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

	Title	Author(s)
Full text	TailCoR Bank of Spain Working Papers [View] (Paper: 1227, 14.08.2012) JEL: C32, C51, G01	Lorenzo Ricci David Veredas
Abstract Full text	Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound Bank of Canada Working papers [View] (Paper: 2012-21, 23.07.2012) JEL: C11, C32, E52, E58	Christiane Baumeister Luca Benati
Abstract Full text	On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century Central Bank of Brazil Working Papers [View] (Paper: 284, 13.07.2012) JEL: C32, C53, E32	Afonso Arinos de Mello Franco-Neto João Victor Isslerz Osmani Teixeira de Carvalho Guillény
Abstract Full text	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1050, 13.07.2012) JEL: C32, C53, Q43	Robert J. Vigfusson Lutz Kilian
Abstract Full text	Network effects of public transport infrastructure: evidence on Italian regions Bank of Italy Working Papers [View] (Paper: 869, 12.07.2012) JEL: C32, E61, H54, R42, R53	Pasqualino Montanaro Giacinto Micucci Valter Di Giacinto
Abstract Full text	The Role of Credit Supply in the Australian Economy Reserve Bank of Australia Research Discussion Papers [View] (Paper: RDP2012-02, 06.06.2012) JEL: C32, E51, E52	David Jacobs Vanessa Rayner
Full text	Time-Varying Oil Price Volatility and Macroeconomic Aggregates Dallas Fed Working Papers [View] (Paper: wp1201, 05.06.2012) JEL: C32, E21, E22, Q43	Michael Plante Nora Traum
Full text	Euro money market spreads during the 2007-? financial crisis European Central Bank Working papers [View] (Paper: 1437, 25.05.2012) JEL: C32, E43, E58, G15	Nuno Cassola Claudio Morana
Full text	Empirical Simultaneous Prediction Regions for Path-Forecasts San Francisco Fed Working Papers [View] (Paper: 2012-05, 24.05.2012) JEL: C32, C52, C53	Massimiliano Marcellino Òscar Jordà Malte Knuppel
Abstract Full text	A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-32, 11.05.2012) JEL: C32, E32, E44	Marcelle Chauvet Zeynep Senyuz

Related JEL classifications

C3: Multiple or Simultaneous Equation Models (22 entries)
- C30: General (4 entries)
- C31: Cross-Sectional Models; Spatial Models; Treatment Effect Models (13 entries)
- C32: Time-Series Models (308 entries)
- C33: Models with Panel Data (81 entries)
- C34: Truncated and Censored Models (5 entries)
- C35: Discrete Regression and Qualitative Choice Models (16 entries)
- C36: Instrumental Variables (IV) Estimation (2 entries)
- C39: Other (3 entries)