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226,701
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1,125,407 Total downloads
Showing Papers 1,441 - 1,490 of 8,108
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Sovereign Risk: How Filtered Bootstrap and Historical Simulation Catch Government Problems
Stefano Colucci
and
Dario Brandolini
Symphonia Sgr
and
University of Turin
Date Posted: December 06, 2011
Last Revised: December 08, 2011
Working Paper Series
102 downloads
Spatial Exporters
Fabrice Defever
,
Benedikt Heid
and
Mario Larch
affiliation not provided to SSRN
,
Ifo Institute for Economic Research - International Trade
and
University of Bayreuth
Date Posted: December 06, 2011
Working Paper Series
19 downloads
The Impacts of Information Asymmetry in Determining Bank Spreads
Renato Ottoni
and
Emerson Fernandes Marçal
affiliation not provided to SSRN
and
Mackenzie Presbyterian University
Date Posted: December 06, 2011
Last Revised: December 19, 2011
Working Paper Series
22 downloads
The Nature of Alpha
Arthur M. Berd
General Quantitative, LLC
Date Posted: December 06, 2011
Working Paper Series
170 downloads
Vignette Equivalence and Response Consistency: The Case of Job Satisfaction
CESifo Working Paper Series No. 3662
B.M.S. van Praag and
Ioannis Theodossiou
University of Amsterdam - Faculty of Economics and Business (FEB)
and
University of Aberdeen - Business School
Date Posted: December 06, 2011
Working Paper Series
15 downloads
Spatial Spillovers in Emerging Market Spreads
Tigran Poghosyan
International Monetary Fund (IMF)
Date Posted: December 05, 2011
Working Paper Series
17 downloads
Evidence on the Effects of Money Growth on Inflation with Regime Switching
China & World Economy, Vol. 19, Issue 6, pp. 19-36, 2011
Jinquan Liu and
Chunyang Pang
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: December 03, 2011
Accepted Paper Series
3 downloads
Modeling and Forecasting Mortality Rates
McCombs Research Paper Series No. IROM-01-12
Daniel Mitchell
,
Patrick L. Brockett ,
Rafael Mendoza-Arriaga and
Kumar Muthuraman
University of Texas at Austin - Red McCombs School of Business
,
University of Texas at Austin - Department of Information, Risk and Operations Management
,
University of Texas at Austin - Department of Information, Risk and Operations Management
and
University of Texas at Austin - McCombs School of Business
Date Posted: December 02, 2011
Last Revised: January 05, 2013
Working Paper Series
109 downloads
Persistence and Cyclical Dependence in the Monthly Euribor Rate
CESifo Working Paper Series No. 3653
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance
and
University of Navarra - Department of Economics
Date Posted: December 01, 2011
Working Paper Series
22 downloads
The Smallest Firm Effect: An International Study
Lieven De Moor
Hogeschool-Universiteit Brussel
Date Posted: December 01, 2011
Working Paper Series
54 downloads
A Characterization of Oil Price Behavior - Evidence from Jump Models
CESifo Working Paper Series No. 3644
Marc Gronwald
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
Date Posted: November 30, 2011
Working Paper Series
49 downloads
Demand Estimation with Selection Bias: A Dynamic Game Approach with an Application to the US Railroad Industry
Daniel Coublucq
Toulouse School of Economics
Date Posted: November 30, 2011
Working Paper Series
18 downloads
Economic Performance and Government Size
ECB Working Paper No. 1399
Antonio Afonso and
João Tovar Jalles
Technical University of Lisbon - ISEG (School of Economics and Management)
and
University of Aberdeen - Business School
Date Posted: November 30, 2011
Working Paper Series
80 downloads
Bootstrap for Shrinkage-Type Estimators
Adriana Cornea
University of Exeter
Date Posted: November 29, 2011
Last Revised: October 10, 2012
Working Paper Series
24 downloads
Do Spillovers Matter When Estimating Private Returns to R&D?
