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SSRN eLibrary Statistics:

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Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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  Last 12 months: 		68,898

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To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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  References: 		238,027
Total References: 8,463,775
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C53
362,380 Total downloads
Showing Papers 151 - 200 of 2,081
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Incl. Electronic Paper Economic and Market Conditions: Two State Variables that Predict the Stock Market
Dashan Huang and Guofu Zhou
Washington University in St. Louis - Olin Business School and Washington University in St. Louis - Olin School of Business
Date Posted: December 14, 2012
Last Revised: January 20, 2013
Working Paper Series
282 downloads

Incl. Electronic Paper Evaluating Hedge Funds with Pooled Benchmarks
 Michael O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: December 12, 2012
Last Revised: February 05, 2013
Working Paper Series
33 downloads

Incl. Fee Electronic Paper Monthly GDP Forecasting Using Bridge Models: Application for the French Economy
Bulletin of Economic Research, Vol. 64, pp. s53-s70, 2012
 Karim Barhoumi , Bertrand Pluyaud , Olivier Darné and Laurent Ferrara
affiliation not provided to SSRN , Banque de France , Banque de France and Banque de France
Date Posted: December 11, 2012
Accepted Paper Series

Incl. Electronic Paper Multi-Step Ahead Forecasting of Vector Time Series
FRB of St. Louis Working Paper No. 2012-060A
 Tucker McElroy and Michael W. McCracken
U.S. Census Bureau - Center for Statistical Research and Methodology and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: December 08, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Using Decision Trees for Prediction of US Economic Recessions
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: December 07, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper A State-Dependent Model for Inflation Forecasting
FRB International Finance Discussion Paper No. 1062
 Andrea Stella and James H. Stock
Federal Reserve Board and Harvard University - Department of Economics
Date Posted: December 07, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Previsão e Análise de Causalidade para Medição do Risco de Mercado (Forecasting and Causality Analysis for Market Risk Quantification)
 Gonçalo Martins Ferreira , Paul Edge and Tânia Silva
EDP , EDP - Energias de Portugal and EDP - Energias de Portugal
Date Posted: December 02, 2012
Last Revised: December 03, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Forecasting Binary Outcomes
Handbook of Economic Forecasting, Vol. 2, G. Elliott and A. Timmermann, eds., Forthcoming
 Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Date Posted: December 02, 2012
Accepted Paper Series
82 downloads

Strategies And Profitability in The Market Price Of Oil Extra Virgin Olive Oil: A Model Analysis through The Scanner Data
Rivista di Economia Agraria, Anno LXVII, n. 1, pp. 69-88, ISNN: 0035-6190
 Antonio Stasi , Francesco Diotallevi and Andrea Marchini
University of Foggia , University of Perugia - Department of Economics and Food sciences and University of Perugia
Date Posted: December 02, 2012
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation of Optimized Portfolio Insurance Strategies
 Daniel Zieling , Antje Brigitte Mahayni and Sven Balder
University of Duisburg-Essen - Mercator School of Management , Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Date Posted: December 01, 2012
Last Revised: December 04, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper Oil and the World Economy: Some Possible Futures
IMF Working Paper No. 12/256
 Michael Kumhof and Dirk Muir
International Monetary Fund (IMF) and Bank of Canada
Date Posted: November 30, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Could US Stocks Be Fairly-Valued under the 'New Normal' Paradigm?
 Robert A. Weigand
Washburn University School of Business
Date Posted: November 30, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Discrete Choice Modelling (Grundlagen und Anwendungsbezogene Aspekte)
WiSt – Wirtschaftswissenschaftliches Studium 37 (2008), S. 412-418,
Jochen Goensch , Robert Klein and Claudius Steinhardt
University of Augsburg - Department of Analytics & Optimization , University of Augsburg and University of Augsburg - Department of Analytics & Optimization
Date Posted: November 28, 2012
Last Revised: November 29, 2012
Accepted Paper Series
35 downloads

Incl. Fee Electronic Paper Tax Projections and Economic Forecasts by Government Bureaucrats: Hidden Manoeuverings Behind Fiscal Reconstruction in Japan
Japanese Economic Review, Vol. 63, Issue 4, pp. 528-545, 2012
 Satoko Maekawa and Mototsugu Fukushige
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 28, 2012
Accepted Paper Series

