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JEL Code: C50
205,512 Total downloads
Showing Papers 251 - 300 of 408
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Towards Estimating Extremal Serial Dependence Via the Bootstrapped Extremogram
University of Alberta School of Business Research Paper No. 203, Journal of Econometrics, Vol. 170, No. 1, 2012
Richard A. Davis
,
Thomas Mikosch
and
Ivor Cribben
Columbia University
,
University of Copenhagen - Laboratory of Actuarial Mathematics
and
University of Alberta - Department of Finance and Statistical Analysis
Date Posted: May 23, 2013
Accepted Paper Series
1 downloads
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
University of Alberta School of Business Research Paper No. 202
Richard A. Davis
,
Thomas Mikosch
and
Ivor Cribben
Columbia University
,
University of Copenhagen - Laboratory of Actuarial Mathematics
and
University of Alberta - Department of Finance and Statistical Analysis
Date Posted: May 23, 2013
Accepted Paper Series
1 downloads
Causal Relationship between Wages and Prices in R. Macedonia: VECM Analysis
Dushko Josheski
University Goce Delcev
Date Posted: May 22, 2013
Working Paper Series
3 downloads
Service Quality Variability and Termination Behavior
S. Sriram ,
Pradeep K. Chintagunta and
Puneet Manchanda
University of Michigan at Ann Arbor - Marketing
,
University of Chicago
and
University of Michigan - Ross School of Business
Date Posted: May 22, 2013
Working Paper Series
2 downloads
Assessing Policy Reforms for Italy using ITEM and QUESTIII
CEIS Working Paper No. 280
Barbara Annicchiarico
,
Fabio Di Dio ,
Francesco Felici
and
Francesco Nucci
University of Rome II - Department of Economics and Law
,
Consip S.p.a.
,
Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury
and
University of Rome I
Date Posted: May 19, 2013
Working Paper Series
1 downloads
Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
Quaderni DSE Working Paper No. 881
Theodore Panagiotidis
and
Gianluigi Pelloni
Loughborough University - Department of Economics
and
University of Bologna - Faculty of Economics
Date Posted: May 15, 2013
Working Paper Series
1 downloads
Fiscal Space and Public Spending on Children in Burkina Faso
CIRPEE Working Paper No. 13-08
John Cockburn
,
Hélène Maisonnave
,
Veronique Robichaud
and
Luca Tiberti
Poverty and Economic Policy (PEP) Research Network
,
Laval University
,
Université Laval
and
Laval University
Date Posted: April 25, 2013
Working Paper Series
6 downloads
Learning by Failing: A Simple VAR Buffer
Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 113-127, 2013
Christophe Boucher
and
Bertrand B. Maillet
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
and
University of Orléans
Date Posted: April 20, 2013
Accepted Paper Series
Asset Price Trend Theory: Reframing Portfolio Theory from the Ground Up
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: March 31, 2013
Last Revised: May 22, 2013
Working Paper Series
703 downloads
Weighting Methods for Financial Stress Indices - Comparison and Implications for Risk Management
Journal of Financial Management and Analysis, Volume 25, No. 2, July-December, 2012
Dieter Gramlich
,
Timothy Bianco
and
Mikhail V. Oet
Baden-Württemberg Cooperative State University
,
Federal Reserve Banks - Federal Reserve Bank of Cleveland
and
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: March 20, 2013
Accepted Paper Series
Determining the Number of Regimes in Markov Switching VAR and VMA Models
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 03/WP/2013
Maddalena Cavicchioli
Advanced School of Economics in Venice
Date Posted: March 15, 2013
Working Paper Series
7 downloads
A Survey of Economic Models of Addictive Behavior
Journal of Drug Issues 28(3), pp. 631-643, (1998)
Michael Grossman ,
Frank J. Chaloupka and
Richard T. Anderson
National Bureau of Economic Research (NBER), NY Office
,
University of Illinois at Chicago - Department of Economics
and
Stevens Institute of Technology, Wesley J. Howe School of Technology Management
Date Posted: March 12, 2013
Accepted Paper Series
3 downloads
Is Your Covariance Matrix Still Relevant? An Asset Allocation-Based Analysis of Dynamic Volatility Models
James A. Colon
Nuveen Asset Management
Date Posted: March 01, 2013
Working Paper Series
193 downloads
ASEAN Economic Community – 2015: Economic Competitiveness for Sustained Growth and the Implication for Education Market
Paul I. Louangrath
Bangkok University
Date Posted: March 01, 2013
Working Paper Series
39 downloads
Macroprudential Policies for a Resource Rich Economy the Case of Mongolia
IMF Working Paper No. 13/18
Rodolfo Maino
,
Patrick Imam
and
Yasuhisa Ojima
International Monetary Fund (IMF)
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 22, 2013
Working Paper Series
17 downloads
