Ben Rump

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

1

DOWNLOADS

100

CITATIONS

8

Scholarly Papers (1)

1.

Stress-Testing U.S. Bank Holding Companies: A Dynamic Panel Quantile Regression Approach

International Journal of Forecasting, Forthcoming, FEDS Working Paper No. 2013-55
Number of pages: 44 Posted: 01 Nov 2013
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 100 (263,515)
Citation 4

Abstract:

Loading...

Macroprudential regulation, stress tests, capital shortfalls, density forecasting, quantile autoregression, panel data