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

Title Author(s)

Interest rate reaction functions and the Taylor rule in the euro area

European Central Bank Working papers [View] (Paper: 0258, 22.09.2003)

JEL: C22, E52

Is the demand for euro area M3 stable?

European Central Bank Working papers [View] (Paper: 0255, 10.09.2003)

JEL: C22, C32, E41

Volatility Puzzles: A Unified Framework for Gauging Return-Volatility Regressions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-40, 27.08.2003)

JEL: C22, C51, G12

Public finances and long-term growth in Europe ¿ evidence from a panel data analysis

European Central Bank Working papers [View] (Paper: 0246, 31.07.2003)

JEL: C22, C23, H11, O11

Unemployment

European Central Bank Working papers [View] (Paper: 0234, 23.06.2003)

JEL: C22, C23, E24

The central bank as a risk manager: quantifying and forecasting inflation risks

European Central Bank Working papers [View] (Paper: 0226, 23.06.2003)

JEL: C22, E31, E37, E52, E58

Modelling the implied probability of stock market movements

European Central Bank Working papers [View] (Paper: 0212, 02.04.2003)

JEL: C22, C51, G13, G15

Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank

European Central Bank Working papers [View] (Paper: 0142, 02.04.2003)

JEL: C22, C51, C53, C59

r-filters: a Hodrick-Prescott Filter Generalization

Central Bank of Brazil Working Papers [View] (Paper: 069, 01.03.2003)

JEL: C22, C52, E32

Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity Premium

Atlanta Fed Working papers [View] (Paper: 2003-4, 21.02.2003)

JEL: C13, C15, C22, G12

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