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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 679,308
Full Text Papers: 569,546
Authors: 312,980
Papers Received in
  Last 12 months:
68,125

Paper Downloads:
To date: 100,445,052
Last 12 months: 12,888,286
Last 30 days: 939,947

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  Resolved
  References:
305,865
Total References: 8,962,033
Papers with Cites: 243,799
Total Citation
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5,754,833
Papers with
  Resolved
  Footnotes:
91,670
Total Footnotes: 8,995,435


SSRN eLibrary Search Results
JEL Code: C53
534,472 Total downloads
Showing Papers 1,651 - 1,700 of 2,937
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1 2 3 4 ... 59 | Next >
   

Incl. Electronic Paper Brexit or Bremain? Evidence from Bubble Analysis
Marco Bianchetti , Davide Emilio Galli , Camilla Ricci , Angelo Salvatori and Marco Scaringi
Intesa Sanpaolo - Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano , Intesa Sanpaolo-Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano and Dipartimento di Fisica, Università degli Studi di Milano
Date Posted: June 23, 2016
Working Paper Series
107 downloads

Incl. Electronic Paper Forecasting Economic Activity with Mixed Frequency Bayesian Vars
FRB of Chicago Working Paper No. WP-2016-5
Scott A. Brave , R. Andrew Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago , Kelley School of Business, Indiana University and Federal Reserve Bank of Chicago
Date Posted: June 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Credit Risk Interconnectedness: What Does the Market Really Know?
Bundesbank Discussion Paper No. 09/2016
Puriya Abbassi , Christian T. Brownlees , Christina Hans and Natalia Podlich
Deutsche Bundesbank , Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Macroeconomic Reverse Stress Test
Bundesbank Discussion Paper No. 30/2015
Peter Grundke and Kamil Pliszka
University Osnabrück, Chair of Banking and Finance and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased
Bundesbank Discussion Paper No. 40/2014
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Midas and Bridge Equations
Bundesbank Discussion Paper No. 26/2014
Christian Schumacher
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Households' Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany
Bundesbank Discussion Paper No. 27/2013
Jan-Oliver Menz and Philipp Poppitz
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
Bundesbank Discussion Paper No. 11/2013
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Selected Research Methods
Paul E. Cottrell
Independent
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
Energy Policy, Forthcoming

Date Posted: June 20, 2016
Accepted Paper Series
21 downloads

Incl. Electronic Paper Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
Matteo Bonato , Riza Demirer , Rangan Gupta and Christian Pierdzioch
Southern Illinois University Edwardsville - Department of Economics & Finance , University of Pretoria - Department of Economics and University of the German Federal Armed Forces - Department of Economics
Date Posted: June 15, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Predicting RMB Exchange Rate Out-Of-Sample: Can Offshore Markets Beat Random Walk?
Sichong Chen and Qiyuan Xu
School of Finance, Zhongnan University of Economics and Law and Chinese Academy of Social Sciences (CASS) - Institute of World Economics & Politics
Date Posted: June 15, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Real-Time State-Space Method for Computing Smoothed Estimates for Future Revisions of U.S. Monthly Chained CPI
CESifo Working Paper Series No. 5897
Peter A. Zadrozny
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: June 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Inflation with Online Prices
Diego Aparicio and Manuel I. Bertolotto
Universidad de San Andrés
Date Posted: June 14, 2016
Last Revised: June 22, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask
Applied Econometrics, Forthcoming
Erik Nigmatullin , Vera Sukhanovskaya and Sergey Ivliev
Bocconi University , Perm State University and Perm State University
Date Posted: June 14, 2016
Accepted Paper Series
79 downloads

Incl. Electronic Paper Research Methods in Quantitative Finance
Paul E. Cottrell
Independent
Date Posted: June 14, 2016
Working Paper Series
88 downloads

Incl. Electronic Paper Realised Variance Forecasting Under Box-Cox Transformations
Nicholas Taylor
University of Bristol - School of Economics, Finance and Management
Date Posted: June 13, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Joint Prediction Bands for Macroeconomic Risk Management
Norges Bank Working Paper 07/2016
Q. Farooq Akram , Andrew Binning and Junior Maih
Norges Bank - Research Department , Norges Bank and Norges Bank
Date Posted: June 12, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper Forecasting Tourism Demand in Europe