Markus Eberhardt
,
Christian Helmers
and
Hubert Strauss
University of Nottingham - Leverhulme Centre for Research on Globalisation and Economic Policy (GEP)
,
Universidad Carlos III de Madrid
and
European Investment Bank
Date Posted: November 29, 2011
Working Paper Series
40 downloads
Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples
R. Kelley Pace and
James P. LeSage
Louisiana State University - E.J. Ourso College of Business Administration
and
Texas State University - McCoy College of Business Administration
Date Posted: November 29, 2011
Working Paper Series
94 downloads
Interpreting the Hours-Technology Time-Varying Relationship
Banque de France Working Paper No. 351
Cristiano Cantore
,
Filippo Ferrini
and
Miguel A. Leon-Ledesma
University of Surrey
,
Banque de France
and
University of Kent, Canterbury - Department of Economics
Date Posted: November 29, 2011
Working Paper Series
15 downloads
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
CIRANO - Scientific Publication No. 2011s-72
Luc Bauwens ,
Arnaud Dufays
and
J. V. K. Rombouts
Université catholique de Louvain
,
Université catholique de Louvain, CORE
and
HEC Montreal
Date Posted: November 29, 2011
Working Paper Series
52 downloads
On the Turnaround of Vacancy Stocks: The Stock Flow Model for the German Residential Rental Market
International Real Estate Review, Vol. 14, No. 2, pp. 159-183, 2011
Oliver Bischoff
University of Hamburg
Date Posted: November 29, 2011
Last Revised: May 12, 2012
Accepted Paper Series
Firm-Sponsored Classroom Training: Is it Worth it for Older Workers?
IZA Discussion Paper No. 6123
Benoit Dostie
and
Pierre Thomas Léger
HEC Montreal - Institute of Applied Economics
and
HEC Montreal - Institute of Applied Economics
Date Posted: November 28, 2011
Working Paper Series
2 downloads
Instrumental Variable Estimation of the Causal Effect of Hunger Early in Life on Health Later in Life
IZA Discussion Paper No. 6110
Gerard J. van den Berg ,
Pia R. Pinger
and
Johannes Schoch
VU University Amsterdam - Department of Economics
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 28, 2011
Working Paper Series
45 downloads
Reforms, Growth and Persistence of Gender Gap: Recent Evidence from Private School Enrollment in India
IZA Discussion Paper No. 6135
Pushkar Maitra ,
Sarmistha Pal and
Anurag Sharma
Monash University - Department of Economics
,
University of Surrey
and
Monash University - Centre for Health Economics
Date Posted: November 28, 2011
Working Paper Series
31 downloads
Firm Performance and Knowledge Spillovers from Academic, Industrial and Foreign Linkages: The Case of China
Journal of Productivity Analysis, Forthcoming
Mahmut Yasar and
Catherine J. Morrison Paul
University of Texas at Arlington - Department of Economics
and
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: November 26, 2011
Accepted Paper Series
Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 26, 2011
Working Paper Series
68 downloads
Trends, Persistence, and Volatility in Energy Markets
Asian Development Bank Economics Working Paper No. 275
Atanu Ghoshray
University of Bath - Department of Economics
Date Posted: November 26, 2011
Working Paper Series
48 downloads
A Study on Random Walk Hypotheses of Scrips Belonging to the Technology Sector Listed in Bse
Madhvi Sethi
and
Nageshwar Rao
Symbiosis International University - Symbiosis Institute of Business Management, Bangalore
and
Jawaharlal Nehru Institute of Business Management
Date Posted: November 25, 2011
Last Revised: April 08, 2013
Working Paper Series
Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market
Journal of Economic Asymmetries, Vol. 6, No. 1, 2009
George Chalamandaris
and
Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance
and
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: November 25, 2011
Accepted Paper Series
18 downloads
Vignette Equivalence and Response Consistency: The Case of Job Satisfaction
Tinbergen Institute Discussion Paper No. 2011-167/3
B.M.S. van Praag and
Ioannis Theodossiou
University of Amsterdam - Faculty of Economics and Business (FEB)
and
University of Aberdeen - Business School
Date Posted: November 25, 2011
Working Paper Series
5 downloads
Can Oil Prices Forecast Exchange Rates?
