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

Title Author(s)

Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels.

Bank of France Working Papers [View] (Paper: 562, 01.07.2015)

JEL: C32, E17, E32, F44, F47, Q2

A new identification of fiscal shocks based on the information flow

European Central Bank Working papers [View] (Paper: 1813, 18.06.2015)

JEL: C32, E32, E62

VAR for VaR: measuring tail dependence using multivariate regression quantiles

European Central Bank Working papers [View] (Paper: 1814, 18.06.2015)

JEL: C13, C14, C32

Credit market disequilibrium in Greece (2003-2011) - A Bayesian Approach

European Central Bank Working papers [View] (Paper: 1805, 12.06.2015)

JEL: C32, D50, E42, E44, G21, G28, P00

What has driven inflation dynamics in the Euro area, the United Kingdom and the United States

European Central Bank Working papers [View] (Paper: 1802, 10.06.2015)

JEL: C22, C32, E31, E52

Forecasting with VAR models: fat tails and stochastic volatility

Bank of England Working papers [View] (Paper: wp528, 29.05.2015)

JEL: C11, C32, C52

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 NiƱo

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

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