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José J. Canals-Cerda

Federal Reserve Bank of Philadelphia

Supervisory Economic Analys

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

  • Federal Reserve Bank of Philadelphia

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    • Tel: (215) 574-4127
    • Fax: (215) 574-4146
SCHOLARLY PAPERS

16

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8

Scholarly Papers (16)

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1.

Credit Risk Analysis of Credit Card Portfolios Under Economic Stress Conditions

FRB of Philadelphia Working Paper No. 12-18
Number of pages: 46 Posted: 29 Jul 2012
Piu Banerjee and José J. Canals-Cerda
affiliation not provided to SSRN and Federal Reserve Bank of Philadelphia
Downloads 192 (98,359)

Abstract:

credit risk, unemployment

2.

Arriving in Time: Estimation of English Auctions with a Stochastic Number of Bidders

Journal of Business & Economic Statistics, Vol. 31, No. 2, pp. 125-135, April 2013
Number of pages: 26 Posted: 01 Dec 2006 Last Revised: 09 May 2014
José J. Canals-Cerda and Jason Pearcy
Federal Reserve Bank of Philadelphia and Montana State University - Bozeman - Department of Agricultural Economics and Economics
Downloads 186 (130,922)
Citation 1

Abstract:

English Auctions, Internet markets, Structural estimation

3.

Advertising as a Signal in an Internet Auctions Market

Number of pages: 54 Posted: 06 Oct 2006
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 181 (133,574)
Citation 2

Abstract:

Advertising, English Auctions, Internet markets, Structural Estimation

4.

Forecasting Credit Card Portfolio Losses in the Great Recession: A Study in Model Risk

Journal of Credit Risk, 2015, FRB of Philadelphia Working Paper No. 14-10
Number of pages: 38 Posted: 01 Apr 2014
José J. Canals-Cerda and Sougata Kerr
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 166 (71,488)

Abstract:

credit cards, credit risk, stress test, regulatory capital

5.

Congestion Pricing in an Internet Market

Downloads 151 (161,404)
Citation 3

Congestion Pricing in an Internet Market

NET Institute Working Paper No. 05-10
Number of pages: 43 Posted: 16 Nov 2005
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 139 (173,260)
Citation 3

Abstract:

English Auctions, Internet markets, Structural estimation

Congestion Pricing in an Internet Market

TPRC 2006
Number of pages: 36 Posted: 29 Jul 2012
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 12 (505,106)
Citation 3

Abstract:

6.

The Value of a Good Reputation Online: An Application to Art Auctions

Number of pages: 27 Posted: 22 Apr 2008
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 150 (153,552)
Citation 1

Abstract:

Reputation, eCommerce, English Auctions, Internet markets

7.

Credit Risk Modeling in Segmented Portfolios: An Application to Credit Cards

FRB of Philadelphia Working Paper No. 15-08
Number of pages: 25 Posted: 08 Feb 2015
José J. Canals-Cerda and Sougata Kerr
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 90 (172,820)

Abstract:

Credit Cards, Credit Risk, Stress Test, Risk Segmentation

8.

The Dynamics of School and Work in Rural Bangladesh

World Bank Policy Research Working Paper No. 3330
Number of pages: 49 Posted: 20 Apr 2016
José J. Canals-Cerda and Cristobal Ridao-Cano
Federal Reserve Bank of Philadelphia and World Bank - Development Research Group (DECRG)
Downloads 83 (235,717)

Abstract:

Dynamics of school and work, Dynamic evaluation, selection

9.

Charity Art Auctions

Number of pages: 27 Posted: 12 Aug 2008
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 63 (273,800)
Citation 1

Abstract:

Philanthropy, Charity Auctions, eCommerce, English Auctions, Internet markets

10.

Semiparametric Competing Risks Analysis

Econometrics Journal, Vol. 10, No. 2, pp. 193-215, July 2007
Number of pages: 23 Posted: 28 Jun 2007
José J. Canals-Cerda and Shiferaw Gurmu
Federal Reserve Bank of Philadelphia and Georgia State University - Department of Economics
Downloads 17 (459,094)

Abstract:

11.

Credit Risk Modeling in Segmented Portfolios: An Application to Credit Cards

FRB of Philadelphia Working Paper No. 15-8
Number of pages: 25 Posted: 19 Aug 2015
José J. Canals-Cerda and Sougata Kerr
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 4 (335,442)

Abstract:

Credit cards, Credit risk, Stress test, Risk segmentation

12.

Endogenous/Exogenous Segmentation in the A-Irb Framework and the Pro-Cyclicality of Capital: An Application to Mortgage Portfolios

FRB of Philadelphia Working Paper No. 17-9
Number of pages: 36 Posted: 20 Apr 2017
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 0 (499,938)

Abstract:

Basel Accord, credit risk, regulatory capital, mortgages

13.

Empirical Search Models

Posted: 11 Mar 2016
José J. Canals-Cerda and Steven N. Stern
Federal Reserve Bank of Philadelphia and University of Virginia - Department of Economics

Abstract:

structural models, labor search, survival analysis

14.

Identification in Empirical Search Models When Wages are Measured with Errors

Posted: 11 Mar 2016
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia

Abstract:

Identification, Job Search, Duration Analysis

15.

Consumer Risk Appetite, the Credit Cycle, and the Housing Bubble

FRB of Philadelphia Working Paper No. 16-5
Number of pages: 34 Posted: 22 Feb 2016
Joseph L. Breeden and José J. Canals-Cerda
Prescient Models LLC and Federal Reserve Bank of Philadelphia
Downloads 0 (312,295)

Abstract:

Credit risk, Credit cycle, Mortgages, Lending standards, Financial crisis

16.

Multi-Level Evolution in Population Games

International Journal of Game Theory, Vol. 27, 1998
Posted: 02 Sep 1998
José J. Canals-Cerda and Fernando Vega-Redondo
Federal Reserve Bank of Philadelphia and Universidad de Alicante - Department of Economic Analysis

Abstract:

Submit a Paper Section 508 Text Only Pages

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