José J. Canals-Cerda

Federal Reserve Bank of Philadelphia

Supervisory Economic Analys

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 21,856

SSRN RANKINGS

Top 21,856

in Total Papers Downloads

2,347

SSRN CITATIONS
Rank 28,596

SSRN RANKINGS

Top 28,596

in Total Papers Citations

6

CROSSREF CITATIONS

20

Scholarly Papers (19)

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

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

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)

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

Reputation, eCommerce, English Auctions, Internet markets

8.
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

Abstract:

Loading...

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)

Abstract:

Loading...

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)

Abstract:

Loading...

Dynamics of school and work, Dynamic evaluation, selection

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)

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

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)

Abstract:

Loading...

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)

Abstract:

Loading...

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)
  • Add to Cart

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...