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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 566,745
Full Text Papers: 468,827
Authors: 262,772
Papers Received in
  Last 12 months:
63,753

Paper Downloads:
To date: 78,825,985
Last 12 months: 9,732,432
Last 30 days: 802,644

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Papers with
  Resolved
  References:
264,260
Total References: 9,074,523
Papers with Cites: 243,216
Total Citation
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6,006,425
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,189,712


SSRN eLibrary Search Results
JEL Code: C32
519,282 Total downloads
Showing Papers 1,751 - 1,800 of 3,527
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Incl. Electronic Paper Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates
CESifo Working Paper Series No. 1734
Guglielmo Maria Caporale and Luis A. Gil-Alana
London South Bank University and University of Navarra - Department of Economics
Date Posted: June 13, 2006
Working Paper Series
114 downloads

Incl. Electronic Paper 'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and Nidhi Sharma
NIMS University and Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
124 downloads

Incl. Electronic Paper 'Market Neutral' Strategy between Telecom Arg and Nortel Inversora
Juan Ledesma Padilla
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 20, 2007
Working Paper Series
185 downloads

Incl. Electronic Paper 'Ripple Effects' and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
The Annals of Regional Science, 48(3), June 1012
Rangan Gupta and Stephen M. Miller
University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: January 23, 2009
Last Revised: February 04, 2013
Accepted Paper Series
37 downloads

'The Bigger They Are, The Harder They Fall': Retail Price Differences Across U.S. Cities
Journal of International Economics
Paul G.J. O'Connell and Shang-Jin Wei
FDO Partners, LLC and Columbia Business School - Finance and Economics
Date Posted: November 03, 2000
Accepted Paper Series

Incl. Electronic Paper 'The Bigger They Are, The Harder They Fall': Retail Price Differences Across U.S. Cities
Journal of International Economics
Paul G.J. O'Connell and Shang-Jin Wei
FDO Partners, LLC and Columbia Business School - Finance and Economics
Date Posted: November 03, 2000
Working Paper Series
98 downloads

Incl. Electronic Paper (Re)correlation: A Markov Switching Multifractal Model with Time Varying Correlations
Julien Idier
Banque de France - Centre de Recherche
Date Posted: March 30, 2010
Working Paper Series
144 downloads

Incl. Electronic Paper A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Jean-Guillaume Sahuc
Banque de France - Centre de Recherche
Date Posted: December 16, 2001
Case and Teaching Paper Series
137 downloads

A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Applied Economics Letters, Vol. 9, pp. 949-955, 2002
Jean-Guillaume Sahuc
Banque de France - Centre de Recherche
Date Posted: January 16, 2003
Accepted Paper Series

Incl. Electronic Paper A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield , Kai Li and Gary Koop
Carnegie Mellon University - David A. Tepper School of Business , University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
282 downloads

Incl. Electronic Paper A Bayesian Approach to Counterfactual Analysis of Structural Change
FRB St. Louis Working Paper No. 2004-014C
Chang-Jin Kim , James Morley and Jeremy Piger
Korea University , University of New South Wales and University of Oregon - Department of Economics
Date Posted: July 28, 2005
Working Paper Series
97 downloads

Incl. Electronic Paper A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Chang-Jin Kim and Charles R. Nelson
Korea University and Dept of Economics
Date Posted: March 12, 1999
Working Paper Series
275 downloads

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: July 26, 2014
Working Paper Series
16 downloads

A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
UCSD Economics Discussion Paper 98-09
Clive W. J. Granger , Bwo-Nung Huang and Chin Wei Yang
University of California, San Diego (UCSD) - Department of Economics , National Chung Cheng University and Clarion University - Department of Economics
Date Posted: August 20, 1998
Working Paper Series

Incl. Electronic Paper A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
Umea Economic Studies Working Paper No. 547
Kurt Brannas and Jonas Nordstrom
University of Umea - Department of Economics and University of Umea - Department of Economics
Date Posted: March 07, 2001
Working Paper Series
148 downloads

Incl. Electronic Paper A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Selva Demiralp , Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics , Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Date Posted: April 02, 2006
Working Paper Series
138 downloads

