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

Title Author(s)

A spectral EM algorithm for dynamic factor models

Bank of Spain Working Papers [View] (Paper: 1619, 30.09.2016)

JEL: C32, C38, C51

The response of asset prices to monetary policy shocks: stronger than thought

European Central Bank Working papers [View] (Paper: 1967, 30.09.2016)

JEL: C32, E43, E44, E52

An inflation-predicting measure of the output gap in the euro area

European Central Bank Working papers [View] (Paper: 1966, 19.09.2016)

JEL: C32, C53, E31, E32, E37

Bank interest rate setting in the euro area during the Great Recession

European Central Bank Working papers [View] (Paper: 1965, 16.09.2016)

JEL: C32, E43, E52, E58, G01

Credit cycles and real activity - the Swiss case

Swiss National Bank Working Papers [View] (Paper: 2016-13, 13.09.2016)

JEL: C11, C32, E30, E44, E51, E52

Has the exchange rate pass through recently declined in the euro area?

European Central Bank Working papers [View] (Paper: 1955, 09.09.2016)

JEL: C32, C34, E32, F44, G01

Measuring the Natural Rate of Interest: International Trends and Determinants

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016073, 07.09.2016)

JEL: C32, C43, E52, O40

Forecasting the Estonian Rate of Inflation using Factor Models

Bank of Estonia Working papers [View] (Paper: 08/2016, 06.09.2016)

JEL: C32, C38, C53

Below the zero lower bound - a shadow-rate term structure model for the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 32/2016, 02.09.2016)

JEL: C32, E43, E52

Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures

IJCB International Journal of Central Banking [View] (Paper: 16q3a02, 01.09.2016)

JEL: C11, C32, E52, F42, G15

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