Central Bank Research Hub - JEL classification C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

Title Author(s)

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

Markov-Switching Three-Pass Regression Filter

Bank of Canada Working papers [View] (Paper: 2017-13, 21.04.2017)

JEL: C22, C23, C53

A Leading Indicator of House-Price Bubbles

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP114, 06.04.2017)

JEL: C22, G12, R31

SRISK: a conditional capital shortfall measure of systemic risk

European Systemic Risk Board Working papers [View] (Paper: WP37, 10.03.2017)

JEL: C22, C23, C53, G01, G20

Dissecting US recoveries

Bank of Spain Working Papers [View] (Paper: 1708, 09.03.2017)

JEL: C22, E32

U.K. Monetary Policy under Inflation Targeting

Bank of Lithuania Working Papers [View] (Paper: wp2017-41, 02.03.2017)

JEL: C22, C52, C53, E58

Demographics and inflation

European Central Bank Working papers [View] (Paper: 2006, 25.01.2017)

JEL: C22, E31, J11

Estimating the Natural Interest Rate for Iceland: An Exploratory Study

Central Bank of Iceland Working Papers [View] (Paper: 74, 08.12.2016)

JEL: C22, C51, E44, E58

Oil price and economic growth: a long story?

Bank of Spain Working Papers [View] (Paper: 1625, 10.11.2016)

JEL: C22, C32, E32, Q43

Sticky consumption and wealth effects in Switzerland

Swiss National Bank Working Papers [View] (Paper: 2016-14, 04.11.2016)

JEL: C22, D12, E21, E44

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