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JEL Code: C5
1,170,327 Total downloads
Showing Papers 1,981 - 2,030 of 5,953
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Lumpy Price Adjustments: A Microeconometric Analysis
Banque de France Working Paper No. NER - R 185
Emmanuel Dhyne
,
Catherine Fuss
,
M. Hashem Pesaran and
Patrick Sevestre
National Bank of Belgium
,
National Bank of Belgium
,
University of Southern California
and
Banque de France
Date Posted: October 08, 2010
Working Paper Series
14 downloads
Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)
Banque de France Working Paper No. NER - E 187
Marie Adanero-Donderis
,
Olivier Darné
and
Laurent Ferrara
Banque de France
,
Banque de France
and
Banque de France
Date Posted: October 08, 2010
Working Paper Series
12 downloads
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 73
Tim Bollerslev ,
George Tauchen and
Natalia Sizova
Duke University - Finance
,
Duke University - Economics Group
and
Rice University
Date Posted: October 07, 2010
Working Paper Series
95 downloads
Multi-Lag Term Structure Models with Stochastic Risk Premia
Banque de France Working Paper No. 189
Alain Monfort and
Fulvio Pegoraro
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: October 06, 2010
Working Paper Series
8 downloads
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 75
Viktor Todorov
,
George Tauchen and
Iaryna Grynkiv
Northwestern University
,
Duke University - Economics Group
and
Duke University
Date Posted: October 06, 2010
Working Paper Series
48 downloads
Estimation and Evaluation of Conditional Asset Pricing Models
Journal of Finance, Forthcoming
Stefan Nagel and
Kenneth J. Singleton
Stanford Graduate School of Business
and
Stanford University-Graduate School of Business
Date Posted: October 05, 2010
Accepted Paper Series
108 downloads
Real-Time Forecast Averaging with ALFRED
FRB of St. Louis Working Paper No. 2010-033A
Chanont Banternghansa and
Michael W. McCracken
Federal Reserve Bank of St. Louis
and
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 05, 2010
Last Revised: October 10, 2010
Working Paper Series
11 downloads
Reality Checks and Nested Forecast Model Comparisons
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 05, 2010
Working Paper Series
36 downloads
Testing for Unconditional Predictive Ability
Federal Reserve Bank of St. Louis Working Paper No. 2010-031A
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 05, 2010
Working Paper Series
24 downloads
Spatial Decentralization and Program Evaluation: Theory and an Example from Indonesia
IZA Discussion Paper No. 5208
Mark M. Pitt and
Nidhiya Menon
Brown University
and
Brandeis University - International Business School
Date Posted: October 04, 2010
Working Paper Series
32 downloads
Foreign Direct Investment and Economic Growth in China: Evidence from a Two-Sector Model
Journal of Financial Management and Analysis, Vol. 23, No. 1, January-June 2010
K.C. Chen
and
Ping Yu
affiliation not provided to SSRN
and
Beijing Normal University (BNU)
Date Posted: October 03, 2010
Accepted Paper Series
Searching for Additional Sources of Inflation Persistence: The Micro-Price Panel Data Approach
National Bank of Belgium Working Paper No. 132
Rafal Raciborski
affiliation not provided to SSRN
Date Posted: October 03, 2010
Working Paper Series
11 downloads
Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise
National Bank of Belgium Working Paper No. 133
Karim Barhoumi
,
Szilard Benk
,
Riccardo Cristadoro ,
Ard den Reijer
,
Audrone Jakaitiene
,
Piotr Jelonek
,
Antonio Rua
,
Gerhard Rünstler
,
Karsten Ruth
and
Christophe Van Nieuwenhuyze
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
,
European Central Bank (ECB)
,
Bank of Italy
,
Sveriges Riksbank - Monetary Policy
,
Vytautas Magnus University
,
European University Institute
,
Bank of Portugal - Economic Research Department
,
European Central Bank
,
J. W. Goethe University Frankfurt
and
National Bank of Belgium
Date Posted: October 03, 2010
Working Paper Series
38 downloads
A Modification of the ESTAR Model and Testing for a Unit Root in a Nonlinear Framework
To Dieu-Hang
and
Tom Kompas
Australian National University (ANU)
and
Australian National University (ANU) - Crawford School of Public Policy
Date Posted: October 02, 2010
Last Revised: January 26, 2011
Working Paper Series
48 downloads
Ranking the Predictive Performances of Value-at-Risk Estimation Methods
Emrah Sener ,
Sayad Baronyan
and
Levent Mengütürk
Ozyegin University; Bank of America; Centre for Computational Finance
,
Center For Computational Finance
and
Center For Computational Finance
Date Posted: October 02, 2010
Working Paper Series
100 downloads
Distinguishing between Consistency and Error in Reliability Coefficients: Improving the Estimation and Interpretation of Information on Measurement Precision
William P. Fisher Jr.
