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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months:
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To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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5,722,240
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77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C22
533,711 Total downloads
Showing Papers 2,201 - 2,250 of 3,420
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Incl. Electronic Paper Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
Guillermo Benavides and Carlos Capistrán
Banco de Mexico and Banco de México
Date Posted: August 29, 2008
Last Revised: January 20, 2009
Working Paper Series
129 downloads

Incl. Electronic Paper Forecasting Exchange Rate Volatility at High Frequency Data: Is the Euro Different?
Georgios E. Chortareas , John Nankervis and Ying Jiang
University of Athens - Faculty of Economics , University of Essex - Department of Accounting, Finance & Management and University of Nottingham Ningbo
Date Posted: March 09, 2007
Working Paper Series
375 downloads

Incl. Electronic Paper Forecasting Exchange Rate Volatility
Ercan Balaban
affiliation not provided to SSRN
Date Posted: January 28, 2004
Working Paper Series
352 downloads

Forecasting Electricity Infeed for Distribution System Networks: An Analysis of the Dutch Case
Energy, Forthcoming
Fehmi Tanrisever , Kursad Derinkuyu and Michael Heeren
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences , University of Turkish Aeronautical Association and Capgemini Consulting
Date Posted: May 18, 2013
Accepted Paper Series

Incl. Electronic Paper Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements
Tinbergen Institute Working Paper No. TI 04-016/4
Siem Jan Koopman , Borus Jungbacker and Eugenie Hol Uspensky
VU University Amsterdam , VU University Amsterdam - Department of Economics and University of Birmingham - Department of Accounting and Finance
Date Posted: February 13, 2004
Working Paper Series
825 downloads

Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models
Journal of Banking and Finance, Forthcoming
Shiu-yan Eddie Pong , Mark B. Shackleton , Stephen J. Taylor and Xinzhong Xu
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Peking University - Guang Hua School of Management
Date Posted: December 10, 2003
Accepted Paper Series

Incl. Electronic Paper Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models
Lancaster University Working Paper; EFA 2002 Berlin Meetings Presented Paper
Shiu-yan Eddie Pong , Mark B. Shackleton , Stephen J. Taylor and Xinzhong Xu
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Peking University - Guang Hua School of Management
Date Posted: March 16, 2002
Working Paper Series
1193 downloads

Incl. Electronic Paper Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
Yu-Chin Chen and Wen-Jen Tsay
University of Washington - Department of Economics and Academia Sinica - Institute of Economics
Date Posted: March 10, 2011
Last Revised: May 01, 2011
Working Paper Series
294 downloads

Incl. Electronic Paper Forecasting Asymmetric Unemployment Rates
Philip Rothman and James H. Stock
East Carolina University - Department of Economics and Harvard University - Department of Economics
Date Posted: February 01, 1997
Working Paper Series
328 downloads

Forecasting Asymmetric Unemployment Rates
Review of Economics and Statistics, 1997
Philip Rothman and James H. Stock
East Carolina University - Department of Economics and Harvard University - Department of Economics
Date Posted: February 03, 1997
Accepted Paper Series

Incl. Electronic Paper Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels Versus Logs of the Underlying Price Index
EUI Max Weber Programme Working Paper No. 2009/37
Helmut Luetkepohl and Fang Xu
European University Institute and European University Institute
Date Posted: November 14, 2009
Working Paper Series
42 downloads

Incl. Electronic Paper Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points
FRB of New York Staff Report No. 196
Simon Potter and Gary Koop
Federal Reserve Bank of New York and University of Leicester - Department of Economics
Date Posted: December 10, 2004
Working Paper Series
124 downloads

Incl. Electronic Paper Forecasting Accuracy of Crude Oil Futures Prices
IMF Working Paper No. 91/93
Manmohan Kumar
International Monetary Fund (IMF) - Research Department
Date Posted: February 15, 2006
Working Paper Series
384 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests Based on Multi-Horizon Bounds
CEPR Discussion Paper No. DP8194
Andrew J. Patton and Allan G. Timmermann
Duke University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: January 31, 2011
Working Paper Series
1 downloads

Forecast Performance of Nonlinear Error-Correction Models with Multiple Regimes
Journal of Forecasting, Forthcoming
Zacharias Psaradakis and Fabio Spagnolo
University of London, Birkbeck College - School of Economics, Mathematics and Statistics and Brunel University - Economics and Finance
Date Posted: December 07, 2004
Accepted Paper Series

