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JEL Code: C53
367,328 Total downloads
Showing Papers 1,351 - 1,400 of 2,108
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Explanatory & Predictive Power of Momentum Accounting - the AEX
An Empirical Study of the Amsterdam Stock Exchange Component Companies (Het Verklarend En Voorspellend Vermogen Van Momentum Accounting)
Eric Melse
Date Posted: December 27, 2007178 downloads
Information Combination and Forecast (St)Ability Evidence from Vintages of Time-Series Data ECB Working Paper No. 846
Matteo Ciccarelli and
Carlo Altavilla
Date Posted: December 21, 200752 downloads
Bayesian Forecast Combination for VAR Models Riksbank Research Paper No. 216
Michael Andersson
and
Sune Karlsson
Date Posted: December 20, 2007167 downloads
Using a New Open Economy Macroeconomics Model to Make Real Nominal Exchange Rate Forecasts Riksbank Research Paper No. 213
Peter Sellin
Date Posted: December 20, 2007201 downloads
Bank Profitability and Taxation Bank of Italy Temi di Discussione (Working Paper) No. 649
Ugo Albertazzi
and
Leonardo Gambacorta
Date Posted: December 17, 2007217 downloads
A Comparison of Measures of Core Inflation Economic Policy Review, Vol. 13, No. 3, December 2007
Robert W. Rich and
Charles Steindel
Date Posted: December 16, 2007129 downloads
Comparison of Volatility Measures: A Risk Management Perspective Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper No. 2008-3
Christian T. Brownlees
and
Giampiero M. Gallo
Date Posted: December 12, 2007Last Revised: April 27, 2009456 downloads
Does Global Liquidity Help to Forecast US Inflation? Journal of Money, Credit and Banking, Forthcoming
Antonello D'Agostino
and
Paolo Surico
Date Posted: December 07, 2007Last Revised: August 12, 200975 downloads
Diverse Beliefs and Time Variability of Risk Premia
Mordecai Kurz and
Maurizio Motolese
Date Posted: December 06, 2007175 downloads
Federal Reserve Information during the Great Moderation Journal of the European Economic Association, Forthcoming
Antonello D'Agostino
and
Karl Whelan
Date Posted: December 06, 200743 downloads
Backtesting the Tail Risk of VaR in Holding US Dollars Applied Financial Economics, Forthcoming
Woon K. Wong
Date Posted: December 05, 2007Last Revised: May 27, 2008170 downloads
Do Non-Investment Bank Analysts Make Better Earnings Forecasts? Journal of Accounting, Auditing and Finance, Vol. 23 No. 1, Winter 2008
John Jacob ,
Steve Rock and
David P. Weber
Date Posted: December 04, 2007Last Revised: July 17, 2008
'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos
and
Tao Wang
Date Posted: November 28, 2007197 downloads
Modeling Trade Direction
Dale W. R. Rosenthal
Date Posted: November 27, 2007Last Revised: October 18, 2011835 downloads
Projecting the Medium-Term: Outcomes and Errors for GDP Growth ZEW - Centre for European Economic Research Discussion Paper No. 07-068
Marcus Kappler
Date Posted: November 27, 2007Last Revised: August 26, 200840 downloads
Forecasting Implied Volatility Surfaces University of St. Gallen, Department of Economics, Discussion Paper No. 2007-42
Francesco Audrino
and
Dominik Colangelo
Date Posted: November 25, 2007Last Revised: November 23, 2008535 downloads
Multivariate Forecast Evaluation and Rationality Testing Federal Reserve Bank of St. Louis Working Paper No. 2007-047A
Ivana Komunjer
and
Michael Owyang
Date Posted: October 28, 200747 downloads
Does Full or New Moon Influence Stock Markets?: A Methodological Approach Journal of Financial Management and Analysis, Vol. 20, No. 1, January-June 2007
P.R. CHANDY
,
P. Haensly
and
S. Shetty
affiliation not provided to SSRN
and
University of North Texas
Date Posted: October 25, 2007
Forecasting Euro Exchange Rates: How Much Does Model Averaging Help? Economics and Statistics Working Paper No. 2007-24
Jesús Crespo Cuaresma
Date Posted: October 25, 2007109 downloads
Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles Economics and Statistics Working Paper No. 2007-22
Jesús Crespo Cuaresma ,
Adusei Jumah
and
Sohbet Karbuz
Date Posted: October 25, 2007336 downloads
Beyond Value at Risk: Forecasting Portfolio Loss at Multiple Horizons
Lisa R. Goldberg ,
Guy Miller
and
Jared Weinstein
Date Posted: October 22, 2007758 downloads
Evaluating an Estimated New Keynesian Small Open Economy Model Riksbank Research Paper Series No. 203
Malin Adolfson ,
Jesper Lindé ,
Stefan Laseen and
Mattias Villani
Date Posted: October 18, 2007121 downloads
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination Across Models and Observation Windows CESifo Working Paper Series No. 2116, IZA Discussion Paper No. 3071
Katrin Assenmacher-Wesche and
M. Hashem Pesaran
Date Posted: October 16, 200742 downloads
Modelling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
Andreas Kemmerer ,
Jan Rietzschel
and
Henry Schoenball
