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

Title Author(s)

A large Bayesian vector autoregression model for Russia

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2014/22, 05.12.2014)

JEL: C32, E32, E44, E47

A Dynamic Factor Model for Icelandic Core Inflation

Central Bank of Iceland Working Papers [View] (Paper: 67, 01.12.2014)

JEL: C32, E31, E32, E52

Nowcasting Norway

IJCB International Journal of Central Banking [View] (Paper: 14q4a7, 01.12.2014)

JEL: C32, C53, E37

Optimal contracts, aggregate risk and the financial accelerator

Bank of England Working papers [View] (Paper: wp517, 28.11.2014)

JEL: C32, E32

Frequency Dependence in a Real-Time Monetary Policy Rule

Cleveland Fed Working papers [View] (Paper: 1430, 19.11.2014)

JEL: C22, C32, E52

The effect of credit conditions on the Dutch housing market

Netherlands Bank DNB Working Papers [View] (Paper: 447, 14.11.2014)

JEL: C32, E44, E51, G21

The leverage ratio over the cycle

Bank for International Settlements Working papers [View] (Paper: 471, 14.11.2014)

JEL: C32, E43, E52

Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

Cleveland Fed Working papers [View] (Paper: 1427, 11.11.2014)

JEL: C11, C15, C32, C52, E3, E4, E5

Carry Trade Activities: A Multivariate Threshold Model Analysis

Swiss National Bank Working Papers [View] (Paper: 2014-06, 04.11.2014)

JEL: C15, C32, E44

The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited

St Louis Fed Working Papers [View] (Paper: 2014-034, 31.10.2014)

JEL: C13, C14, C32, C58, F31, F37, F65, G15

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