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

Title Author(s)

Rationality of announcements, business cycle asymmetry, and predictabilityof revisions. The case of French GDP

Bank of France Working Papers [View] (Paper: 600, 05.09.2016)

JEL: C22, C52, E37

Detecting imbalances in house prices: What goes up must come down?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 11/2016, 09.08.2016)

JEL: C22, C32, C51, C52, C53, G01, R21

Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB

Bank of Finland Discussion Papers [View] (Paper: 20/2016, 01.08.2016)

JEL: C22, F31

Linking excessive disinflation and output movements in an emerging, small open economy. A hybrid New Keynesian Phillips Curve perspective

National Bank of Poland Working papers [View] (Paper: 239, 26.07.2016)

JEL: C13, C22, E31

A portfolio demand approach for broad money in the euro area

European Central Bank Working papers [View] (Paper: 1929, 05.07.2016)

JEL: C22, C52, E41

Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD

Bank of Mexico Working Papers [View] (Paper: 2016-11, 01.07.2016)

JEL: C22, C53, C58, G10, G13

Determinants of euro-denominated corporate bond spreads

European Central Bank Working papers [View] (Paper: 1912, 03.06.2016)

JEL: C21, C22, E44, G12

Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area

European Central Bank Working papers [View] (Paper: 1911, 03.06.2016)

JEL: C21, C22, E37, E44, G12

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

European Central Bank Working papers [View] (Paper: 1909, 25.05.2016)

JEL: C22, E03, F10

Covariate-augmented unit root tests with mixed-frequency data

Bank of Portugal Working papers [View] (Paper: 869, 01.05.2016)

JEL: C12, C15, C22

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