Redefining Sustainable Investing: A 'Next Economy' Model Approach
Garvin Jabusch
Green Alpha Advisors, LLC
Date Posted: February 22, 2013
Working Paper Series
29 downloads
Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
UNSW Australian School of Business Research Paper No. 2013ECON01
George Milunovich
and
Minxian Yang
Macquarie University - Department of Economics
and
University of New South Wales - Australian School of Business - School of Economics
Date Posted: February 18, 2013
Working Paper Series
19 downloads
Modeling Technological Change in Economic Models of Climate Change: A Survey
ZEW - Centre for European Economic Research Discussion Paper No. 13-007
Andreas Löschel and
Michael Schymura
Centre for European Economic Research (ZEW)
and
Centre for European Economic Research (ZEW)
Date Posted: February 16, 2013
Working Paper Series
21 downloads
Evidence of Integration of the EU Securities Market Infrastructure
Actual Problems of Economics, Forthcoming
Dennis O. Ilnitsky ,
Adilya Fatehivna Batorshyna
and
Viktor Zhupanenko
Kyiv National Economic University named after Vadym Hetman
,
Kyiv National Economic University (KNEU)
and
National Commission on Securities and Stock Market
Date Posted: February 08, 2013
Accepted Paper Series
9 downloads
Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
George Milunovich
and
Minxian Yang
Macquarie University - Department of Economics
and
University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 22, 2013
Working Paper Series
16 downloads
Foreign Technology: Value Added and Factor Productivity of Foreign Affiliates and Local Units – Case of Automobile Ancillary Industry
Abhigyan, Vol. XVII, No. 1, pp. 27-38, January-March 1999
Pawan K. Chugan
Nirma University - Institute of Management
Date Posted: January 16, 2013
Accepted Paper Series
9 downloads
Innovation, Socio-Institutional Conditions and Economic Growth in the Italian Regions
Giorgio d'Agostino
and
Margherita Scarlato
University Roma Tre - Department of Economics
and
Università Roma Tre
Date Posted: January 04, 2013
Working Paper Series
26 downloads
Pass-Through and Demand Forms
Michal Fabinger
and
E. Glen Weyl
Pennsylvania State University
and
University of Chicago
Date Posted: December 30, 2012
Last Revised: January 13, 2013
Working Paper Series
134 downloads
The Global Dimension of Inflation – Evidence from Factor‐Augmented Phillips Curves
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 103-122, 2013
Sandra Eickmeier
and
Katharina Pijnenburg
Deutsche Bundesbank
and
German Institute for Economic Research (DIW Berlin)
Date Posted: December 23, 2012
Accepted Paper Series
The Predictability of Enron's Bankruptcy: Analyzing Financial Statements 5 Years Prior to the Bankruptcy Using Altman's Z-Score
Amirsaleh Azadinamin
Swiss Management Center (SMC) University
Date Posted: December 20, 2012
Working Paper Series
76 downloads
On the Economic Foundations of Green Growth Discourses: The Case of Climate Change Mitigation and Macroeconomic Dynamics in Economic Modeling
WIREs Energy Environment, 2012, doi: 10.1002/wene.57
S. Serban Scrieciu ,
R. Mechler and
A. H. Rezai
Natural Resources Institute at the University of Greenwich
,
Vienna University of Economics and Business Administration
and
Vienna University of Economics and Business Administration
Date Posted: December 19, 2012
Accepted Paper Series
Patterns of Beauty in Finance
William J. McKibbin
McKibbinUSA LLC
Date Posted: December 13, 2012
Working Paper Series
17 downloads
Forecasting Binary Outcomes
Handbook of Economic Forecasting, Vol. 2, G. Elliott and A. Timmermann, eds., Forthcoming
Kajal Lahiri and
Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
and
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Date Posted: December 02, 2012
Accepted Paper Series
82 downloads
What Drives Short-Term GCC Stock Market Returns? Empirical Evidence from Fat-Tailed Distribution
Afro-Asian J. Finance and Accounting, Vol. 1, No. 1, 2008
Ibrahim Ahmed Onour
University of Khartoum
Date Posted: November 11, 2012
Accepted Paper Series
18 downloads
Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-16
Kevin D. Hoover and
Katarina Juselius
Duke University - Departments of Economics and Philosophy
and
University of Copenhagen - Department of Economics
Date Posted: November 07, 2012
Working Paper Series
53 downloads
Cross Sectoral Differences in Drivers of Innovation
BEG Working Paper No. 2012-04
Justin Doran
and
Declan Jordan
affiliation not provided to SSRN
and
University College Cork
Date Posted: November 03, 2012
Working Paper Series
60 downloads
An Impulse-Response Function for a VAR with Multivariate GARCH-in-Mean that Incorporates Direct and Indirect Transmission of Shocks
Economics Letters, Vol. 117, 2012
Chew Lian Chua
,
Sandy Suardi
and
Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
,
