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

Title Author(s)

Estimating Forward Looking Euler Equations with GMM Estimators: An Optimal Instruments Approach

Boston Fed Working papers [View] (Paper: 04-02, 24.11.2004)

JEL: C1, C15, E3

CDO rating methodology: Some thoughts on model risk and its implications

Bank for International Settlements Working papers [View] (Paper: 163, 15.11.2004)

JEL: C15, G11, G15, G20

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks¿ Risk Classification Policies

Sveriges Riksbank Working Papers [View] (Paper: 155, 22.05.2004)

JEL: C14, C15, G21, G28, G33

Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model

Sveriges Riksbank Working Papers [View] (Paper: 145, 21.05.2004)

JEL: C15, C32, F30

A Steady-State Approach to Trend/Cycle Decomposition

St Louis Fed Working Papers [View] (Paper: 2004-006, 20.04.2004)

JEL: C15, C22, E32

Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Sveriges Riksbank Working Papers [View] (Paper: 162, 01.01.2004)

JEL: C14, C15, G21, G28, G33

The business cycle of European countries Bayesian clustering of country- individual IP growth series

National Bank of the Republic of Austria Working Papers [View] (Paper: WP083, 01.08.2003)

JEL: C15, C33, E32

Investigating asymmetries in the bank lending channel. An analysis using Austrian banks¿ balance sheet data

National Bank of the Republic of Austria Working Papers [View] (Paper: WP085, 01.08.2003)

JEL: C11, C15, E44, E51

Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity Premium

Atlanta Fed Working papers [View] (Paper: 2003-4, 21.02.2003)

JEL: C13, C15, C22, G12

Comparing Dynamic Equilibrium Economies to Data

Atlanta Fed Working papers [View] (Paper: 2001-23, 31.01.2003)

JEL: C11, C15, C51, C52

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