SSRN logo
Public User
Advanced Search

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

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

16

DOWNLOADS
Rank 22,063

SSRN RANKINGS

Top 22,063

in Total Papers Downloads

1,693

CITATIONS
Rank 28,854

SSRN RANKINGS

Top 28,854

in Total Papers Citations

8

Scholarly Papers (16)

Actions:
Email selected abstracts
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 (99,654)

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 (129,335)
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 (131,876)
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 (72,070)

Abstract:

credit cards, credit risk, stress test, regulatory capital

5.

Congestion Pricing in an Internet Market

Downloads 151 (159,477)
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 (171,218)
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 (499,465)
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 (151,689)
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 (171,765)

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 (232,832)

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 (270,514)
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 (453,873)

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 (337,328)

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 (503,889)

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 (316,778)

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

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.406 seconds

Relx Group logo