Central Bank Research Hub - JEL classification C23: Panel Data Models; Spatio-temporal Models

Title Author(s)

The role of counterparty risk and asymmetric information in the interbank market

European Central Bank Working papers [View] (Paper: 2022, 22.02.2017)

JEL: C23, C24, G21, G28

Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?

Dallas Fed Institute Working Papers [View] (Paper: 0304, 10.02.2017)

JEL: C23, E32, F43, O13, O40

Inequality, Perception Biases and Trust

National Bank of the Republic of Austria Working Papers [View] (Paper: 211, 02.02.2017)

JEL: C23, D31, Z13

Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond

Bank of Spain Working Papers [View] (Paper: 1703, 25.01.2017)

JEL: C23

Copula-based random effects models for clustered data

Bank of Italy Working Papers [View] (Paper: 1092, 03.01.2017)

JEL: C23, C25, J22

Monetary Policy, Private Debt and Financial Stability Risks

Bank of Canada Working papers [View] (Paper: 2016-59, 20.12.2016)

JEL: C21, C23, E52, E58

Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators

Deutsche Bundesbank Discussion Papers [View] (Paper: 47/2016, 02.12.2016)

JEL: C18, C23, C51, C52, C53

The nonlinear nature of country risk and its implications for DSGE models?

National Bank of Poland Working papers [View] (Paper: 250, 24.11.2016)

JEL: C23, E43, E44

A dynamic factor model for forecasting house prices in Belgium

National Bank of Belgium Working Papers [View] (Paper: 0313, 10.11.2016)

JEL: C23, E32, G21

Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?

Bank of France Working Papers [View] (Paper: 606, 04.11.2016)

JEL: C23, E43, G12

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