Incl. Electronic Paper Forecast Optimality Tests in the Presence of Instabilities
Economic Research Initiatives at Duke (ERID) Working Paper No. 109
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA and Bank of Canada
Date Posted: August 25, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper Forecast of Hotel Overnights in the Autonomous Region of the Azores
Carlos Alberto Silva Melo Santos , Gualter Couto and Pedro Miguel Pimentel
University of the Azores , University of the Azores and University of the Azores
Date Posted: April 20, 2010
Working Paper Series
21 downloads

Incl. Electronic Paper Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: May 04, 2011
Working Paper Series
32 downloads

Incl. Fee Electronic Paper Forecast Encompassing and Parameter Estimation
Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 815-835, December 2005
David I. Harvey and Paul Newbold
University of Nottingham - School of Economics and University of Nottingham - School of Economics
Date Posted: February 03, 2006
Accepted Paper Series
19 downloads

Incl. Fee Electronic Paper Forecast Combinations
CEPR Discussion Paper No. 5361
Allan G. Timmermann
University of California, San Diego (UCSD) - Department of Economics
Date Posted: January 26, 2006
Working Paper Series
54 downloads

Incl. Electronic Paper Forecast Combinations
CREATES Research Paper No. 2010-21
Marco Aiolfi , Carlos Capistrán and Allan G. Timmermann
Bocconi University , Banco de México and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 19, 2010
Working Paper Series
122 downloads

Incl. Electronic Paper Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weights
Tinbergen Institute Discussion Paper 09-061/4
Lennart F. Hoogerheide , Richard Kleijn , Francesco Ravazzolo , H. K. van Dijk and Marno Verbeek
Vrije Universiteit Amsterdam - Dept. of Econometrics , affiliation not provided to SSRN , Norges Bank , Tinbergen Institute and Erasmus University - Rotterdam School of Management
Date Posted: July 17, 2009
Working Paper Series
121 downloads

Incl. Electronic Paper Foodgrain Price Policies in India: The Effects on Foodgrain Production and Rural Poverty 1951-2001
Applied Econometrics and International Development, Vol. 5, No. 3, 2005
Edgar J. Wilson
University of Wollongong - School of Economics and Information Systems
Date Posted: August 21, 2008
Accepted Paper Series
21 downloads

Incl. Electronic Paper Food, Energy and Environment: Is Bioenergy the Missing Link?
LICOS Discussion Paper No. 292/2011
Pavel Ciaian and d'Artis Kancs
Catholic University of Leuven (KUL) - LICOS Center for Transition Economics and Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance
Date Posted: January 29, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Food Versus Fuel: Causality and Predictability in Distribution
IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi University Working Paper No. 56,
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 27, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Food Versus Fuel: Causality and Predictability in Distribution
USAEE Working Paper No. 13-117
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 23, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Food Versus Fuel: Causality and Predictability in Distribution
FEEM Working Paper No. 23.2013
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 04, 2013
Working Paper Series
15 downloads

Focus on Present Status and Determinants of Dividend Payout Policy: Athens Stock Exchange in Perspective
Journal of Financial Management and Analysis, Vol. 20, No. 2, July-December 2007
Demetrios L. Papadopoulos and Dimitrios Charalambidis
University of Macedonia and University of Macedonia
Date Posted: March 07, 2008
Accepted Paper Series

Incl. Electronic Paper Fluctuations in Confidence and Asymmetric Business Cycles
FRB of New York Staff Report No. 66
Simon Potter
Federal Reserve Bank of New York
Date Posted: August 05, 1999
Working Paper Series
110 downloads

Incl. Electronic Paper Flow on Conjunctural Information and Forecast of Euro Area Economic Activity
ECB Working Paper No. 925
Katja Drechsel and Laurent Maurin
Universität Osnabrück - Faculty of Business Administration - Department of Economics and European Central Bank (ECB) - Directorate General Economics
Date Posted: August 19, 2008
Working Paper Series
26 downloads

Incl. Electronic Paper Flexible Modelling of Dependence in Volatility Processes
Maria Kalli and Jim E. Griffin
Canterbury Christ Church University College - Business School and University of Kent
Date Posted: February 28, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Flexible Fourier Stationary Test in GDP Per Capita for Central Eastern European Countries
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 29, No. 1, 2011, pp. 51-63
Hsu-Ling Chang , Chi -Wei Su and Meng-Nan Zhu
Department of Finance, Xiamen University , Tamkang University, Taipei, Taiwan and Department of Finance, Xiamen University
Date Posted: May 18, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators
CAE Working Paper No. 06-04
Nigar Hashimzade and Timothy J. Vogelsang
University of Exeter Business School and Cornell University
Date Posted: January 11, 2007
Working Paper Series
16 downloads

