Central Bank Research Hub - JEL classification C01: Econometrics

Title Author(s)

Non-Stationary Dynamic Factor Models for Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-024, 04.03.2016)

JEL: C0, C01, E0

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-018, 08.02.2016)

JEL: C0, C01, E0

Do financial reforms help stabilize inequality?

European Central Bank Working papers [View] (Paper: 1780, 08.04.2015)

JEL: C01, C12, D63, G15

Marginal quantiles for stationary processes

Bank of Spain Working Papers [View] (Paper: 1228, 14.08.2012)

JEL: C01

Macroeconomic shocks in an oil market VAR

European Central Bank Working papers [View] (Paper: 1432, 04.05.2012)

JEL: C01, C32, E32

Redshirting, Compulsory Schooling Laws, and Educational Attainment

Cleveland Fed Working papers [View] (Paper: 1012, 14.09.2010)

JEL: C01, C21, I21, J01

Financial Stress, Monetary Policy, and Economic Activity

Bank of Canada Working papers [View] (Paper: 2010-12, 21.05.2010)

JEL: C01, E50, G01

A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects

Bank of Portugal Working papers [View] (Paper: 200909, 30.07.2009)

JEL: C01, C81

Testing for structural breaks in dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200905, 16.03.2009)

JEL: C01, C12, C3

Real-Time Measurement of Business Conditions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0901, 01.09.2007)

JEL: C01, C22, E32, E37

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