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

Title Author(s)

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

Pricing sovereign credit risk of an emerging market

National Bank of Poland Working papers [View] (Paper: 189, 22.10.2014)

JEL: C11, C32, G01, G12, G15

What is the role of Emerging Asia in global oil prices?

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2014/18, 03.10.2014)

JEL: C32, E32, Q43

Evaluating Conditional Forecasts from Vector Autoregressions

Cleveland Fed Working papers [View] (Paper: 1413, 01.10.2014)

JEL: C12, C32, C52, C53

Exchange Rate Movements and the Australian Economy

Reserve Bank of Australia Research Discussion Papers [View] (Paper: RDP2014-11, 26.09.2014)

JEL: C32, F31, F41

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