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

Title Author(s)

International spillovers in inflation expectations

European Central Bank Working papers [View] (Paper: 1857, 08.10.2015)

JEL: C11, C52, E31

Aggregation Level in Stress Testing Models

San Francisco Fed Working Papers [View] (Paper: 2015-14, 28.09.2015)

JEL: C18, C52, G21, G28

Inattention in Individual Expectations

Central Bank of Brazil Working Papers [View] (Paper: 395, 26.08.2015)

JEL: C14, C52, D84, E37

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

Is the financial sector Luxembourgs engine of growth?

Central Bank of Luxembourg Working Papers [View] (Paper: 097, 14.07.2015)

JEL: C22, C51, C52, E0

Forecasting with VAR models: fat tails and stochastic volatility

Bank of England Working papers [View] (Paper: wp528, 29.05.2015)

JEL: C11, C32, C52

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (Paper: 1773, 01.04.2015)

JEL: C11, C32, C52

Can a data-rich environment help identify the sources of model misspecification?

Bank of England Working papers [View] (Paper: wp527, 27.03.2015)

JEL: C32, C52

Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy

Bank for International Settlements Working papers [View] (Paper: 492, 27.02.2015)

JEL: C22, C52, F31

Updating the option implied probability of default methodology

Deutsche Bundesbank Discussion Papers [View] (Paper: 43/2014, 31.12.2014)

JEL: C51, C52, C61, G12, G24, G31

Related JEL classifications

Browse all JEL classifications