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JEL Code: E47
70,269 Total downloads
Showing Papers 1 - 50 of 360
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(Un)Predictability and Macroeconomic Stability
CEPR Discussion Paper No. DP6594
Antonello D'Agostino
,
Domenico Giannone and
Paolo Surico
Central Bank and Financial Services Authority of Ireland
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
London Business School - Department of Economics
Date Posted: June 06, 2008
Working Paper Series
2 downloads
(Un)Predictability and Macroeconomic Stability
ECB Working Paper No. 605
Antonello D'Agostino
,
Domenico Giannone and
Paolo Surico
Central Bank and Financial Services Authority of Ireland
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
London Business School - Department of Economics
Date Posted: April 24, 2006
Working Paper Series
124 downloads
A Benchmark for Public Debt: The Brazilian Case
Rodrigo Silveira Veiga Cabral ,
Mariana de lourdes Moreira Lopes ,
William Baghdassarian ,
Luiz Fernando Alves ,
Pedro Ivo Ferreira de Souza Jr. and
Antonio Tiago Loureiro A. dos Santos
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
University of Reading - Henley Business School
,
Federal University of Minas Gerais (UFMG)
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 09, 2009
Working Paper Series
141 downloads
A Beta Based Framework for (Lower) Bond Risk Premia
Bank of Italy Temi di Discussione (Working Paper) No. 689
Stefano Nobili
and
Gerardo Palazzo
Bank of Italy
and
Bank of Italy
Date Posted: October 31, 2008
Working Paper Series
57 downloads
A Bvar Forecasting Model for Peruvian Inflation
Luis-Gonzalo Llosa
,
Vicente Tuesta Reátegui
and
Marco Vega
University of California, Los Angeles (UCLA)
,
Banco Central de Reserva del Peru
and
Central Bank of Peru
Date Posted: May 09, 2005
Last Revised: May 10, 2013
Working Paper Series
A Cash Flow Based Multi-Period Corporate Credit Model
Hsien-Hsing Liao
and
Tsung-Kang Chen
National Taiwan University
and
Fu Jen Catholic University
Date Posted: July 06, 2005
Working Paper Series
206 downloads
A Century of Inflation Forecasts
CEPR Discussion Paper No. DP8292
Antonello D'Agostino
and
Paolo Surico
Central Bank and Financial Services Authority of Ireland
and
London Business School - Department of Economics
Date Posted: March 28, 2011
Working Paper Series
7 downloads
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
CEPR Discussion Paper No. 4976
Massimiliano Giuseppe Marcellino ,
James H. Stock and
Mark W. Watson
European University Institute
,
Harvard University - Department of Economics
and
Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: August 01, 2005
Working Paper Series
15 downloads
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
IGIER Working Paper No. 285
Massimiliano Giuseppe Marcellino ,
James H. Stock and
Mark W. Watson
European University Institute
,
Harvard University - Department of Economics
and
Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: April 13, 2005
Working Paper Series
99 downloads
A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 25, 2007
Working Paper Series
625 downloads
A Counterfactual Analysis of the Argentinian Monetary Transformation in 2002
Applied Economics, Vol. 41, No. 27, 2009
Anne Laure Delatte
Groupe ESC Rouen
Date Posted: December 01, 2012
Accepted Paper Series
5 downloads
A Critique of Congressional Proposals to Permit Modification of Home Mortgages in Chapter 13
Pepperdine Law Review, Forthcoming, Pepperdine University Legal Studies Research Paper No. 2010/2
Mark S. Scarberry
Pepperdine University School of Law
Date Posted: December 10, 2009
Last Revised: February 28, 2010
Accepted Paper Series
170 downloads
A Currency Board Model of Hong Kong
HKIMR Working Paper No. 1/2002
Yue Ma ,
Guy Meredith and
Matthew S. Yiu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
International Monetary Fund (IMF) - Research Department
and
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: August 23, 2007
Working Paper Series
126 downloads
A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong
HKIMR Working Paper No. 16/2004
Stefan Gerlach and
Matthew S. Yiu
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
and
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: August 23, 2007
Accepted Paper Series
74 downloads
A Dynamic Model for the Forward Curve
The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
Choong Tze Chua
,
Dean P. Foster and
Krishna Ramaswamy
Singapore Management University
,
University of Pennsylvania - Statistics Department
and
University of Pennsylvania - Finance Department
Date Posted: June 26, 2008
Accepted Paper Series
