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)

A useful tool to identify recessions in the euro-area

Bank of Spain Working Papers [View] (Paper: 0419, 01.01.2004)

JEL: C22, C32, E32, E37

Are Taste and Technology Parameters Stable? A Test of ¿Deep

Boston Fed Working papers [View] (Paper: 01-05, 01.01.2004)

JEL: C32, E1, E13, E32

Forecasting U.S. Inflation by Bayesian Model Averaging

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0780, 01.10.2003)

JEL: C32, C53, E31, E37

Bayesian Model Averaging and Exchange Rate Forecasts

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0779, 01.10.2003)

JEL: C32, C53, F31

Is the demand for euro area M3 stable?

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

JEL: C22, C32, E41

Interpolation and backdating with a large information set

European Central Bank Working papers [View] (Paper: 0252, 19.08.2003)

JEL: C32, C43, C82

Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?

European Central Bank Working papers [View] (Paper: 0247, 15.08.2003)

JEL: C32, C53, E31, E37

Searching for the Natural Rate of Interest: a Euro-Area Perspective

National Bank of the Republic of Austria Working Papers [View] (Paper: WP084, 01.08.2003)

JEL: C32, E43, E52

Pass-through of external shocks to euro area inflation

European Central Bank Working papers [View] (Paper: 0243, 23.07.2003)

JEL: C32, E31

Estimating risk premia in money market rates

European Central Bank Working papers [View] (Paper: 0221, 23.06.2003)

JEL: C32, E43

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