CEPR Discussion Paper No. DP8635
Domenico Ferraro
,
Kenneth Rogoff and
Barbara Rossi
Duke University - Department of Economics
,
Harvard University - Department of Economics
and
Universitat Pompeu Fabra - ICREA
Date Posted: November 24, 2011
Working Paper Series
2 downloads
Estimating Causal Installed-Base Effects: A Bias-Correction Approach
NET Institute Working Paper No. 11-22
Sridhar Narayanan and
Harikesh Nair
Stanford Graduate School of Business
and
Stanford University - Graduate School of Business
Date Posted: November 24, 2011
Working Paper Series
23 downloads
Identification and Estimation of Thresholds in the Fixed Effects Ordered Logit Model
University of Zurich Department of Economics Working Paper No. 46
Gregori Baetschmann
University of Zurich
Date Posted: November 24, 2011
Working Paper Series
26 downloads
Impact Evaluation of Trade Interventions: Paving the Way
CEPR Discussion Paper No. DP8638
Olivier Cadot ,
Ana Fernandes ,
Julien Gourdon
and
Aaditya Mattoo
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
,
University of Bern - Department of Economics
,
Centre d'Etudes Prospectives et d'Informations Internationales (CEPII)
and
World Bank - Development Research Group (DECRG)
Date Posted: November 24, 2011
Working Paper Series
4 downloads
On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
CEPR Discussion Paper No. DP8654
Sabrina Maria Dorn
and
Peter Egger
affiliation not provided to SSRN
and
ETH Zürich
Date Posted: November 24, 2011
Working Paper Series
5 downloads
Services Offshoring and Wages: Evidence from Micro Data
CEPR Discussion Paper No. DP8628
Ingo Geishecker
and
Holger Gorg
Georg-August-University Göttingen
and
University of Kiel
Date Posted: November 24, 2011
Working Paper Series
5 downloads
The Effect of Electronic Commerce on Geographic Trade and Price Variance in a Business-to-Business Market
NET Institute Working Paper No. 11-30
Eric M. Overby
and
Chris Forman
Georgia Institute of Technology
and
Georgia Institute of Technology - Scheller College of Business
Date Posted: November 24, 2011
Working Paper Series
48 downloads
Whose and What Chatter Matters? The Impact of Tweets on Movie Sales
NET Institute Working Paper No. 11-27
Huaxia Rui
,
Yizao Liu
and
Andrew B. Whinston
University of Rochester - Simon School of Business
,
University of Connecticut - Department of Agricultural and Resource Economics
and
University of Texas at Austin - Department of Information, Risk and Operations Management
Date Posted: November 24, 2011
Last Revised: November 30, 2011
Working Paper Series
139 downloads
Beyond Cash: Assessing Externality and Behaviour Effects of Non-Experimental Cash Transfers
PEP-PIERI Working Paper 2011-18
Rafael Perez Ribas
,
Fábio Veras Soares
,
Clarissa Teixeira
,
Elydia Silva
and
Guilherme Hirata
University of Illinois at Urbana-Champaign - Department of Economics
,
International Poverty Centre
,
International Policy Centre for Inclusive Growth
,
affiliation not provided to SSRN
and
Pontifical Catholic University of Rio de Janeiro (PUC-Rio)
Date Posted: November 23, 2011
Working Paper Series
12 downloads
Externality and Behavioural Change Effects of a Non-Randomised CCT Programme: Heterogeneous Impact on the Demand for Health and Education
PEP-PIERI Working Paper No. 2011-19
Rafael Perez Ribas
,
Fábio Veras Soares
,
Clarissa Teixeira
,
Elydia Silva
and
Guilherme Hirata
University of Illinois at Urbana-Champaign - Department of Economics
,
International Poverty Centre
,
International Policy Centre for Inclusive Growth
,
affiliation not provided to SSRN
and
Pontifical Catholic University of Rio de Janeiro (PUC-Rio)
Date Posted: November 23, 2011
Last Revised: December 07, 2011
Working Paper Series
18 downloads
