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Abstracts: 694,622
Full Text Papers: 583,853
Authors: 320,232
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  Last 12 months:
67,236

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Last 12 months: 13,129,300
Last 30 days: 1,051,923

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Total Footnotes: 8,994,130


SSRN eLibrary Search Results
JEL Code: C53
550,924 Total downloads
Showing Papers 151 - 200 of 3,005
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Incl. Electronic Paper On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data
Tim Meyer
University of the German Federal Armed Forces - Department of Economics
Date Posted: September 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting and Trading High Frequency Volatility on Large Indices
Fei Liu, Athanasios A. Pantelous and Hans-Jorg von Mettenheim
Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty and Institut für Wirtschaftsinformatik
Date Posted: September 30, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Super Mean Reversion
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: September 28, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Macroeconomic Forecasting in Times of Crises
Pablo Guerrón-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Date Posted: September 25, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Detecting Imbalances in House Prices: What Goes Up Must Come Down?
Norges Bank Working Paper 11/16
André K. Anundsen
University of Oslo
Date Posted: September 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper An Inflation-Predicting Measure of the Output Gap in the Euro Area
ECB Working Paper No. 1966
Marek Jarocinski and Michele Lenza
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
H.O. Stekler and Yongchen Zhao
George Washington University - Department of Economics and Towson University - Department of Economics
Date Posted: September 20, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
FRB of Cleveland Working Paper No. 16-17
Andrea Carriero, Todd E. Clark and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and European University Institute
Date Posted: September 18, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Revealing Exchange Rate Fundamentals by Bootstrap
Pinho J. Ribeiro
University of Glasgow - Adam Smith Business School
Date Posted: September 17, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper On the Sources of Uncertainty in Exchange Rate Predictability: Supplementary Appendix
Joseph P. Byrne, Pinho J. Ribeiro and Dimitris Korobilis
Heriot-Watt University - Economics, University of Glasgow - Adam Smith Business School and University of Essex - Essex Business School
Date Posted: September 16, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Scenario Generation for Long-Run Interest Rate Risk Assessment
Robert F. Engle, Guillaume Roussellet and Emil Siriwardane
New York University - Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute and Harvard Business School - Finance Unit
Date Posted: September 14, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Estimating MIDAS Regressions via OLS with Polynomial Parameter Profiling
Eric Ghysels and Hang Qian
University of North Carolina Kenan-Flagler Business School and The MathWorks, Inc.
Date Posted: September 13, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Volatility Forecasting of Strategically Linked Commodity ETFs: Gold - Silver
Stefan Lyocsa and Peter Molnár
University of Economics in Bratislava - Faculty of Business Economics and Norwegian University of Science and Technology (NTNU)
Date Posted: September 09, 2016
Last Revised: September 11, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
CentER Discussion Paper Series No. 2016-037
Ron Triepels and Hennie Daniels
Tilburg University - Center for Economic Research (CentER) and Erasmus Research Institute of Management (ERIM)
Date Posted: September 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Using Random Subspace Methods
Tinbergen Institute Discussion Paper 16-073/III
Tom Boot and Didier Nibbering
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: September 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Opinion Polls and the Stock Market: Evidence from the 2013 Zimbabwean Presidential Elections
Researchjournali's Journal of Finance, Vol.2, No.4, pp 1-9
Dennis Murekachiro
Bindura University of Science Education
Date Posted: September 05, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Time Series Volatility Forecasting of the Zimbabwean Stock Exchange
International Journal of Business and Management, Vol. 4 Issue 3, pp 41-52
Dennis Murekachiro
Bindura University of Science Education
Date Posted: September 05, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Factor Composition and Diffusion Index Forecast Performance
Marco R. Barassi and Charles Rahal
University of Birmingham and University of Oxford
Date Posted: September 01, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Tinbergen Institute Discussion Paper 16-067/IV
André Lucas, Anne Opschoor and Julia Schaumburg
VU University Amsterdam, Vrije Universiteit Amsterdam and Tinbergen Institute
Date Posted: August 31, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Gaussian Process Models for Mortality Rates and Improvement Factors
Michael Ludkovski, James Risk and Howard Zail
University of California, Santa Barbara, University of California, Santa Barbara - Statistics & Applied Probablity and Elucidor, LLC
Date Posted: August 31, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Supplement To "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets"
Gustavo Fruet Dias and George Kapetanios
University of Aarhus and University of London - Queen Mary College - Department of Economics
Date Posted: August 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Monetary Policy Uncertainty and Bond Risk Premium
Fuwei Jiang and Guoshi Tong
Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Date Posted: August 29, 2016
Last Revised: September 02, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper A Predictive System for International Trade Growth
KIEP Research Paper No. Working Papers-16-03
Sora Chon
kiep - kiep
Date Posted: August 27, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Multivariate Least Squares Forecasting Averaging by Vector Autoregressive Models
Jen-Che Liao and Wen-Jen Tsay
Academia Sinica - Institute of Economics and Academia Sinica - Institute of Economics
Date Posted: August 25, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Macroeconomic Tail Events with Non-Linear Bayesian VARs
Bank of England Working Paper No. 611
Ching-Wai (Jeremy) Chiu and Sinem Hacioglu Hoke
Bank of England and Bank of England
Date Posted: August 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks
Zeineb Affes and Rania Hentati Kaffel
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Date Posted: August 22, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Generalized Autoregressive Score Models in R: The GAS Package
David Ardia, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, Free University of Brussels (VUB) and University of Rome, 'Tor Vergata'
Date Posted: August 21, 2016
Last Revised: September 09, 2016
Working Paper Series
121 downloads

