Central Bank Research Hub - JEL classification C51: Model Construction and Estimation

Title Author(s)

TailCoR

Bank of Spain Working Papers [View] (Paper: 1227, 14.08.2012)

JEL: C32, C51, G01

Euro area and global oil shocks: an empirical model-based analysis

Bank of Italy Working Papers [View] (Paper: 873, 12.07.2012)

JEL: C11, C51, E32, F41

Towards an explanation of cross-country asymmetries in monetary transmission

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2012, 29.05.2012)

JEL: C33, C51, E44, E52

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012)

JEL: C13, C16, C22, C51, C53, G17

Towards an explanation of cross-country asymmetries in monetary transmission

Deutsche Bundesbank Discussion Papers [View] (Paper: 201207, 12.03.2012)

JEL: C33, C51, E44, E52

Modelling loans to non-financial corporations in the euro area

Bank of Italy Working Papers [View] (Paper: 857, 09.03.2012)

JEL: C32, C51

The Sub-Prime Crisis and UK Monetary Policy

IJCB International Journal of Central Banking [View] (Paper: 10q3a4, 01.09.2010)

JEL: C51, C52, E52, E58

Real time forecasts of inflation: the role of financial variables

Bank of Italy Working Papers [View] (Paper: 767, 03.08.2010)

JEL: C13, C51, C53, E37, G19

Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case

Bank of France Working Papers [View] (Paper: Nr 286, 15.07.2010)

JEL: C51, E62, H50

Econometric analysis of high dimensional VARs featuring a dominant unit,

European Central Bank Working papers [View] (Paper: 1194, 25.06.2010)

JEL: C10, C33, C51

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