Central Bank Research Hub - JEL classification C6: Mathematical Methods and Programming

Title Author(s)

Numerical Simulation of Nonoptimal Dynamic Equilibrium Models

St Louis Fed Working Papers [View] (Paper: 2009-018, 14.04.2009)

JEL: C6, D5, E2

A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_06, 31.03.2009)

JEL: C60, G13, G28

The Belgian iron and steel industry in the international context

National Bank of Belgium Working Papers [View] (Paper: 160, 18.03.2009)

JEL: C67, J21, L22, L61, Q5

Economic Importance of Air Transport and Airport Activities in Belgium

National Bank of Belgium Working Papers [View] (Paper: 158, 18.03.2009)

JEL: C67, D40, J21, L93, R15, R34, R41

Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting

Bank of Canada Working papers [View] (Paper: 2009-02, 05.03.2009)

JEL: C63, E52, E58

The effect of oil price shocks on the Czech economy

Czech National Bank Working papers [View] (Paper: 2008/05, 05.03.2009)

JEL: C68, Q43

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

Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm (744 KB)

Bank of Spain Working Papers [View] (Paper: 0838, 10.02.2009)

JEL: C68, E2

Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table

European Central Bank Working papers [View] (Paper: 0993, 15.01.2009)

JEL: C67, E23, F14

China's new labour contract law: No harm to employment?

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2008/29, 12.01.2009)

JEL: C61, D81, D92, J23

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