Central Bank Research Hub - JEL classification C33: Multiple or Simultaneous Equation Models: Models with Panel Data

Title Author(s)

Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components

Bank of Portugal Working papers [View] (Paper: 200913, 13.07.2009)

JEL: C32, C33, C53

Forecasting national activity using lots of international predictors: an application to New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/04, 01.07.2009)

JEL: C33, C53, F47

Bidding behaviour in the ECB’s main refinancing operations during the financial crisis

European Central Bank Working papers [View] (Paper: 1052, 13.05.2009)

JEL: C33, C34, D44, E52

The Effect of Cash Flow on Investment: An Empirical Test of the Balance Sheet Channel

Sveriges Riksbank Working Papers [View] (Paper: 228, 12.05.2009)

JEL: C33, E22, E44

Forecasting national activity using lots of international predictors: an application to New Zealand

Deutsche Bundesbank Discussion Papers [View] (Paper: 200911, 05.05.2009)

JEL: C33, C53, F47

What drives returns to euro area housing? Evidence from a dynamic dividend-discount model

European Central Bank Working papers [View] (Paper: 1019, 03.03.2009)

JEL: C33, G12, R21

The global dimension of inflation - evidence from factor-augmented Phillips curves

European Central Bank Working papers [View] (Paper: 1011, 25.02.2009)

JEL: C33, C50, E31, F41

Impact of Financial Liberalisation on Stock Market Liquidity: Experience of China

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_03, 10.02.2009)

JEL: C33, F36, G18, G32, L22

Infinite-dimensional VARs and factor models

European Central Bank Working papers [View] (Paper: 0998, 29.01.2009)

JEL: C10, C33, C51

Current account benchmarks for central and eastern Europe: a desperate search?

European Central Bank Working papers [View] (Paper: 0995, 29.01.2009)

JEL: C11, C33, F15, F32, F34, F41, O52

Related JEL classifications

Browse all JEL classifications