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

Title Author(s)

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

Assessing the exchange rate exposure of US multinationals

Bank of Finland Discussion Papers [View] (Paper: 2013/34, 19.12.2013)

JEL: C32, F23, F31

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Atlanta Fed Working papers [View] (Paper: 2013-05, 28.09.2013)

JEL: C15, C32, C60, E13, E32, E62

Predictive likelihood comparisons with DSGE and DSGE-VAR models

European Central Bank Working papers [View] (Paper: 1536, 23.04.2013)

JEL: C11, C32, C52, C53, E37

Macroeconomic Forecasting Using Low-Frequency Filters

Bank of Portugal Working papers [View] (Paper: 201301, 26.02.2013)

JEL: C14, C32, C51, C53

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