Central Bank Research Hub - JEL classification C52: Model Evaluation, Validation, and Selection

Title Author(s)

Estimating the rank of the spectral density matrix

European Central Bank Working papers [View] (Paper: 0349, 28.04.2004)

JEL: C12, C32, C52

Forecast-Based Model Selection in the Presence of Structural Breaks

Kansas City Fed Working Papers [View] (Paper: RWP02-05, 23.04.2004)

JEL: C12, C52, C53

The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence

Kansas City Fed Working Papers [View] (Paper: RWP03-06, 23.04.2004)

JEL: C52, C53, E31, E37

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework

San Francisco Fed Working Papers [View] (Paper: 2004-03, 20.04.2004)

JEL: C52, C53, E43, G12

The Great Depression and the Friedman-Schwartz Hypothesis

Cleveland Fed Working papers [View] (Paper: 0318, 14.04.2004)

JEL: C52, C68, E3, E52, E65, G18

The Forecasting Performance of German Stock Option Densities

Cleveland Fed Working papers [View] (Paper: 0312, 14.04.2004)

JEL: C22, C52, G13, G15

Modelling inflation in the euro area

European Central Bank Working papers [View] (Paper: 0322, 13.04.2004)

JEL: C22, C32, C52, C53, E31

Labor Supply Shifts and Economic Fluctuations

Richmond Fed Working Papers [View] (Paper: 03-07, 07.04.2004)

JEL: C52, E32, J22

Itô Conditional Moment Generator and the Estimation of Short Rate Processes

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-32, 22.08.2003)

JEL: C51, C52, G12

Aggregation and euro area Phillips curves

European Central Bank Working papers [View] (Paper: 0213, 02.04.2003)

JEL: C52, C53, E24, J30

Related JEL classifications

Browse all JEL classifications