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Abstracts: 581,293
Full Text Papers: 481,997
Authors: 269,170
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  Last 12 months:
63,436

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Last 12 months: 10,266,314
Last 30 days: 936,916

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SSRN eLibrary Search Results
JEL Code: C32
532,837 Total downloads
Showing Papers 2,451 - 2,500 of 3,605
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Incl. Electronic Paper A Large Bayesian Vector Autoregression Model for Russia
BOFIT Discussion Paper No. 22/2014
Elena B. Deryugina and Alexey A. Ponomarenko
Central Bank of Russia and Central Bank of Russia
Date Posted: December 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Relationship between Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates: A Panel VAR Approach and Causality Analysis
International Journal of Applied Economics (Forthcoming)
Anthony N. Rezitis
Department of Business Administration of Food and Agricultural Enterprises, University of Patras
Date Posted: December 16, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper A More Informative Unit Root Test for Driftless Time Series
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: December 16, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Causal Linkages between Electricity Consumption and GDP in Thailand: Evidence from the Bounds Test
Komain Jiranyakul
National Institute of Development Administration
Date Posted: December 15, 2014
Working Paper Series
1 downloads

The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis
UNU-WIDER working paper 09/2011; 2011/51
Finn Tarp
University of Copenhagen - Department of Economics
Date Posted: December 14, 2014
Accepted Paper Series

Incl. Electronic Paper Studying the Relationship between Stock Prices and Exchange Rates in a Sample of Arab Countries
International Research Journal of Finance and Economics, Issue 125, 2014
Linda Ismaiel and Zeina Al-Ahmad
Tishreen University and Tishreen University
Date Posted: December 14, 2014
Last Revised: December 15, 2014
Accepted Paper Series
3 downloads

The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana
UNU-WIDER working paper 09/2013; 2013/090.
Katarina Juselius , Abdulaziz Reshid and Finn Tarp
University of Copenhagen - Department of Economics , Linnaeus University and University of Copenhagen - Department of Economics
Date Posted: December 14, 2014
Accepted Paper Series

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Tinbergen Institute Discussion Paper 14-152/III
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Central Bank of Norway , Norges Bank and Tinbergen Institute
Date Posted: December 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Operational Risk Analysis of Industrial Small and Medium Enterprises
Global Journal of Business Research, v. 8 (2) p. 65-80, 2014
Jorge A. Restrepo , Jairo Angel Díaz and Juan Esteban Ocampo
Universidad Autónoma Latinoamericana , Universidad Autónoma Latinoamericana and Universidad Autónoma de las Américas
Date Posted: December 11, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Actividad Turistica Y Cambio Climático En México, 1980-2012 (Tourism Activity and Climate Change in México, 1980-2012)
Revista Internacional Administración & Finanzas, v. 8 (4) p. 61-76, 2015 Forthcoming,
Luis Ramón Moreno Moreno , Virginia Guadalupe López Torres and Ma. Enselmina Marín Vargas
Universidad Autónoma de Baja California (UABC) , Universidad Autónoma de Baja California (UABC) and Universidad Autónoma de Baja California (UABC)
Date Posted: December 11, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Jumps in Bond Yields at Known Times
FEDS Working Paper No. 2014-100
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Komla Mawulom Agudze , Monica Billio , Roberto Casarin and Eric Girardin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and University Aix-Marseille 2 - GREQAM
Date Posted: December 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper An Extended Class of Unit Root Tests for Relative Stock Prices
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: December 08, 2014
Last Revised: December 15, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Do Shining Precious Metals Overshadow Other Assets? Dynamic Spillovers Between Commodity and Currency Markets
Nikolaos Antonakakis and Renatas Kizys
Vienna University of Economics and Business Administration and Portsmouth Business School
Date Posted: December 06, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidences
Paola De Santis and Carlo Drago
Iccrea Banca and University of Rome "Niccolò Cusano"
Date Posted: December 05, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Impulse Response Matching Estimators for DSGE Models
CFS Working Paper No. 498
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: December 05, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
Expert Journal of Economics, 2(3), pp. 85-99, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Adequacy of Lagrange Multiplier Test
European Economics Letters, Volume 3, Number 2, page 32-35, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Sluggish Private Investment in Japan's Lost Decade: Mixed Frequency Vector Autoregression Approach
Akira Sadahiro and Kaiji Motegi
Faculty of Political Science and Economics, Waseda University and Faculty of Political Science and Economics, Waseda University
Date Posted: December 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Bootstrap Inference for Predictive Regression: Can Dividend Yield Predict Stock Return?
Jae H. Kim and Abul Shamsuddin
La Trobe University and Newcastle Business School - University of Newcastle
Date Posted: December 01, 2014
Working Paper Series
15 downloads

Diffusion of Price Information Through Message Volume and Sentiment
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: November 29, 2014
Last Revised: December 07, 2014
Working Paper Series