Inter‐Temporal Labour Force Participation Among Married Women in Japan
Japanese Economic Review, Vol. 62, Issue 4, pp. 562-580, 2011
Kazuaki Okamura and
Nizamul Islam
affiliation not provided to SSRN
and
CEPS/INSTEAD
Date Posted: November 23, 2011
Accepted Paper Series
3 downloads
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models
VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
Gloria González-Rivera and
Emre Yoldas
University of California, Riverside - Department of Economics
and
Federal Reserve Board
Date Posted: November 23, 2011
Working Paper Series
Optimality of the Riskmetrics Model
Finance Research Letters, Vol. 4, No. 3, 2007
Gloria González-Rivera ,
Tae-Hwy Lee
and
Emre Yoldas
University of California, Riverside - Department of Economics
,
University of California, Riverside - Department of Economics
and
Federal Reserve Board
Date Posted: November 23, 2011
Last Revised: November 24, 2011
Accepted Paper Series
The Effects of Market Structure and Payment Rates on Private Medicare Health Plan Entry
Inquiry, Spring 2012, Vol. 49, No. 1, pp. 15-36
Austin Frakt
,
Steven D. Pizer
and
Roger Feldman
Government of the United States of America - Department of Veterans Affairs (VA)
,
Boston University - School of Public Health
and
University of Minnesota - Twin Cities - Department of Economics
Date Posted: November 23, 2011
Last Revised: July 18, 2012
Accepted Paper Series
135 downloads
A Bayesian Semiparametric Model for Volatility with a Leverage Effect
Eleni-Ioanna Delatola
and
Jim E. Griffin
University of Kent, Canterbury
and
University of Kent
Date Posted: November 22, 2011
Working Paper Series
105 downloads
Government Debt, Austerity and Strikes: A Panel Data Analysis for Europe
Miltiades N. Georgiou
Independent
Date Posted: November 22, 2011
Working Paper Series
50 downloads
Speed and Sequencing of Transition Reforms and Income Inequality: A Panel Data Analysis
Osteuropa-Institut Regensburg Working Paper No. 302
David Aristei and
Cristiano Perugini
University of Perugia
and
affiliation not provided to SSRN
Date Posted: November 22, 2011
Working Paper Series
20 downloads
The Effect of Non-Pecuniary Job Attributes on Labour Supply
Katholieke Universiteit Leuven Discussion Paper No. 11-27
Holguer X. Jara
KU Leuven - Center for Economic Studies
Date Posted: November 22, 2011
Working Paper Series
6 downloads
Independence of the Regulator and Performance of Mobile Networks in Arab Countries: Econometric Application
Sami Debbichi
and
Ahmed Ben Khalifa
University of Tunis El Manar
and
affiliation not provided to SSRN
Date Posted: November 21, 2011
Working Paper Series
22 downloads
The Performance of Football Club Managers: Skill or Luck?
ICMA Centre Discussion Paper in Finance No. DP2011-24
Adrian R. Bell
,
Chris Brooks
and
Tom Markham
University of Reading - ICMA Centre
,
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: November 21, 2011
Last Revised: December 15, 2011
Working Paper Series
1211 downloads
Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation
FRB of Chicago Working Paper No. 2011-08
Sule Alan
,
Bo E. Honore ,
Luojia Hu and
Soren Leth-Petersen
affiliation not provided to SSRN
,
Princeton University - Department of Economics
,
Federal Reserve Bank of Chicago
and
University of Copenhagen - Department of Economics
Date Posted: November 19, 2011
Working Paper Series
33 downloads
A Non‐Parametric Measure of Poverty Elasticity
Review of Income and Wealth, Vol. 57, Issue 4, pp. 683-703, 2011
Dustin Chambers and
Shatakshee Dhongde
Salisbury University - Department of Economics and Finance
and
Georgia Institute of Technology
Date Posted: November 18, 2011
Accepted Paper Series
2 downloads
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