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JEL Code: C22
534,537 Total downloads
Showing Papers 1,401 - 1,450 of 3,423
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Determinants of Growth in an Error-Correction Model for El Salvador
IMF Working Paper No. 98/104
Armando Morales Bueno
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department
Date Posted: February 15, 2006
Working Paper Series
84 downloads
Dollarization in Lithuania: An Econometric Approach
BOFIT Discussion Paper No. 1/2001
Igor Vetlov
Bank of Lithuania
Date Posted: September 24, 2007
Working Paper Series
84 downloads
Evaluation of House Price Models Using an ECM Approach: The Case of the Netherlands
OFRC Working Paper No. 2009-05
Marc Francke
,
Suncica Vujic and
G.A. Vos
University of Amsterdam - Faculty of Economics and Business (FEB)
,
VU University Amsterdam - Faculty of Economics and Business Administration
and
University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: October 28, 2010
Working Paper Series
84 downloads
Exploring the Sensitivity of Corporate Bond Yield Spreads to Changes in the Yield Curve
Moahmed Lotfi Boulkeroua
and
Andrew W. Stark
affiliation not provided to SSRN
and
University of Manchester - Manchester Business School
Date Posted: May 16, 2010
Last Revised: May 24, 2010
Working Paper Series
84 downloads
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
Economic Research Initiatives at Duke (ERID) Working Paper No. 12
Barbara Rossi and
Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA
and
Bank of Canada
Date Posted: September 11, 2008
Accepted Paper Series
84 downloads
How Persistent is Disaggregate Inflation? An Analysis Across EU 15 Countries and HICP Sub-indices
ECB Working Paper No. 415
Patrick Lunnemann
and
Thomas Y. Mathä
Banque Central du Luxembourg
and
Central Bank of Luxembourg
Date Posted: December 13, 2004
Working Paper Series
84 downloads
Markov-Switching Dynamic Factor Models in Real Time
Banco de Espana Working Paper No. 1205
Maximo Camacho
,
Gabriel Perez-Quiros and
Pilar Poncela
Autonomous University of Barcelona - Department of Economics
,
Bank of Spain
and
Independent University of Madrid
Date Posted: February 12, 2012
Working Paper Series
84 downloads
Moment Condition Failure Australian Evidence
EFMA 2001 Lugano Meetings
Jan Annaert ,
Marc J. K. de Ceuster and
Allan Hodgson
Antwerp Management School
,
University of Antwerp - Faculty of Applied Economics - City Campus
and
University of Queensland - Faculty of Business, Economics and Law
Date Posted: May 05, 2001
Working Paper Series
84 downloads
Resort Real Estate: Does Supply Prevent Appreciation?
Journal of Real Estate Research, Vol. 27, No. 1, 2006
William C. Wheaton
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: December 27, 2006
Accepted Paper Series
84 downloads
Sovereign Borrowing Cost and the IMF's Data Standards Initiatives
IMF Working Paper No. 06/78
John Cady and
Anthony J. Pellechio
International Monetary Fund (IMF) - Statistics Department
and
International Monetary Fund (IMF) - Statistics Department
Date Posted: May 17, 2006
Working Paper Series
84 downloads
X-Differencing and Dynamic Panel Model Estimation
Cowles Foundation Discussion Paper No. 1747
Chirok Han
,
Peter C. B. Phillips and
Donggyu Sul
University of Auckland - Department of Economics
,
Yale University - Cowles Foundation
and
University of Auckland - Department of Economics
Date Posted: January 15, 2010
Working Paper Series
84 downloads
A Non-Random Walk Down Hollywood Boulevard: Celebrity Deaths and Investor Sentiment
Gabriele M. Lepori
Copenhagen Business School - Department of Finance
Date Posted: May 18, 2011
Working Paper Series
83 downloads
Asymptotic Power Advantages of Long-Horizon Regression Tests
Ohio State University
Nelson C. Mark and
Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics
and
University of Auckland - Department of Economics
Date Posted: July 19, 2002
Working Paper Series
83 downloads
Can Oil Prices Forecast Exchange Rates?
