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540,480 Total downloads
Showing Papers 1,551 - 1,600 of 3,444
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Identification and Normalization in Markov Switching Models of 'Business Cycles' FRB of Kansas City Working Paper No. RWP 04-09
Penny Smith
and
Peter M. Summers
Date Posted: November 04, 200473 downloads
Monetary Transmission Mechanisms in Belarus IMF Working Paper No. 06/246
Rodolfo Maino
and
Balazs Horvath
Date Posted: November 13, 200673 downloads
Nonparametric Inference for Conditional Quantiles of Time Series Econometric Theory, Forthcoming
Ke-Li Xu
Date Posted: June 19, 201273 downloads
On Wage Formation, Wage Flexibility and Wage Coordination: A Focus on the Wage Impact of Productivity in Germany, Greece, Ireland, Portugal, Spain and the United States
Marga Peeters and
Ard den Reijer
Date Posted: July 01, 2011Last Revised: March 07, 201273 downloads
Persistence in Inflation: Does Aggregation Cause Long Memory?
Mehmet Balcilar
Date Posted: June 11, 200873 downloads
Predictive Inference for Integrated Volatility
Valentina Corradi
,
Walter Distaso
and
Norman R. Swanson
Date Posted: March 06, 200773 downloads
Real-Time Inflation Forecasting in a Changing World FRB of New York Staff Report No. 388
Jan J. J. Groen ,
Richard Paap and
Francesco Ravazzolo
Date Posted: September 03, 2009Last Revised: May 30, 201273 downloads
Semiparametric Bayesian Inference For Time Series With Mixed Spectra
Christopher K. Carter
and
Robert Kohn
Date Posted: January 14, 199873 downloads
Temporal Aggregation of the Returns of a Stock Index Series Umea Economic Studies Working Paper No. 614
Kurt Brannas
Date Posted: October 03, 200373 downloads
The Decoupling of Monetary Policy from Long-Term Interest Rates in the U.S. and Germany
Matthew Greenwood-Nimmo
,
Yongcheol Shin
,
Till van Treeck
and
Byungchul Yu
Date Posted: July 25, 2011Last Revised: May 17, 201373 downloads
The Regime Switching ACD Framework: The Use of the Comprehensive Family of Distributions
Reinhard Hujer and
Sandra Vuletic
Date Posted: August 05, 200573 downloads
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models CentER Discussion Paper Series No. 2007-35
Pavel Cizek
,
Wolfgang Hardle
and
V. Spokoiny
Date Posted: June 18, 200772 downloads
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Dennis Kristensen
and
Yongseok Shin
Date Posted: March 01, 200672 downloads
Forecasting Time Series With Long Memory and Level Shifts: A Bayesian Approach University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 03_07
Silvio Di Sanzo
Date Posted: May 08, 200772 downloads
Inflation Persistence: Euro Area and New EU Member States ECB Working Paper No. 810
Michal Franta
,
Branislav Saxa
and
Katerina Smidkova
Date Posted: October 02, 200772 downloads
Nonlinearity and Endogeneity in Macro-Asset Pricing IMF Working Paper No. 95/32
Craig Hiemstra and
Charles Kramer
Date Posted: February 15, 200672 downloads
Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity
Ludovic Dubrana
Date Posted: November 26, 201172 downloads
The Predictive Power of the Yield Curve Across Countries and Time La Follette School of Public Affairs Working Paper No. 2010-002
Kavan Kucko
and
Menzie David Chinn
Date Posted: January 14, 201072 downloads
Volatility Pricing in the Stock and Treasury Markets
Claudia E. Moise
Date Posted: July 21, 2009Last Revised: February 19, 201172 downloads
A Misspecification-Robust Impulse Response Estimator SMU Economics & Statistics Working Paper Series No. 15-2002
Pao-Li Chang
and
Shinichi Sakata
Date Posted: January 06, 200371 downloads
A Note on Spurious Nonlinear Regression
Edward J. O'Brien
Date Posted: February 24, 200871 downloads
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence Banque de France Working Paper No. 77
Eric Jondeau and
Michael Rockinger
Date Posted: December 27, 201071 downloads
Interaction between Stock and Foreign Exchange Markets Under the Floating Regime: Evidence from Thailand
Komain Jiranyakul
Date Posted: August 25, 2011Last Revised: June 30, 201271 downloads
Minimum Risk Portfolios Using MMAR MCBE'09 Proceedings of the 10th WSEAS International Conference on Mathematics and Computers in Business and Economics
Alexandre Pantanella
and
Augusto Pianese
affiliation not provided to SSRN
Date Posted: July 18, 201171 downloads
Pre-Averaging Estimators of the Ex-Post Covariance Matrix in Noisy Diffusion Models with Non-Synchronous Data Journal of Econometrics, Forthcoming
Kim Christensen
,
Silja Kinnebrock
and
Mark Podolskij
Date Posted: October 07, 2009Last Revised: May 26, 201071 downloads
Real Exchange Rates in Growing Economies: How Strong is the Role of the Nontradables Sector? IMF Working Paper No. 05/233
Ken Miyajima
Date Posted: March 03, 200671 downloads
