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

Title Author(s)

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

National Bank of Poland Working papers [View] (Paper: 185, 15.09.2014)

JEL: C11, C32, G01, G12, G15

Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic

European Central Bank Working papers [View] (Paper: 1730, 10.09.2014)

JEL: C15, C32, E51

The Great (De)leveraging in the GIIPS Countries. Domestic Credit and Net Foreign Liabilities 1998-2013

Bank of Estonia Working papers [View] (Paper: 04/2014, 08.09.2014)

JEL: C32, E44, E51, F32

Financial stress and economic dynamics: the transmission of crises

European Central Bank Working papers [View] (Paper: 1728, 01.09.2014)

JEL: C11, C32, E44

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

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