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SSRN eLibrary Statistics:
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Abstracts:
489,519
Full Text Papers:
398,394
Authors:
228,766
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69,683
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66,757,919
Last 12 months:
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Last 30 days:
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239,806
Total References:
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5,733,423
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JEL Code: C32
456,129 Total downloads
Showing Papers 2,651 - 2,700 of 3,095
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Time Variation in the Credit Spreads on Australian Eurobonds
Pacific Basin Finance Journal, Vol. 11, No. 1, pp. 81-99, January 2003
Jonathan A. Batten and
Warren P. Hogan
Hong Kong University of Science & Technology - Department of Finance
and
University of Technology, Sydney - School of Finance and Economics
Date Posted: May 26, 2003
Accepted Paper Series
Convergence in European GDP Series
Tinbergen Institute Discussion Paper No. 2003-031/4
Rob Luginbuhl
and
Siem Jan Koopman
VU University Amsterdam - Faculty of Economics and Business Administration
and
VU University Amsterdam
Date Posted: May 23, 2003
Working Paper Series
259 downloads
Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis
Helle Bunzel and
Timothy J. Vogelsang
Iowa State University - Department of Economics
and
Cornell University
Date Posted: May 23, 2003
Working Paper Series
124 downloads
Threshold Effects in the US Budget Deficit
CEIS Tor Vergata - Research Paper Series No. 18
Philip Arestis ,
Andrea Cipollini
and
Bassam Fattouh
University of Cambridge - Department of Land Economy
,
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
and
University of London - School of Oriental and African Studies (SOAS)
Date Posted: May 23, 2003
Working Paper Series
322 downloads
Rate-Adapative GMM Estimators for Linear Time Series Models
MIT Department of Economics Working Paper No. 03-17
Guido M. Kuersteiner
Boston University - Department of Economics
Date Posted: May 21, 2003
Working Paper Series
143 downloads
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset
University of London, Economics Working Paper No. 471
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: May 17, 2003
Working Paper Series
100 downloads
Macroeconomics and Credit Risk: A Global Perspective
Journal of Money, Credit, and Banking, Forthcoming, Wharton Financial Institutions Center Working Paper No. 03-13
M. Hashem Pesaran ,
Björn-Jakob Treutler
,
Til Schuermann and
Scott M. Weiner
University of Southern California
,
Mercer Oliver Wyman
,
Oliver Wyman
and
Alliance Capital Management
Date Posted: May 17, 2003
Accepted Paper Series
721 downloads
Assessment Criteria for Output Gap Estimates
ECB Working Paper No. 54
Gonzalo Camba-Mendez and
Diego Rodriguez-Palenzuela
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 15, 2003
Working Paper Series
110 downloads
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and
Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics
and
European University Institute
Date Posted: May 12, 2003
Working Paper Series
245 downloads
Measuring US Core Inflation: A Common Trends Approach
Journal of Macroeconomics, Vol. 25, pp. 197-212, 2003
Fabio C. Bagliano and
Claudio Morana
University of Turin - Department of Economics and Statistics
and
Università di Milano Bicocca
Date Posted: May 08, 2003
Accepted Paper Series
Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach
EFMA 2003, Helsinki, Finland
Lorenzo Cappiello ,
Olli Castren
and
Jarkko P. Jääskelä
European Central Bank (ECB)
,
European Central Bank (ECB)
and
Bank of England - Monetary Assessment and Strategy Division
Date Posted: May 02, 2003
Working Paper Series
879 downloads
Tail Wags Dog? Time-varying Information Shares in the Bund Market
Deutsche Bundesbank, Economic Research Centre Working Paper No. 24/02
Christian Upper and
Thomas Werner
Bank for International Settlements (BIS)
and
European Central Bank (ECB)
Date Posted: April 28, 2003
Working Paper Series
177 downloads
Estimating the Effects of Fiscal Policy in OECD Countries
ECB Working Paper No. 168
Roberto Perotti
Bocconi University - Department of Economics
Date Posted: April 27, 2003
Working Paper Series
327 downloads
Markov Switching Causality and the Money-Output Relationship
CEPR Discussion Paper No. 3803
Zacharias Psaradakis ,
Morten O. Ravn and
Martin Sola
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
,
European University Institute - Economics Department (ECO)
and
Universidad Torcuato Di Tella
Date Posted: April 23, 2003
Working Paper Series
24 downloads
Stock Market Volatility: Examining North America, Europe and Asia
