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

Title Author(s)

Asset allocation with judgment

European Central Bank Working papers [View] (Paper: 1947, 26.08.2016)

JEL: C1, C11, C12, C13, D81

Characteristic-Sorted Portfolios: Estimation and Inference

New York Fed Staff reports [View] (Paper: 788, 12.08.2016)

JEL: C12, C13, C23, C51, G12

Extreme risk interdependence

European Systemic Risk Board Working papers [View] (Paper: WP12, 03.06.2016)

JEL: C12, C14, C52

Covariate-augmented unit root tests with mixed-frequency data

Bank of Portugal Working papers [View] (Paper: 869, 01.05.2016)

JEL: C12, C15, C22

Undue Charges and Price Discrimination

Central Bank of Brazil Working Papers [View] (Paper: 427, 27.04.2016)

JEL: C10, C12, C7, D18, D82

Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach

Bank of Canada Working papers [View] (Paper: 2016-21, 27.04.2016)

JEL: C1, C12, C14, G0, G01, G1, G17

Advances in multivariate back-testing for credit risk underestimation

European Central Bank Working papers [View] (Paper: 1885, 22.02.2016)

JEL: C12, C52, G21, G24

Residual-augmented IVX predictive regression

Bank of Portugal Working papers [View] (Paper: 914, 12.02.2016)

JEL: C12, C22

Testing for Granger causality in large mixed-frequency VARs

Deutsche Bundesbank Discussion Papers [View] (Paper: 45/2015, 22.01.2016)

JEL: C11, C12, C32

House prices: bubbles, exuberance or something else? Evidence from euro area countries

Bank of Portugal Working papers [View] (Paper: 905, 01.12.2015)

JEL: C12, C22

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