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JEL Code: C51
359,983 Total downloads
Showing Papers 1 - 50 of 1,827
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'Marginal Employment' and the Demand for Heterogenous Labour: Empirical Evidence from a Multi-Factor Labour Demand Model for Germany
IZA Discussion Paper No. 2577
Ronny Freier
and
Viktor Steiner
Stockholm School of Economics
and
Zentrum Fuer Europaeische Wirtschaftsforschung (ZEW) - Center for European Economic Research
Date Posted: February 07, 2007
Working Paper Series
52 downloads
'Zero' Option in Conjoint Analysis: A New Specification of the Indecision and the Refusal - Application to the Video on Demand Market
Gilbert Saporta
and
Silva Ohannessian
Conservatoire National des Arts et Métiers (CNAM)
and
affiliation not provided to SSRN
Date Posted: April 27, 2010
Working Paper Series
29 downloads
: Change Analysis of Dynamic Copula for Measuring Dependence in Multivariate Financial Data
Quantitative Finance, Vol. 10, No. 4. pp. 421-430, 2009
Jing Zhang
and
Dominique Guegan
affiliation not provided to SSRN
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: July 18, 2010
Accepted Paper Series
A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Reza Solgi and
Antonietta Mira
University of Lugano - Swiss Finance Institute at the University of Lugano
and
Swiss Finance Institute, University of Lugano
Date Posted: November 11, 2012
Last Revised: May 18, 2013
Working Paper Series
39 downloads
A Behavioral-Institutional Model of Endogenous Growth and Induced Technical Change
Journal of Economic Issues, p. 40, 2009
Morris Altman
Victoria University of Wellington - School of Economics & Finance
Date Posted: January 18, 2010
Working Paper Series
A Behavioural Finance Approach with Fundamentalists and Chartists in the Gold Market
Dirk G. Baur
and
Kristoffer J. Glover
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: December 24, 2011
Working Paper Series
169 downloads
A Bivariate Integer Valued Allocation Model for Guest Nights
in Hotels and Cottages
Umea Economic Studies Working Paper No. 547
Kurt Brannas and
Jonas Nordstrom
University of Umea - Department of Economics
and
University of Umea - Department of Economics
Date Posted: March 07, 2001
Working Paper Series
140 downloads
A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Selva Demiralp ,
Kevin D. Hoover and
Stephen J. Perez
Koc University - Department of Economics
,
Duke University - Departments of Economics and Philosophy
and
California State University, Sacramento - Department of Economics
Date Posted: April 02, 2006
Working Paper Series
135 downloads
A Choice Modelling Analysis on the Similarity between Distribution Utilities' and Industrial Customers' Price and Quality Preferences
Energy Economics, Forthcoming
Magnus Söderberg
University of South Australia
Date Posted: October 03, 2007
Accepted Paper Series
52 downloads
A Classification Study of Carbon Assets into Commodities
Takashi Kanamura
J-POWER
Date Posted: January 25, 2009
Working Paper Series
345 downloads
A Cointegration Model for Search Equilibrium Wage Formation
Tinbergen Institute Discussion Paper No. 2003-088/3
L. Broersma ,
Frank A. G. den Butter
and
Udo Kock
University of Groningen - Department of Economics & Department of Spatial Sciences
,
Vrije Universiteit Amsterdam - Economics
and
International Monetary Fund (IMF)
Date Posted: January 22, 2004
Working Paper Series
51 downloads
A Cointegration Model for Search Equilibrium Wage Formation
Journal of Applied Economics, Vol. 9, No. 2, pp. 235-254, November 2006
Lourens Broersma
,
Frank A. G. den Butter and
Udo Kock
affiliation not provided to SSRN
,
VU University Amsterdam - Faculty of Economics and Business Administration
and
International Monetary Fund (IMF)
Date Posted: December 05, 2006
Accepted Paper Series
A Cointegration Model for Search Equilibrium Wage Formation
IMF Working Paper No. WP/04/92
Lourens Broersma
,
Frank A. G. den Butter
and
Udo Kock
affiliation not provided to SSRN
,
Vrije Universiteit Amsterdam - Economics
and
International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
38 downloads
A Comment on Econometric Information Recovery and Inference from Indirect Noisy Economic Data
George Judge
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: August 04, 2012
Working Paper Series
30 downloads
A Comparative Study on Parameter Recovery of Three Approaches to Structural Equation Modeling: A Rejoinder
Jörg Henseler
Institute for Management Research, Radboud University Nijmegen
Date Posted: April 06, 2010
Working Paper Series
133 downloads
A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
ZEW - Centre for European Economic Research Discussion Paper No. 08-007
