Central Bank Research Hub - JEL classification C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

Title Author(s)

House prices and monetary policy in the euro area: evidence from structural VARs

European Central Bank Working papers [View] (Paper: 2073, 12.06.2017)

JEL: C22, E21, E31, E44, E52

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Bank of Canada Working papers [View] (Paper: 2017-19, 17.05.2017)

JEL: C22, C52, C53, F31

Chow-Lin x N: how adding a panel dimension can improve accuracy

Deutsche Bundesbank Discussion Papers [View] (Paper: 12/2017, 17.05.2017)

JEL: C22, C53

On domestic demand and export performance in the euro area countries: does export concentration matter?

Bank of Spain Working Papers [View] (Paper: 1719, 16.05.2017)

JEL: C22, E03, F10

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

Markov-Switching Three-Pass Regression Filter

Bank of Canada Working papers [View] (Paper: 2017-13, 21.04.2017)

JEL: C22, C23, C53

A Leading Indicator of House-Price Bubbles

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP114, 06.04.2017)

JEL: C22, G12, R31

SRISK: a conditional capital shortfall measure of systemic risk

European Systemic Risk Board Working papers [View] (Paper: WP37, 10.03.2017)

JEL: C22, C23, C53, G01, G20

Dissecting US recoveries

Bank of Spain Working Papers [View] (Paper: 1708, 09.03.2017)

JEL: C22, E32

U.K. Monetary Policy under Inflation Targeting

Bank of Lithuania Working Papers [View] (Paper: wp2017-41, 02.03.2017)

JEL: C22, C52, C53, E58

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