Central Bank Research Hub - JEL classification C3: Multiple or Simultaneous Equation Models; Multiple Variables

Title Author(s)

A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP118, 16.08.2017)

JEL: C32, G01, G12, G21, G32

MAPI: Model for Analysis and Projection of Inflation in France

Bank of France Working Papers [View] (Paper: 637, 01.08.2017)

JEL: C32, C53, E31, E37

Measuring business cycles intra-synchronization in US: a regime-switching interdependence framework

Bank of Spain Working Papers [View] (Paper: 1726, 28.07.2017)

JEL: C32, C45, E32

Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --

Bank of Japan Working Papers [View] (Paper: 17-E-10, 28.07.2017)

JEL: C32, E31, E52

Debt and Stabilization Policy: Evidence from a Euro Area FAVAR

St Louis Fed Working Papers [View] (Paper: 2017-22, 27.07.2017)

JEL: C32, E58, E62

Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective

Central Bank of Luxembourg Working Papers [View] (Paper: 111, 26.07.2017)

JEL: C32, E32

On secular stagnation and low interest rates: demography matters

European Central Bank Working papers [View] (Paper: 2088, 26.07.2017)

JEL: C32, E52, J11

Adoption of a New Payment Method: Theory and Experimental Evidence

Bank of Canada Working papers [View] (Paper: 2017-28, 21.07.2017)

JEL: C35, C83, C92, E41

Crimea and punishment: The impact of sanctions on Russian and European economies

Bank of Estonia Working papers [View] (Paper: 05/2017, 17.07.2017)

JEL: C32, F51

Bank business models at zero interest rates

European Central Bank Working papers [View] (Paper: 2084, 29.06.2017)

JEL: C33, G21

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