Central Bank Research Hub - JEL classification C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

Title Author(s)

A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP118, 16.08.2017)

JEL: C32, G01, G12, G21, G32

Measuring business cycles intra-synchronization in US: a regime-switching interdependence framework

Bank of Spain Working Papers [View] (Paper: 1726, 28.07.2017)

JEL: C32, C45, E32

Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --

Bank of Japan Working Papers [View] (Paper: 17-E-10, 28.07.2017)

JEL: C32, E31, E52

Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective

Central Bank of Luxembourg Working Papers [View] (Paper: 111, 26.07.2017)

JEL: C32, E32

On secular stagnation and low interest rates: demography matters

European Central Bank Working papers [View] (Paper: 2088, 26.07.2017)

JEL: C32, E52, J11

Crimea and punishment: The impact of sanctions on Russian and European economies

Bank of Estonia Working papers [View] (Paper: 05/2017, 17.07.2017)

JEL: C32, F51

Google data in bridge equation models for German GDP

Deutsche Bundesbank Discussion Papers [View] (Paper: 18/2017, 26.06.2017)

JEL: C22, C32, C53

Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico

Bank of Mexico Working Papers [View] (Paper: 2017-11, 22.06.2017)

JEL: C32, C51, E10, E17

Financial crises and the dynamic linkages between stock and bond returns

Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2017, 20.06.2017)

JEL: C32, C58, G15

Measuring International Uncertainty : The Case of Korea

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-066, 20.06.2017)

JEL: C11, C32, E32

Related JEL classifications

Browse all JEL classifications