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JEL Code: C52
286,379 Total downloads
Showing Papers 1,401 - 1,450 of 1,697
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Detecting Autoregressive Conditional Heteroskedasticity in Non-Gaussian Time Series EFMA 2004 Basel Meetings Paper
Burkhard Raunig
Date Posted: May 28, 2004133 downloads
Currency Shocks and Dynamics of Trade Flows in the Euro Area: Evidence from Quarterly and Monthly Data
Daniele Antonucci
and
Alessandro Girardi
Date Posted: May 27, 2004123 downloads
Monte Carlo Appraisals of Gravity Model Specifications
Michael A. Anderson ,
Michael Ferrantino and
Kurt C. Schaefer
Date Posted: May 24, 2004166 downloads
Modelling Inflation in the Euro Area ECB Working Paper No. 322
Eilev S. Jansen
Date Posted: May 16, 2004120 downloads
Symmetric Normal Mixture GARCH EFMA 2004 Basel Meetings Paper
Emese Lazar
and
Carol Alexander
Date Posted: May 10, 2004351 downloads
Forecasting SMI Volatility: The Information Content of Daily Returns, High Frequency Returns and Implied Volatilities EFMA 2004 BASEL MEETINGS, Forthcoming
Andreas Bloechlinger
Date Posted: May 09, 2004Last Revised: April 29, 2008213 downloads
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models IGIER Working Paper No. 258
Luca Sala ,
Domenico Giannone and
Lucrezia Reichlin
Date Posted: May 05, 200481 downloads
Bagging Time Series Models CEPR Discussion Paper No. 4333
Atsushi Inoue and
Lutz Kilian
Date Posted: May 05, 200425 downloads
Real Time Econometrics IZA Discussion Paper No. 1108; CESifo Working Paper Series No. 1169
M. Hashem Pesaran and
Allan G. Timmermann
Date Posted: April 22, 2004370 downloads
Was Japan's Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors UC Santa Cruz International Economics Working Paper No. 03-21
Hiro Ito
Date Posted: April 14, 2004160 downloads
The Credibility of the European Monetary System: A Review Estudios de Economia Espanola Working Paper No. 179
Francisco Ledesma Rodríguez ,
Manuel Navarro Ibáñez ,
Jorge Pérez Rodríguez and
Simón Sosvilla Rivero
Date Posted: April 14, 200485 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Date Posted: April 12, 2004302 downloads
Dating Breaks in the Extremal Behavior of Financial Time Series Simon School of Business Working Paper No. FR 05-09
Carmela Quintos
Date Posted: April 06, 2004118 downloads
The Model Confidence Set
Peter Reinhard Hansen ,
Asger Lunde and
James M. Nason
Date Posted: March 30, 2004Last Revised: March 23, 20101189 downloads
Interest Rate Modelling Framework in Discrete Rolling Spot Measure
Alexandre Antonov
and
Han Lee
Date Posted: March 25, 2004626 downloads
Levels, Differences and ECMs - Principles for Improved Econometric Forecasting University of Massachusetts, Amherst Resource Economics Working Paper No. 2004-2
P. Geoffrey Allen and
Robert Fildes
Date Posted: March 16, 2004138 downloads
Is the Currency Risk Priced in Equity Markets? Queen Mary, University of London Economics Working Paper No. 511
Francesco Giurda
and
Elias Tzavalis
Date Posted: March 07, 2004241 downloads
Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates London Economics Financial Markets Group Working Paper No. 483
Xiaohong Chen ,
Yanqin Fan
and
Andrew J. Patton
Date Posted: March 06, 2004756 downloads
Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-Linear GARCH Approach William Davidson Institute Working Paper No. 663
Balázs Égert and
Yosra Koubaa
Date Posted: March 05, 2004199 downloads
Unobserved Heterogeneity in Models of Competing Mortgage Termination
John M. Clapp ,
Xudong An
and
Yongheng Deng
Date Posted: March 05, 2004607 downloads
Modeling Co-Movements in Trading Intensities to Distinguish Stock and Sector-Specific News CentER Discussion Paper No. 2002-69
Laura Spierdijk ,
Theo Nijman and
Arthur van Soest
Date Posted: March 05, 2004127 downloads
Price Dynamics and Trading Volume: A Semiparametric Approach
Laura Spierdijk ,
Theo Nijman and
Arthur van Soest
Date Posted: March 04, 2004315 downloads
A Test for Superior Predictive Ability Brown Univ. Dept. of Economics Working Paper No. 01-06
Peter Reinhard Hansen
Date Posted: March 01, 20041450 downloads
Investing in Credit: How Good is Your Information? Risk, Vol. 17, No. 1, pp. S16-S18, January 2004
Lisa R. Goldberg
Date Posted: February 28, 2004424 downloads
