Central Bank Research Hub - JEL classification C15: Statistical Simulation Methods: General

Title Author(s)

M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements

Deutsche Bundesbank Discussion Papers [View] (Paper: 15/2017, 16.06.2017)

JEL: C15, C23, C63, G21, G28

How bubbly is the New Zealand dollar?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/03, 26.04.2017)

JEL: C15, C32, F31

Explosiveness in G11 currencies

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

JEL: C12, C15, C22, F31

Financial frictions and the real economy

European Systemic Risk Board Working papers [View] (Paper: WP41, 03.04.2017)

JEL: C15, E32, E44, G01

A goodness-of-fit test for Generalized Error Distribution

Bank of Italy Working Papers [View] (Paper: 1096, 23.02.2017)

JEL: C14, C15, C63

Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting

National Bank of Poland Working papers [View] (Paper: 258, 01.01.2017)

JEL: C15, C32, C33, C58, C63, E43, E52, E58

Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil

Central Bank of Brazil Working Papers [View] (Paper: 446, 29.11.2016)

JEL: C14, C15, C33, E37, F31

Tempered Particle Filtering

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016072, 07.09.2016)

JEL: C11, C15, E10

The Rewards of Self-Discovery: Learning and Firm Exporter Dynamics

Bank of Mexico Working Papers [View] (Paper: 2016-08, 14.06.2016)

JEL: C15, D21, D22, D83, F12, F14, L11, L25

Covariate-augmented unit root tests with mixed-frequency data

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

JEL: C12, C15, C22

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