Central bank research hub - JEL classification C12: Hypothesis Testing: General

Off-Balance Sheet Activities, Inefficiency and Market Power of U.S. Banks

by Paul W. Wilson and David C. Wheelock

Federal Reserve Bank of St Louis Working Papers (Paper: 2019-12, 16.04.2019)

JEL: C12, C13, C14, G21, L13
Tests of Conditional Predictive Ability: Some Simulation Evidence

by Michael W. McCracken

Federal Reserve Bank of St Louis Working Papers (Paper: 2019-11, 01.03.2019)

JEL: C12, C52, C53
Robust inference in models identified via heteroskedasticity

by Daniel J. Lewis

Federal Reserve Bank of New York Staff Reports (Paper: 876, 01.12.2018)

JEL: C12, C32, E43
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators

by M. Hashem Pesaran and Alexander Chudik

Federal Reserve Bank of Dallas Globalization Institute Working Papers (Paper: 349, 14.11.2018)

JEL: C12, C13, C23
Bootstrap Assisted Tests of Symmetry for Dependent Data

by Zacharias Psaradakis and Marián Vávra

National Bank of Slovakia Working Papers (Paper: WP 5/2018, 01.10.2018)

JEL: C12, C15, C22
Selecting models with judgment

by Simone Manganelli

European Central Bank Working Papers (Paper: 2188, 01.10.2018)

JEL: C1, C11, C12, C13
Bank Efficiency Differences Across Central and Eastern Europe

by Barnabás Székely

Magyar Nemzeti Bank Working Papers (Paper: 2018/3, 01.10.2018)

JEL: C12, G21, P52
A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area

by Joseph Tracy and Robert W. Rich

Federal Reserve Bank of Dallas Working Papers (Paper: 1811, 24.07.2018)

JEL: C10, C12, C23
Diversification, integration and cryptocurrency market

by Stelios Arvanitis , Nikolas Topaloglou and Sofia Anyfantaki

Bank of Greece Working Papers (Paper: 244, 01.04.2018)

JEL: C12, C14, D81, G11
Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier

by Peter McAdam , Dimitris Christopoulos and Elias Tzavalis

European Central Bank Working Papers (Paper: 2136, 06.03.2018)

JEL: C12, C13, C21, C22

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