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)

Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1223, 06.03.2018)

JEL: C32, E32, E37, E44

OPEC in the News

Dallas Fed Working Papers [View] (Paper: 1802, 24.02.2018)

JEL: C32, D80, G12, Q43

Global Factors and Trend Inflation

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2018/01, 20.02.2018)

JEL: C32, E31, F41

Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility

Bank of Estonia Working papers [View] (Paper: 02/2018, 01.02.2018)

JEL: C32, D80, E24

Global factors and trend inflation

Bank for International Settlements Working papers [View] (Paper: 688, 25.01.2018)

JEL: C32, E31, F41

Measuring the Natural Interest Rate for the Turkish Economy

IJCB International Journal of Central Banking [View] (Paper: 7, 07.01.2018)

JEL: C32, C63, E24, E31

The real effects of overconfidence and fundamental uncertainty shocks

Bank of Finland Discussion Papers [View] (Paper: 37, 22.12.2017)

JEL: C32, D84, E37

Some Evidence on Secular Drivers of US Safe Real Rates

Cleveland Fed Working papers [View] (Paper: 1723, 21.12.2017)

JEL: C32, E21, E22, E43

Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area

European Central Bank Working papers [View] (Paper: 2119, 21.12.2017)

JEL: C32, E31, E52

A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices

Chicago Fed Working papers [View] (Paper: WP-2017-26, 19.12.2017)

JEL: C32, E52, E58, G12, G14

Related JEL classifications

Browse all JEL classifications