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

Title Author(s)

Granger causality and regime inference in Bayesian Markov-Switching VARs

European Central Bank Working papers [View] (Paper: 1794, 22.05.2015)

JEL: C11, C12, C32, C53, E32

Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis

Dallas Fed Institute Working Papers [View] (Paper: 0242, 20.05.2015)

JEL: C32, E17, F44, O53, Q43

Fair Weather or Foul? The Macroeconomic Effects of El Niño

Dallas Fed Institute Working Papers [View] (Paper: 0239, 13.05.2015)

JEL: C32, F44, O13, Q54

The Social Costs of Currency Counterfeiting

Reserve Bank of Australia Research Discussion Papers [View] (Paper: RDP2015-05, 04.05.2015)

JEL: C32, C42

A measure of redenomination risk

European Central Bank Working papers [View] (Paper: 1785, 27.04.2015)

JEL: C32, F36, G12, G15

Macroeconomic Forecasting Starting from Survey Nowcasts

Bank of Portugal Working papers [View] (Paper: 201502, 02.04.2015)

JEL: C14, C32, C51, C53

Expectation-driven cycles: time-varying effects

European Central Bank Working papers [View] (Paper: 1776, 02.04.2015)

JEL: C32, E24, E32

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (Paper: 1773, 01.04.2015)

JEL: C11, C32, C52

Can a data-rich environment help identify the sources of model misspecification?

Bank of England Working papers [View] (Paper: wp527, 27.03.2015)

JEL: C32, C52

Disentangling loan demand and supply shocks in Russia

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2015/08, 09.03.2015)

JEL: C32, E51, G21

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