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JEL Code: C5
1,171,076 Total downloads
Showing Papers 2,021 - 2,070 of 5,955
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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
1338 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
Calibrating the Nelson-Siegel-Svensson Model
Manfred Gilli ,
Stefan Grosse
and
Enrico Schumann
University of Geneva - Department of Economics
,
NORD/LB
and
VIP Value Investment Professionals AG
Date Posted: September 16, 2010
Last Revised: April 22, 2011
Working Paper Series
275 downloads
Nexus between Government Expenditure on Education and Economic Growth: Empirical Evidences from India
Romanian Journal for Multidimensional Education, Vol. 3, No. 6, pp. 73-85, April 2011
Abhijeet Chandra
Indian Institute of Technology Madras
Date Posted: September 16, 2010
Last Revised: May 02, 2011
Accepted Paper Series
118 downloads
No-Arbitrage Near-Cointegrated Var(p) Term Structure Models, Term Premia and GDP Growth
Caroline Jardet
,
Alain Monfort and
Fulvio Pegoraro
Banque de France - Economics and Finance Research Center
,
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 16, 2010
Last Revised: June 09, 2011
Working Paper Series
37 downloads
A g-and-h Copula Approach to Risk Measurement in Multivariate Financial Models
Markus Huggenberger
and
Timo Klett
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
and
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
Date Posted: September 15, 2010
Last Revised: December 18, 2010
Working Paper Series
199 downloads
Are Disaggregate Data Useful for Factor Analysis in Forecasting French GDP?
Banque de France Working Paper No. 232
Barhoumi Karim Jr. ,
Olivier Darné
and
Laurent Ferrara
Banque de France - Economic Study and Research Division
,
Banque de France
and
Banque de France
Date Posted: September 14, 2010
Working Paper Series
15 downloads
Model Selection and Testing of Conditional and Stochastic Volatility Models
Massimiliano Caporin and
Michael McAleer
University of Padova - Department of Economics and Management "Marco Fanno"
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: September 14, 2010
Working Paper Series
207 downloads
Model Stability and the Subprime Mortgage Crisis
Journal of Real Estate Finance and Economics, Forthcoming
Xudong An
,
Yongheng Deng ,
Eric Rosenblatt and
Vincent W. Yao
San Diego State University - Department of Finance
,
National University of Singapore (NUS) - Institute of Real Estate StudiesNational University of Singapore
,
Federal National Mortgage Association (Fannie Mae) - Research
and
affiliation not provided to SSRN
Date Posted: September 14, 2010
Accepted Paper Series
131 downloads
Closed Form Solutions of Measures of Systemic Risk
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: September 12, 2010
Last Revised: November 18, 2012
Working Paper Series
182 downloads
Robust Value at Risk Prediction: Appendix
Loriano Mancini
and
Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne
and
Swiss Finance Institute
Date Posted: September 12, 2010
Working Paper Series
104 downloads
The Interactive Causality between Higher Education and Economic Growth in Romania
Proceedings of Annual London Business Research Conference, 2010
Lucian Belașcu
and
Daniela Emanuela Danacica
Lucian Blaga University of Sibiu
and
Constantin Brancusi University of Targu-Jiu, Faculty of Economics and Business Administration
Date Posted: September 12, 2010
Accepted Paper Series
47 downloads
Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?
Economic Research Initiatives at Duke (ERID) Working Paper Series No. 56
Dong-Hyun Ahn
,
In Seok Baek
and
A. Ronald Gallant
Seoul National University - School of Economics
,
Samsung Asset Management
and
Duke University - Fuqua School of Business, Economics Group
Date Posted: September 10, 2010
Last Revised: January 23, 2011
Working Paper Series
63 downloads
Modeling Exchange Rate Dependence Dynamics at Different Time Horizons
Journal of International Money and Finance, Vol. 29, pp. 1687-1705, 2010
Alexandra Dias and
Paul Embrechts
University of Leicester School of Management
and
Swiss Federal Institute of Technology Zurich
Date Posted: September 10, 2010
Last Revised: March 07, 2011
Accepted Paper Series
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
Economic Research Initiatives at Duke (ERID) Working Paper Series No. 57
A. Ronald Gallant ,
Han Hong and
Ahmed Khwaja
Duke University - Fuqua School of Business, Economics Group
,
Duke University - Department of Economics
and
Yale School of Management
Date Posted: September 09, 2010
Working Paper Series
100 downloads
Continuous-Time Modeling in Econometrics and Engineering
Arie Ten Cate
CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: September 08, 2010
Working Paper Series
Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
Arnold Polanski and
Evarist Stoja
University of East Anglia
and
University of Bristol
Date Posted: September 08, 2010
Working Paper Series
34 downloads
Estimation and Inference in Arch Models in the Presence of Outliers
Journal of Financial Econometrics, Vol. 8, No. 4, pp. 547-569, 2010
Allan Gregory
and
Jonathan J. Reeves
Queen's University
and
Australian School of Business, University of New South Wales
Date Posted: September 08, 2010
Accepted Paper Series
Does Disagreement Amongst Forecasters Have Predictive Value?
