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Abstracts: 566,342
Full Text Papers: 468,461
Authors: 262,596
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Last 12 months: 9,720,147
Last 30 days: 793,623

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Total References: 9,064,481
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SSRN eLibrary Search Results
JEL Code: C22
611,817 Total downloads
Showing Papers 221 - 270 of 3,853
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Incl. Electronic Paper '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
Bank of Italy and Bank of Italy
Date Posted: April 22, 2010
Working Paper Series
337 downloads

Incl. Electronic Paper 'Loose Lips Sinking Markets?': The Impact of Political Communication on Sovereign Bond Spreads
ECB Occasional Paper No. 150, July 2013
Thomas Pihl Gade , Gabriel Glöckler , Marion Salines and Steffen Strodthoff
National Bank of Denmark , European Central Bank (ECB) , European Central Bank (ECB) and Deutsche Bundesbank
Date Posted: July 09, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
214 downloads

Incl. Electronic Paper '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
Bank of Finland - Monetary Policy
Date Posted: January 11, 2008
Working Paper Series
94 downloads

(Fractional) Beta Convergence
Journal of Monetary Economics,Vol. 45, No. 1, February 1,2000
Claudio Michelacci
Centre for Monetary and Financial Studies (CEMFI)
Date Posted: September 23, 2001
Accepted Paper Series

Incl. Electronic Paper (Un)Predictability and Macroeconomic Stability
ECB Working Paper No. 605
Antonello D'Agostino , Domenico Giannone and Paolo Surico
Central Bank and Financial Services Authority of Ireland , LUISS Guido Carli University and London Business School - Department of Economics
Date Posted: April 24, 2006
Working Paper Series
135 downloads

Incl. Fee Electronic Paper (Un)Predictability and Macroeconomic Stability
CEPR Discussion Paper No. DP6594
Antonello D'Agostino , Domenico Giannone and Paolo Surico
Central Bank and Financial Services Authority of Ireland , LUISS Guido Carli University and London Business School - Department of Economics
Date Posted: June 06, 2008
Working Paper Series
2 downloads

(When) Should Cointegrating Regressions be Detrended? The Case of a German Money Demand Function
Empirical Economics, Vol. 24, No. 1, 1999
Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: March 15, 1999
Accepted Paper Series

Incl. Electronic Paper 150 Years of Italian Co2 Emissions and Economic Growth
CEIS Working Paper No. 320
Barbara Annicchiarico , Anna Rita Bennato and Emilio Zanetti Chini
University of Rome II - Department of Economics and Law , Centre for Competition Policy, University of East Anglia and University of Rome II - Department in Economics, Law and Institutions
Date Posted: August 08, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper 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
University of Amsterdam - Department of Quantitative Economics (KE) and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 24, 2005
Working Paper Series
360 downloads

Incl. Electronic Paper k-Nearest Neighbour Estimation of Inverse-Density-Weighted Expectations with Dependent Data
Econometric Theory, Vol. 28, No. 4, 2012
Ba M. Chu and David T. Jacho-Chávez
Carleton University and Emory University - Department of Economics
Date Posted: May 10, 2011
Last Revised: August 27, 2012
Accepted Paper Series
66 downloads

Incl. Fee Electronic Paper 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
Federal Reserve Bank of Atlanta and Concordia University, Quebec - Department of Economics
Date Posted: April 01, 2005
Accepted Paper Series
20 downloads

A 'Time Series' Approach on the Chinese Exchange Rate Regime
Marco Mele Sr.
Luspio University - School of Political Sciences
Date Posted: August 27, 2014
Working Paper Series

Incl. Electronic Paper 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
University of Athens , University of London - Queen Mary - Department of Economics and Athens University of Economics and Business
Date Posted: July 26, 2004
Working Paper Series
98 downloads

Incl. Electronic Paper A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-Sectional Dependence
Loukia Meligkotsidou , Elias Tzavalis and Ioannis D. Vrontos
University of Athens , University of London - Queen Mary - Department of Economics and Athens University of Economics and Business
Date Posted: January 29, 2009
Working Paper Series
66 downloads

A Bayesian Analysis of Unobserved Component Models Using Ox
Tinbergen Institute Discussion Paper No. 11-048/4
Charles S. Bos
VU University Amsterdam
Date Posted: March 04, 2011
Working Paper Series

Incl. Electronic Paper A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series
Christian T. Brownlees and Marina Vannucci
Universitat Pompeu Fabra and Rice University
Date Posted: February 09, 2010
Last Revised: November 27, 2012
Working Paper Series
213 downloads

Incl. Electronic Paper A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Chang-Jin Kim and Charles R. Nelson
Korea University and Dept of Economics
Date Posted: March 12, 1999
Working Paper Series
275 downloads

Incl. Electronic Paper A Bayesian Semiparametric Model for Volatility with a Leverage Effect
Eleni-Ioanna Delatola and Jim E. Griffin
University of Kent, Canterbury and University of Kent
Date Posted: November 22, 2011
Working Paper Series
114 downloads

