Central Bank Research Hub - JEL classification C

Title Author(s)

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 201135, 06.02.2012)

JEL: C53, E37

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011)

JEL: C12, C13, G12

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011)

JEL: C12, C13, G12

Interbank tiering and money center banks

Bank for International Settlements Working papers [View] (Paper: 322, 07.10.2010)

JEL: C63, D85, G21, L14

Is there Evidence of Shift-Contagion in International Housing Markets?

Bank of France Working Papers [View] (Paper: Nr 295, 07.10.2010)

JEL: C32, G15, R31

Rationally Inattentive Macroeconomic Wedges

Dallas Fed Working Papers [View] (Paper: wp1005, 06.10.2010)

JEL: C44, C63, D81, D91

Rationally Inattentive Macroeconomic Wedges

Dallas Fed Working Papers [View] (Paper: wp1005, 06.10.2010)

JEL: C44, C63, D81, D91

Independence Tests based on Symbolic Dynamics

Austrian National Bank Working Papers [View] (Paper: WP165, 05.10.2010)

JEL: C12, C52

 

Independence Tests based on Symbolic Dynamics

Austrian National Bank Working Papers [View] (Paper: WP165, 05.10.2010)

JEL: C12, C52

 

Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions

Bank of France Working Papers [View] (Paper: Nr 292, 05.10.2010)

JEL: C23, H61, H63

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