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JEL Classification E37
"Forecasting and Simulation"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the E37 classification.     (sorted by date)

Modeling the Distribution of Credit Losses with Observable and Latent Factors
by Gabriel Jiménez of the Bank of Spain, and
Javier Mencía of the Bank of Spain
(498K PDF) -- 93 pages -- March 2007

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