Incl. Electronic Paper A Cheat Sheet for Algorithmic Trading of Investment Portfolios
Patrick Beaudan
Belvedere Advisors LLC
Date Posted: August 23, 2013
Working Paper Series
252 downloads

Incl. Electronic Paper A Class of Non-Gaussian State Space Models with Exact Likelihood Inference
Chicago Booth Research Paper No. 14-24
Drew D. Creal
University of Chicago - Booth School of Business - Econometrics and Statistics
Date Posted: August 15, 2013
Last Revised: July 24, 2014
Working Paper Series
70 downloads

Incl. Electronic Paper A Classical Partial Disequilibrium Model of the Gas Shipping Markets
Steve Engelen and Wout Dullaert
affiliation not provided to SSRN and University of Antwerp - Institute of Transport and Maritime Management Antwerp (ITMMA)
Date Posted: February 23, 2012
Last Revised: February 26, 2012
Working Paper Series
100 downloads

Incl. Electronic Paper A Closer Look at the EPPS Effect
U of Siena Dept. of Economics Working Paper No. 335
Roberto Renò
University of Siena - Department of Economics and Statistics
Date Posted: October 16, 2002
Working Paper Series
206 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper A Comment on 'the Information Content of Earnings and Prices: A Simultaneous Equations Approach' by W.H. Beaver, M.L. Mcanally, and C.H. Stinson (1997)
David E. Allen , Stuart N. Cruickshank and Nigel Morkel-Kingsbury
University of South Australia , Edith Cowan University - School of Finance and Business Economics and Monash University Dept Accounting & Finance
Date Posted: May 17, 1999
Working Paper Series
579 downloads

Incl. Electronic Paper A Common Factor Analysis for the US and the German Stock Markets During Overlapping Trading Hours
Journal of International Financial Markets, Institutions and Money, Forthcoming
Robert Jung
University of Hohenheim - Institute of Economics
Date Posted: August 13, 2007
Accepted Paper Series
170 downloads

A Common Trends Model of UK Core Inflation
Empirical Economics, Vol. 28, pp. 157-72, 2003
Fabio C. Bagliano
University of Turin - Department of Economics and Statistics
Date Posted: May 13, 2002
Accepted Paper Series

Incl. Electronic Paper A Comparative Study of Forward Rate Unbiased Hypothesis in Tunisian and Indian Foreign Exchange Markets
Rohit Vishal Kumar and Dhekra Azouzi
Xavier Institute of Social Service and affiliation not provided to SSRN
Date Posted: January 16, 2011
Last Revised: January 30, 2011
Working Paper Series
97 downloads

A Comparative Study Of Two Convolution-Type Estimators Of The Marginal Density Of Moving Average Processes
Computational Statistics, Vol. 14, Iss. 3
Ángeles Saavedra and Ricardo Cao
University of Vigo and University of Coruña
Date Posted: October 27, 1999
Accepted Paper Series

A Comparative Study on Calendar Effects: Greece vs Bulgaria
International Journal of Economic Research, Forthcoming
Andreas G. Georgantopoulos and Anastasios Tsamis
Panteion University of Athens - Panteion University of Political and Social Sciences and Panteion University of Athens
Date Posted: May 20, 2012
Accepted Paper Series

Incl. Electronic Paper A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
ZEW - Centre for European Economic Research Discussion Paper No. 08-007
Atilim Seymen
affiliation not provided to SSRN
Date Posted: February 06, 2008
Last Revised: August 14, 2008
Working Paper Series
16 downloads

Incl. Electronic Paper A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
17 downloads

Incl. Electronic Paper A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
IGIER Working Paper No. 285
Massimiliano Giuseppe Marcellino , James H. Stock and Mark W. Watson
European University Institute , Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: April 13, 2005
Working Paper Series
103 downloads

Incl. Fee Electronic Paper A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
CEPR Discussion Paper No. 4976
Massimiliano Giuseppe Marcellino , James H. Stock and Mark W. Watson
European University Institute , Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: August 01, 2005
Working Paper Series
15 downloads

Incl. Electronic Paper A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics and European University Institute
Date Posted: May 12, 2003
Working Paper Series
249 downloads

A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates
Bank of England Working Paper No. 44
Marco Bianchi
Citibank, N.A. - Asset Management Group, London
Date Posted: April 14, 1998
Working Paper Series

