Central Bank Research Hub - JEL classification C22: Single Equation Models; Single Variables: Time-Series Models

	Title	Author(s)
Abstract Full text	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010) JEL: C11, C13, C14, C15, C22, C53, C80, G17	Pawel J. Szerszen Dobrislav Dobrev
Abstract Full text	Jump-Robust Volatility Estimation using Nearest Neighbor Truncation New York Fed Staff reports [View] (Paper: 465, 05.08.2010) JEL: C14, C15, C22, C80, G10	Torben G. Andersen Ernst Schaumburg Dobrislav Dobrev
Full text	Inflation and inflation uncertainty in the euro area, European Central Bank Working papers [View] (Paper: 1229, 26.07.2010) JEL: C22, E31, E52	Paolo Paesani Luca Onorante Guglielmo Maria Caporale
Abstract Full text	Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market Bank of France Working Papers [View] (Paper: Nr 278, 18.06.2010) JEL: C22, C53, G10	Julien Idier Sanvi Avouyi-Dovi
Abstract Full text	Wealth effects: the French case Bank of France Working Papers [View] (Paper: Nr 276, 18.06.2010) JEL: C22, E21, E32, G12, G20	Olivier Damette Valérie Chauvin
Abstract Full text	A Wavelet Approach for Factor-Augmented Forecasting Bank of Portugal Working papers [View] (Paper: 201007, 15.06.2010) JEL: C22, C40, C53	António Rua
Abstract Full text	International Capital Flows and Bond Risk Premia Bank of Canada Working papers [View] (Paper: 2010-14, 11.06.2010) JEL: C22, F31, F32, F34, G11, G12, G15	Jesus Sierra
Full text	Spurious Long-Horizon Regression in Econometrics Bank of Mexico Working Papers [View] (Paper: 2010-06, 08.06.2010) JEL: C12, C22, E51	E. Noriega Antonio Daniel Ventosa-Santaulària
Full text	Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy? Bank of Mexico Working Papers [View] (Paper: 2010-01, 12.04.2010) JEL: C22, C53, E37	Raúl Ibarra-Ramírez
Full text	Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics Bank of Mexico Working Papers [View] (Paper: 2009-15, 12.04.2010) JEL: C22, G14	Jose Gonzalo Rangel

Related JEL classifications

C2: Single Equation Models: Single Variables (10 entries)
- C20: Single Equation Models; Single Variables: General (6 entries)
- C21: Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models (30 entries)
- C22: Single Equation Models; Single Variables: Time-Series Models (214 entries)
- C23: Single Equation Models; Single Variables: Models with Panel Data (118 entries)
- C24: Single Equation Models; Single Variables: Truncated and Censored Models (8 entries)
- C25: Single Equation Models; Single Variables: Discrete Regression and Qualitative Choice Models (44 entries)
- C29: Single Equation Models; Single Variables: Other (0 entries)