Tinbergen Institute Discussion Paper No. 10-088/4
Rianne Legerstee
and
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: September 07, 2010
Working Paper Series
27 downloads
Modelling and Forecasting Imported Japanese Parts Content of US Transplants: An Error Correction and State Space Approach
Date Posted: September 06, 2010
Working Paper Series
17 downloads
Predicting Probability of Default of Russian Public Companies on the Basis of Financial and Market Variables
Victor Maleev
and
Tatiana Nikolenko
Independent
and
Independent
Date Posted: September 06, 2010
Working Paper Series
63 downloads
Credit Constraints, Health Care Choices and Health Outcomes
Chandra Shekhar Kumar
affiliation not provided to SSRN
Date Posted: September 05, 2010
Working Paper Series
2 downloads
Non-Life Insurance Risk Models Under Inflation
Nicolai Schipper Jespersen
Copenhagen Business School
Date Posted: September 05, 2010
Working Paper Series
94 downloads
Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
CAMA Working Paper Series 25/2010
Don Harding
Department of Economics and Finance, Latrobe University
Date Posted: September 04, 2010
Last Revised: November 12, 2010
Working Paper Series
4 downloads
A Non-Parametric Model-Based Approach to Uncertainty and Risk Analysis of Macroeconomic Forecast
Bank of Italy Temi di Discussione (Working Paper) No. 758
Claudia Miani
and
Stefano Siviero
Bank of Italy
and
Bank of Italy
Date Posted: September 03, 2010
Working Paper Series
31 downloads
Modeling the Evolution of Implied CDO Correlations
Financial Markets and Portfolio Management, Vol. 24, No. 3, 2010
Marius Hofert
,
Matthias A. Scherer
and
Rudi Zagst
ETH Zurich, RiskLab, Department of Mathematics
,
Technische Universität München (TUM)
and
Technische Universität München (TUM) - HVB Institute for Mathematical Finance
Date Posted: September 03, 2010
Accepted Paper Series
Increased Trading Hours and its Post-Impact on Market Efficiency: Empirical Evidence from the Indian Stock Market
Ajay Kumar Chauhan
and
Khagesh Agarwal
Lal Bahadur Shastri Institute of Management, Delhi
and
DE Shaw & Co.
Date Posted: September 02, 2010
Last Revised: October 24, 2011
Working Paper Series
122 downloads
Soft Information and Economic Activity: Evidence from the Beige Book
Shibley Sadique
,
Francis Haeuck In
,
Madhu Veeraraghavan
and
Paul Wachtel
Monash University - Department of Accounting and Finance
,
Monash University - Department of Accounting and Finance
,
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
and
New York University - Stern School of Business
Date Posted: September 02, 2010
Working Paper Series
48 downloads
Down the Non-Linear Road from Oil to Consumer Energy Prices: Not Much Asymmetry Along the Way
Bank of Italy Temi di Discussione (Working Paper) No. 751
Fabrizio Venditti
Bank of Italy
Date Posted: September 01, 2010
Working Paper Series
33 downloads
Estimating DSGE Models with Unknown Data Persistence
Bank of Italy Temi di Discussione (Working Paper) No. 750
Gianluca Moretti
and
Giulio Nicoletti
Bank of Italy
and
Bank of Italy
Date Posted: September 01, 2010
Working Paper Series
23 downloads
Forecast Densities for Economic Aggregates from Disaggregate Ensembles
CAMA Working Paper No. 10/2010
Francesco Ravazzolo and
Shaun P. Vahey
Norges Bank
and
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: August 31, 2010
Working Paper Series
16 downloads
Identification of Models of the Labor Market
FRB of Chicago Working Paper No. 2010-08
Eric French and
Christopher Taber
Federal Reserve Bank of Chicago
and
National Bureau of Economic Research (NBER)
Date Posted: August 31, 2010
Last Revised: September 27, 2010
Working Paper Series
59 downloads
Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process
Howard Howan Stephen Shek
Stanford University
Date Posted: August 31, 2010
Last Revised: September 26, 2011
Working Paper Series
376 downloads
The Elephant in the Corner: A Cautionary Tale About Measurement Error in Treatment Effects Models
IZA Discussion Paper No. 5140
Daniel L. Millimet
Southern Methodist University (SMU) - Department of Economics
Date Posted: August 30, 2010
Working Paper Series
21 downloads
Predicting Probability of Default of Russian Companies on the Basis of Financial Variables
Victor Maleev
and
Tatiana Nikolenko
Independent
and
Independent
Date Posted: August 30, 2010
Working Paper Series
173 downloads
Securitization Rating Performance and Agency Incentives
Finance and Corporate Governance Conference 2011 Paper
Daniel Roesch
and
Harald Scheule
Leibniz University Hannover
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 30, 2010
Last Revised: February 15, 2011
Working Paper Series
259 downloads
An Integrated Model for Hybrid Securities
Management Science, Vol. 53, No. 9, pp. 1439-1451, 2007
Sanjiv Ranjan Das and
Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business
and
New York University (NYU) - Department of Finance
Date Posted: August 29, 2010
Last Revised: March 14, 2011
Accepted Paper Series
A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Last Revised: August 31, 2010
Working Paper Series
105 downloads
Additional Smoothing Transition Autoregressive Models
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
34 downloads
Application of Adaptive Network-Based Fuzzy Inference System (ANFIS) with Genetic Algorithms in Crisis Periods Prediction
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
127 downloads
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