Central Bank Research Hub - JEL classification C12: Hypothesis Testing: General

Title Author(s)

An assessment of the inflation targeting experience

Bank of Estonia Working papers [View] (Paper: 11/2017, 03.11.2017)

JEL: C12, E4, E5

Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter

Cleveland Fed Working papers [View] (Paper: 1717, 03.11.2017)

JEL: C12, C22, C52, C53

An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts

St Louis Fed Working Papers [View] (Paper: 2017-40, 01.11.2017)

JEL: C12, C32, C52, C53

Too Good to Be True? Fallacies in Evaluating Risk Factor Models

Atlanta Fed Working papers [View] (Paper: 2017-9, 01.11.2017)

JEL: C12, C13, G12

A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels

Dallas Fed Institute Working Papers [View] (Paper: 327, 01.09.2017)

JEL: C12, C13, C23

Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

Dallas Fed Institute Working Papers [View] (Paper: 325, 01.08.2017)

JEL: C12, C22, G12, R30, R31

A Formal Test of Competition in the Banking Sector of Pakistan: An Application of PR-H Statistic

State Bank of Pakistan Working Papers [View] (Paper: 91, 02.07.2017)

JEL: C12, D40, E50, G20

Joint Validation of Credit Rating PDs under Default Correlation

IJCB International Journal of Central Banking [View] (Paper: 17q2a07, 01.06.2017)

JEL: C12, G21, G28

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

SmallSample Tests for Stock Return Predictability with Possibly NonStationary Regressors and GARCHType Effects

Bank of Canada Working papers [View] (Paper: 2017-10, 10.03.2017)

JEL: C12, C32, G14

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