A Joint Econometric Model of Macroeconomic and Term Structure Dynamics
ECB Working Paper No. 405; AFA 2005 Philadelphia Meetings Paper
Peter Hördahl ,
Oreste Tristani
and
David Vestin
Bank for International Settlements (BIS)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: December 13, 2004
Working Paper Series
275 downloads
A Leading Indicator Model of Banking Distress - Developing an Early Warning System for Hong Hong and Other EMEAP Economies
Hong Kong Monetary Authority Working Paper No. 22/2007
Jim Wong
,
T. C. Wong and
Phyllis Leung
Hong Kong Monetary Authority
,
Hong Kong Monetary Authority - Research Department
and
Hong Kong Monetary Authority - Research Department
Date Posted: December 27, 2007
Working Paper Series
359 downloads
A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Banque de France Working Paper No. 395
Jean-Paul Renne
Banque de France
Date Posted: September 06, 2012
Working Paper Series
16 downloads
A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jean-Paul Renne
Banque de France
Date Posted: June 09, 2012
Working Paper Series
14 downloads
A Model of the Euro-Area Yield-Curve with Discrete Policy Rates
Jean-Paul Renne
Banque de France
Date Posted: March 04, 2012
Last Revised: February 20, 2013
Working Paper Series
62 downloads
A New Marked Point Process Model for the Federal Funds Rate Target: Methodology and Forecast Evaluation
Joachim Grammig and
Kerstin Kehrle
Eberhard Karls Universitaet Tübingen
and
affiliation not provided to SSRN
Date Posted: March 13, 2006
Working Paper Series
290 downloads
A New-Keynesian DSGE Model for Forecasting the South African Economy
Journal of Forecasting, Vol. 28, pp. 387–404, 2009,
Rangan Gupta
,
Eric Schaling and
Dave Liu
University of Pretoria
,
Rand Afrikaans University - Department of Economics
and
Stellenbosch University
Date Posted: September 20, 2010
Accepted Paper Series
33 downloads
A Practical Model-Based Approach to Monetary Policy Analysis - Overview
IMF Working Paper No. 06/80
Andrew Berg ,
Philippe D. Karam and
Douglas Laxton
International Monetary Fund (IMF) - Developing Country Studies Division
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF) - Research Department
Date Posted: May 17, 2006
Working Paper Series
350 downloads
A Simple Empirical Measure of Central Banks' Conservatism
Grégory Levieuge
and
Yannick Lucotte
University of Orleans - Laboratoire d'économie d'Orléans
and
University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: April 30, 2012
Last Revised: February 26, 2013
Working Paper Series
37 downloads
A Simulation of the Economic Effects of Expenditure Attitudes and Political Structure
MODELLING AND SIMULATION IN PRACTICE, pp. 229-243, Mark Cross, ed., Pentech Press, 1979
Jerry Mushin
Victoria University of Wellington
Date Posted: January 11, 2010
Last Revised: January 15, 2010
Accepted Paper Series
A Simulation of the European Monetary System
Computer Education, No. 35, pp. 8-19, June 1980
Jerry Mushin
Victoria University of Wellington
Date Posted: January 11, 2010
Accepted Paper Series
A Small-Scale DSGE Model for Forecasting the South African Economy
South African Journal of Economics, Vol. 75, No. 2, June 2007
Rangan Gupta
and
Dave Liu
University of Pretoria
and
Stellenbosch University
Date Posted: September 20, 2010
Accepted Paper Series
33 downloads
A Step by Step Guide to Construct a Financial Model Without Plugs and Without Circularity for Valuation Purposes
Ignacio Velez-Pareja
Master Consultores
Date Posted: May 28, 2008
Last Revised: November 02, 2008
Working Paper Series
3781 downloads
A Step by Step Guide to Construct a Financial Model Without Plugs and Without Circularity for Valuation Purposes (Guia Paso a Paso Para Construir Estados Financieros Sin Cuentas De Cuadre 'Plugs' Y Sin Circularidad Para Efectos De Valoracion De La Empresa)
Ignacio Velez-Pareja
Master Consultores
Date Posted: June 12, 2008
Last Revised: November 02, 2008
Working Paper Series
396 downloads
A Stochastic Model for Default-Free Bond Prices and Continuously Compounding Yield-to-Maturity
Partho Sarathi Bhowmick
affiliation not provided to SSRN
Date Posted: October 09, 2009
Last Revised: November 05, 2009
Working Paper Series
77 downloads
A Teaching Note on Price-Demand Elasticity (Nota sobre la elasticidad precio-demanda)
Ignacio Velez-Pareja
Master Consultores
Date Posted: July 23, 2007
Working Paper Series
370 downloads
A Three-Factor Yield Curve Model: Non-Affine Structure,
Systematic Risk Sources, and Generalized Duration
PIER Working Paper No. 06-017
Francis X. Diebold ,
Lei Ji
and
Canlin Li
University of Pennsylvania - Department of Economics
,
University of Pennsylvania - Department of Economics
and
