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

Title Author(s)

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

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

Carry trades and exchange rate volatility: a TVAR approach

Bank of Italy Working Papers [View] (Paper: 1046, 28.01.2016)

JEL: C32, G15

Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area

Netherlands Bank DNB Working Papers [View] (Paper: 495, 26.01.2016)

JEL: C22, C32, E30, E50, E51

Testing for Granger causality in large mixed-frequency VARs

Deutsche Bundesbank Discussion Papers [View] (Paper: 45/2015, 22.01.2016)

JEL: C11, C12, C32

The U.S. Oil Supply Revolution and the Global Economy

Dallas Fed Institute Working Papers [View] (Paper: 0263, 14.01.2016)

JEL: C32, E17, F44, F47, O13, Q43

Related JEL classifications

Browse all JEL classifications