Realized Volatility and Multipower Variation CREATES Research Paper 2009-49
Torben G. Andersen and
Viktor Todorov
Date Posted: October 29, 200971 downloads
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process University of St. Gallen, Department of Economics, Discussion Paper No. 2008-16
Francesco Audrino
and
Marcelo C. Medeiros
Date Posted: August 18, 200871 downloads
The Attractiveness of Qatar to Foreign Direct Investment, 1980-2002 Applied Econometrics and International Development, Vol. 5, No. 3, 2005
Manhal M. Shotar
Date Posted: August 21, 200871 downloads
Actuarial Transform Pricing
Oleg A. Ruban
,
Luiz Vitiello
and
Ser-Huang Poon
Date Posted: February 07, 201070 downloads
Asset Market Correlation and Stress Testing: Cases for Housing and Stock Markets KDI School of Pub Policy & Management Paper No. 10-09
Man Cho
Date Posted: October 15, 201070 downloads
Determinants of Covariance Matrices of Differenced AR(1) Processes Econometric Theory, Vol. 23, No. 6, 2007
Chirok Han
Date Posted: November 07, 2007Last Revised: March 01, 200870 downloads
Do Ifo Indicators Help Explain Revisions in German Industrial Production? CESifo Working Paper Series No. 1205
Jan P. A. M. Jacobs and
Jan-Egbert Sturm
Date Posted: July 12, 200470 downloads
Linear Aggregation with Common Trends and Cycles IGIER Working Paper No. 160
Massimiliano Giuseppe Marcellino
Date Posted: March 30, 200070 downloads
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
Ai Jun Hou
and
Sandy Suardi
Date Posted: November 20, 2009Last Revised: November 25, 200970 downloads
Multicointegration in US Consumption Data U of Aarhus Dept. of Econ. Working Paper No. 2001-6
Boriss Siliverstovs
Date Posted: October 17, 200170 downloads
Open and Closed Positions and Stock Index Futures Volatility
Oscar Carchano
,
Julio J. Lucia
and
Ángel Pardo Tornero
Date Posted: November 13, 201170 downloads
Principal Components and Long Run Implications of Multivariate Diffusions Cowles Foundation Discussion Paper No. 1694
Xiaohong Chen ,
Lars Peter Hansen and
Jose A. Scheinkman
Date Posted: April 23, 200970 downloads
Return and Volatility Spillovers in Hong Kong Financial Markets
Laurence Fung
and
Ip-wing Yu
affiliation not provided to SSRN
Date Posted: January 23, 200970 downloads
Theory of the Extent of the Market
Arthur B. Treadway
affiliation not provided to SSRN
Date Posted: April 02, 200970 downloads
Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications Cowles Foundation Discussion Paper No. 1612
Peter C. B. Phillips and
Ke-Li Xu
Date Posted: June 14, 2007Last Revised: July 19, 201070 downloads
A Re-examination of Causality Relationships in Australian Wage Inflation and Minimum Award Rates - Using Multivariate Subset Autoregressive Modelling with Constraints - Financial and Economic Forecasting (chapter 11)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Date Posted: February 24, 200369 downloads
Dynamics of Equity Market Integration in Europe: Impact of Political Economy Factors Journal of Common Market Studies, Vol. 48, No. 3, 2010, Institute for International Integration Studies (IIIS) Working Paper No. 19
Cal B. Muckley
,
Raj Aggarwal and
Brian M. Lucey
Date Posted: March 04, 2005Last Revised: January 10, 201069 downloads
ECB Policy Making and the Financial Crisis De Nederlandsche Bank Working Paper No. 272
Janko Gorter
,
Fauve Stolwijk
,
Jan P. A. M. Jacobs and
Jakob de Haan
affiliation not provided to SSRN
,
University of Groningen - Faculty of Economics and Business
and
University of Groningen - Faculty of Economics and Business
Date Posted: October 27, 2011Last Revised: October 28, 201169 downloads
Equities' Exposures to Currencies: Beyond the Loglinear Model
Kris Boudt
Date Posted: April 08, 2012Last Revised: February 04, 201369 downloads
Errors-in-Variables Estimation with Wavelets
Ramazan Gencay and
Nikola Gradojevic
Date Posted: June 17, 2009Last Revised: November 20, 200969 downloads
Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States BOFIT Discussion Paper No. 18/2009
Aaron N. Mehrotra
and
Tomas Slacik
Date Posted: November 03, 200969 downloads
Extracting Business Cycles using Semi-Parametric Time-Varying Spectra with Applications to US Macroeconomic Time Series Tinbergen Institute Discussion Paper No. 06-105/4
Siem Jan Koopman and
Soon Y. Wong
Date Posted: December 01, 200669 downloads
Foreign-Exchange Intervention Strategies and Market Expectations: Insights from Japan
Jean-Yves Gnabo
and
Jerome Teiletche
Date Posted: July 04, 200869 downloads
Future Inequality in Carbon Dioxide Emissions and the Projected Impact of Abatement Proposals
World Bank Policy Research Working Paper No. 2084
Mark T. Heil and
Quentin T. Wodon
Date Posted: January 05, 200569 downloads
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