Central Bank Research Hub - JEL classification C1: Econometric and Statistical Methods

Title Author(s)

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

Bank of Canada Working papers [View] (Paper: 2012-21, 23.07.2012)

JEL: C11, C32, E52, E58

Euro area and global oil shocks: an empirical model-based analysis

Bank of Italy Working Papers [View] (Paper: 873, 12.07.2012)

JEL: C11, C51, E32, F41

Is there a carry trade channel of monetary policy in emerging countries?

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2012/03, 01.07.2012)

JEL: C11, C33, E44, E58, F32

Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries

Czech National Bank Working papers [View] (Paper: 2012/04, 19.06.2012)

JEL: C11, C22, E31, E52

The perils of aggregating foreign variables in panel data models

European Central Bank Working papers [View] (Paper: 1444, 14.06.2012)

JEL: C12, C31, C33, F41

Determinants of corporate default: a BMA approach

Bank of Spain Working Papers [View] (Paper: 1221, 13.06.2012)

JEL: C1, G33

No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates

South African Reserve Bank Working Papers [View] (Paper: 12/01, 07.06.2012)

JEL: C13, E43, G12

Thousands of models, one story: current account imbalances in the global economy

European Central Bank Working papers [View] (Paper: 1441, 01.06.2012)

JEL: C11, C33, F32, F34, F41, O52

Stress testing German banks against a global cost-of-capital shock

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012)

JEL: C13, C15, G21, G33

Stress testing German banks against a global cost-of-capital shock

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012)

JEL: C13, C15, G21, G33

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