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

Title Author(s)

Credit constraints and the international propagation of US financial shocks

European Central Bank Working papers [View] (Paper: 1954, 30.08.2016)

JEL: C32, C34, E32, F44, G01

Animal spirits, fundamental factors and business cycle fluctuations

European Central Bank Working papers [View] (Paper: 1953, 30.08.2016)

JEL: C32, E32

Monetary Transmission Mechanism with Firm Turnover

Bank of Estonia Working papers [View] (Paper: 07/2016, 24.08.2016)

JEL: C32, E32

Detecting imbalances in house prices: What goes up must come down?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 11/2016, 09.08.2016)

JEL: C22, C32, C51, C52, C53, G01, R21

Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks

Richmond Fed Working Papers [View] (Paper: 16-08, 13.07.2016)

JEL: C14, C32, C51, E32, E52

Oil Price Elasticities and Oil Price Fluctuations

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1173, 11.07.2016)

JEL: C32, E32, Q43

Credit spreads, economic activity and fragmentation

European Central Bank Working papers [View] (Paper: 1930, 05.07.2016)

JEL: C32, F36, G12, G15

Pricing sovereign credit risk of an emerging market

European Central Bank Working papers [View] (Paper: 1924, 27.06.2016)

JEL: C11, C32, G01, G12, G15

Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations

Czech National Bank Working papers [View] (Paper: 2016/05, 23.06.2016)

JEL: C11, C32, C53

Business, housing and credit cycles

European Central Bank Working papers [View] (Paper: 1915, 07.06.2016)

JEL: C32, E32, E44

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