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SSRN eLibrary Statistics:

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Abstracts: 586,696
Full Text Papers: 487,055
Authors: 271,595
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  Last 12 months:
63,288

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To date: 82,358,614
Last 12 months: 10,275,259
Last 30 days: 757,897

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Total References: 9,075,784
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6,008,977
Papers with
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  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: C52
334,865 Total downloads
Showing Papers 1,501 - 1,550 of 1,975
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Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Impulse Response Matching Estimators for DSGE Models
CEPR Discussion Paper No. DP10298
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Are Long‐Term Inflation Expectations Well‐Anchored? Evidence from the Euro Area and the United States
Bulletin of Economic Research, Vol. 67, Issue 1, pp. 65-82, 2015
Tsvetomira Tsenova
Bulgarian National Bank
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Mixture Pair-Copula-Constructions
Journal of Banking and Finance, Forthcoming
Gregor N. F. Weiss and Marcus Scheffer
TU Dortmund University and University of Dortmund - Economics and Social Sciences
Date Posted: January 21, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Optimal Pricing Policy of Kolkata-Agartala Transit Route: Some Methodological Issues
S. Ahmed (Edited), Foreign Direct Investment, Trade and Economic Growth. New Delhi, India & Abingdon, UK: Routledge, pp. 281-299, 2012
Subir Kumar Sen , Sudakshina Gupta and Ishita Mukhopadhyay
Department of Commerce, Tripura University , University of Calcutta - Department of Economics and University of Calcutta - Department of Economics
Date Posted: January 20, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Lambda Value at Risk: A New Backtestable Alternative to VaR
Asmerilda Hitaj and Ilaria Peri
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi and ESC Rennes School of Business
Date Posted: January 16, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
CORE Discussion Paper Series
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: January 14, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Determinants of Foreign Direct Investment
Graeme O'Meara
Trinity College (Dublin) - Department of Economics
Date Posted: January 10, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 23, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Last Revised: January 08, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper The Overnight Risk Premium in Electricity Forward Contracts
Stein-Erik Fleten , Liv Aune Hagen , Maria Tandberg Nygård , Ragnhild Smith-Sivertsen and Johan M Sollie
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: December 20, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
43 downloads

Incl. Electronic Paper Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes
Government Institute for Economic Research Working Papers No. 59
Ari Hyytinen , Jaakko Meriläinen , Tuukka Saarimaa , Otto Toivanen and Janne Tukiainen
University of Jyväskylä , IIES, Stockholm University , Government of the Republic of Finland - Government Institute for Economic Research (VATT) , KU Leuven - Faculty of Business and Economics (FBE) and Government Institute for Economic Research
Date Posted: December 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
PIER Working Paper No. 14-045
Francis DiTraglia
University of Pennsylania
Date Posted: December 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Swiss 'Job Miracle'
KOF Working Papers No. 368
Michael Siegenthaler , Michael Graff and Massimo Mannino
KOF Swiss Economic Institute , ETH Zurich and KOF Swiss Economic Institute
Date Posted: December 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
23 downloads

Incl. Electronic Paper Directional Accuracy for Inflation and Unemployment Rate Predictions in Romania
International Journal of Economic Sciences and Applied Research, 7 (2): 129-138
Mihaela Simionescu
Romanian Academy - Institute for Economic Forecasting
Date Posted: December 09, 2014
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Determinants of Foreign Direct Investment
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 3, pp. 775-812, 2014,
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Date Posted: December 09, 2014
Accepted Paper Series

Incl. Electronic Paper Impulse Response Matching Estimators for DSGE Models
CFS Working Paper No. 498
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: December 05, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
Expert Journal of Economics, 2(3), pp. 85-99, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Testing Equality of Covariance Matrices via Pythagorean Means
Cowles Foundation Discussion Paper No. 1970
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Proposed Coal Power Plants and Coal-to-Liquids Plants in the US: Which Ones Survive and Why?
Energy Strategy Reviews, Forthcoming

Date Posted: December 01, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Is the Tips Liquidity Premium Unspanned by the U.S. Term Structure of Interest Rates?
Karoll Gomez
Toulouse School of Economics
Date Posted: November 25, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Working Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Last Revised: January 10, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Two Maxentropic Approaches to Determine the Probability Density of Compound Risk Losses
Erika Gomes-Gonçalves , Henryk Gzyl and Silvia Mayoral
Universidad Carlos III de Madrid - Department of Business Administration , IESA and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
IZA Discussion Paper No. 8649
Antonio Cabrales , Juan Jose Dolado and Ricardo Mora
Universidad Carlos III de Madrid , Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper On the Impact of the Boundary on Dynamics: Anti-Persistence in the Case of the HKD Exchange Rate Corridor
Hong B. Yee
Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: November 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper No 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Last Revised: December 19, 2014
Accepted Paper Series
51 downloads

Incl. Fee Electronic Paper Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
CEPR Discussion Paper No. DP10246
Antonio Cabrales , Juan Jose Dolado and Ricardo Mora
Universidad Carlos III de Madrid , Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid
Date Posted: November 17, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
589 downloads