Incl. Electronic Paper A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Reza Solgi and Antonietta Mira
University of Lugano - Swiss Finance Institute at the University of Lugano and Swiss Finance Institute, University of Lugano
Date Posted: November 11, 2012
Last Revised: May 18, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper A Better Asymmetric Model of Changing Volatility in Stock Returns: Trend-GARCH
Universität Bayreuth Diskussionspapier No. 03-05,
Christian Bauer
University of Bayreuth
Date Posted: July 25, 2007
Working Paper Series
97 downloads

Incl. Electronic Paper 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
University of Vienna - Department of Statistics and Operations Research , Humboldt University of Berlin and Deutsche Bank AG
Date Posted: October 18, 2009
Last Revised: August 22, 2010
Accepted Paper Series
227 downloads

Incl. Electronic Paper A Bootstrap-Based Nonparametric Forecast Density
International Journal of Forecasting, Vol. 24, 2008
Sebastiano Manzan and Dawit Zerom
City University of New York, CUNY Baruch College, Zicklin School of Business and University of Alberta - School of Business
Date Posted: February 04, 2009
Accepted Paper Series
88 downloads

Incl. Electronic Paper A Causality Test Between Financial Deepening and Growth
UCB Department of Economics Working Paper
Adolfo Sachsida
Catholic University of Brasilia
Date Posted: June 04, 2001
Working Paper Series
628 downloads

A Causality-in-Variance Test and Its Application to Financial Market Prices
UCSC Working Paper 94-298
Lilian K. Ng
University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Date Posted: August 22, 1998
Working Paper Series

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
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series

Incl. Electronic Paper A Characterization of Oil Price Behavior - Evidence from Jump Models
CESifo Working Paper Series No. 3644
Marc Gronwald
University of Aberdeen
Date Posted: November 30, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper 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
Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and Tinbergen Institute
Date Posted: January 10, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper 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
Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and Tinbergen Institute
Date Posted: March 25, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper A Class of Nonlinear Stochastic Volatility Models
Univ. of Auckland, Economics Working Paper No. 229
Jun Yu and Zhenlin Yang
Singapore Management University and Singapore Management University
Date Posted: May 04, 2002
Working Paper Series
293 downloads

Incl. Electronic Paper 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
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: January 23, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper 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
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: July 30, 2010
Working Paper Series
14 downloads

Incl. Electronic Paper 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
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: January 13, 2009
Working Paper Series
28 downloads

Incl. Electronic Paper A Closed-form Estimator for the GARCH(1,1)-Model
Dennis Kristensen and Oliver B. Linton
University College London and University of Cambridge
Date Posted: January 24, 2005
Working Paper Series
187 downloads

Incl. Electronic Paper 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
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Working Paper Series
870 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
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Accepted Paper Series

Incl. Electronic Paper A Collaborative Demand Forecasting Process with Event-Based Fuzzy Judgements
Naoufel Cheikhrouhou , François Marmier , Omar Ayadi and Philippe Wieser
Ecole Polytechnique Fédérale de Lausanne , University of Toulouse 1 , Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Federale de Lausanne - MTEI
Date Posted: September 30, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper 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
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: February 24, 2008
Accepted Paper Series
28 downloads

Incl. Electronic Paper A Comparative Study of Forward Rate Unbiased Hypothesis in Tunisian and Indian Foreign Exchange Markets
Rohit Vishal Kumar and Dhekra Azouzi
Xavier Institute of Social Service and affiliation not provided to SSRN
Date Posted: January 16, 2011
Last Revised: January 30, 2011
Working Paper Series
97 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
University of Vigo and University of Coruña
Date Posted: October 27, 1999
Accepted Paper Series

Incl. Electronic Paper 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
Ipek University - Department of Economics
Date Posted: May 27, 2009
Last Revised: October 31, 2009
Accepted Paper Series
70 downloads

A Comparison of Estimators Daily Realised Volatility
Finance Letters, Vol. 1, No. 1, 2003
Bernard Bollen and Brett Inder
Monash University - Department of Accounting and Finance and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran and Jiri Witzany
University of Economics, Prague and University of Economics in Prague
Date Posted: February 23, 2011
Last Revised: March 07, 2011
Working Paper Series
262 downloads

Incl. Electronic Paper 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
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow - Adam Smith Business School and HEC Montreal
Date Posted: January 27, 2011
Working Paper Series
58 downloads

A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates
Bank of England Working Paper No. 44
Marco Bianchi
Citibank, N.A. - Asset Management Group, London
Date Posted: April 14, 1998
Working Paper Series

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
University of Reading - Henley Business School and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: April 09, 1999
Accepted Paper Series

Incl. Electronic Paper 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
University of California and University of Oregon - Department of Economics
Date Posted: July 28, 2005
Working Paper Series
103 downloads

Incl. Electronic Paper A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 27, 2003
Working Paper Series
48 downloads

Incl. Electronic Paper 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
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Yale University - Cowles Foundation
Date Posted: October 17, 2006
Working Paper Series
50 downloads

Incl. Electronic Paper A Component GARCH Model With Time Varying Weights
CORE Discussion Paper No. 2007/19
Luc Bauwens and Giuseppe Storti
Université catholique de Louvain and Università degli Studi di Salerno - Department of Economics
Date Posted: August 16, 2007
Working Paper Series
264 downloads


 

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