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

Title Author(s)

Has the Fed responded to house and stock prices? A time-varying analysis

Bank of Spain Working Papers [View] (Paper: 1713, 06.04.2017)

JEL: C32, E44, E52, E58

A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt

San Francisco Fed Working Papers [View] (Paper: 2017-07, 29.03.2017)

JEL: C32, E43, E52, G12

The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps

European Central Bank Working papers [View] (Paper: 2034, 13.03.2017)

JEL: C32, E32, F32

Investment Price Rigidity and Business Cycles

Central Bank of Luxembourg Working Papers [View] (Paper: 105, 10.03.2017)

JEL: C32, E32

SmallSample Tests for Stock Return Predictability with Possibly NonStationary Regressors and GARCHType Effects

Bank of Canada Working papers [View] (Paper: 2017-10, 10.03.2017)

JEL: C12, C32, G14

Changing business models in international bank funding

Bank for International Settlements Working papers [View] (Paper: 614, 09.03.2017)

JEL: C32, F65, G21

Has the Fed responded to house and stock prices? A time-varying analysis

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 01/2017, 08.03.2017)

JEL: C32, E44, E52, E58

The evolution of regional economic interlinkages in Europe

Bank of Spain Working Papers [View] (Paper: 1705, 14.02.2017)

JEL: C31, C32, E32, R11

A Dynamic Factor Model for Nowcasting Canadian GDP Growth

Bank of Canada Working papers [View] (Paper: 2017-02, 02.02.2017)

JEL: C32, C38, C53, E37

Mixed-frequency models for tracking short-term economic developments in Switzerland

Swiss National Bank Working Papers [View] (Paper: 2017-02, 01.02.2017)

JEL: C32, C53, E37

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