Accelerate Your Socio-economic Development: An Eccentric Bi-Circular Model and Solution Monthly Journal of the Sharjah Chamber of Commerce & Industry, pp. 36-38, April 2000; pp. 44-48, May 2000; pp. 43-44, June 2000; pp. 42-44, July 2000
Viswanatha Sankara Rama Subramaniam
Date Posted: February 23, 2004121 downloads
Can Long-Run Restrictions Identify Technology Shocks? FRB International Finance Discussion Paper No. 792
Christopher J. Erceg ,
Luca Guerrieri
and
Christopher J. Gust
Date Posted: February 17, 2004117 downloads
Do Emerging Financial Markets React to Monetary Policy Announcements? The Case of Poland
Dobromil Serwa
Date Posted: February 05, 200486 downloads
Structural Econometric Modeling: Rationales and Examples from Industrial Organization
Peter C. Reiss and
Frank Wolak
Date Posted: February 02, 2004
Insurance and Incentives in Sharecropping CESifo Working Paper Series No. 1098
Luis H.B. Braido
Date Posted: January 28, 2004143 downloads
Monetary Policy with a Wider Information Set: A Bayesian Model Averaging Approach
Fabio Milani
Date Posted: January 27, 200440 downloads
Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
Fabio Milani
Date Posted: January 27, 2004
Exploring Metropolitan Housing Price Volatility
Norman G. Miller and
Liang Peng
Date Posted: December 16, 2003174 downloads
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: December 08, 2003255 downloads
Assessing the Probability of Bankruptcy Review of Accounting Studies, Vol. 9, No. 1, March 2004
Stephen A. Hillegeist ,
Elizabeth K. Keating ,
Donald P. Cram and
Kyle G. Lundstedt
Date Posted: December 04, 2003
On the Choice of Asset Price Indices: Performance Measurement versus Asset Class Analysis
Liang Peng
Date Posted: December 03, 2003315 downloads
Conditional Skewness Modelling for Stock Returns Applied Economics Letters, Vol. 10, pp. 725-728, 2003
Kurt Brannas and
Niklas Nordman
Date Posted: November 25, 2003
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models AFA 2004 San Diego Meetings
Xiaohong Chen and
Sydney C. Ludvigson
Date Posted: November 20, 2003216 downloads
Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999 Bilkent University Working Paper No. 02-05
Mustafa Ismihan
,
Kivilcim Metin-Ozcan and
Aysit Tansel
Date Posted: October 28, 2003129 downloads
Properties of Optimal Forecasts CEPR Discussion Paper No. 4037
Andrew J. Patton and
Allan G. Timmermann
Date Posted: October 22, 200332 downloads
Testing for Seasonal Unit Roots with Temporally Aggregated Time Series University of Aarhus Economics Working Paper No. 2003-16
Gabriel Pons
Date Posted: October 16, 200351 downloads
On the Empirical Content of Quantal Response Equilibrium Cowles Foundation Discussion Paper No. 1432
Philip A. Haile ,
Ali Hortacsu and
Grigory Kosenok
Date Posted: September 08, 2003154 downloads
A Test for Comparing Multiple Misspecified Conditional Distributions
Norman R. Swanson and
Valentina Corradi
Date Posted: September 07, 200342 downloads
An Empirical Evaluation of Small Area Estimators UPF Economics and Business Working Paper No. 674
Alex Costa Saenz de San Pedro
,
Albert Satorra and
Eva Ventura
Date Posted: August 31, 200345 downloads
The Connection of Stock Markets Between Germany and the USA - New Evidence from a Co-integration Study ZEW Discussion Paper No. 03-36
Elke Eberts
Date Posted: August 31, 2003113 downloads
Monotonicity of Chi-square Test Statistics ISER Discussion Paper No. 586
Keunkwan Ryu
Date Posted: August 20, 200367 downloads
Measuring the Systematic Risk of IPO's Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange International Journal of Business, Vol. 8, No. 3, 2003, Cass Business School Research Paper, CUBS Finance Working Paper No. 07
Yaz Gulnur Muradoglu ,
Asad Zaman and
Mehmet Orhan
Date Posted: August 19, 2003442 downloads
An Alternative Conditional Asymmetry Specification for Stock Returns Applied Financial Economics, Vol. 13, pp. 537-541, 2003
Kurt Brannas and
Niklas Nordman
Date Posted: August 14, 2003
A Structural Break in U.S. GDP?
David N. DeJong ,
Roman Liesenfeld and
Jean-Francois Richard
Date Posted: August 13, 2003176 downloads
IT Investment and Hicks' Composite-Good Theorem: The U.S. Experience FRB International Finance Discussion Paper No. 767
Jaime Marquez and
Shing-Yi Wang
Date Posted: August 11, 200346 downloads
A Critical Examination of Orthogonal Regression
Gishan Dissanaike and
Shiyun Wang
Date Posted: July 16, 20031003 downloads
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