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

Title Author(s)

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Bank of Canada Working papers [View] (Paper: 2016-25, 26.05.2016)

JEL: C32, E32, E44

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

Monetary policy transmission: the case of Lithuania

Bank of Lithuania Working Papers [View] (Paper: wp2016-24, 26.02.2016)

JEL: C32, C33, E52

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

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