Atilim Seymen
affiliation not provided to SSRN
Date Posted: February 06, 2008
Last Revised: August 14, 2008
Working Paper Series
16 downloads
A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
11 downloads
A Comparison of Construction Contract Prices for Traditionally Procured Roads and Public-Private Partnerships
Review of Industrial Organization, Vol. 35, No. 1-2, 2009
Frederic Blanc-Brude
University of London - King's College London
Date Posted: December 19, 2009
Accepted Paper Series
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and
Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics
and
European University Institute
Date Posted: May 12, 2003
Working Paper Series
244 downloads
A Comparison of Mixed GARCH-Jump Models with Skewed t-Distribution for Asset Returns
Jung-Suk Yu
and
Elton Daal
School of Urban Planning & Real Estate Studies, Dankook University
and
University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: February 22, 2005
Working Paper Series
784 downloads
A Comparison of Two Averaging Techniques with an Application to Growth Empirics
CentER Discussion Paper Series No. 2008-39
J.R. Magnus ,
Owen Powell
and
Patricia Pruefer
Tilburg University, CentER
,
Tilburg University - Department of Economics
and
Tilburg University, CentER
Date Posted: April 17, 2008
Working Paper Series
46 downloads
A Composite Logistic Regression Approach for Ordinal Panel Data Regression
International Journal of Data Analysis Techniques and Strategies, Vol. 1, pp. 29-43, 2008
Ronghua Luo
and
Hansheng Wang
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: December 02, 2008
Accepted Paper Series
A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data
Proceedings of the 24th Samahang Pisika ng Pilipinas National Physics Congress, Vol. 3, pp. 1-4, 2006
Rolando Danganan Navarro Jr.
and
Jose Ramon Albert
University of the Philippines, Los Baños - School of Statistics
and
Statistical Research and Training Center
Date Posted: January 30, 2007
Accepted Paper Series
56 downloads
A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
Yutec Sun and
Masakazu Ishihara
University of Toronto - Rotman School of Management
and
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
79 downloads
A Conditional CAPM Model with Local Covariates for Detecting and Evaluating Active Management
Massimiliano Caporin and
Francesco Lisi
University of Padova - Department of Economics and Management "Marco Fanno"
and
University of Padua - Department of Statistical Sciences
Date Posted: September 27, 2009
Working Paper Series
101 downloads
A Constrained Maximum Likelihood Approach to the Estimation of Meta-Frontiers
Alexandre Repkine
Konkuk University - Department of Economics
Date Posted: August 29, 2011
Working Paper Series
41 downloads
A Copula Model for Dependent Competing Risks
Simon Lo
and
Ralf A. Wilke
affiliation not provided to SSRN
and
University of York (UK)
Date Posted: February 23, 2009
Working Paper Series
73 downloads
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
Maria Elena De Giuli
,
Mario Maggi
,
Carluccio Bianchi
and
Alessandro Carta Sr.
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
545 downloads
A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series
A Count Data Model with Endogenous Household Specific Censoring: The Number of Nights to Stay
Empirical Economics, Vol. 35, 2008
Jörgen Hellström and
Jonas Nordstrom
Umeå University - Department of Economics
and
University of Umea - Department of Economics
Date Posted: July 06, 2009
Accepted Paper Series
A Critical Empirical Study of Three Electricity Spot Price Models
Fred Espen Benth
,
Ruediger Kiesel
and
Anna Nazarova
University of Oslo - Department of Mathematics
,
University of Duisburg-Essen - Faculty of Economic Science
and
University of Oslo
Date Posted: February 13, 2013
Working Paper Series
11 downloads
A Data-Reconstructed Fractional Volatility Model
Economics Discussion Paper No. 2008-22
Rui Vilela Mendes
and
Javier Ordóñez Monfort
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico
and
Jaume I University - Department of Economics
Date Posted: December 13, 2010
Working Paper Series
10 downloads
A Discrete Time Series Model for High Frequency Financial Data
Heather Eunice Mitchell
RMIT University - School of Economics, Finance and Marketing
Date Posted: July 02, 2012
Working Paper Series
60 downloads
A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-09
Zehra Eksi
and
Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 30, 2013
Last Revised: April 10, 2013
Working Paper Series
37 downloads
A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
EFA 2002 Berlin Meetings Presented Paper
Gautam Goswami ,
Liuren Wu and
Milind M. Shrikhande