Incl. Electronic Paper Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach
PIER Working Paper No. 12-046
 Xu Cheng and Bruce E. Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Date Posted: November 27, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper Multi-Agent–Based Order Book Model of Financial Markets
Europhysics Letters, Vol. 75, No. 3, pp. 510-516, 2006
 Tobias Preis , Sebastian Golke , Wolfgang Paul and Johannes J. Schneider
Warwick Business School - Behavioural Science Group , University of Mainz , Martin-Luther-University Halle-Wittenberg and University of Mainz
Date Posted: November 25, 2012
Accepted Paper Series
39 downloads

Incl. Electronic Paper Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting
 Youngsoo Choi , Steven J. Jordan and Wonchang Lee
Hankuk University of Foreign Studies , affiliation not provided to SSRN and Hi Investment & Securities Co., Ltd.
Date Posted: November 25, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation
Journal of International Economics, Forthcoming
 Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Date Posted: November 25, 2012
Accepted Paper Series
7 downloads

Early Warning Systems for Currency Crises: The Turkish Case
Economic Systems, Vol. 36, No. 3, 2012
 Ali Ari
affiliation not provided to SSRN
Date Posted: November 23, 2012
Accepted Paper Series

Incl. Electronic Paper A Zeroinflated ARI(1,1)-IGARCH(1,1) Mixture Model to Forecast Milk-Based Commodity Prices
 Holger Kömm and Ulrich Kusters
Catholic University Eichstaett-Ingolstadt and affiliation not provided to SSRN
Date Posted: November 23, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Prior Selection for Vector Autoregressions
ECB Working Paper No. 1494
 Domenico Giannone , Michele Lenza and Giorgio E. Primiceri
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , European Central Bank (ECB) and Northwestern University - Department of Economics
Date Posted: November 22, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Measures of Fiscal Risk in Hydrocarbon-Exporting Countries
IMF Working Paper No. 12/260
 Carlos Caceres and Leandro Medina
International Monetary Fund (IMF) and George Washington University - Department of Economics
Date Posted: November 21, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper The Information Value of Basel III Liquidity Risk Measures
 Deming Wu and Han Hong
Office of the Comptroller of the Currency and Stanford University
Date Posted: November 19, 2012
Working Paper Series
342 downloads

Incl. Electronic Paper Liquidity Risk, Market Valuation, and Bank Failures
 Deming Wu and Han Hong
Office of the Comptroller of the Currency and Stanford University
Date Posted: November 19, 2012
Working Paper Series
347 downloads

Incl. Electronic Paper Perspectives on Uncovered Interest Rate Parity and the Carry Trade: Some Recent Evidence for G10 and Emerging Markets
 Miguel Villanueva
State Street Global Advisors - ARC
Date Posted: November 18, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper Spatial GARCH: A Spatial Approach to Multivariate Volatility Modeling
 Svetlana Borovkova and Rik Lopuhaa
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration and Delft University of Technology
Date Posted: November 17, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Supply and Demand in Residential Property Forecasts
 Matthew B. Hardman
Rismark International
Date Posted: November 17, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
FRB of Cleveland Working Paper No. 12-27
 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: November 15, 2012
Accepted Paper Series
27 downloads

Incl. Electronic Paper Trimmed Opinion Pools and the Crowd's Calibration Problem
Darden Business School Working Paper No. 2175093
 Victor Richmond R. Jose , Yael Grushka-Cockayne and Kenneth C. Lichtendahl Jr.
Georgetown University , University of Virginia (UVA) - Darden School of Business and University of Virginia - Darden School of Business
Date Posted: November 15, 2012
Last Revised: May 17, 2013
Working Paper Series
24 downloads

Does BIC Estimate and Forecast Better than AIC?
 Carlos A. Medel and Sergio Salgado
Central Bank of Chile and University of Minnesota
Date Posted: November 12, 2012
Working Paper Series

Incl. Electronic Paper Middle Management's Performance Metrics under Internal Transfer System
Annual Meeting 2012 (AM2012) of American Accounting Association (AAA) at Washington DC
 Peter Dehong Wang and Fusheng Yu
Renmin University of China - School of Business and affiliation not provided to SSRN
Date Posted: November 12, 2012
Accepted Paper Series
24 downloads

Incl. Electronic Paper Accelerated Fluctuation Analysis by Graphic Cards and Complex Pattern Formation in Financial Markets
New Journal of Physics 11, 093024 (2009)
Tobias Preis , Peter Virnau , Wolfgang Paul and Johannes J. Schneider
Warwick Business School - Behavioural Science Group , University of Mainz , Martin-Luther-University Halle-Wittenberg and University of Mainz
Date Posted: November 11, 2012
Accepted Paper Series
16 downloads

