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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 563,425
Full Text Papers: 465,747
Authors: 261,339
Papers Received in
  Last 12 months:
63,924

Paper Downloads:
To date: 78,215,104
Last 12 months: 9,683,732
Last 30 days: 669,820

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263,113
Total References: 9,045,618
Papers with Cites: 243,210
Total Citation
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5,983,464
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: C2
1,283,756 Total downloads
Showing Papers 1,521 - 1,570 of 9,032
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Incl. Electronic Paper Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the 'Death of Distance' In International Trade
Wolfgang Hess , Maria Persson , Stephanie Rubenbauer and Jan Gertheiss
Lund University - Department of Economics , Lund University , Ludwig-Maximilians-Universität München and University of Goettingen (Gottingen)
Date Posted: September 01, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Which Factors Affect Probability of Women Using Prenatal Care? The Case of Bangladesh
Asian Development Policy Review, 2014, 2(2): 39-46
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Adaptive Quasi-Maximum Likelihood Estimation of GARCH Models with Student's T Likelihood
Communications in Statistics - Theory and Methods, Forthcoming
Xiaorui Zhu and Li Xie
Beijing University of Technology and Beijing University of Technology
Date Posted: August 30, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Stochastic Volatility of Financial Assets and Default Risk
Yuri A. Katz
S&P Capital IQ
Date Posted: August 29, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Growth, Bank Credit, and Inflation in Mexico: Evidence from an ARDL-Bounds Testing Approach
Latin American Economic Review, Vol. 23, No. 8 (2014)
Miguel A. Tinoco-Zermeño , Francisco Venegas-Martínez and Víctor Hugo Torres Preciado
Universidad de Colima , Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM) and Universidad de Colima
Date Posted: August 29, 2014
Last Revised: August 30, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Financial Bubble Implosion
Peter C. B. Phillips and Shu-Ping Shi
Yale University - Cowles Foundation and Macquarie University
Date Posted: August 28, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Tailwinds from the East: How Has the Rising Share of Imports from Emerging Markets Affected Import Prices?
Bank of England Working Paper No. 506
John Lewis and Jumana Saleheen
Bank of England and Bank of England
Date Posted: August 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Unobservable, But Unimportant? The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Evaluation of Labor Market Policies
DIW Berlin Discussion Paper No. 1407
Marco Caliendo , Robert Mahlstedt and Oscar A. Mitnik
University of Potsdam , IZA and Federal Deposit Insurance Corporation
Date Posted: August 28, 2014
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐Of‐The‐Week Effect
International Review of Finance, Vol. 14, Issue 3, pp. 345-392, 2014
Ke Yang and Langnan Chen
South China Agricultural University - College of Economics & Management and Zhongshan University - Lingnan (University) College
Date Posted: August 28, 2014
Accepted Paper Series

Incl. Electronic Paper On the Existence of an Optimal Estimation Window for Risk Measures
Marcelo Brutti Righi and Paulo Sergio Ceretta
Universidade Federal de Santa Maria and Universidade Federal de Santa Maria
Date Posted: August 27, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Inflation Persistence in Inflation and Non-Inflation Targeting Countries: A Rolling Window, Fractional Integration Approach
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Date Posted: August 27, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Africa Rising: Harnessing the Demographic Dividend
IMF Working Paper No. 14/143
Paulo Drummond , Vimal J. Thakoor and Shu Yu
International Monetary Fund (IMF) , International Monetary Fund (IMF) and University of Groningen - Faculty of Economics and Business
Date Posted: August 27, 2014
Working Paper Series

A 'Time Series' Approach on the Chinese Exchange Rate Regime
Marco Mele Sr.
Luspio University - School of Political Sciences
Date Posted: August 27, 2014
Working Paper Series

Which Comes First — Urbanization or Economic Growth? Evidence from Heterogeneous Panel Causality Tests
Applied Economics Letters, 2014
Brantley Liddle and George Messinis
Victoria University - Centre for Strategic Economic Studies and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
CEIS Working Paper No. 325
Martyna Marczak and Tommaso Proietti
University of Hohenheim and University of Rome II - Department of Economics and Finance
Date Posted: August 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Analysis of the Impact of Fuel Subsidy Removal on Households and Sectors of Production in Ghana
Dennis Nchor
Mendel University
Date Posted: August 22, 2014
Working Paper Series
6 downloads

