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

Title Author(s)

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

U.K. Monetary Policy under Inflation Targeting

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

JEL: C22, C52, C53, E52, E58

Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks

National Bank of Poland Working papers [View] (Paper: 262, 03.02.2017)

JEL: C22, C38, C45, C53, C55

Demographics and inflation

European Central Bank Working papers [View] (Paper: 2006, 25.01.2017)

JEL: C22, E31, J11

Estimating the Natural Interest Rate for Iceland: An Exploratory Study

Central Bank of Iceland Working Papers [View] (Paper: 74, 08.12.2016)

JEL: C22, C51, E44, E58

Oil price and economic growth: a long story?

Bank of Spain Working Papers [View] (Paper: 1625, 10.11.2016)

JEL: C22, C32, E32, Q43

Sticky consumption and wealth effects in Switzerland

Swiss National Bank Working Papers [View] (Paper: 2016-14, 04.11.2016)

JEL: C22, D12, E21, E44

Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns

Bank of Portugal Working papers [View] (Paper: 646, 13.10.2016)

JEL: C12, C22, C52, C53

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