Central Bank Research Hub - JEL classification C63: Computational Techniques

Title Author(s)

Optimal Inflation for the U.S.

Kansas City Fed Working Papers [View] (Paper: RWP07-03, 11.04.2007)

JEL: C63, E31, E52

Time-Consistent Control in Non-Linear Models

Bank of Canada Working papers [View] (Paper: 2007-03, 01.02.2007)

JEL: C63, E61, E62

Are money and consumption additively separable in the euro area? A non-parametric approach

European Central Bank Working papers [View] (Paper: 0704, 23.12.2006)

JEL: C14, C63, E41

Genetic algorithm estimation of interest rate term structure

Bank of Spain Working Papers [View] (Paper: 0634, 11.12.2006)

JEL: C51, C63, G12

Computing General Equilibrium Models with Occupational Choice and Financial Frictions

Bank of Portugal Working papers [View] (Paper: 200615, 02.10.2006)

JEL: C62, C63, E60, G38

Pricing risky bank loans in the new Basel II environment

Bank of Finland Discussion Papers [View] (Paper: 2006/03, 20.04.2006)

JEL: C63, G12, G21, G28

Solving Linear Difference Systems with Lagged Expectations by a Method of Undetermined Coefficients

St Louis Fed Working Papers [View] (Paper: 2006-003, 03.03.2006)

JEL: C63, C68, E30, E40

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

San Francisco Fed Working Papers [View] (Paper: 2006-01, 02.02.2006)

JEL: C61, C63, E37

Markov Perfect Industry Dynamics with Many Firms

San Francisco Fed Working Papers [View] (Paper: 2005-23, 02.12.2005)

JEL: C63, C73, L11, L13

The forecast ability of risk-neutral densities of foreign exchange

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/05, 25.11.2005)

JEL: C52, C63, F31, F47

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