Income Shifting within a Dual Income Tax System: Evidence from the Finnish Tax Reform of 1993
Scandinavian Journal of Economics. 02/2011; 113(1):120-144. DOI: 10.1111/j.1467-9442.2010.01635.x
Jukka Pirttilä and Hakan Selin
University of Tampere and Uppsala University - Department of Economics
Date Posted: August 21, 2014
Accepted Paper Series

Incl. Electronic Paper Rainy Day Politics -- An Instrumental Variables Approach to the Effect of Parties on Political Outcomes
CESifo Working Paper Series No. 4911
Jo Lind
University of Oslo - Department of Economics
Date Posted: August 20, 2014
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Fiscal Convergence in the European Union Before the Crisis
Contemporary Economic Policy, Vol. 32, Issue 4, pp. 784-801, 2014
Silvia Bertarelli , Roberto Censolo and Caterina Colombo
University of Ferrara - Faculty of Economics , University of Bologna - School of Economics, Management, and Statistics and University of Ferrara - Faculty of Economics
Date Posted: August 20, 2014
Accepted Paper Series

Incl. Electronic Paper Which Factors are Priced? An Application of the Fama French Three-Factor Model in Australia
Duc Hong Vo
Economic Regulation Authority
Date Posted: August 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Alternative Investments: Inflation Hedger or Mean-Variance Efficient?
Muhammad Muzammal Murtaza , Khurram Shahzad and Abida Perveen
University of Central Punjab - UCP Business School , Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Date Posted: August 17, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A Compound Multifractal Model for High-Frequency Asset Returns
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: August 20, 2014
Working Paper Series
101 downloads

Incl. Electronic Paper Neighbourhood Turnover and Teenage Attainment
IZA Discussion Paper No. 8381
Stephen Gibbons , Olmo Silva and Felix Weinhardt
London School of Economics & Political Science (LSE) - Department of Geography and Environment , London School of Economics & Political Science (LSE) - Department of Geography and Environment and Humboldt University of Berlin
Date Posted: August 16, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Demand and Supply Model of Housing: Evidence from the Turkish Housing Market
Yusuf Varli and Orhan Erdem
Borsa İstanbul - Research Dept. and Borsa Istanbul- Research Dept.
Date Posted: August 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Public Sector Wage Premium in Spain: Evidence from Longitudinal Administrative Data
Banco de Espana Working Paper No. 1422
Laura Hospido and Enrique Moral-Benito
Bank of Spain - Research Department and Bank of Spain
Date Posted: August 15, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Substitution Elasticity, Factor Shares, Long-Run Growth, and the Low-Frequency Panel Model
CESifo Working Paper Series No. 4895
Robert S. Chirinko and Debdulal Mallick
University of Illinois at Chicago, Department of Finance and Deakin University - Faculty of Business and Law
Date Posted: August 14, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Quantifying the Semantics of Search Behavior Before Stock Market Moves
Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Chester Curme , Tobias Preis , H. Eugene Stanley and Helen Susannah Moat
Boston University , Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: August 14, 2014
Accepted Paper Series
51 downloads

Incl. Electronic Paper The Turn-of-The-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: August 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Formulations for Nonlinear Autoregressive Processes
Tinbergen Institute Discussion Paper 14-103/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: August 11, 2014
Working Paper Series
5 downloads

Terrorism Review
Robert Read
Independent
Date Posted: August 11, 2014
Working Paper Series