FRB of Philadelphia Working Paper No. 11-34
Domenico Ferraro
,
Kenneth Rogoff and
Barbara Rossi
Duke University - Department of Economics
,
Harvard University - Department of Economics
and
Universitat Pompeu Fabra - ICREA
Date Posted: August 29, 2011
Working Paper Series
83 downloads
Direct Multi-Step Estimation and Forecasting
Guillaume Chevillon
ESSEC Business School
Date Posted: July 15, 2006
Working Paper Series
83 downloads
Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios
FEDS Working Paper No. 2011-19
Sirio Aramonte
,
Marius Rodriguez
and
Jason Wu
Federal Reserve Board
,
Federal Reserve Banks - Federal Reserve Bank of San Francisco
and
Board of Governors of the Federal Reserve System
Date Posted: May 20, 2011
Last Revised: November 18, 2012
Working Paper Series
83 downloads
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
HWWA Discussion Paper No. 267
Mark M. Trede
and
Bernd Wilfling
University of Muenster - Faculty of Economics
and
Westfälische Wilhelms-Universität
Date Posted: March 22, 2004
Working Paper Series
83 downloads
HAC Estimation by Automated Regression
Cowles Foundation Discussion Paper No. 1470
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: July 27, 2004
Working Paper Series
83 downloads
Japan`s Stagnant Nineties: A Vector Autoregression Retrospective
IMF Working Paper No. 99/45
Ramana Ramaswamy
and
Christel Rendu
International Monetary Fund (IMF) - Asia and Pacific Department
and
London Business School
Date Posted: February 12, 2006
Working Paper Series
83 downloads
Modeling Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence
FRB of New York Working Paper No. 161
Robert W. Rich and
Joseph S. Tracy
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: April 16, 2003
Working Paper Series
83 downloads
Modelling Time-Variation in the Stock Return-Dividend Yield Predictive Equation
David G. McMillan
University of Stirling
Date Posted: October 05, 2012
Working Paper Series
83 downloads
The Impact of the Euro on Equity Markets: A Country and Sector Decomposition
ECB Working Paper No. 906
Lorenzo Cappiello ,
Arjan Kadareja
and
Simone Manganelli
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: July 01, 2008
Working Paper Series
83 downloads
The Structure and Degree of Dependence - A Quantile Regression Approach
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: April 04, 2011
Working Paper Series
83 downloads
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
Journal of Business & Economic Statistics, July 2012, Vol. 30, No. 3, pp. 391-403, Rotman School of Management Working Paper No. 2171892
John M. Maheu ,
Thomas H. McCurdy and
Yong Song
McMaster University - Michael G. DeGroote School of Business
,
University of Toronto - Rotman School of Management
and
University of Technology, Sydney (UTS) - Centre for the Study of Choice
Date Posted: November 07, 2012
Accepted Paper Series
82 downloads
Efficient Filtering in State-Space Representations
David N. DeJong ,
Hariharan Dharmarajan
,
Roman Liesenfeld and
Jean-Francois Richard
University of Pittsburgh - Department of Economics
,
University of Pittsburgh
,
University of Cologne, Department of Economics
and
University of Pittsburgh - Department of Economics
Date Posted: February 04, 2009
Working Paper Series
82 downloads
Fourth Order Pseudo Maximum Likelihood Methods
Swiss Finance Institute Research Paper No. 09-23
Alberto Holly V
,
Alain Monfort and
Michael Rockinger
University of Lausanne
,
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: July 11, 2009
Working Paper Series
82 downloads
Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets
FRB International Finance Discussion Paper No. 905
Alain Chaboud ,
Ben Chiquoine
,
Erik Hjalmarsson and
Mico Loretan
Federal Reserve Board - Division of International Finance
,
Federal Reserve Board - Division of International Finance
,
Queen Mary - University of London, School of Economics and Finance
and
IMF Institute, International Monetary Fund
Date Posted: November 06, 2007
Working Paper Series
82 downloads
Identifying the Effects of Central Bank Intervention
FRB of St. Louis Working Paper No. 2005-031A
Christopher J. Neely
Federal Reserve Bank of St. Louis - Research Division
Date Posted: July 29, 2005
Working Paper Series
82 downloads
Long-Run Risk and its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework
Journal of Money, Credit, and Banking, Forthcoming
Jun Ma
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: April 25, 2011
Last Revised: August 22, 2012
Accepted Paper Series
82 downloads
Panel LM Unit Root Tests with Trend Shifts
Kyung So Im
,
Junsoo Lee and
Margie Tieslau
affiliation not provided to SSRN
,
University of Alabama - Department of Economics, Finance and Legal Studies
and
University of North Texas - Department of Economics
Date Posted: June 03, 2010
Working Paper Series
82 downloads
Realistic Processes for Stocks from One Day to One Year
Gilles O. Zumbach ,
Luis Fernandez
and
Caroline Weber
affiliation not provided to SSRN
,
J.P. Morgan
and
Lombard Odier & Cie
Date Posted: December 27, 2010
Working Paper Series
82 downloads
The Sustainability of Fiscal Policy in Italy: A Long-Term Perspective
CESifo Working Paper Series No. 3812
Silvana Bartoletto
,
Bruno Chiarini and
Elisabetta Marzano
Parthenope University - Department of Economic Studies (DES)
,
University of Naples, Parthenope
and
Parthenope University - Department of Economic Studies (DES)
Date Posted: May 15, 2012
Working Paper Series
82 downloads
A Simple Model of the Private Gold Market, 1968-74: An Exploratory Econometric Exercise
IMF, Staff Papers
Ichiro Otani
affiliation not provided to SSRN
