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

Title Author(s)

Centrality-based capital allocations

Deutsche Bundesbank Discussion Papers [View] (Paper: 03/2015, 01.03.2015)

JEL: C15, C81, G21, G28

Self-Employment and Health Care Reform: Evidence from Massachusetts

Kansas City Fed Working Papers [View] (Paper: 14-16, 27.11.2014)

JEL: C10, C15, E24, I13, I18, I38, L26

Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

Cleveland Fed Working papers [View] (Paper: 1427, 11.11.2014)

JEL: C11, C15, C32, C52, E3, E4, E5

Carry Trade Activities: A Multivariate Threshold Model Analysis

Swiss National Bank Working Papers [View] (Paper: 2014-06, 04.11.2014)

JEL: C15, C32, E44

Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic

European Central Bank Working papers [View] (Paper: 1730, 10.09.2014)

JEL: C15, C32, E51

Risk Assessment of the Brazilian FX Rate

Central Bank of Brazil Working Papers [View] (Paper: 344, 13.01.2014)

JEL: C14, C15, C53, E37, F31

A Staggered Pricing Approach to Modeling Speculative Storage: Implications for Commodity Price Dynamics

Atlanta Fed Working papers [View] (Paper: 2013-08, 28.09.2013)

JEL: C15, E21, G12, O13, Q11

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Atlanta Fed Working papers [View] (Paper: 2013-05, 28.09.2013)

JEL: C15, C32, C60, E13, E32, E62

The optimal size of the European Stability Mechanism: A cost-benefit analysis

Netherlands Bank DNB Working Papers [View] (Paper: 349, 27.08.2012)

JEL: C15, G01, G17, G22, G32

Financial Stability in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 289, 14.08.2012)

JEL: C15, E44, E58, G01, G18, G20, G28

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