Central Bank Research Hub - JEL classification C63: Computational Techniques; Simulation Modeling

Title Author(s)

Positive liquidity spillovers from sovereign bond-backed securities

European Systemic Risk Board Working papers [View] (Paper: 67, 30.01.2018)

JEL: C22, C53, C58, C63, E44, G12, G24

Measuring the Natural Interest Rate for the Turkish Economy

IJCB International Journal of Central Banking [View] (Paper: 7, 07.01.2018)

JEL: C32, C63, E24, E31

Modelling euro banknote quality in circulation

European Central Bank Occasional papers [View] (Paper: 204, 01.12.2017)

JEL: C46, C63, E42, E58

Modelling a small open economy using a wavelet-based control model

Bank of Finland Discussion Papers [View] (Paper: 32/2017, 18.10.2017)

JEL: C61, C63, C88, E52, E61, F47

Systemic Risk in Financial Systems: a feedback approach

Central Bank of Brazil Working Papers [View] (Paper: 461, 15.08.2017)

JEL: C63, G01, G21, G28

Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data

Bank of Canada Working papers [View] (Paper: 2017-30, 24.07.2017)

JEL: C63, D85

The missing links: A global study on uncovering financial network structures from partial data

European Systemic Risk Board Working papers [View] (Paper: WP51, 14.07.2017)

JEL: C63, D85, G20, L14

Between hawks and doves: measuring central bank communication

European Central Bank Working papers [View] (Paper: 2085, 04.07.2017)

JEL: C02, C63, E52, E58

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

Simulating fire-sales in a banking and shadow banking system

European Systemic Risk Board Working papers [View] (Paper: WP46, 09.06.2017)

JEL: C63, D85, G21, G23

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