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JEL Code: C52
286,597 Total downloads
Showing Papers 1,501 - 1,550 of 1,697
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Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods UCSD, Economics Working Paper No. 2002-12
Raffaella Giacomini
Date Posted: November 10, 2002136 downloads
An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates Review of Quantitative Finance and Accounting, Forthcoming
Christopher B. Barrett ,
Christopher Fawson and
Kai Li Wang
Date Posted: November 06, 2002
Forecasting Economic Activity in Germany - How Useful are Sentiment Indicators? ZEW Discussion Paper No. 02-56
Felix P. Hüfner
and
Michael Schröder
Date Posted: November 06, 2002360 downloads
A Comparison of Marginal Likelihood Computation Methods Tinbergen Institute Working Paper No. 2002-084/4
Charles S. Bos
Date Posted: November 03, 2002114 downloads
Nonlinear Drift and Stochastic Volatility: An Empirical
Investigation of Short-Term Interest Rate Models Journal of Financial Research, Forthcoming
Licheng Sun
Date Posted: October 12, 2002
College Football Rankings and Market Efficiency Yale ICF Working Paper No. 02-35, Cowles Foundation Discussion Paper No. 1381
Ray C. Fair and
John F. Oster
Date Posted: October 10, 2002365 downloads
Is the Value Premium Predictable in Real Time?
Rob Bauer and
R. Molenaar
Date Posted: September 18, 2002629 downloads
Detecting Serial Dependence in Tail Events: A Test Dual to the Bds Test Tinbergen Institute Discussion Paper No. 02-079/1
Cees G. H. Diks
Date Posted: August 31, 200288 downloads
Some Hypothesis Tests for the Covariance Matrix when the Dimension is Large Compared to the Sample Size The Annals of Statistics, Vol. 30, No. 4, August 2002
Olivier Ledoit and
Michael Wolf
Date Posted: August 23, 2002
Testing for Indeterminacy: An Application to U. S. Monetary Policy PIER Working Paper No. 02-025
Thomas A. Lubik and
Frank Schorfheide
Date Posted: August 12, 2002106 downloads
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression U of California San Diego, Economics Discussion Paper No. 2002-09
Halbert L. White, Jr. and
Tae-Hwan Kim
Date Posted: July 30, 2002122 downloads
Evaluation and Combination of Conditional Quantile Forecasts UCSD, Economics Discussion Paper No. 2002-11
Raffaella Giacomini and
Ivana Komunjer
Date Posted: July 30, 2002114 downloads
A Note on Ending Inventory Valuation in Multiperiod Production Scheduling ERIM Report Series Reference No. ERS-2002-63-LIS, Tinbergen Institute Discussion Paper No. 2002-067/4
Wilco van den Heuvel
and
Albert P. M. Wagelmans
Date Posted: July 26, 2002224 downloads
An Evaluation Framework for Alternative VaR Models CEPR Discussion Paper No. 3403
Dennis Bams ,
Thorsten Lehnert and
Christian C. P. Wolff
Date Posted: July 16, 200234 downloads
Beyond Correlation: Extreme Co-movements Between Financial Assets
Assaf Zeevi and
Roy Mashal
Date Posted: July 15, 20021045 downloads
End-of-Sample Instability Tests Cowles Foundation Discussion Paper No. 1369
Donald W. K. Andrews
Date Posted: June 13, 2002122 downloads
Geographic Concentrations and Increasing Returns: A Survey of Evidence FEEM Working Paper No. 29.2002
Paolo Surico
Date Posted: May 24, 2002149 downloads
The Empirical Economic Growth Literature: Robustness, Significance and Size Tinbergen Institute Discussion Paper No. TI 2002-040/3
Raymond J.G.M. Florax ,
Henri L. F. de Groot and
Reinout Heijungs
Date Posted: May 09, 2002242 downloads
A Class of Nonlinear Stochastic Volatility Models Univ. of Auckland, Economics Working Paper No. 229
Jun Yu and
Zhenlin Yang
Date Posted: May 04, 2002286 downloads
Financial Asset Returns, Market Timing, and Volatility Dynamics
Peter Christoffersen and
Francis X. Diebold
Date Posted: April 19, 2002464 downloads
Evaluating Long-Horizon Forecasts FRB of Kansas City Research Working Paper No. 01-14
Todd E. Clark and
Michael W. McCracken
Date Posted: April 16, 2002147 downloads
Consistent Testing for Stochastic Dominance: A Subsampling Approach Cowles Foundation Discussion Paper No. 1356
Oliver B. Linton ,
Esfandiar Maasoumi and
Yoon-Jae Whang
Date Posted: March 05, 2002167 downloads
Convergence and Divergence of Sovereign Bond Spreads: Theory and Facts from Latin America
Martin Grandes
Date Posted: March 04, 2002446 downloads
Common Risk Factors in the US and UK Interest Rate Swap Markets: Evidence From a Non-linear Vector Autoregression Approach Brunel University Working Paper
Costas Milas and
Ilias Lekkos
Date Posted: February 27, 2002251 downloads
Geographic Concentration and Increasing Returns: a Survey of Evidence Bocconi University Working Paper No 6, Serie di Econometria ed Economia Applicata
Paolo Surico
Date Posted: February 26, 2002103 downloads
The Econometrics of Yield Spreads in the Money Market: A Note Applied Financial Economics, Forthcoming
Sumon K. Bhaumik and
Dipankor Coondoo
Date Posted: January 31, 2002
The Investment Opportunity Set and its Proxy Variables
Tim Adam and
Vidhan K. Goyal
Date Posted: January 23, 2002Last Revised: September 28, 20082361 downloads
An Evaluation Framework for Alternative VaR Models EFA 2002 Berlin Meetings Discussion Paper
Dennis Bams ,
Thorsten Lehnert and
Christian C. P. Wolff
Date Posted: January 21, 2002640 downloads
Is there a Deflationary Bias in European Economic Policies?
