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484,961
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Papers with
238,981
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JEL Code: C22
534,788 Total downloads
Showing Papers 2,151 - 2,200 of 3,424
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'Google It!' Forecasting the US Unemployment Rate with A Google Job Search Index FEEM Working Paper No. 31.2010
Francesco D’Amuri
and
Juri Marcucci
Date Posted: April 22, 2010273 downloads
'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos
and
Tao Wang
Date Posted: November 28, 2007195 downloads
'Some Unpleasant Fiscal Arithmetic': The Role of Monetary and Fiscal Policy in Public Debt Dynamics Since the 1970s Bank of Finland Research Discussion Paper No. 28/2007
Harri Hasko
Date Posted: January 11, 200888 downloads
(Fractional) Beta Convergence Journal of Monetary Economics,Vol. 45, No. 1, February 1,2000
Claudio Michelacci
Date Posted: September 23, 2001
(Un)Predictability and Macroeconomic Stability CEPR Discussion Paper No. DP6594
Antonello D'Agostino
,
Domenico Giannone and
Paolo Surico
Date Posted: June 06, 20082 downloads
(Un)Predictability and Macroeconomic Stability ECB Working Paper No. 605
Antonello D'Agostino
,
Domenico Giannone and
Paolo Surico
Date Posted: April 24, 2006123 downloads
(When) Should Cointegrating Regressions be Detrended? The Case of a German Money Demand Function Empirical Economics, Vol. 24, No. 1, 1999
Uwe Hassler
Date Posted: March 15, 1999
25 Years of IIF Time Series Forecasting: A Selective Review Tinbergen Institute Discussion Papers No. TI 05-068/4
Jan G. De Gooijer and
Rob J. Hyndman
Date Posted: June 24, 2005352 downloads
k -Nearest Neighbour Estimation of Inverse-Density-Weighted Expectations with Dependent DataEconometric Theory, Vol. 28, No. 4, 2012
Ba M. Chu
and
David T. Jacho-Chávez
Date Posted: May 10, 2011Last Revised: August 27, 201256 downloads
A 'Long March' Perspective on Tobacco Use in Canada Canadian Journal of Economics, Vol. 38, No. 2, pp. 366-393, May 2005
Nikolay Gospodinov
and
Ian Irvine
Date Posted: April 01, 200520 downloads
A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of economic series Queen Mary, University of London Economics Working Paper No. 514
Loukia Meligkotsidou
,
Elias Tzavalis and
Ioannis D. Vrontos
Date Posted: July 26, 200495 downloads
A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-Sectional Dependence
Loukia Meligkotsidou
,
Elias Tzavalis and
Ioannis D. Vrontos
Date Posted: January 29, 200961 downloads
A Bayesian Analysis of Unobserved Component Models Using Ox Tinbergen Institute Discussion Paper No. 11-048/4
Charles S. Bos
Date Posted: March 04, 2011
A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series
Christian T. Brownlees
and
Marina Vannucci
Date Posted: February 09, 2010Last Revised: November 27, 2012184 downloads
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Chang-Jin Kim and
Charles R. Nelson
Date Posted: March 12, 1999270 downloads
A Bayesian Semiparametric Model for Volatility with a Leverage Effect
Eleni-Ioanna Delatola
and
Jim E. Griffin
Date Posted: November 22, 2011105 downloads
A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Reza Solgi and
Antonietta Mira
Date Posted: November 11, 2012Last Revised: May 18, 201343 downloads
A Better Asymmetric Model of Changing Volatility in Stock Returns: Trend-GARCH Universität Bayreuth Diskussionspapier No. 03-05,
Christian Bauer
Date Posted: July 25, 200794 downloads
A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation Journal of Applied Econometrics, Forthcoming
Nikolaus Hautsch ,
Lada M. Kyj
and
Roel C. A. Oomen
Date Posted: October 18, 2009Last Revised: August 22, 2010197 downloads
A Bootstrap-Based Nonparametric Forecast Density International Journal of Forecasting, Vol. 24, 2008
Sebastiano Manzan
and
Dawit Zerom
Date Posted: February 04, 200963 downloads
A Causality Test Between Financial Deepening and Growth UCB Department of Economics Working Paper
Adolfo Sachsida
Date Posted: June 04, 2001614 downloads
A Causality-in-Variance Test and Its Application to Financial Market Prices UCSC Working Paper 94-298
Lilian K. Ng
Date Posted: August 22, 1998
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics Applied Economics Letters, Vol. 12, No. 12, pp. 775-780, 2005
Sergio Bianchi
Date Posted: July 18, 2011
A Characterization of Oil Price Behavior - Evidence from Jump Models CESifo Working Paper Series No. 3644
Marc Gronwald
Date Posted: November 30, 201149 downloads
A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation Tinbergen Institute Discussion Paper No. 2011-004/4