Incl. Electronic Paper Forecasting US Growth During the Great Recession: Is the Financial Volatility the Missing Ingredient?
 Laurent Ferrara , Clément Marsilli and Juan-Pablo Ortega
Banque de France , Banque de France and Centre National de la Recherche Scientifique (CNRS)
Date Posted: November 10, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Forecasting with a Noncausal VAR Model
Bank of Finland Research Discussion Paper No. 33/2012
 Henri Nyberg and Pentti Saikkonen
University of Helsinki and University of Helsinki - Department of Statistics
Date Posted: November 10, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper A Real Time Evaluation of Employment Forecasts in Switzerland
KOF Working Papers No. 320
 Michael Graff , Massimo Mannino and Michael Siegenthaler
ETH Zurich , KOF Swiss Economic Institute and affiliation not provided to SSRN
Date Posted: November 08, 2012
Last Revised: November 14, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering
Tinbergen Institute Discussion Paper 12-118/III
 Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: November 08, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
CESifo Working Paper Series No. 3980
 Sasa Zikovic and Randall K. Filer
University of Rijeka - Faculty of Economics and City University of New York, CUNY Hunter College - Department of Economics
Date Posted: November 07, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies
CEIS Working Paper No. 255
 Alessandro Giovannelli
University of Rome II
Date Posted: November 07, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Economically-Linked Economies and Forecasting Chinese Stock Returns
 Steven J. Jordan , Mark E. Wohar and Andrew Vivian
affiliation not provided to SSRN , University of Nebraska at Omaha and Loughborough University
Date Posted: November 07, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper The Dynamics of Hours Worked and Technology
Banco de Espana Working Paper No. 1238
 Cristiano Cantore , Filippo Ferroni and Miguel A. León-Ledesma
University of Surrey , Universitat Pompeu Fabra and affiliation not provided to SSRN
Date Posted: November 06, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper The Yield Spread Puzzle and the Information Content of SPF Forecasts
Economics Letters, Forthcoming
 Kajal Lahiri , George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics , State University of New York at Albany, College of Arts and Sciences, Economics and University at Albany, State University of New York - Department of Economics
Date Posted: November 05, 2012
Accepted Paper Series
8 downloads

Spurious Dynamic Conditional Correlation
29th International Conference of the French Finance Association (AFFI) 2012
 Roland Füss and Thorsten W. Glück
University of St. Gallen and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Date Posted: November 05, 2012
Working Paper Series

Incl. Electronic Paper What is the Maximum Return Predictability Permitted by Asset Pricing Models?
 Dashan Huang
Washington University in St. Louis - Olin Business School
Date Posted: November 02, 2012
Last Revised: January 17, 2013
Working Paper Series
95 downloads

Incl. Electronic Paper Quantifying the Behavior of Stock Correlations Under Market Stress
Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
 Tobias Preis , Dror Y. Kenett , H. Eugene Stanley , Dirk Helbing and Eshel Ben-Jacob
Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies , ETH Zürich and Tel Aviv University
Date Posted: November 02, 2012
Accepted Paper Series
228 downloads

Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data
International Journal of Forecasting, 2012
 Chew Lian Chua , Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research , La Trobe University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: November 02, 2012
Accepted Paper Series

Incl. Electronic Paper Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data
Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Tobias Preis , Daniel Reith and H. Eugene Stanley
Warwick Business School - Behavioural Science Group , University of Mainz and Boston University - Center for Polymer Studies
Date Posted: October 29, 2012
Accepted Paper Series
33 downloads

Incl. Electronic Paper Quantifying the Advantage of Looking Forward
Scientific Reports, Vol. 2, pp. 350, 2012
 Tobias Preis , Helen Susannah Moat , H. Eugene Stanley and Steven Bishop
Warwick Business School - Behavioural Science Group , University College London - Department of Civil, Environmental and Geomatic Engineering , Boston University - Center for Polymer Studies and University College London
Date Posted: October 29, 2012
Accepted Paper Series
72 downloads

Incl. Electronic Paper Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading
ERIM Report Series Reference No. ERS-2012-018-F&A
 Karim Bannouh , Martin Martens and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: October 26, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy
FRB of St. Louis Working Paper No. 2009-050B
 Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 24, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Testing the Economic Value of Asset Return Predictability
FRB of St. Louis Working Paper No. 2012-049A
 Michael W. McCracken and Giorgio Valente
Federal Reserve Banks - Federal Reserve Bank of Saint Louis and Essex Business School
Date Posted: October 24, 2012
Working Paper Series
36 downloads


 

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