Forecasting Approaches of the Baltic Dry Index: A Literature Review
Shengli Si
Tongji University
Date Posted: August 18, 2016
Working Paper Series

Incl. Electronic Paper Heterogeneity in the Dynamics of Disaggregate Unemployment
FEDS Working Paper No. 2016-063
Hie Joo Joo Ahn
Board of Governors of the Federal Reserve System
Date Posted: August 18, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Oil and G7 Equity Index Return Predictability: The Importance of Disentangling the Shocks Embedded in Oil Price Changes
Haibo Jiang, Georgios Skoulakis and Jinming Xue
Tulane University, University of British Columbia (UBC) - Division of Finance and University of Maryland - Department of Finance
Date Posted: August 15, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Development of a Credit Scoring Model for Retail Loan Granting Financial Institutions from Frontier Markets
Kazi Rashedul Hasan. Development of a Credit Scoring Model for Retail Loan Granting Financial Institutions from Frontier Markets.International Journal of Business and Economics Research.Vol. 5, No. 5, 2016, pp. 135-142. doi: 10.11648/j.ijber.20160505.11
Kazi Rashedul Hasan
American International University-Bangladesh (AIUB)
Date Posted: August 13, 2016
Accepted Paper Series
16 downloads

Incl. Electronic Paper Mean Squared Prediction Error Reduction with Instrumental Variables
Central Bank of Cyprus, Working Paper Series 2016-05
Antonis Michis
Central Bank of Cyprus
Date Posted: August 12, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Judicial Indicators and Business Cycles in Brazil
Alexandre Samy de Castro
IPEA - Institute of Applied Economic Research
Date Posted: August 12, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper On Persistence of Uncertainty Shocks
Higher School of Economics Research Paper No. WP BRP 144/EC/2016
Sergey Egiev
National Research University Higher School of Economics (Moscow)
Date Posted: August 10, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Finance, Risk and Economic Space
ACRN Oxford Journal of Finance and Risk Perspectives, 5(1). March 2016, p.209-221.
Victor Olkhov
TVEL Fuel Company
Date Posted: August 09, 2016
Last Revised: August 14, 2016
Accepted Paper Series
23 downloads

Incl. Electronic Paper On the Choice of Covariance Specifications for Portfolio Selection Problems
Alexandre Rezende Ferreira and Andre A. P. Santos
Rice University, Jesse H. Jones Graduate School of Business, Students and Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Date Posted: August 06, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Hospital Heterogeneity: What Drives the Quality of Care?
Manhal Mohammad Ali, Reza Salehnejad and Mohaimen Mansur
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Date Posted: August 04, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics
SFB 649 Discussion Paper 2016-025
Ying Chen, Wee Song Chua and Wolfgang K. Härdle
National University of Singapore (NUS), National University of Singapore (NUS) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: August 04, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Probabilistic Forecasting with Stationary VAR Models
Ramin Mojab
Monetary and Banking Research Institute (MBRI)
Date Posted: August 04, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Dividend Growth Predictability and Stock Price Movement
Min Zhu, Rui Chen and Ke Du
Queensland University of Technology - QUT Business School, Central University of Finance and Economics (CUFE) and Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE)
Date Posted: August 04, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Generalized Additive Models for Pair-Copula Constructions
Thibault Vatter and Thomas Nagler
Ecole Polytechnique Fédérale de Lausanne and Technische Universität München (TUM), Chair of Mathematical Statistics, Students
Date Posted: August 04, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper On Economic Space Notion
International Review of Financial Analysis, 22 January 2016, DOI-10.1016/j.irfa.2016.01.001
Victor Olkhov
TVEL Fuel Company
Date Posted: August 02, 2016
Last Revised: September 20, 2016
Accepted Paper Series
24 downloads

Incl. Fee Electronic Paper Understanding the Sources of Macroeconomic Uncertainty
CEPR Discussion Paper No. DP11415
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Date Posted: August 01, 2016
Working Paper Series

Testing Nowcast Monotonicity
Jack Fosten and Daniel Gutknecht
University of East Anglia (UEA) - School of Economic and Social Studies and Mannheim University
Date Posted: July 31, 2016
Working Paper Series

Incl. Electronic Paper Supplementary Material for 'Real-Time GARCH: Does Current Information Matter?'
Ekaterina Smetanina
University of Cambridge
Date Posted: July 25, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Price Probabilities: A Class of Bayesian and Non-Bayesian Prediction Rules
Filippo Massari
UNSW Business School
Date Posted: July 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Improved Forecasting of Realized Variance Measures
Jeremias Bekierman and Hans Manner
University of Cologne - Department of Econometrics and Statistics and Universitat zu Koln
Date Posted: July 22, 2016
Working Paper Series
100 downloads

Can Corporate Social Responsibility Reduce the Propensity of Future Bankruptcy?
Li Zheng Brooks
Washington State University - Department of Accounting
Date Posted: July 22, 2016
Working Paper Series

Incl. Electronic Paper Expected Downside Risk and Asset Prices: Characteristics of Emerging and Developed European Markets
Empirica, Journal of European Economics (2016) Forthcoming, DOI: 10.1007/s10663-016-9329-3
Mihály Ormos and Dusán Timotity
Budapest University of Technology and Economics - Department of Finance and Budapest University of Technology and Economics - Department of Finance
Date Posted: July 21, 2016
Accepted Paper Series
31 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
CEPR Discussion Paper No. DP11391
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Date Posted: July 18, 2016
Working Paper Series


 

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