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

Title Author(s)

The credibility of Hong Kong's currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2014/15, 26.08.2014)

JEL: C11, C32, F31, F41

Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis

European Central Bank Working papers [View] (Paper: 1714, 13.08.2014)

JEL: C11, C32, E32, E51

Market perception of sovereign credit risk in the euro area during the financial crisis

European Central Bank Working papers [View] (Paper: 1710, 11.08.2014)

JEL: C11, C32, G01, G12, G15

Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors

Austrian National Bank Working Papers [View] (Paper: 189, 01.08.2014)

JEL: C32, E32, F44, O54

A stylized applied energy-economy model for France

Bank of France Working Papers [View] (Paper: 478, 08.07.2014)

JEL: C32, Q4, Q54, Q55, Q58

A Quadratic Kalman Filter

Bank of France Working Papers [View] (Paper: 486, 08.07.2014)

JEL: C32, C46, C53

Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model

Bank for International Settlements Working papers [View] (Paper: 449, 04.06.2014)

JEL: C32, E32, E51

Theory and Practice of GVAR Modeling

Dallas Fed Institute Working Papers [View] (Paper: 0180, 24.05.2014)

JEL: C32, E17

Small Sample Properties of Bayesian Estimators of Labor Income Processes

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-25, 08.04.2014)

JEL: C32, C33, D12, D31, D91, E21

News and labour market dynamics in the data and in matching models

Bank of England Working papers [View] (Paper: wp488, 28.03.2014)

JEL: C32, C52, E32

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