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

	Title	Author(s)
Full text	Macroeconomic shocks in an oil market VAR European Central Bank Working papers [View] (Paper: 1432, 04.05.2012) JEL: C01, C32, E32	Marko Melolinna
Abstract Full text	What Does Financial Volatility Tell Us About Macroeconomic Fluctuations? Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-09, 01.05.2012) JEL: C32, E32, E44	Emre Yoldas Marcelle Chauvet Zeynep Senyuz
Abstract Full text	Evaluating DSGE Model Forecasts of Comovements Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-11, 01.05.2012) JEL: C11, C32, C53, E27, E47	Edward Herbst Frank Schorfheide
Full text	Trade linkages and growth in Latin America: A time-varying SVAR approach Central Reserve Bank of Peru Working Papers [View] (Paper: 2012-011, 25.04.2012) JEL: C32, C50, E32, F44, O54	Diego Winkelried Miguel Angel Saldarriaga
Abstract Full text	Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts Richmond Fed Working Papers [View] (Paper: 12-02, 11.04.2012) JEL: C11, C32, E32	Luca Benati Thomas A. Lubik
Full text	Assessing the economy-wide effects of quantitative easing Bank of England Working papers [View] (Paper: 443, 22.03.2012) JEL: C11, C32, E52, E58	George Kapetanios Ibrahim Stevens Konstantinos Theodoridis Haroon Mumtaz
Abstract Full text	Modelling loans to non-financial corporations in the euro area Bank of Italy Working Papers [View] (Paper: 857, 09.03.2012) JEL: C32, C51	Carlotta Rossi Christoffer Kok Sørensen David Marqués-Ibáñez
Abstract Full text	Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy IJCB International Journal of Central Banking [View] (Paper: 12q1a9, 01.03.2012) JEL: C32, C53, E30, Q17	Gianluigi Ferrucci Luca Onorante Rebeca Jiménez-Rodriguez
Abstract Full text	Is there Evidence of Shift-Contagion in International Housing Markets? Bank of France Working Papers [View] (Paper: Nr 295, 07.10.2010) JEL: C32, G15, R31	Olivier de Bandt Sheheryar Malik
Full text	Forecasting and assessing Euro area house prices through the lens of key fundamentals, European Central Bank Working papers [View] (Paper: 1249, 01.10.2010) JEL: C32, R21, R31	Paul Hiebert Luca Gattini

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)