University of California, Riverside - A. Gary Anderson Graduate School of Management
Date Posted: June 21, 2006
Working Paper Series
402 downloads
A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
Michael Henseler
,
Christoph Peters
and
Roland C. Seydel
German Finance Agency
,
German Finance Agency
and
German Finance Agency
Date Posted: March 02, 2013
Working Paper Series
69 downloads
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Ying Chen
and
Linlin Niu
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
and
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: March 20, 2012
Last Revised: June 03, 2013
Working Paper Series
84 downloads
Amicus Brief: In Re Lyondell Chemical Company
Michael Simkovic
Seton Hall Law School
Date Posted: October 02, 2011
Working Paper Series
62 downloads
An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book
Bank of England Working Paper No. 388
Piergiorgio Alessandri
and
Mathias Drehmann
Bank of England
and
Bank for International Settlements (BIS)
Date Posted: June 01, 2010
Working Paper Series
132 downloads
An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book
ECB Working Paper No. 1041
Piergiorgio Alessandri
and
Mathias Drehmann
Bank of England
and
Bank for International Settlements (BIS)
Date Posted: May 06, 2009
Working Paper Series
278 downloads
An Evaluation of Real GDP Forecasts: 1996-2001
Economic Perspectives, First Quarter, 2003
Spencer D. Krane
Federal Reserve Bank of Chicago - Economic Research
Date Posted: April 02, 2003
Accepted Paper Series
An Evaluation of Real GDP Forecasts: 1996-2001
FRB of Chicago Working Paper
Spencer D. Krane
Federal Reserve Bank of Chicago - Economic Research
Date Posted: April 02, 2003
Working Paper Series
257 downloads
An Evaluation of the Base Correlation Framework for Synthetic CDOs
Date Posted: December 31, 2004
Working Paper Series
1068 downloads
An Introduction to the Cost of Capital
Ignacio Velez-Pareja and
Joseph Tham
Master Consultores
and
Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: March 22, 2010
Last Revised: February 01, 2012
Working Paper Series
832 downloads
Anticipation and Surprises in Central Bank Interest Rate Policy: The Case of the Bundesbank
IMF Working Paper No. 98/43
Daniel Hardy
International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
44 downloads
Application of Fundamental Models to Money and Exchange Rate Markets
University of Tartu Economics Working Paper No. 22
Andres Vesilind
Independent
Date Posted: January 08, 2004
Working Paper Series
185 downloads
Are Bond Markets Really Overpriced: The Case of the US
Franz Seitz and
Jörg Clostermann
University of Applied Sciences Amberg-Weiden
and
University of Applied Sciences Ingolstadt
Date Posted: January 30, 2006
Working Paper Series
79 downloads
Are Forecast Combinations Efficient?
Pablo M. Pincheira
Central Bank of Chile - Research Department
Date Posted: April 14, 2012
Last Revised: April 17, 2012
Working Paper Series
43 downloads
Assessing Macro-Financial Linkages: A Model Comparison Exercise
National Bank of Poland Working Paper No. 110
Rafael Gerke
,
Magnus Jonsson ,
Martin Kliem
,
Marcin Kolasa
,
Pierre M Lafourcade
,
Alberto Locarno
,
Krzysztof Makarski
and
Peter McAdam
affiliation not provided to SSRN
,
Sveriges Riksbank
,
Deutsche Bundesbank
,
National Bank of Poland
,
De Nederlandsche Bank
,
Bank of Italy
,
National Bank of Poland
and
European Central Bank (ECB)
Date Posted: April 16, 2012
Working Paper Series
30 downloads
Assessing Simple Policy Rules: A View from a Complete Macro Model
FRB of Atlanta Working Paper No. 2000-19
Eric M. Leeper and
Tao A. Zha
Indiana University at Bloomington - Department of Economics
and
Federal Reserve Bank of Atlanta
Date Posted: February 01, 2001
Working Paper Series
132 downloads
Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View
KOF Swiss Economic Institute Working Paper No. 213, DIW Berlin Discussion Paper No. 814
Konstantin A. Kholodilin
,
Alberto Montagnoli ,
Oreste Napolitano
and
Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin)
,
University of Stirling - Department of Economics
,
University of Naples Parthenope
and
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: December 11, 2008
Last Revised: June 29, 2009
Working Paper Series
51 downloads
Banking Regulation's Illusive Quest
Regulation, Vol. 30, No. 1, pp. 18-24, Spring 2007
Peter J. Wallison
American Enterprise Institute (AEI)
Date Posted: April 06, 2007
Accepted Paper Series
145 downloads
Barrier-Lookback Options and Target Zone Reserves
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: May 13, 2007
Last Revised: January 31, 2011
Working Paper Series
145 downloads
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