La Trobe University
and
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: November 02, 2012
Accepted Paper Series
Migration as Separation of Human Community ─ Analysis and Forecast
Boris Rozin
Independent
Date Posted: September 30, 2012
Last Revised: December 10, 2012
Working Paper Series
54 downloads
Psychological Dominance, Market Dominance and Their Impacts on Price Stability in Turkey
Melike Bildirici
,
Ilker Parasiz
,
Ozgur Omer Ersin and
Elcin Aykac Alp
Yildiz Technical University
,
Central Bank of Turkey
,
Beykent University - Department of Economics
and
affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
25 downloads
A Quick Introduction to Quantitative Models That Discard Estimation of Expected Returns for Portfolio Construction
Stefano Colucci
Symphonia Sgr
Date Posted: September 03, 2012
Last Revised: February 20, 2013
Working Paper Series
348 downloads
Multilateral Virtual Currency Model
Ilya I. Gikhman
Independent
Date Posted: September 01, 2012
Last Revised: November 19, 2012
Working Paper Series
37 downloads
Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands
Paul E. Carrillo ,
Erik R. de Wit and
William D. Larson
George Washington University - Department of Economics
,
University of Amsterdam - Finance Group
and
George Washington University - Department of Economics
Date Posted: August 31, 2012
Last Revised: September 03, 2012
Working Paper Series
26 downloads
Why We Do What We Do? A Model of Activity Consumption
Journal of Marketing Research, Forthcoming
Lan Luo
,
Brian T. Ratchford and
Botao Yang
University of Southern California
,
University of Texas at Dallas
and
University of Southern California - Marshall School of Business
Date Posted: August 20, 2012
Accepted Paper Series
61 downloads
Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk
Himanshu Yadav
National Law University
Date Posted: August 10, 2012
Working Paper Series
49 downloads
Features and Working of Leasing Industry in Sweden
Himanshu Yadav
National Law University
Date Posted: August 06, 2012
Working Paper Series
37 downloads
Sustainability of Current Account Deficit in Mauritius: Towards a Reversal?
Ahmad Jameel Khadaroo
and
Indranarain Ramlall
University of Mauritius
and
University of Mauritius
Date Posted: August 01, 2012
Working Paper Series
54 downloads
Firm Innovation and the Ratchet Effect Among Consumer Packaged Goods Firms
Marketing Science, Forthcoming
Christine Moorman ,
Simone Wies
,
Natalie Mizik
and
Fredrika J. Spencer
Fuqua School of Business, Duke University
,
Maastricht University - Department of Finance
,
University of Washington
and
University of North Carolina at Wilmington
Date Posted: July 24, 2012
Accepted Paper Series
Prediction Markets for Economic Forecasting
CESifo Working Paper Series No. 3884
Erik Snowberg
,
Justin Wolfers and
Eric Zitzewitz
California Institute of Technology - Division of the Humanities and Social Sciences
,
University of Michigan at Ann Arbor - Department of Economics
and
Dartmouth College
Date Posted: July 20, 2012
Working Paper Series
63 downloads
Modeling and Decomposing Price Volatility in the Greek Meat Market
Int. J. Computational Economics and Econometrics, Forthcoming
Anthony N. Rezitis
University of Western Greece - Department of Business Administration of Food and Agricultural Products
Date Posted: July 19, 2012
Accepted Paper Series
14 downloads
Survey of Models on Demand, Customer Base-Line and Demand Response and Their Relationships in the Power Market
IZA Discussion Paper No. 6637
Almas Heshmati
Sogang University
Date Posted: June 23, 2012
Working Paper Series
45 downloads
Generating Alpha Through Hedge Fund Investing: Effective Investment Template for Hedge Fund Investment
Bijon Pani
affiliation not provided to SSRN
Date Posted: June 22, 2012
Working Paper Series
153 downloads
Assessing the Impact of News on Volatility Using the News Impact Curve of EGARCH
Meera Sharma
Indian Institute of Management, PGDM
Date Posted: June 17, 2012
Last Revised: September 17, 2012
Working Paper Series
128 downloads
E-Lections: Voting Behavior and the Internet
CESifo Working Paper Series No. 3827
Oliver Falck
,
Robert Gold
and
Stephan Heblich
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Department Human Capital and Innovation
,
affiliation not provided to SSRN
and
University of Stirling - Department of Economics
Date Posted: June 14, 2012
Working Paper Series
59 downloads
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: June 13, 2012
Last Revised: June 16, 2012
Working Paper Series
164 downloads
Stochastic Volatility with Heterogeneous Time Scales
Danilo Delpini
and
Giacomo Bormetti
Istituto dei Sistemi Complessi (ISC) - CNR
and
Scuola Normale Superiore
Date Posted: May 31, 2012
Last Revised: April 03, 2013
Working Paper Series
14 downloads
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