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

Title Author(s)

Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective

Central Bank of Luxembourg Working Papers [View] (Paper: 111, 26.07.2017)

JEL: C32, E32

On secular stagnation and low interest rates: demography matters

European Central Bank Working papers [View] (Paper: 2088, 26.07.2017)

JEL: C32, E52, J11

Crimea and punishment: The impact of sanctions on Russian and European economies

Bank of Estonia Working papers [View] (Paper: 05/2017, 17.07.2017)

JEL: C32, F51

Google data in bridge equation models for German GDP

Deutsche Bundesbank Discussion Papers [View] (Paper: 18/2017, 26.06.2017)

JEL: C22, C32, C53

Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico

Bank of Mexico Working Papers [View] (Paper: 2017-11, 22.06.2017)

JEL: C32, C51, E10, E17

Financial crises and the dynamic linkages between stock and bond returns

Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2017, 20.06.2017)

JEL: C32, C58, G15

Measuring International Uncertainty : The Case of Korea

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-066, 20.06.2017)

JEL: C11, C32, E32

Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals

Bank of Canada Working papers [View] (Paper: 2017-22, 19.06.2017)

JEL: C32, F31, G15

Estimating the impact of shocks to bank capital in the euro area

European Central Bank Working papers [View] (Paper: 2077, 19.06.2017)

JEL: C11, C32, G21

The macroeconomic impact of the ECB's expanded asset purchase programme (APP)

European Central Bank Working papers [View] (Paper: 2075, 15.06.2017)

JEL: C32, E44, E52, E58

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