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JEL Code: C53
362,840 Total downloads
Showing Papers 121 - 170 of 2,082
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Early Warning Signals for War in the News
Thomas Chadefaux
Date Posted: January 08, 201314 downloads
Practical Tools for Policy Analysis in DSGE Models with Missing Channels FEDS Working Paper No. 2012-72
Dario Caldara
,
Richard Harrison
and
Anna Lipinska
Date Posted: January 06, 20135 downloads
Dynamic Linkages between Output Growth and Macroeconomic Volatility: Evidence using Greek Data International Journal of Economic Research, Vol. 2, Issue 1, 152-165, 2011
Xanthippi Chapsa
,
Constantinos Katrakilidis
and
Nicholas Tabakis
Date Posted: January 06, 20137 downloads
A Longitudinal Analysis of Asset Return, Volatility and Corporate News Network Business Intelligence Congress 3 Proceedings, December 2012, Howe School Research Paper No. 2013-4
Germán Creamer ,
Yong Ren
and
Jeffrey V. Nickerson
Date Posted: January 05, 2013Last Revised: March 19, 201349 downloads
Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
João Caldeira
and
Guilherme V. Moura
Date Posted: January 05, 2013333 downloads
Forecasting and Nowcasting Real GDP: Comparing Statistical Models and Subjective Forecasts De Nederlandsche Bank Working Paper No. 365
W. Jos Jansen
,
Xiaowen Jin
and
Jasper de Winter
Date Posted: January 04, 201323 downloads
Redes Neuronales Artificiales en las Ciencias Económicas (Artificial Neural Networks in the Economics Sciences) Econografos Escuela de Economía N° 20 - Facultad de Ciencias Económicas de la Universidad Nacional de Colombia, Marzo 2012
,
Viviana M. Oquendo
Date Posted: January 02, 201326 downloads
Causes of Defined Benefit Pension Scheme Funding Ratio Volatility and Average Contribution Rates Annals of Actuarial Science, Vol. 6, No. 1, pp. 76-102, 2011
Adam Butt
Date Posted: January 02, 2013
Effects of Scheme Default Insurance on Decisions and Financial Outcomes in Defined Benefit Pension Schemes Annals of Actuarial Science, Forthcoming
Adam Butt
Date Posted: January 02, 2013
Management of Closed Defined Benefit Superannuation Schemes – An Investigation Using Simulations Australian Actuarial Journal, Vol. 17, No. 1, pp. 25-87, 2011
Adam Butt
Date Posted: January 02, 2013
Effect of AASB 119 ‘Employee Benefits’ on Defined Benefit Superannuation Costs Recognized by Sponsoring Employers Australian Actuarial Journal, Vol. 14, No. 1, pp. 97-170, 2008
Adam Butt
Date Posted: January 02, 2013
Estimation of Truncated Data Samples in Operational Risk Modeling
Bakhodir Ergashev
,
Konstantin Pavlikov
,
Stanislav P. Uryasev and
Evangelos Sekeris
Date Posted: December 27, 201260 downloads
Forecasting Inflation with a Random Walk
Pablo M. Pincheira
and
Carlos A. Medel
Date Posted: December 26, 201225 downloads
Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 80-102, 2013
Maximiano Pinheiro
and
António Rua
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: December 23, 2012
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 64-79, 2013
Karim Barhoumi
,
Olivier Darné and
Laurent Ferrara
Date Posted: December 23, 2012
Can Macro Variables Used in Stress Testing Forecast the Performance of Banks? FEDS Working Paper No. 2012-49
Luca Guerrieri
and
Michelle Welch
Date Posted: December 22, 201218 downloads
Systemic Risk in Europe Swiss Finance Institute Research Paper No. 12-45
Robert F. Engle ,
Eric Jondeau and
Michael Rockinger
Date Posted: December 22, 2012366 downloads
Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices Journal of Real Estate Finance and Economics, Vol. 46, No. 1, 2013
Felix Schindler
Date Posted: December 21, 2012
Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts ETH Risk Center Working Paper No. 11-005
Wei-Xing Zhou
,
Guo-Hua Mu
,
Wei Chen and
Didier Sornette
Date Posted: December 21, 2012Last Revised: December 22, 201218 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model ETH Risk Center – Working Paper No. 11-004,
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Date Posted: December 21, 201221 downloads
The Role of Diversification Risk in Financial Bubbles ETH Risk Center – Working Paper No. ETH-RC-11-003,
Wanfeng Yan
,
Ryan Woodard
and
Didier Sornette
Date Posted: December 21, 201226 downloads
Profit Index - Pertinent Risk of Financial Investment
Amitay Kauffmann
,
Haim Shalit and
Gal Zahavi
Date Posted: December 21, 201253 downloads
Identifying Structural Breaks in Stochastic Mortality Models
Colin O'Hare
and
Youwei Li
Date Posted: December 20, 2012Last Revised: December 22, 201236 downloads
A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model RC Working Paper No. 11-002
Vladimir Filimonov
and
Didier Sornette
Date Posted: December 19, 201218 downloads
Detection of Crashes and Rebounds in Major Equity Markets RC working paper No. 11-001
Wanfeng Yan
,
Reda Rebib
,
Ryan Woodard
and
Didier Sornette
Date Posted: December 19, 201234 downloads
Measures of Fiscal Risk in Hydrocarbon-Exporting Countries IMF Working Paper No. 12/260
