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)

Inferring Inflation Expectations from Fixed-Event Forecasts

IJCB International Journal of Central Banking [View] (Paper: 17q2a01, 01.06.2017)

JEL: C32, E37, E52

Asymmetric arbitrage trading on offshore and onshore renminbi markets

Deutsche Bundesbank Discussion Papers [View] (Paper: 13/2017, 19.05.2017)

JEL: C32, F31, G15

Forecasting GDP Growth with NIPA Aggregates

Cleveland Fed Working papers [View] (Paper: 1708, 19.05.2017)

JEL: C32, C53, E01

Safety, Liquidity, and the Natural Rate of Interest

New York Fed Staff reports [View] (Paper: 812, 11.05.2017)

JEL: C11, C32, C54, E43, E44

Uncertainty and monetary policy in good and bad times

Bank of Finland Discussion Papers [View] (Paper: 8/2017, 04.05.2017)

JEL: C32, E32

Immigration and the macroeconomy: some new empirical evidence

Bank of Spain Working Papers [View] (Paper: 1716, 27.04.2017)

JEL: C11, C32, E32

How bubbly is the New Zealand dollar?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/03, 26.04.2017)

JEL: C15, C32, F31

The effects of US monetary policy shocks: applying external instrument identification to a dynamic factor model

Deutsche Bundesbank Discussion Papers [View] (Paper: 08/2017, 11.04.2017)

JEL: C32, E32, E44, E52, F31

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

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