University of California, Berkeley
Date Posted: October 01, 2010
Working Paper Series
84 downloads
Forecast with Judgment and Models
National Bank of Belgium Working Paper No. 153
Francesca Monti
affiliation not provided to SSRN
Date Posted: September 30, 2010
Working Paper Series
18 downloads
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
Massimiliano Caporin ,
Juliusz Pres
and
Hipòlit Torró
University of Padova - Department of Economics and Management "Marco Fanno"
,
Szczecin University of Technology
and
University of Valencia
Date Posted: September 30, 2010
Working Paper Series
103 downloads
Revealing the Arcane: An Introduction to the Art of Stochastic Volatility Models
Alexander Tsyplakov
Novosibirsk State University - Department of Economics
Date Posted: September 30, 2010
Working Paper Series
38 downloads
Using Expert Assessments to Forecast the 2010 House Election
Sanford C. Gordon
New York University (NYU) - Wilf Family Department of Politics
Date Posted: September 30, 2010
Working Paper Series
19 downloads
A Quarterly Econometric Model of the Slovenian Economy
Economic and Business Review, Vol. 8, No. 3, 2006, IER Working Paper, No. 30, 2005
Miroslav Verbic
University of Ljubljana - Faculty of Economics
Date Posted: September 29, 2010
Accepted Paper Series
17 downloads
Chilean Stock Market Expected Return Analysis: A Variance Decomposition
Ercos Valdivieso
affiliation not provided to SSRN
Date Posted: September 28, 2010
Working Paper Series
62 downloads
Evaluating a Monetary Business Cycle Model with Unemployment for the Euro Area
National Bank of Belgium Working Paper No. 173
Nicolas Groshenny
Reserve Bank of New Zealand
Date Posted: September 28, 2010
Working Paper Series
10 downloads
Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
Swiss Finance Institute Research Paper No. 10-41
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 28, 2010
Working Paper Series
128 downloads
Taxation Reforms: A CGE-Microsimulation Analysis for Pakistan
MPIA Working Paper 2010-12
Saira Ahmed
,
Vaqar Ahmed
and
Ahsan Abbas
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 28, 2010
Working Paper Series
89 downloads
An Econometric Analysis of Willingness-to-Pay for Sustainable Development: A Case Study of the Volčji Potok Landscape Area
Ecological Economics, Vol. 68, No. 5, 2009, CEPS ENEPRI Working Paper, No. 53, 2007
Miroslav Verbic
and
Renata Slabe Erker
University of Ljubljana - Faculty of Economics
and
Institute for Economic Research (IER) Slovenia
Date Posted: September 27, 2010
Accepted Paper Series
37 downloads
Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic
Variables Forecasting
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series
Application of Adaptive Neuro-Fuzzy Inference System in Smoothing Transition
Autoregressive Models
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series
Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic
Product Prediction
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series
Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series
Capital Structure of SMEs: To What Extent Does Size Matter?
Nikolaos Daskalakis
and
Eleni Thanou
Small Enterprises Institute IME-GSEVEE
and
University of Crete
Date Posted: September 27, 2010
Working Paper Series
128 downloads
Proposal of Additional Fuzzy Membership Functions in Smoothing Transition
Autoregressive Models
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series
A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 26, 2010
Last Revised: November 09, 2010
Accepted Paper Series
82 downloads
Will the Republicans Retake the House in 2010? A Second Look Over the Horizon
Alfred G. Cuzan
University of West Florida
Date Posted: September 25, 2010
Working Paper Series
18 downloads
Switching Varma Term Structure Models - Extended Version
Banque de France Working Paper No. 191
Alain Monfort and
Fulvio Pegoraro
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: September 24, 2010
Working Paper Series
16 downloads
EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?