Fordham University - Finance Area
,
City University of New York, CUNY Baruch College - Zicklin School of Business
and
Georgia State University - Department of Finance
Date Posted: February 27, 2002
Working Paper Series
504 downloads
A Dynamic Factor Analysis of Financial Contagion in Asia
Queen Mary Economics Working Paper No. 498
Andrea Cipollini
and
George Kapetanios
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
and
University of London - Queen Mary College - Department of Economics
Date Posted: October 09, 2003
Working Paper Series
299 downloads
A Dynamic Financial Ratio Adjustment Model
Global Journal of Business Research, Vol. 4, No. 3, pp. 1-10, 2010
Yating Yang
and
H.W. Chuang
National Chiao Tung University
and
National Taiwan University
Date Posted: June 29, 2011
Accepted Paper Series
54 downloads
A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a Root-N Consistent Conditional Estimator
CEIS Working Paper No. 98
Francesco Bartolucci and
Valentina Nigro
Università di Perugia - Finanza e Statistica - Dipartimento di Economia
and
Bank of Italy
Date Posted: March 07, 2007
Last Revised: May 14, 2012
Working Paper Series
144 downloads
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Tinbergen Institute Discussion Paper 10-032/2
Drew Creal
,
Siem Jan Koopman and
Andre Lucas
University of Chicago - Booth School of Business - Econometrics and Statistics
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 24, 2010
Last Revised: October 14, 2010
Working Paper Series
111 downloads
A Dynamic Utility Maximization Model for Product Category Consumption
Tinbergen Institute Working Paper No. 2002-097/4
R.D. van Oest ,
Philip Hans Franses and
Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 26, 2002
Working Paper Series
93 downloads
A Family of Reduced-Form Models for Electricity Prices
EFMA 2003 Helsinki Meetings
Hélyette Geman and
Andrea Roncoroni
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
and
ESSEC Business School
Date Posted: June 14, 2003
Working Paper Series
A Flexible Matrix Libor Model with Smiles
Alessandro Gnoatto
,
Martino Grasselli
and
José Da Fonseca
Ludwig-Maximilians-Universität Munich
,
University of Padua
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: March 23, 2012
Working Paper Series
56 downloads
A Framework for Price Statistics
IMF Working Paper No. 00/24
Kimberly Zieschang
International Monetary Fund (IMF) - Statistics Department
Date Posted: January 30, 2006
Working Paper Series
81 downloads
A Front Office and Risk Management Tool for Pricing OTC
Derivatives
Luca Cazzulani ,
Vladimiro Ceci and
Luca Lotti
IntesaBci S.p.A.
,
Cassa Depositi e Prestiti S.p.A.
and
Cassa Depositi e Prestiti S.p.A. - Risk Management
Date Posted: September 18, 2001
Working Paper Series
609 downloads
A full-factor Multivariate GARCH model
Econometrics Journal, Vol. 6, pp. 312-334, 2003
Ioannis D. Vrontos
,
Petros Dellaportas
and
Dimitris N. Politis
Athens University of Economics and Business
,
Athens University of Economics and Business
and
University of California, San Diego (UCSD) - Department of Mathematics
Date Posted: October 21, 2004
Accepted Paper Series
A g-and-h Copula Approach to Risk Measurement in Multivariate Financial Models
Markus Huggenberger
and
Timo Klett
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
and
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
Date Posted: September 15, 2010
Last Revised: December 18, 2010
Working Paper Series
199 downloads
A General Framework for Observation Driven Time-Varying Parameter Models
Tinbergen Institute Discussion Paper No. 08-108/4
Drew Creal
,
Siem Jan Koopman and
Andre Lucas
University of Chicago - Booth School of Business - Econometrics and Statistics
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: November 11, 2008
Working Paper Series
153 downloads
A General Method of Deriving the Efficiencies of Banks from a Profit Function
Jalal D. Akhavein ,
P.A.V.B. Swamy and
Stephen B. Taubman
Fitch Ratings Inc.
,
affiliation not provided to SSRN
and
Government of the United States of America - Division of Research and Statistics
Date Posted: October 24, 1999
Working Paper Series
A General Multivariate Threshold GARCH Model for Dynamic Correlations
NCCR FINRISK Working Paper
Francesco Audrino
and
Fabio Trojani
University of St. Gallen
and
Swiss Finance Institute
Date Posted: January 21, 2004
Working Paper Series
539 downloads
A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations
University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
Fabio Trojani
and
Francesco Audrino
Swiss Finance Institute
and
University of St. Gallen
Date Posted: April 14, 2005
Working Paper Series
221 downloads
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