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

Title Author(s)

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

Testing for Granger causality in large mixed-frequency VARs

Deutsche Bundesbank Discussion Papers [View] (Paper: 45/2015, 22.01.2016)

JEL: C11, C12, C32

The U.S. Oil Supply Revolution and the Global Economy

Dallas Fed Institute Working Papers [View] (Paper: 0263, 14.01.2016)

JEL: C32, E17, F44, F47, O13, Q43

Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market

Deutsche Bundesbank Discussion Papers [View] (Paper: 41/2015, 30.11.2015)

JEL: C32, F31, G15

Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies

National Bank of Poland Working papers [View] (Paper: 223, 20.11.2015)

JEL: C32, C53, E31, E37

Demand and supply of mortgage credit

Netherlands Bank DNB Working Papers [View] (Paper: 486, 20.11.2015)

JEL: C32, E51, G21

Asymmetric exchange rate pass-through: Evidence from Peru

Central Reserve Bank of Peru Working Papers [View] (Paper: 2015-011, 17.11.2015)

JEL: C32, E31, F31

Global Perspective on Structural Labour Market Reforms in Europe

Bank of Lithuania Working Papers [View] (Paper: wp2015-21, 13.11.2015)

JEL: C32, C33, E24, F12, F16

Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries

Czech National Bank Working papers [View] (Paper: 2015/07, 10.11.2015)

JEL: C32, E32, F31, F41

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