Central Bank Research Hub - JEL classification C61: Optimization Techniques; Programming Models; Dynamic Analysis

Title Author(s)

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

What We Don't Know Doesn't Hurt Us: Rational Inattention and the Permanent Income Hypothesis in General Equilibrium

Kansas City Fed Working Papers [View] (Paper: 14-14, 25.11.2014)

JEL: C61, D83, E21

Solving asset pricing models with stochastic volatility

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-71, 20.09.2014)

JEL: C61, C62, G12

OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-47, 11.07.2014)

JEL: C61, C63

Cash management and payment choices: a simulation model with international comparisons

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2014, 25.02.2014)

JEL: C61, E41, E47

Imperfect Credibility and the Zero Lower Bound on the Nominal Interest Rate

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1001, 19.07.2010)

JEL: C61, E31, E52

Using a Projection Method to Analyze Inflation Bias in a Micro-Founded Model

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-18, 20.04.2010)

JEL: C61, C63, E31, E52

Coin migration within the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 200927, 29.09.2009)

JEL: C61, E41

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

Oil exporters: in search of an external anchor

European Central Bank Working papers [View] (Paper: 0958, 14.11.2008)

JEL: C30, C51, C61, F31, O24

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