Incl. Electronic Paper Fitting of Threshold Models for Time Series
University of California, San Diego Economics Discussion Paper 97-13
Rainer Schlittgen
Institut for Statistik and Econometry
Date Posted: January 12, 1998
Working Paper Series
257 downloads

Incl. Electronic Paper Fiscal Solvency and Fiscal Forecasting in Europe
IGIER Working Paper No. 142
Michael J. Artis and Massimiliano Giuseppe Marcellino
University of Manchester - Institute for Political & Economic Governance (IPEG) and European University Institute
Date Posted: July 21, 1998
Working Paper Series
147 downloads

Incl. Electronic Paper Fiscal Regimes in the EU
KU Leuven Center for Economic Studies Discussion Paper No. DPS13.06
Antonio Afonso and Priscilla Toffano
Technical University of Lisbon - ISEG (School of Economics and Management) and KU Leuven
Date Posted: May 07, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Fiscal Regimes in the EU
ECB Working Paper No. 1529
António Afonso and Priscilla Toffano
European Central Bank (ECB) and KU Leuven
Date Posted: May 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Fiscal Regimes in the EU
ISEG Economics Working Paper No. 10/2013/DE/UECE
Antonio Afonso and Priscilla Toffano
Technical University of Lisbon - ISEG (School of Economics and Management) and KU Leuven
Date Posted: April 28, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS
CESifo Working Paper Series No. 4001
Gabriella Deborah Legrenzi and Costas Milas
Keele University - Department of Economics and Keele University
Date Posted: November 21, 2012
Working Paper Series
31 downloads

Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU
Journal of International Financial Markets, Institutions and Money, Vol. 17, No. 3, pp. 261-276, 2007
Antonio Afonso and Rolf Strauch
Technical University of Lisbon - ISEG (School of Economics and Management) and European Central Bank (ECB)
Date Posted: June 11, 2007
Accepted Paper Series

Incl. Electronic Paper Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU
ECB Working Paper No. 303
Antonio Afonso and Rolf Strauch
Technical University of Lisbon - ISEG (School of Economics and Management) and European Central Bank (ECB)
Date Posted: February 13, 2004
Working Paper Series
260 downloads

Incl. Electronic Paper First Difference MLE and Dynamic Panel Estimation
Cowles Foundation Discussion Paper No. 1780
Chirok Han and Peter C. B. Phillips
University of Auckland - Department of Economics and Yale University - Cowles Foundation
Date Posted: January 12, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models
Banco de Espana Working Paper No. 1204
Rocio Alvarez , Maximo Camacho and Gabriel Perez-Quiros
Universidad de Alicante , Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: February 12, 2012
Working Paper Series
21 downloads

Incl. Fee Electronic Paper Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models
CEPR Discussion Paper No. DP8867
Rocio Alvarez , Maximo Camacho and Gabriel Pérez-Quirós
Universidad de Alicante , Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: April 04, 2012
Working Paper Series

Incl. Electronic Paper Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests
Artur C.B. da Silva Lopes
Technical University of Lisbon - Faculty of Economics and Management & CEMAPRE
Date Posted: February 08, 2006
Working Paper Series
29 downloads

Incl. Electronic Paper Finite Sample Comparison of Alternative Estimators of Itô Diffusion Processes -- A Monte Carlo Study
Journal of Computational Finance, 1999 (2), Nov. 3, 1-34
George J. Jiang and John Knight
Washington State University and University of Western Ontario - Department of Economics
Date Posted: October 02, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper Financial Volatility Forecasting
Economic & Financial Computing, Vol. 10, No. 3, Autumn 2000
Michalis N. Vafopoulos
National Technical University of Athens (NTUA)
Date Posted: July 17, 2011
Accepted Paper Series
51 downloads

Incl. Electronic Paper Financial Stress Index: Identification of Systemic Risk Conditions
24th Australasian Finance and Banking Conference 2011 Paper
Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 28, 2011
Last Revised: April 06, 2013
Working Paper Series
211 downloads

Incl. Electronic Paper Financial Stress Index: A Lens for Supervising the Financial System
FRB of Cleveland Policy Discussion Paper No. 12-37
Mikhail V. Oet , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: April 06, 2013
Accepted Paper Series
73 downloads

Financial Statistical Modelling With a New Nature-Inspired Technique
Presented in the 1st European Symposium on Nature-Inspired Smart-Information Systems (NISIS), Albufeira, Portugal, 2005
Nikos S. Thomaidis , George D. Dounias and Nick Kondakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory , University of the Aegean - Department of Financial Engineering and Management and NGSQ International, Ltd
Date Posted: March 24, 2006
Last Revised: June 22, 2011
Working Paper Series


 

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