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 14, 2007259 downloads
Modelling & Controlling Monetary and Economic Identities with Constrained State Space Models International Statistical Review, Vol. 75, No. 2, pp. 150-169, 2007
Gurupdesh S. Pandher
Date Posted: October 13, 2007Last Revised: March 28, 201152 downloads
Harmonic Regression Models: A Comparative Review with Applications Institute for Empirical Research in Economics, University of Zurich, Working Paper No. 333
Michael J. Artis ,
José G. Clavel
,
Mathias Hoffmann
and
Dilip Madhukar Nachane
Date Posted: September 27, 2007203 downloads
How to Determine the Order-Up-To Level when Demand is Gamma Distributed with Unknown Parameters CentER Discussion Paper No. 2007-71
Elleke Janssen
,
L.W.G. Strijbosch and
R.C.M. Brekelmans
Date Posted: September 20, 200780 downloads
Modeling Fat Tails in Stock Returns: A Multivariate Stable-GARCH Approach
Matteo Bonato
Date Posted: September 19, 2007Last Revised: October 03, 2009387 downloads
Evaluating Real-Time Forecasts in Real-Time
Francesco Ravazzolo ,
Philip Hans Franses and
Dick J. C. van Dijk
Date Posted: September 11, 200790 downloads
Predictive Gains from Forecast Combinations Using Time Varying Model Weights
Francesco Ravazzolo ,
Marno Verbeek and
H. K. van Dijk
Date Posted: September 11, 2007243 downloads
Semiparametric Inference in Generalized Mixed Effects Models
Maria Jose Lombardia
and
Stefan Sperlich
affiliation not provided to SSRN
and
Université de Genève, Département des sciences économiques
Date Posted: September 05, 2007
Bond Pricing and Two Unconditionally Implied Parameters Inferred from Option Prices Applied Financial Economics Letters, Vol. 3, No. 2, pp. 109-113, March 2005
Nikolai Dokuchaev
Date Posted: September 04, 2007
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns ECB Working Paper No. 831
John Geweke and
Gianni Amisano
Date Posted: August 28, 2007185 downloads
Time Horizon Sensitivity of the Forward Premium Puzzle
Kun Yang
Date Posted: August 26, 2007Last Revised: October 20, 2007118 downloads
Forecast Combination and the Bank of England's Suite of Statistical Forecasting Models Bank of England Working Paper No. 323
George Kapetanios ,
Vincent Labhard
and
Simon Price
Date Posted: August 22, 200788 downloads
Is the Market Being Fooled? An Error-Based Screen for Manipulation
Rosa M. Abrantes-Metz
and
Sumanth Addanki
Date Posted: August 16, 2007279 downloads
Tests of Equal Predictive Ability With Real-Time Data FRB of St. Louis Working Paper No. 2008-029
Todd E. Clark and
Michael W. McCracken
Date Posted: August 10, 200738 downloads
Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from? Applied Economics Quarterly, Vol. 52, No. 4, pp. 337-356, 2006
Ard den Reijer
and
Olivier Roodenburg
Date Posted: August 02, 2007
Forecasting Inflation: An Art as Well as a Science! De Economist, Vol. 154, No. 1, 2006
Peter J.G. Vlaar and
Ard den Reijer
Date Posted: August 02, 2007
Supervisory Information and the Frequency of Bank Examinations Economic Policy Review, Vol. 5, No. 1, April 1999
Beverly Hirtle and
Jose A. Lopez
Date Posted: August 02, 2007106 downloads
Forecasting the Semiconductor Industry Cycles by Bootstrap Prediction Intervals Applied Economics, Vol. 39, pp. 1731-1742, 2007
Wen-Hsien Liu
Date Posted: July 27, 2007
Exploring the Impact of Calendar Effects on the Dynamic Structure and Forecasts of Financial Time Series International Journal of Theoretical and Applied Finance, Vol. 9, No. 1, 2006
Catherine Kyrtsou
,
Alexandros Leontitsis
and
Costas Siriopoulos
Date Posted: July 24, 2007
The Canadian Underground and Measured Economies: Granger Causality Results Applied Economics, Vol. 34, No. 18, 2002
David E. A. Giles ,
Lindsay M. Tedds
and
Gugsa Werkneh
Date Posted: July 22, 2007Last Revised: February 28, 201032 downloads
The Yield Curve as a Predictor of U.S. Recessions Current Issues in Economics and Finance, Vol. 2, No. 7, June 1996
Arturo Estrella and
Frederic S. Mishkin
Date Posted: July 21, 2007510 downloads
Estimation and Inference by the Method of Projection Minimum Distance
Oscar Jorda and
Sharon Kozicki
Date Posted: July 20, 200750 downloads
Inference for Impulse Responses
Oscar Jorda
Date Posted: July 20, 200795 downloads
Monetary Policy and the Evolution of US economy
Fabio Canova
Date Posted: July 20, 200760 downloads
A Bayesian Framework for Combining Valuation Estimates Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Kenton K. Yee
Date Posted: July 19, 2007Last Revised: November 06, 2008474 downloads
Estimating Tranche Spreads by Loss Process Simulation
Baeho Kim
and
Kay Giesecke
Date Posted: July 16, 2007160 downloads
News - Good or Bad - and its Impact Over Multiple Horizons
Xilong Chen
and
Eric Ghysels
Date Posted: July 05, 2007234 downloads
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