Central Bank Research Hub - JEL classification C13: Estimation: General

Title Author(s)

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

Extreme downside risk and financial crises

Bank of England Working papers [View] (Paper: swp547, 11.09.2015)

JEL: C13, C14, C58, G10, G11, G12

Seasonal Adjustment of State and Metro CES Jobs Data

Dallas Fed Working Papers [View] (Paper: 1505, 27.08.2015)

JEL: C13, C8

Debt overhang and deleveraging in the US household sector: gauging the impact on consumption

European Central Bank Working papers [View] (Paper: 1843, 24.08.2015)

JEL: C13, C23, C52, D12, H31

Multivariate return decomposition: theory and implications

Atlanta Fed Working papers [View] (Paper: 2015-7, 01.08.2015)

JEL: C13, C32, C51, G12

Many a little makes a mickle: macro portfolio stress test for small and medium-sized German banks

Deutsche Bundesbank Discussion Papers [View] (Paper: 23/2015, 29.07.2015)

JEL: C13, C15, G21, G33

Backtesting Systemic Risk Measures During Historical Bank Runs

Chicago Fed Working papers [View] (Paper: WP-2015-9, 02.07.2015)

JEL: C13, G14, G21, G28

Lethal lapses - how a positive interest rate shock might stress German life insurers

Deutsche Bundesbank Discussion Papers [View] (Paper: 12/2015, 22.06.2015)

JEL: C13, C72, G22, G23

VAR for VaR: measuring tail dependence using multivariate regression quantiles

European Central Bank Working papers [View] (Paper: 1814, 18.06.2015)

JEL: C13, C14, C32

The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods

Dallas Fed Institute Working Papers [View] (Paper: 0225, 26.02.2015)

JEL: C11, C13, F41

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