Central Bank Research Hub - JEL classification C32: Multiple or Simultaneous Equation Models: Time-Series Models

Title Author(s)

Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks

Richmond Fed Working Papers [View] (Paper: 16-08, 13.07.2016)

JEL: C14, C32, C51, E32, E52

Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations

Czech National Bank Working papers [View] (Paper: 2016/05, 23.06.2016)

JEL: C11, C32, C53

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Bank of Canada Working papers [View] (Paper: 2016-25, 26.05.2016)

JEL: C32, E32, E44

Tracking the slowdown in long-run GDP growth

Bank of England Working papers [View] (Paper: swp587, 08.04.2016)

JEL: C32, E01, E23, E32, O47

In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area.

Bank of France Working Papers [View] (Paper: 585, 16.03.2016)

JEL: C32, E32, E62

Monetary policy transmission: the case of Lithuania

Bank of Lithuania Working Papers [View] (Paper: wp2016-24, 26.02.2016)

JEL: C32, C33, E52

Modelling Danish Government Bond Yields in a Low-Rate Environment

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP106, 24.02.2016)

JEL: C32, C53, G13

Modeling financial sector joint tail risk in the euro area

European Central Bank Working papers [View] (Paper: 1837, 22.02.2016)

JEL: C32, G21

Output gaps, inflation and financial cycles in the United Kingdom

Bank of England Working papers [View] (Paper: swp585, 12.02.2016)

JEL: C11, C32, E31, E32, E52

Systemic risk in Danish banks: Implementing SRISK in a Danish context

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP105, 05.02.2016)

JEL: C32, C53, G01, G21, G32

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