Lennart F. Hoogerheide
,
Anne Opschoor
and
H. K. van Dijk
Date Posted: January 10, 201145 downloads
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation Tinbergen Institute Discussion Paper No. 12-026/4
Lennart F. Hoogerheide
,
Anne Opschoor
and
H. K. van Dijk
Date Posted: March 25, 201231 downloads
A Class of Nonlinear Stochastic Volatility Models Univ. of Auckland, Economics Working Paper No. 229
Jun Yu and
Zhenlin Yang
Date Posted: May 04, 2002286 downloads
A Class of Simple Distribution-Free Rank-Based Unit Root Tests CentER Discussion Paper Series No. 2010-72 (revision of 2009-02)
Marc Hallin ,
Ramon van den Akker
and
Bas J. M. Werker
Date Posted: July 30, 201011 downloads
A Class of Simple Distribution-Free Rank-Based Unit Root Tests CentER Discussion Paper Series No. 2011-002 (Revision of 2009-02, 2010-72)
Marc Hallin ,
Ramon van den Akker
and
Bas J. M. Werker
Date Posted: January 23, 201115 downloads
A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests CentER Discussion Paper Series No. 2009-02
Marc Hallin ,
Ramon van den Akker
and
Bas J. M. Werker
Date Posted: January 13, 200927 downloads
A Closed-form Estimator for the GARCH(1,1)-Model
Dennis Kristensen
and
Oliver B. Linton
Date Posted: January 24, 2005170 downloads
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility Rice University and University of Texas at Dallas Working Paper
Jeff Fleming and
Chris Kirby
Date Posted: October 01, 2003866 downloads
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility Journal of Financial Econometrics, Vol. 1, No. 3, Winter 2003
Jeff Fleming and
Chris Kirby
Date Posted: October 01, 2003
A Comparative Study between the Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using its Weights and the Classical Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using the Real Values of its Components Conference Book's Papers, 2008
Ciprian Ionel Turturean
Date Posted: February 24, 200828 downloads
A Comparative Study of Forward Rate Unbiased Hypothesis in Tunisian and Indian Foreign Exchange Markets
Rohit Vishal Kumar
and
Dhekra Azouzi
affiliation not provided to SSRN
Date Posted: January 16, 2011Last Revised: January 30, 201175 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
Date Posted: October 27, 1999
A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
Bülent Köksal
Date Posted: May 27, 2009Last Revised: October 31, 200961 downloads
A Comparison of Estimators Daily Realised Volatility Finance Letters, Vol. 1, No. 1, 2003
Bernard Bollen
and
Brett Inder
Date Posted: June 06, 2003
A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran
and
Jiri Witzany
Date Posted: February 23, 2011Last Revised: March 07, 2011219 downloads
A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models CIRANO - Scientific Publications No. 2011s-13
Luc Bauwens ,
Gary Koop
,
Dimitris Korobilis and
J. V. K. Rombouts
Date Posted: January 27, 201150 downloads
A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates Bank of England Working Paper No. 44
Marco Bianchi
Date Posted: April 14, 1998
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
Date Posted: April 09, 1999
A Comparison of the Real-Time Performance of Business Cycle Dating Methods FRB St. Louis Working Paper No. 2005-021A
Marcelle Chauvet and
Jeremy Piger
Date Posted: July 28, 2005100 downloads
A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
Prasad V. Bidarkota
Date Posted: October 27, 200347 downloads
A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process Cowles Foundation Discussion Paper No. 1586
Offer Lieberman and
Peter C. B. Phillips
Date Posted: October 17, 200648 downloads
A Component GARCH Model With Time Varying Weights CORE Discussion Paper No. 2007/19
Luc Bauwens and
Giuseppe Storti
Date Posted: August 16, 2007247 downloads
A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data Proceedings of the 24th Samahang Pisika ng Pilipinas National Physics Congress, Vol. 3, pp. 1-4, 2006
Rolando Danganan Navarro Jr.
and
Jose Ramon Albert
Date Posted: January 30, 200756 downloads
A Comprehensive Analysis of the Short-Term Interest Rate Dynamics
Turan G. Bali and
Liuren Wu
Date Posted: April 15, 2005599 downloads
A Computational Method for Estimating Continuum Factor Models Computational Statistics, Vol. 12, No.4 (1997)
Sara Sjostedt and
Anders Barrlund
Date Posted: March 02, 1998
A Conditional CAPM Model with Local Covariates for Detecting and Evaluating Active Management
Massimiliano Caporin and
Francesco Lisi
Date Posted: September 27, 2009101 downloads
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