Date Posted: June 17, 2009
Last Revised: June 22, 2009
Working Paper Series
81 downloads
Assessing the Credibility of a Target Zone: Evidence from the EMS
Centra Working Paper E2003/33
Francisco Ledesma Rodríguez ,
Manuel Navarro Ibáñez ,
Jorge Pérez Rodríguez and
Simón Sosvilla Rivero
University of La Laguna - Department of Applied Economics
,
University of La Laguna - Department of Applied Economics
,
University of Las Palmas de Gran Canaria - Faculty of Economic Science
and
Complutense University of Madrid
Date Posted: September 14, 2001
Working Paper Series
81 downloads
Intra-Daily Variations in Volatility and Transaction Costs in the Credit Default Swap Market
Andras Fulop
and
Laurence Lescourret
ESSEC Business School
and
ESSEC Business School
Date Posted: November 21, 2009
Working Paper Series
81 downloads
Investment, Capital Accumulation, and Growth
Some Evidence from The Gambia 1964-98
IMF Working Paper No. 99/117
Christian Beddies
International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
81 downloads
Likelihood Functions for State Space Models with Diffuse Initial Conditions
Tinbergen Institute Discussion Paper No. TI 2008-040/4
Marc Francke
,
Siem Jan Koopman and
Aart F. de Vos
University of Amsterdam - Faculty of Economics and Business (FEB)
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: April 16, 2008
Working Paper Series
81 downloads
Mean and Variance Causality Between the Cyprus Stock Exchange and Major Equity Markets
University of Crete Economics Working Paper No. 05-02
Eleni Constantinou
,
Robert Georgiades
,
Avo Kazandjian and
Georgios P. Kouretas
Philips College - Department of Accounting and Finance
,
Philips College - Department of Accounting and Finance
,
Philips College - Department of Business Studies
and
Athens University of Economics and Business
Date Posted: February 27, 2005
Working Paper Series
81 downloads
Method for the Analysis and Forecast of the Components' Evolution in an Aggregate Economic Phenomenon using their Weights: Application on the Exports of EU-15 Countries from 1996 to 2005
Anuarul Institutului de Cercetori Economice, Iaoi, 2006
Elisabeta Jaba
and
Ciprian Ionel Turturean
Alexandru Ioan Cuza University of Iasi- Faculty of Economics and Business Administration
and
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: September 08, 2006
Accepted Paper Series
81 downloads
Mind the Gap. What is the Best Measure of Slack in the Euro Area?
IMF Working Paper 01/203
Angel J. Ubide and
Kevin Ross
Tudor Investment Corporation
and
International Monetary Fund (IMF) - European Department
Date Posted: February 05, 2002
Working Paper Series
81 downloads
State-Dependent Momentum in International Stock Markets
Dirk G. Baur
and
Thomas Dimpfl
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Tuebingen - Department of Statistics and Econometrics
Date Posted: July 10, 2012
Working Paper Series
81 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
Warwick Business School - Behavioural Science Group
,
University of Mainz
and
Boston University - Center for Polymer Studies
Date Posted: December 18, 2012
Accepted Paper Series
81 downloads
The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy
CESifo Working Paper Series No. 1204
Elmer Sterken
University of Groningen - Faculty of Economics and Business
Date Posted: July 12, 2004
Working Paper Series
81 downloads
Timing Structural Change: A Conditional Probabilistic Approach
David N. DeJong ,
Roman Liesenfeld and
Jean-Francois Richard
University of Pittsburgh - Department of Economics
,
University of Cologne, Department of Economics
and
University of Pittsburgh - Department of Economics
Date Posted: August 13, 2003
Working Paper Series
81 downloads
Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models
U of London Queen Mary Economics Working Paper No. 494
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: August 31, 2003
Working Paper Series
81 downloads
A Long Memory Model with Mixed Normal GARCH for US Inflation Data
Yin-Wong Cheung and
Sang-Kuck Chung
City University of Hong Kong - Department of Economics & Finance
and
Inje University - Department of Economics
Date Posted: August 06, 2009
Working Paper Series
80 downloads
A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market
METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
Erdem Basci ,
Sidika Basci and
Asad Zaman
Bilkent University - Department of Economics
,
ESTIM Forecasting Center
and
International Institute of Islamic Economics
Date Posted: January 31, 2009
Accepted Paper Series
80 downloads
American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
Lars Stentoft
HEC Montréal - Department of Finance
Date Posted: July 02, 2011
Working Paper Series
80 downloads
Can US Economic Variables Predict the Chinese Stock Market?
Pacific-Basin Finance Journal, Forthcoming
, 24th Australasian Finance and Banking Conference 2011 Paper
Jeremy Goh ,
Fuwei Jiang
,
Jun Tu
and
Yuchen Wang
Singapore Management University
,
Singapore Management University - Lee Kong Chian School of Business
,
Singapore Management University
and
Singapore Management University
Date Posted: August 27, 2011
Last Revised: November 26, 2012
Accepted Paper Series
80 downloads
Estimation of Fractional Integration in the Presence of Data Noise
University of Aarhus, Economics Working Paper No. 2003-10
Niels Haldrup and
Morten Ørregaard Nielsen
Aarhus University, School of Economics and Management
and
Queen's University (Canada) - Department of Economics
Date Posted: August 12, 2003
Working Paper Series
80 downloads
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