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SSRN eLibrary Statistics:

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Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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SSRN eLibrary Search Results
JEL Code: C53
367,118 Total downloads
Showing Papers 181 - 230 of 2,107
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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
16 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
14 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
145 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
43 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
32 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
55 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
99 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
8 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
22 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
359 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
359 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
70 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
52 downloads

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

Incl. Electronic Paper Trimmed Opinion Pools and the Crowd's Calibration Problem
Management Science, Forthcoming, 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: June 02, 2013
Accepted Paper Series
28 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
25 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
17 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
32 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 KOF Swiss Economic Institute
Date Posted: November 08, 2012
Last Revised: November 14, 2012
Working Paper Series
7 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
35 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
62 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 State University of New York (SUNY) at Albany - 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
98 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
234 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
78 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
54 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
15 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

Incl. Electronic Paper Do Food Commodity Prices Have Asymmetric Effects on Euro-Area Inflation?
Bank of Italy Temi di Discussione (Working Paper) No. 878
Mario Porqueddu and Fabrizio Venditti
Bank of Italy and Bank of Italy
Date Posted: October 24, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk
Elena Dumitrescu and Denisa Georgiana Banulescu
European University Institute and University of Orleans
Date Posted: October 22, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Russia's Industry in 2008
Trends and Outlooks, No. 30, 2009
Sergey Tsukhlo
Gaidar Institute for Economic Policy
Date Posted: October 21, 2012
Accepted Paper Series
7 downloads


 

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