Date Posted: June 09, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Prisme Model: Can Disaggregation on the Production Side Help to Forecast GDP?
Banque de France Working Paper No. 596
Thubin Camille , Eric Monnet , Magali Marx , Vichett Oung and Ferrière Thomas
Banque de France , Banque de France , Banque de France , Banque de France and Banque de France
Date Posted: June 09, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper U-Midas: Midas Regressions with Unrestricted Lag Polynomials
Bundesbank Series 1 Discussion Paper No. 2011,35
Claudia Foroni , Massimiliano Giuseppe Marcellino and Christian Schumacher
Independent , European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments
Bundesbank Series 1 Discussion Paper No. 2011,32
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Evaluating Macroeconomic Risk Forecasts
Bundesbank Series 1 Discussion Paper No. 2011,14
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper How Informative are Central Bank Assessments of Macroeconomic Risks?
Bundesbank Series 1 Discussion Paper No. 2011,13
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis
Bundesbank Series 1 Discussion Paper No. 2011,04
Sandra Eickmeier , Wolfgang Lemke and Massimiliano Giuseppe Marcellino
Deutsche Bundesbank , European Central Bank and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecast Uncertainty and the Bank of England Interest Rate Decisions
Bundesbank Series 1 Discussion Paper No. 2010,27
Guido Schultefrankenfeld
Economist
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper How Useful is the Carry-Over Effect for Short-Term Economic Forecasting?
Bundesbank Series 1 Discussion Paper No. 2010,21
Karl-Heinz Tödter
affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Simultaneous Confidence Regions for Path-Forecasts
Bundesbank Series 1 Discussion Paper No. 2010,06
Òscar Jordà , Malte Knüppel and Massimiliano Giuseppe Marcellino
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Deutsche Bundesbank - Research Centre and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors
Bundesbank Series 1 Discussion Paper No. 2009,28
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Midas Versus Mixed-Frequency VAR: Nowcasting GDP in the Euro Area
Bundesbank Series 1 Discussion Paper No. 2009,07
Vladimir Kuzin , Massimiliano Giuseppe Marcellino and Christian Schumacher
German Institute for Economic Research (DIW Berlin) , European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Pooling Versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
Bundesbank Series 1 Discussion Paper No. 2009,03
Vladimir Kuzin , Massimiliano Giuseppe Marcellino and Christian Schumacher
German Institute for Economic Research (DIW Berlin) , European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper How Informative are Macroeconomic Risk Forecasts? An Examination of the Bank of England's Inflation Forecasts
Bundesbank Series 1 Discussion Paper No. 2008,14
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Comparing the DSGE Model with the Factor Model: An Out-of-Sample Forecasting Experiment
Bundesbank Series 1 Discussion Paper No. 2008,04
Mu-Chun Wang
Goethe University Frankfurt
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Factor-Midas for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
Bundesbank Series 1 Discussion Paper No. 2007,34
Massimiliano Giuseppe Marcellino and Christian Schumacher
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Quantifying Risk and Uncertainty in Macroeconomic Forecasts
Bundesbank Series 1 Discussion Paper No. 2007,25
Malte Knüppel and Karl-Heinz Tödter
Deutsche Bundesbank - Research Centre and affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Efficient, Profitable and Safe Banking: An Oxymoron? Evidence from a Panel VAR Approach
Bundesbank Series 2 Discussion Paper No. 2007,02
Michael Koetter and Daniel Porath
Frankfurt School of Finance and Management and University of Applied Sciences Mainz
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data
Bundesbank Series 1 Discussion Paper No. 2006,33
Christian Schumacher and Jörg Breitung
Deutsche Bundesbank and University of Bonn
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
Bundesbank Series 1 Discussion Paper No. 2006,32
Christine De Mol , Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Real-Time Macroeconomic Data and Ex Ante Predictability of Stock Returns
Bundesbank Series 1 Discussion Paper No. 2006,10
Jörg Döpke , Daniel Hartmann and Christian Pierdzioch
Deutsche Bundesbank , Saarland University and Saarland University - Department of Economics and Statistics
Date Posted: June 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time
Bundesbank Series 2 Discussion Paper No. 2006,01
Jörg Döpke , Daniel Hartmann and Christian Pierdzioch
Deutsche Bundesbank , Saarland University and Saarland University - Department of Economics and Statistics
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Forecast Quality and Simple Instrument Rules: A Real-Time Data Approach
Bundesbank Series 1 Discussion Paper No. 2004,30
Heinz Gluck and Stefan P. Schleicher
Austrian National Bank and University of Graz
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Real-Time Data for Norway: Challenges for Monetary Policy
Bundesbank Series 1 Discussion Paper No. 2004,26
Tom Bernhardsen , Oyvind Eitrheim , Anne Sofie Jore and Øistein Røisland
Norges Bank , Norges Bank - Research Department , Norges Bank and Norges Bank - Department of Economics
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Real-Time Data and Business Cycle Analysis in Germany
Bundesbank Series 1 Discussion Paper No. 2004,11
Jörg Döpke
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Evaluating Density Forecasts with an Application to Stock Market Returns
Bundesbank Series 1 Discussion Paper No. 2002,08
Burkhard Raunig and Gabriela De Raaij
Austrian National Bank - Economic Studies Division and affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series
4 downloads

Incl. Fee Electronic Paper On the Use of High Frequency Measures of Volatility in Midas Regressions
CEPR Discussion Paper No. DP11307
Elena Andreou
University of Cyprus - Department of Economics
Date Posted: June 07, 2016
Working Paper Series

Incl. Electronic Paper Application in Risk Management
Paul E. Cottrell
Independent
Date Posted: June 06, 2016
Working Paper Series
27 downloads

Incl. Fee Electronic Paper Forecasting the Government Bond Term Structure in Australia
Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Rui Chen , Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE) , University of Sydney - Discipline of Finance and University of Sydney
Date Posted: June 03, 2016
Accepted Paper Series

Incl. Electronic Paper A Unified Approach to Mortality Modelling Using State-Space Framework: Characterisation, Identification, Estimation and Forecasting
Man Chung Fung , Gareth William Peters and Pavel V. Shevchenko
CSIRO , University College London and CSIRO Australia
Date Posted: May 31, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Can Sentiment Indicators Signal Market Reversals?
Arnaud Lagarde
Mandarin Capital Limited
Date Posted: May 29, 2016
Working Paper Series
248 downloads

Incl. Electronic Paper A Semiparametric Intraday GARCH Model
Peter Malec
University of Cambridge - Faculty of Economics
Date Posted: May 28, 2016
Working Paper Series
44 downloads


 

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