Central Bank Research Hub - JEL classification C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

Title Author(s)

Uncertainty across volatility regimes

Bank of Finland Discussion Papers [View] (Paper: 35/2017, 30.11.2017)

JEL: C32, C51, E44, G01

Macroeconomic nowcasting and forecasting with big data

New York Fed Staff reports [View] (Paper: 830, 21.11.2017)

JEL: C32, C53, C55, E32

Priors for the long run

New York Fed Staff reports [View] (Paper: 832, 21.11.2017)

JEL: C11, C32, C33, E37

Common Factors, Trends, and Cycles in Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-111, 13.11.2017)

JEL: C32, C38, C55, E00

An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts

St Louis Fed Working Papers [View] (Paper: 2017-40, 01.11.2017)

JEL: C12, C32, C52, C53

Changing business models in international bank funding

Bank of Spain Working Papers [View] (Paper: 1736, 31.10.2017)

JEL: C32, F65, G21

Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-102, 03.10.2017)

JEL: C32, E41, E44

Uncertainty and Monetary Policy in Good and Bad Times

Reserve Bank of Australia Research Discussion Papers [View] (Paper: rdp2017-06, 01.10.2017)

JEL: C32, E32

Modeling the business and financial cycle in a multivariate structural time series model

Netherlands Bank DNB Working Papers [View] (Paper: 573, 01.10.2017)

JEL: C32, E32, G01

Estimating a time-varying financial conditions index for South Africa

South African Reserve Bank Working Papers [View] (Paper: 1702, 30.09.2017)

JEL: B26, C32, C53, G01, G17

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