Central Bank Research Hub - JEL classification C33: Panel Data Models; Spatio-temporal Model

Title Author(s)

Credit risk interconnectedness: what does the market really know?

Deutsche Bundesbank Discussion Papers [View] (Paper: 09/2016, 22.04.2016)

JEL: C33, C53, E44, F36, G12, G14, G18, G21

A Nowcasting Model for Canada: Do U.S. Variables Matter?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-036, 06.04.2016)

JEL: C33, C53, E37

Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries

Netherlands Bank DNB Working Papers [View] (Paper: 507, 11.03.2016)

JEL: C33, C53, E37

Monetary policy transmission: the case of Lithuania

Bank of Lithuania Working Papers [View] (Paper: wp2016-24, 26.02.2016)

JEL: C32, C33, E52

Is fiscal consolidation self-defeating? A Panel-VAR analysis for the Euro area countries

European Central Bank Working papers [View] (Paper: 1883, 08.02.2016)

JEL: C33, E62, H6

Nowcasting Real GDP growth in South Africa

South African Reserve Bank Working Papers [View] (Paper: 16/01, 02.02.2016)

JEL: C33, C53, E52

Profitability Life Cycle of Foreign Direct Investment and its Application to the Czech Republic

Czech National Bank Working papers [View] (Paper: 2015/11, 27.01.2016)

JEL: C33, F21, F32

The varying coefficient Bayesian panel VAR model

Bank of England Working papers [View] (Paper: swp578, 08.01.2016)

JEL: C33, E30, F40

Exploiting the Monthly Data Flow in Structural Forecasting

New York Fed Staff reports [View] (Paper: 751, 08.12.2015)

JEL: C33, C53, E30

To bi, or not to bi? Differences in spillover estimates from bilateral and multilateral multi-country models

European Central Bank Working papers [View] (Paper: 1868, 24.11.2015)

JEL: C33, F44

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