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)

Subsidising car purchases in the euro area: any spill-over on production?

European Central Bank Working papers [View] (Paper: 2094, 23.08.2017)

JEL: C32, C54, E23, E62, H25

Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model

Swiss National Bank Working Papers [View] (Paper: 2017-08, 21.08.2017)

JEL: C32, C38, C53, C55, E32

International inflation spillovers - the role of different shocks

Swiss National Bank Working Papers [View] (Paper: 2017-07, 21.08.2017)

JEL: C11, C32, E31, E52, F62

Monetary policy, stock market and sectoral comovement

Bank of Spain Working Papers [View] (Paper: 1731, 18.08.2017)

JEL: C32, E44, G12

Oil Price Pass-Through into Core Inflation

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-085, 17.08.2017)

JEL: C32, E31, E32, Q43

A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP118, 16.08.2017)

JEL: C32, G01, G12, G21, G32

MAPI: Model for Analysis and Projection of Inflation in France

Bank of France Working Papers [View] (Paper: 637, 01.08.2017)

JEL: C32, C53, E31, E37

Measuring business cycles intra-synchronization in US: a regime-switching interdependence framework

Bank of Spain Working Papers [View] (Paper: 1726, 28.07.2017)

JEL: C32, C45, E32

Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --

Bank of Japan Working Papers [View] (Paper: 17-E-10, 28.07.2017)

JEL: C32, E31, E52

Debt and Stabilization Policy: Evidence from a Euro Area FAVAR

St Louis Fed Working Papers [View] (Paper: 2017-22, 27.07.2017)

JEL: C32, E58, E62

Related JEL classifications

Browse all JEL classifications