Incl. Electronic Paper Optimal Contracts, Aggregate Risk and the Financial Accelerator
Bank of England Working Paper No. 517
Timothy S. Fuerst , Charles T. Carlstrom and Matthias Paustian
University of Notre Dame , Federal Reserve Bank of Cleveland and Bank of England
Date Posted: November 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Comparing Several Methods to Compute Joint Prediction Regions for Path Forecasts Generated by Vector Autoregressions
University of Zurich, Department of Economics, Working Paper No. 181
Stefan Bruder
University of Zurich - Department of Economics
Date Posted: November 26, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Lucky Factors
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Date Posted: November 22, 2014
Last Revised: December 17, 2014
Working Paper Series
179 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Policy Discussion Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper An Analysis of Italian Bad Loans: Determinants, Forecasts and Transmission to the Real Economy
Alessandro Carboni and Andrea Carboni
University of Siena and University of Siena
Date Posted: November 22, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Frequency Dependence in a Real-Time Monetary Policy Rule
FRB of Cleveland Policy Discussion Paper No. 14-30
Richard A. Ashley , Kwok Ping Tsang and Randal J. Verbrugge
Virginia Tech. - Department of Economics , Virginia Polytechnic Institute & State University and Bureau of Labor Statistics
Date Posted: November 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Noise Bubbles
Baffi Center Research Paper No. 2014-160
Mario Forni , Luca Gambetti , Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics , Universitat Autonoma de Barcelona , University of Rome I - Faculty of Statistics - Department of Economic Sciences and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: November 20, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Noisy News in Business Cycles
Baffi Center Research Paper No. 2014-159
Mario Forni , Luca Gambetti , Marco Lippi and Luca Sala
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics , Universitat Autonoma de Barcelona , University of Rome I - Faculty of Statistics - Department of Economic Sciences and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: November 20, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
University of Milan, Bicocca - Department of Economics, Management & Statistics , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: November 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Effect of Credit Conditions on the Dutch Housing Market
De Nederlandsche Bank Working Paper No. 447
Marc Francke , Alex van de Minne and Johan Verbruggen
University of Amsterdam - Faculty of Economics and Business (FEB) , University of Amsterdam and De Nederlandsche Bank - Research Department
Date Posted: November 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Leverage Ratio Over the Cycle
BIS Working Paper No. 471
Michael Brei and Leonardo Gambacorta
Université Paris Ouest - Nanterre, La Défense - EconomiX and Bank for International Settlements (BIS)
Date Posted: November 17, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Multi-Curve HJM Modelling for Risk Management
Chiara Sabelli , Michele Pioppi , Luca Sitzia and Giacomo Bormetti
Scuola Normale Superiore , UniCredit S.p.A. , UniCredit S.p.A. and Scuola Normale Superiore
Date Posted: November 16, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Real Exchange Rate Persistence: The Case of the Swiss Franc-US Dollar Rate
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 14-26
Katarina Juselius and Katrin Assenmacher
University of Copenhagen - Department of Economics and Swiss National Bank
Date Posted: November 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy
Tinbergen Institute Discussion Paper 14-145/III
Laurent Callot and Johannes Tang Kristensen
VU University Amsterdam - Department of Econometrics and CREATES
Date Posted: November 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Tipo De Cambio Real De Equilibrio, Fundamentos Y Desalineamiento En Una Economía Pequeña Y Abierta: El Caso Dominicano (Equilibrium Exchange Rate, Fundamentals and Misalignment in a Small and Opened Economy: The Dominican Case)
Carlos Gratereaux Hernández
Autonomous University of Santo Domingo
Date Posted: November 12, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Asymmetry and Uncertainty Across Energy and FX Markets
Ahmed A.A. Khalifa , Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM) , University of Padova - Department of Economics and Management "Marco Fanno" and Drexel University - Lebow College of Business
Date Posted: November 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper High Dimensional Correlation Matrices: CLT and Its Applications
Jiti Gao , Xiao Han , Guangming Pan and Yanrong Yang
Monash University - Department of Econometrics & Business Statistics , Nanyang Technological University (NTU) , Nanyang Technological University (NTU) and Monash University - Department of Econometrics & Business Statistics
Date Posted: November 10, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Urbanization and Growth: Why Did the Splendor of the Italian Cities in the Sixteenth Century Not Lead to Transition?
CESifo Working Paper Series No. 5038
Bruno Chiarini and Elisabetta Marzano
University of Naples, Parthenope and Parthenope University - Department of Economic Studies (DES)
Date Posted: November 05, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper One Size Does Not Fit All. A Non-Linear Analysis of European Monetary Transmission
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: November 04, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper The Generalized Roy Model and the Cost-Benefit Analysis of Social Programs
ZEW - Centre for European Economic Research Discussion Paper No. 14-082
Philipp Eisenhauer , James J. Heckman and Edward Vytlacil
Centre for European Economic Research (ZEW) , University of Chicago - Department of Economics and Yale University - Department of Economics
Date Posted: November 04, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Tail Risk and the Macroeconomy
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: November 01, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper The State-Space Error Correction Model: Simulations and Applications
Thomas Ribarits and Bernard Hanzon
European Investment Bank and University College Cork
Date Posted: October 31, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The State-Space Error Correction Model: Definition, Estimation and Model Selection
Thomas Ribarits and Bernard Hanzon
European Investment Bank and University College Cork
Date Posted: October 31, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Pricing of Forwards and Other Derivatives in Cointegrated Commodity Markets
Fred Espen Benth and Steen Koekebakker
University of Oslo and School of Business and Law at the University of Agder
Date Posted: October 28, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Times Series: Cointegration
Soren Johansen
University of Copenhagen - Department of Economics
Date Posted: October 24, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007.
Boulis Maher Ibrahim and Janusz Brzeszczynski
Heriot Watt University and Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom
Date Posted: October 23, 2014
Working Paper Series
10 downloads

Incl. Fee Electronic Paper Government Spending Shocks in Open Economy VARs
CEPR Discussion Paper No. DP10115
Mario Forni and Luca Gambetti
Università di Modena; Centre for Economic Policy Research (CEPR) and Universitat Autonoma de Barcelona
Date Posted: October 23, 2014
Working Paper Series

Incl. Electronic Paper What Types of Macroeconomic Announcements Affect Stock Markets in Emerging Eastern Europe?
Kashif Saleem and Elena Fedorova
Lappeenranta University of Technology - School of Business (LSB) and Lappeenranta University of Technology, School of Business
Date Posted: October 22, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Crossing Stocks and the Positive Grassmannian I: The Geometry Behind Stock Market
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: October 22, 2014
Working Paper Series
38 downloads


 

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