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

Title Author(s)

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

Extreme risk interdependence

Bank of England Working papers [View] (Paper: swp563, 06.11.2015)

JEL: C12, C14, C52

Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models

Atlanta Fed Working papers [View] (Paper: 2015-9, 01.10.2015)

JEL: C12, C13, G12

Covariate-augmented unit root tests with mixed-frequency data

Bank of Portugal Working papers [View] (Paper: 201507, 17.06.2015)

JEL: C12, C15, C22

Granger causality and regime inference in Bayesian Markov-Switching VARs

European Central Bank Working papers [View] (Paper: 1794, 22.05.2015)

JEL: C11, C12, C32, C53, E32

Do financial reforms help stabilize inequality?

European Central Bank Working papers [View] (Paper: 1780, 08.04.2015)

JEL: C01, C12, D63, G15

Option-Implied Term Structures

New York Fed Staff reports [View] (Paper: 706, 29.12.2014)

JEL: C12, C14, C58, G12, G13, G17

Evaluating Conditional Forecasts from Vector Autoregressions

Cleveland Fed Working papers [View] (Paper: 1413, 01.10.2014)

JEL: C12, C32, C52, C53

Do federal reserve bank presidents have a regional bias?

European Central Bank Working papers [View] (Paper: 1731, 10.09.2014)

JEL: C12, C3, D72, E58

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