Incl. Electronic Paper Specifying Parameters in Computable General Equilibrium Models Using Optimal Fingerprint Detection Methods
ZEW - Centre for European Economic Research Discussion Paper No. 14-092
Simon Koesler
Centre for European Economic Research (ZEW) - Environmental and Resource Economics, Environmental Management Research
Date Posted: November 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Disentangling the Effects of Multiple Treatments — Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake
USC-INET Research Paper No. 14-04
Hiroshi Fujiki and Cheng Hsiao
Bank of Japan - Monetary Affairs Department and University of Southern California - Department of Economics
Date Posted: November 12, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Asymmetry and Uncertainty Across Energy and FX Markets
Ahmed A.A. Khalifa , Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM) , University of Padova - Department of Economics and Management "Marco Fanno" and Drexel University - Lebow College of Business
Date Posted: November 11, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Testing Equality of Modified Sharpe Ratios
David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and Free University of Brussels (VUB)
Date Posted: October 31, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
PIER Working Paper No. 14-037
Francis DiTraglia
University of Pennsylania
Date Posted: October 29, 2014
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Pricing Nikkei 225 Options Using Realized Volatility
Japanese Economic Review, Vol. 65, Issue 4, pp. 431-467, 2014
Masato Ubukata and Toshiaki Watanabe
Kushiro Public University of Economics and Hitotsubashi University - Institute of Economic Research
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Electronic Paper Models of Mortality - Analysing the Residuals
Colin O'Hare and Youwei Li
Monash University - Department of Econometrics & Business Statistics and Queen's University Belfast - School of Management
Date Posted: October 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Using Naïve Forecasts to Assess Limits to Forecast Accuracy and the Quality of Fit of Forecasts to Time Series Data
Paul Goodwin
University of Bath - School of Management
Date Posted: October 28, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Backtesting General Spectral Risk Measures with Application to Expected Shortfall
Nick Costanzino and Mike Curran
RiskLab - University of Toronto and Bank of Montreal
Date Posted: October 24, 2014
Last Revised: January 10, 2015
Working Paper Series
122 downloads

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
FIRN Research Paper
Quan Gan , Wang Chun Wei and David James Johnstone
University of Sydney Business School , AustralianSuper and University of Sydney - Discipline of Finance
Date Posted: October 24, 2014
Last Revised: November 11, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper The 'Monsoon Effect' in Indian Equity Market
Hardik Vachhrajani , Jay Desai and Kinjal Jay Desai
Amrita School of Business, Amrita Vishwa Vidyapeetham , Shri Chimanbhai Patel Institute of Management & Research and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Date Posted: October 23, 2014
Last Revised: October 24, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Independent Regulation of Public Utilities in Developing Countries and Efficiency: The Case of Electricity Sector
Babacar Sarr
Center on Budget and Policy Priorities
Date Posted: October 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected
DIW Berlin Discussion Paper No. 1412
Johannes Mayr and Dirk Ulbricht
Bayerische Landesbank and German Institute for Economic Research (DIW)
Date Posted: October 21, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Outliers in Finance Research
John C. Adams , Darren K. Hayunga and Vincenzo Verardi
University of Texas at Arlington , University of Georgia - Department of Insurance, Legal Studies, Real Estate and FUNDP - University of Namur. CRED
Date Posted: October 21, 2014
Last Revised: November 19, 2014
Working Paper Series
88 downloads

Adequacy or Inadequacy of Accounting Information in Annual Financial Reports: Methodological Analysis
Journal of Financial Management and Analysis Vol. 27 No. 1 (Jan-Jun 2014)
M. R. K. Swamy , A. Soyode and A. Ariyo
Om Sai Ram Centre for Financial Management Research , University of Ibadan - Department of Economics and University of Ibadan - Department of Economics
Date Posted: October 20, 2014
Last Revised: November 09, 2014
Accepted Paper Series

Incl. Electronic Paper Does Mixed Frequency Vector Error Correction Model Add Relevant Information to Exchange Misalignment Calculus? Evidence for United States
Emerson Fernandes Marçal , Beatrice Zimmermann , Diogo de Prince and Giovanni Tondin Merlin
Sao Paulo School of Economics - FGV , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Date Posted: October 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Outlier Detection Algorithms for Least Squares Time Series Regression
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Department of Economics
Date Posted: October 16, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Identification of DSGE Models - The Effect of Higher-Order Approximation and Pruning
Willi Mutschler
University of Muenster - Center for Quantitative Economics (CQE)
Date Posted: October 15, 2014
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Economic Theory and Forecasting: Lessons from the Literature
CEPR Discussion Paper No. DP10201
Raffaella Giacomini
University of California, Los Angeles - Department of Economics
Date Posted: October 14, 2014
Working Paper Series

Incl. Electronic Paper Modelling and Forecasting the Realized Range Conditional Quantiles
Giovanni Bonaccolto and Massimiliano Caporin
University of Padua - Department of Statistical Sciences and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: October 12, 2014
Working Paper Series
12 downloads


 

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