Incl. Electronic Paper Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
Melbourne Institute Working Paper No. 18/14
Efrem Castelnuovo and Luca Fanelli
Melbourne Institute and Department of Economics and Universita di Bologna
Date Posted: August 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Non-Linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model
FEDS Working Paper No. 2014-51
Deniz Baglan and Emre Yoldas
Howard University and Federal Reserve Board
Date Posted: August 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Interdependencies and Causalities in Coupled Financial Networks
Irena Vodenska , Hideaki Aoyama , Yoshi Fujiwara , Hiroshi Iyetomi , Yuta Arai and H. Eugene Stanley
Boston University Metropolitan College , Kyoto University , University of Hyogo , Niigata University , Niigata University and Boston University - Center for Polymer Studies
Date Posted: August 08, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Time Aggregation and State Dependence in Welfare Receipt
Manudeep Bhuller , Christian Brinch and Sebastian Königs
Statistics Norway , University of Oslo and University of Oxford
Date Posted: August 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Heterogeneous Effects of Risk-Taking on Bank Efficiency: A Stochastic Frontier Model with Random Coefficients
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: August 08, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Windfall Gains or Eco-Innovation? ‘Green' Evolution in the Swedish Innovation System
Max Rånge and Mikael Sandberg
Halmstad University and Halmstad University
Date Posted: August 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper 150 Years of Italian Co2 Emissions and Economic Growth
CEIS Working Paper No. 320
Barbara Annicchiarico , Anna Rita Bennato and Emilio Zanetti Chini
University of Rome II - Department of Economics and Law , Centre for Competition Policy, University of East Anglia and University of Rome II - Department in Economics, Law and Institutions
Date Posted: August 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Future of Asia's Finance: How Can it Meet Challenges of Demographic Change and Infrastructure Needs?
IMF Working Paper No. 14/126
Ding Ding , W. Raphael Lam and Shanaka Peiris
International Monetary Fund , International Monetary Fund (IMF) and International Monetary Fund (IMF) - African Department
Date Posted: August 07, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Foreign Direct Investment and Economic Growth in ECOWAS: A System-GMM Approach
Philip O. Alege II and Adeyemi Adefioye Ogundipe
Covenant University and Covenant University
Date Posted: August 06, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Consistent Set of Multilateral Productivity Approach-Based Indicators of Price Competitiveness
ECB Working Paper No. 1706
Christoph A. Fischer and Oliver Hossfeld
Deutsche Bundesbank and Handelshochschule Leipzig (HHL)
Date Posted: August 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Influence of Customer-Supplier Linkages on Stock Returns
Jamie Alcock and Ramona Meyricke
The University of Sydney Business School and University of New South Wales (UNSW) - School of Risk & Actuarial Studies
Date Posted: August 05, 2014
Last Revised: August 08, 2014
Working Paper Series
55 downloads

Incl. Electronic Paper Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Tommaso Proietti
University of Rome II - Department of Economics and Finance
Date Posted: August 05, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Impact of Exchange Rate on Balance of Payment: An Investigation from Pakistan
Research Journal of Finance and Accounting, Vol. 5, No.13, 2014, ISSN: 2222-1697
Ahmad Nawaz , Ahmed Rizwan Raheem , Imamuddin Khoso , Rana Imroze Palwishah and Unaib Raza
Indus University , Indus University , University of Sindh , Indus University and Indus University
Date Posted: August 04, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: August 04, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Evaluating Trading Strategies
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Duke University
Date Posted: August 03, 2014
Last Revised: August 26, 2014
Working Paper Series
933 downloads

Incl. Electronic Paper Does the Link between Unemployment and Crime Depend on the Crime Level? A Quantile Regression Approach
IZA Discussion Paper No. 8334
Horst Entorf and Philip Sieger
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: August 02, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Effects of Reducing the Entitlement Period to Unemployment Insurance Benefits
IZA Discussion Paper No. 8336
Nynke De Groot and Bas van der Klaauw
VU University Amsterdam and VU University Amsterdam - Department of Economics
Date Posted: August 02, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Unobservable, But Unimportant? The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Evaluation of Labor Market Policies
IZA Discussion Paper No. 8337
Marco Caliendo , Robert Mahlstedt and Oscar A. Mitnik
University of Potsdam , IZA and Federal Deposit Insurance Corporation
Date Posted: August 02, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU
ISEG Economics Department Working Paper No. 12/2014/DE/UECE
Antonio Afonso and Luis Martins
Technical University of Lisbon - ISEG (School of Economics and Management) and Technical University of Lisbon (UTL) - School of Economics and Management
Date Posted: August 02, 2014
Working Paper Series
7 downloads


 

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