Carlo Altavilla and
Ugo Marani
Date Posted: December 18, 2001169 downloads
Term Structure of Interest Rates With Regime Shifts Board of Governors of the Federal Reserve System-FEDS 2001-46
Hao Zhou and
Ravi Bansal
Date Posted: December 14, 2001358 downloads
Comparing Dynamic Equilibrium Economies to Data FRB of Atlanta Working Paper No. 2001-23
Jesús Fernández-Villaverde and
Juan Francisco Rubio-Ramirez
Date Posted: December 06, 200167 downloads
Exploring Multifactor Models: Horse Races, Forecasts, and Bootstrap U of Toronto, Management Working Paper
Kevin Q. Wang
Date Posted: December 03, 2001462 downloads
Real Estate and its Role in Asset Pricing Sauder School of Business Working Paper
Cornelia Kullmann
Date Posted: November 30, 20011298 downloads
An Exploration into Pigou's Theory of Cycles CEPR Discussion Paper No. 2996
Paul Beaudry and
Franck Portier
Date Posted: October 25, 200128 downloads
Phases Of The Canadian Business Cycle Canadian Journal of Economics, Vol. 33, No. 3, August 2000
Philip M. Bodman and
Mark Crosby
Date Posted: September 22, 2001
Jump-Diffusion Term Structure and Ito Conditional Moment Generator FEDS Working Paper No. 2001-28
Hao Zhou
Date Posted: September 21, 2001358 downloads
A Simple Robust Test for the Presence of Jumps in Asset Prices AFA 2002 Atlanta Meetings
Peter Carr and
Liuren Wu
Date Posted: September 13, 2001470 downloads
Estimating the Probability of Informed Trading Forthcoming in Journal of Financial Research
Ken Nyholm
Date Posted: September 06, 2001
Macroeconomic Stability and the Preferences of the Fed. A Formal Analysis, 1961-98
Carlo A. Favero and
Riccardo Rovelli
Date Posted: August 18, 2001131 downloads
Model Selection and Tests for Non Nested Contingent Valuation Models: An Assessment of Methods FEEM Working Paper No. 34.2001
Margarita Genius and
Elisabetta Strazzera
Date Posted: July 30, 2001325 downloads
Learning-by-Doing as a Propagation Mechanism PIER Working Paper No. 01-023
Yongsung Chang ,
Joao F. Gomes and
Frank Schorfheide
Date Posted: July 27, 200189 downloads
The Order of Integration for Quarterly Macroeconomic Time Series: A Simple Testing Strategy CEMAPRE Working Paper No. 2001-5
Artur C.B. da Silva Lopes
Date Posted: July 26, 2001
Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula UCSD Discussion Paper No. 01-09
Andrew J. Patton
Date Posted: July 24, 20011058 downloads
Neyman's Smooth Test and Its Applications in Econometrics Handbook of Applied Econometrics and Statistical Inference, Forthcoming
Aurobindo Ghosh and
Anil K. Bera
Date Posted: July 23, 2001
Neyman's Smooth Test and Its Applications in Econometrics
Aurobindo Ghosh and
Anil K. Bera
Date Posted: June 11, 2001333 downloads
Labor Supply Shifts and Economic Fluctuations PIER Working Paper No. 00-002
Yongsung Chang and
Frank Schorfheide
Date Posted: June 07, 200186 downloads
Can Out-of-Sample Forecast Comparisons Help Prevent Overfitting? FRB of Kansas City Research Working Paper No. 00-05
Todd E. Clark
Date Posted: June 02, 2001172 downloads
Evaluating Credit Risk Models: A Critique And A Proposal (New Version) EFMA 2001 Lugano Meetings
Hergen Frerichs and
Gunter Löffler
affiliation not provided to SSRN
and
University of Ulm - Department of Mathematics and Economics
Date Posted: May 10, 20011166 downloads
Graphical Diagnostics Of Endogeneity Umea Economic Studies Working Paper No. 553
Xavier de Luna and
Per Johansson
Date Posted: May 09, 200192 downloads
Point and Figure Charting: A Computational Methodology and Trading Rule Performance in the S&P 500 Futures Market QUT School of Economics and Finance Discussion Paper No. 01-01
John Anderson
Date Posted: May 08, 20012132 downloads
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