DIW Berlin Discussion Paper No. 1009
Guglielmo Maria Caporale ,
Roman Matousek and
Chris Stewart
London South Bank University
,
London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
and
London Metropolitan University
Date Posted: September 23, 2010
Working Paper Series
15 downloads
Forecasting Nonlinear Crude Oil Future Prices
The Energy Journal, Vol. 27, No. 4, 2006
Saeed Moshiri
University of Saskatchewan - STM College
Date Posted: September 23, 2010
Accepted Paper Series
Human Capital Accumulation in Emerging Asia, 1970-2030
Asian Development Bank Economics Working Paper Series No. 216
Jong-Wha Lee and
Ruth H. Francisco
Korea University
and
University of the Philippines, Diliman - School of Economics
Date Posted: September 23, 2010
Working Paper Series
46 downloads
An Inflation Forecasting Model for the Euro Area
Banque de France Working Paper No. 192
Valerie Chauvin
and
Antoine Devulder
Banque de France
and
Banque de France
Date Posted: September 22, 2010
Working Paper Series
41 downloads
Assessing the Shape of the Distribution of Interest Rates: Lessons from French Individual Data
Banque de France Working Paper No. 206
Renaud Lacroix
Banque de France
Date Posted: September 22, 2010
Working Paper Series
12 downloads
Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
Banque de France Working Paper No. 202
Vassilis Hajivassiliou and
Frederique Savignac
London School of Economics & Political Science (LSE) - Department of Economics
and
University Paris-Est Créteil (UPEC)
Date Posted: September 22, 2010
Working Paper Series
41 downloads
Seasonal Adjustment of Monetary Aggregates: Implementation of New Procedures
Renaud Lacroix
and
Laurent Maurin
Banque de France
and
Banque de France
Date Posted: September 22, 2010
Working Paper Series
30 downloads
Welfare Implications of Heterogeneous Labor Markets in a Currency Area
Banque de France Working Paper No. 199
Céline Poilly
and
Jean-Guillaume Sahuc
Banque de France
and
Banque de France - Centre de Recherche
Date Posted: September 22, 2010
Working Paper Series
5 downloads
Oil and US GDP: A Real-Time Out-of-Sample Examination
Francesco Ravazzolo and
Philip Rothman
Norges Bank
and
East Carolina University
Date Posted: September 21, 2010
Working Paper Series
31 downloads
Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
Banque de France Working Paper No. 215
Barhoumi Karim Jr.
,
Gerhard Rünstler
,
Riccardo Cristadoro ,
Ard den Reijer
,
Audrone Jakaitiene
,
Piotr Jelonek
,
Antonio Rua
,
Karsten Ruth
,
Szilard Benk
and
Christophe Van Nieuwenhuyze
affiliation not provided to SSRN
,
European Central Bank
,
Bank of Italy
,
Sveriges Riksbank - Monetary Policy
,
Institute of Mathematics and Informatics
,
European University Institute
,
Bank of Portugal - Economic Research Department
,
J. W. Goethe University Frankfurt
,
European Central Bank (ECB)
and
National Bank of Belgium
Date Posted: September 21, 2010
Working Paper Series
22 downloads
Hedges and Safe Havens: An Examination of Stocks, Bonds, Gold, Oil and Exchange Rates
Cetin Ciner
,
Constantin Gurdgiev
and
Brian M. Lucey
University of North Carolina at Wilmington
,
Trinity College, Dublin
and
Trinity College, Dublin - School of Business
Date Posted: September 19, 2010
Last Revised: January 27, 2013
Working Paper Series
1336 downloads
Regime-Dependent Smile-Adjusted Delta Hedging
ICMA Centre Discussion Paper in Finance No. DP2010-10
Carol Alexander ,
Alexander Rubinov
,
Markus Kalepky
and
Stamatis Leontsinis
University of Reading - ICMA Centre
,
Technical University Munich
,
Technical University Munich
and
University of Reading - ICMA Centre
Date Posted: September 19, 2010
Last Revised: April 30, 2011
Working Paper Series
135 downloads
Business Surveys Modelling with Seasonal-Cyclical Long Memory Models
Banque de France Working Paper No. 224
Laurent Ferrara
and
Dominique Guegan
Banque de France
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: September 17, 2010
Working Paper Series
15 downloads
Econometric Asset Pricing Modelling
Banque de France Working Paper No. 223
Henri Bertholon
,
Alain Monfort and
Fulvio Pegoraro
Conservatoire National des Arts et Métiers (CNAM)
,
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: September 17, 2010
Working Paper Series
33 downloads
Monthly Forecasting of French GDP: A Revised Version of the Optim Model
Banque de France Working Paper No. 222
Barhoumi Karim Jr. ,
Véronique Brunhes-Lesage
,
Olivier Darné
,
Laurent Ferrara
,
Bertrand Pluyaud
and
Béatrice Rouvreau
Banque de France - Economic Study and Research Division
,
Banque de France
,
Banque de France
,
Banque de France
,
Banque de France
and
Banque de France
Date Posted: September 17, 2010
Working Paper Series
19 downloads
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