Carlos Caceres
and
Leandro Medina
Date Posted: December 19, 201216 downloads
Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Ana-Maria Fuertes and
Jose Olmo
Date Posted: December 18, 201234 downloads
Linking Agent-Based Models and Stochastic Models of Financial Markets Proceedings of the National Academy of Sciences 109, 8388-8393 (2012)
Ling Feng
,
Baowen Li
,
Boris Podobnik
,
Tobias Preis and
H. Eugene Stanley
Date Posted: December 18, 201223 downloads
Switching Processes in Financial Markets Proceedings of the National Academy of Sciences 108, 7674-7678, May 2011
Tobias Preis ,
Johannes J. Schneider
and
H. Eugene Stanley
Date Posted: December 18, 201281 downloads
In Search of a Statistically Valid Volatility Risk Factor
Robert M. Anderson ,
Stephen W. Bianchi
and
Lisa R. Goldberg
Date Posted: December 16, 2012Last Revised: February 10, 201372 downloads
Conditional Predictive Density Evaluation in the Presence of Instabilities
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: December 14, 2012Last Revised: March 01, 201312 downloads
Economic and Market Conditions: Two State Variables that Predict the Stock Market
Dashan Huang
and
Guofu Zhou
Date Posted: December 14, 2012Last Revised: January 20, 2013283 downloads
Evaluating Hedge Funds with Pooled Benchmarks
Michael O'Doherty
,
N. Eugene Savin and
Ashish Tiwari
Date Posted: December 12, 2012Last Revised: February 05, 201334 downloads
Monthly GDP Forecasting Using Bridge Models: Application for the French Economy Bulletin of Economic Research, Vol. 64, pp. s53-s70, 2012
Karim Barhoumi
,
Bertrand Pluyaud
,
Olivier Darné
and
Laurent Ferrara
affiliation not provided to SSRN
,
Banque de France
,
Banque de France
and
Banque de France
Date Posted: December 11, 2012
Multi-Step Ahead Forecasting of Vector Time Series FRB of St. Louis Working Paper No. 2012-060A
Tucker McElroy and
Michael W. McCracken
Date Posted: December 08, 201251 downloads
Using Decision Trees for Prediction of US Economic Recessions
Eleftherios Giovanis
Date Posted: December 07, 201213 downloads
A State-Dependent Model for Inflation Forecasting FRB International Finance Discussion Paper No. 1062
Andrea Stella
and
James H. Stock
Date Posted: December 07, 201222 downloads
Previsão e Análise de Causalidade para Medição do Risco de Mercado (Forecasting and Causality Analysis for Market Risk Quantification)
Gonçalo Martins Ferreira
,
Paul Edge
and
Tânia Silva
Date Posted: December 02, 2012Last Revised: December 03, 201211 downloads
Forecasting Binary Outcomes Handbook of Economic Forecasting, Vol. 2, G. Elliott and A. Timmermann, eds., Forthcoming
Kajal Lahiri and
Liu Yang
Date Posted: December 02, 201282 downloads
Strategies And Profitability in The Market Price Of Oil Extra Virgin Olive Oil: A Model Analysis through The Scanner Data Rivista di Economia Agraria, Anno LXVII, n. 1, pp. 69-88, ISNN: 0035-6190
Antonio Stasi
,
Francesco Diotallevi
and
Andrea Marchini
Date Posted: December 02, 2012
Performance Evaluation of Optimized Portfolio Insurance Strategies
Daniel Zieling
,
Antje Brigitte Mahayni and
Sven Balder
Date Posted: December 01, 2012Last Revised: December 04, 2012132 downloads
Oil and the World Economy: Some Possible Futures IMF Working Paper No. 12/256
Michael Kumhof
and
Dirk Muir
Date Posted: November 30, 201243 downloads
Could US Stocks Be Fairly-Valued under the 'New Normal' Paradigm?
Robert A. Weigand
Date Posted: November 30, 201230 downloads
Discrete Choice Modelling (Grundlagen und Anwendungsbezogene Aspekte) WiSt – Wirtschaftswissenschaftliches Studium 37 (2008), S. 412-418,
Jochen Goensch
,
Robert Klein
and
Claudius Steinhardt
Date Posted: November 28, 2012Last Revised: November 29, 201238 downloads
Tax Projections and Economic Forecasts by Government Bureaucrats: Hidden Manoeuverings Behind Fiscal Reconstruction in Japan Japanese Economic Review, Vol. 63, Issue 4, pp. 528-545, 2012
Satoko Maekawa and
Mototsugu Fukushige
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 28, 2012
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach PIER Working Paper No. 12-046
Xu Cheng
and
Bruce E. Hansen
Date Posted: November 27, 201296 downloads
Multi-Agent–Based Order Book Model of Financial Markets Europhysics Letters, Vol. 75, No. 3, pp. 510-516, 2006
Tobias Preis ,
Sebastian Golke
,
Wolfgang Paul
and
Johannes J. Schneider
Date Posted: November 25, 201239 downloads
Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting
Youngsoo Choi
,
Steven J. Jordan
and
Wonchang Lee
affiliation not provided to SSRN
and
Hi Investment & Securities Co., Ltd.
Date Posted: November 25, 201229 downloads
Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation Journal of International Economics, Forthcoming
Pierre L. Siklos
Date Posted: November 25, 20127 downloads
Early Warning Systems for Currency Crises: The Turkish Case Economic Systems, Vol. 36, No. 3, 2012
Ali Ari
affiliation not provided to SSRN
Date Posted: November 23, 2012
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