José J. Canals-Cerda

Federal Reserve Bank of Philadelphia

Supervisory Economic Analys

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

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SCHOLARLY PAPERS

19

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20

Scholarly Papers (19)

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1.

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 481 (62,648)
Citation 3

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credit cards, credit risk, stress test, regulatory capital

2.

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 336 (95,621)
Citation 8

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credit risk, unemployment

3.

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 205 (158,907)
Citation 3

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English Auctions, Internet markets, Structural estimation

4.

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 195 (166,447)
Citation 2

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Advertising, English Auctions, Internet markets, Structural Estimation

5.

From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Card Portfolios

Federal Reserve Bank of Philadelphia, WP 19-08, January 2019
Number of pages: 41 Posted: 12 Feb 2019
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 174 (184,338)

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expected credit losses, allowances, unconditionally cancelable, revolving credit, credit loss

6.

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 174 (184,338)

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Credit Cards, Credit Risk, Stress Test, Risk Segmentation

7.

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 174 (184,338)
Citation 1

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Reputation, eCommerce, English Auctions, Internet markets

8.

Congestion Pricing in an Internet Market

Downloads 162 (195,983)
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 144 (216,661)
Citation 3

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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 18 (588,823)

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9.

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 96 (290,727)

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Dynamics of school and work, Dynamic evaluation, selection

10.

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

Downloads 92 (298,667)

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 Breeden and José J. Canals-Cerda
Prescient Models LLC and Federal Reserve Bank of Philadelphia
Downloads 92 (300,985)

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

Consumer Risk Appetite, the Credit Cycle and the Housing Bubble

Journal of Credit Risk, Forthcoming
Number of pages: 30 Posted: 16 May 2018
Joseph Breeden and José J. Canals-Cerda
Prescient Models LLC and Federal Reserve Bank of Philadelphia
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credit risk, credit cycle, mortgages, lending standards, financial crisis

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 83 (318,378)

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Credit cards, Credit risk, Stress test, Risk segmentation

12.

Charity Art Auctions

Number of pages: 27 Posted: 12 Aug 2008
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 82 (320,741)
Citation 1

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

13.

From Incurred Loss to Current Expected Credit Loss (Cecl): Forensic Analysis of the Allowance for Loan Losses in Nconditionally Cancelable Credit Card Portfolios

FRB of Philadelphia Working Paper No. 19-8
Number of pages: 41 Posted: 01 Feb 2019 Last Revised: 21 Feb 2019
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 38 (460,661)

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expected credit losses, allowances, unconditionally cancelable, revolving credit, credit loss

14.

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 32 (487,932)

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Basel Accord, credit risk, regulatory capital, mortgages

15.

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 (574,843)
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16.

From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Card Portfolios

FRB of Philadelphia Working Paper No. 20-09
Number of pages: 49 Posted: 29 Apr 2020
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 6 (648,664)

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allowances, unconditionally cancellable, expected credit losses, credit loss, revolving credit

17.

Identification in Empirical Search Models When Wages are Measured with Errors

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

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Identification, Job Search, Duration Analysis

18.

Empirical Search Models

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

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structural models, labor search, survival analysis

19.

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

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