A Comparison Of The Forecast Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
The Econometrics Journal, Vol. 1, 1998
Michael P. Clements and Hans-Martin Krolzig
University of Reading - Henley Business School and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: April 09, 1999
Accepted Paper Series

Incl. Electronic Paper A Comprehensive Model on the Euro Overnight Rate
ECB Working Paper No. 207
Flemming Reinhardt Würtz
European Central Bank (ECB)
Date Posted: February 06, 2003
Working Paper Series
144 downloads

A Computational Method for Estimating Continuum Factor Models
Computational Statistics, Vol. 12, No.4 (1997)
Sara Sjostedt and Anders Barrlund
University of Umea - Department Of Computing Science and University of Umea - Department Of Computing Science
Date Posted: March 02, 1998
Accepted Paper Series

Incl. Electronic Paper A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk
Lorenzo Cappiello
European Central Bank (ECB)
Date Posted: November 21, 2000
Working Paper Series
532 downloads

Incl. Electronic Paper A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
University of Copenhagen Finance Working Paper No. 2004/03
Nikolaus Hautsch and Tony Hall
University of Vienna - Department of Statistics and Operations Research and University of Technology Sydney (UTS) - Faculty of Business
Date Posted: June 14, 2005
Working Paper Series
543 downloads

Incl. Electronic Paper A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
Maria Elena De Giuli , Mario Maggi , Carluccio Bianchi and Alessandro Carta Sr.
University of Pavia - Department of Political Economy and Quantitative Methods , affiliation not provided to SSRN , University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
556 downloads

A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series

Incl. Electronic Paper A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
Meilan Yan , Max J.B. Hall and Paul Turner
Loughborough University , Loughborough University - Department of Economics and Loughborough University - Department of Economics
Date Posted: August 21, 2011
Last Revised: September 27, 2011
Working Paper Series
348 downloads

Incl. Electronic Paper A Critical Note on Delta-CoVaR
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: February 02, 2013
Working Paper Series
126 downloads

Incl. Electronic Paper A Critical Note on the Forecast Error Variance Decomposition
ZEW - Centre for European Economic Research Discussion Paper No. 08-065
Atilim Seymen
Centre for European Economic Research (ZEW)
Date Posted: September 11, 2008
Working Paper Series
124 downloads

Incl. Electronic Paper A Critical Review of the Filtering Techniques for the for the Real Economic Cycles Theory
Cuadernos de Economía, Vol. 29, No. 53, 2010,
Fredy Vásquez Bedoya , Sergio Iván Restrepo Ochoa and John Fernando Lopera
Universidad de Antioquia , Universidad de Antioquia and Universidad de Antioquia
Date Posted: September 27, 2011
Accepted Paper Series
14 downloads

Incl. Electronic Paper A Detailed Investigation of the Disposition Effect and Individual Trading Behavior: A Panel Survival Approach
Ingmar Nolte
Lancaster University - Department of Accounting and Finance
Date Posted: June 26, 2006
Last Revised: June 20, 2011
Working Paper Series
421 downloads

A Difference Estimator for Testing Equality of Variances for Paired Time Series
Journal of Time Series Analysis, Vol. 19, pp. 285-290, 1998
Bruce Cooil and Luke Froeb
Vanderbilt University - Statistics and Vanderbilt University - Strategy and Business Economics
Date Posted: July 06, 2008
Accepted Paper Series

A Dynamic Analysis of France's External Trade
Giuseppe Carone and Tassos Belessiotis
European Commission - DG ECFIN and affiliation not provided to SSRN
Date Posted: April 08, 2011
Working Paper Series

Incl. Electronic Paper A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners
25th Australasian Finance and Banking Conference 2012
Sudharshan Reddy Paramati , Rakesh Gupta and Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics , Griffith University - Griffith Business School and Griffith University
Date Posted: August 28, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper A Dynamic Asset Pricing Model with Time-Varying Idiosyncratic Risk
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: December 08, 2004
Working Paper Series
231 downloads

Incl. Electronic Paper A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
Tinbergen Institute Discussion Paper 12-099/III
Siem Jan Koopman and Rutger Lit
VU University Amsterdam and VU University Amsterdam
Date Posted: October 01, 2012
Working Paper Series
216 downloads


 

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