17.09.2014)

JEL: C22, C52, C53, E43, E44, E52

What Predicts U.S. Recessions?

New York Fed Staff reports [View] (Paper: 691, 08.09.2014)

JEL: C52, C53, E32, E37

Specification Analysis of International Treasury Yield Curve Factors

Bank of France Working Papers [View] (Paper: 490, 08.07.2014)

JEL: C52, E43, G12

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