National University of Singapore, Economics Working Paper
Gamini Premaratne and
Lakshmi Balasubramanyan
University of Brunei Darussalam - Universiti Brunei Darussalam
and
Pennsylvania State University - Department of Finance
Date Posted: April 21, 2003
Working Paper Series
578 downloads
Searching for the Causal Structure of a Vector Autoregression
UC Davis Working Paper No. 03-03
Kevin D. Hoover and
Selva Demiralp
Duke University - Departments of Economics and Philosophy
and
Koc University - Department of Economics
Date Posted: April 21, 2003
Working Paper Series
176 downloads
Forecasting Brazilian Output in the Presence of Breaks: A Comparison of Linear and Nonlinear Models
FRB of Atlanta Working Paper No. 2002-28
Marcelle Chauvet ,
Elcyon C.R. Lima and
Brisne Vasquez
University of California
,
Institute of Applied Economic Research (IPEA)
and
Institute of Applied Economic Research (IPEA)
Date Posted: April 16, 2003
Working Paper Series
74 downloads
Market Segmentation and Information Diffusion in China's Stock Markets: Panel Data Unit Root and Cointegration Tests on A and B Share Prices
EFMA 2003 Helsinki Meetings
Niklas Ahlgren
,
Boo Sjöö and
Jianhua Zhang
Hanken School of Economics - Department of Finance and Statistics
,
University of Skovde
and
Göteborg University - School of Business, Economics and Law
Date Posted: April 10, 2003
Working Paper Series
666 downloads
Credibility of EMS Interest Rate Policies: A Markov Regine-switching Approach
Levy Economics Institute Working Paper No. 361
Philip Arestis and
Konstantinos Mouratidis
University of Cambridge - Department of Land Economy
and
National Institute of Economic and Social Research (NIESR)
Date Posted: March 25, 2003
Working Paper Series
86 downloads
Threshold Effects in the U.S. Budget Deficit
The Levy Economics Institute of Bard College Working Paper No. 358
Philip Arestis ,
Andrea Cipollini
and
Bassam Fattouh
University of Cambridge - Department of Land Economy
,
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
and
University of London - School of Oriental and African Studies (SOAS)
Date Posted: March 19, 2003
Working Paper Series
165 downloads
International Evidence on Output Fluctuation and Shock Persistence
Journal of Monetary Economics, Vol. 50, No. 7, pp. 1499, 1530, October 2003
Daniel Levy and
Hashem Dezhbakhsh
Bar-Ilan University - Department of Economics
and
Emory University - Department of Economics
Date Posted: March 19, 2003
Accepted Paper Series
On Adjusting the HP-Filter for the Frequency of Observations
London Business School Economics Discussion Paper No. DP 2001/1
Morten O. Ravn
European University Institute - Economics Department (ECO)
Date Posted: March 13, 2003
Working Paper Series
55 downloads
Stock Market Crises and Portfolio Diversification in Central and Eastern Europe
Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 03-02
Plamen Georgiev Patev
and
Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance
and
Tsenov Academy of Economics - Faculty of Finance
Date Posted: March 06, 2003
Working Paper Series
520 downloads
Stock Market Volatility Changes in Central Europe Caused by
Asian and Russian Financial Crises
Tsenov Academy of Economics Department of Finance and Credit Working Paper No.03-01
Plamen Georgiev Patev
and
Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance
and
Tsenov Academy of Economics - Faculty of Finance
Date Posted: March 06, 2003
Working Paper Series
233 downloads
The Elusive Empirical Shadow of Growth Convergence
Cowles Foundation Discussion Paper No. 1398
Peter C. B. Phillips and
Donggyu Sul
Yale University - Cowles Foundation
and
University of Auckland - Department of Economics
Date Posted: March 03, 2003
Working Paper Series
275 downloads
Financial Market Integration in Europe: On the Effects of EMU on Stock Markets
ECB Working Paper No. 48
Marcel Fratzscher
DIW Berlin
Date Posted: March 03, 2003
Working Paper Series
534 downloads
Bootstrap Statistical Tests of Rank Determination for System Identification
U of London Queen Mary Economics Working Paper No. 468
Gonzalo Camba-Mendez and
George Kapetanios
European Central Bank (ECB)
and
University of London - Queen Mary College - Department of Economics
Date Posted: February 26, 2003
Working Paper Series
54 downloads
Testing the Rank of the Hankel Matrix: A Statistical Approach
ECB Working Paper No. 45
Gonzalo Camba-Mendez and
George Kapetanios
European Central Bank (ECB)
and
University of London - Queen Mary College - Department of Economics
Date Posted: February 26, 2003
Working Paper Series
74 downloads
A Flexible Dynamic Correlation Model
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: February 25, 2003
Working Paper Series
396 downloads
Does Money Lead Inflation in the Euro Area?
ECB Working Paper No. 63
Sergio Nicoletti Altimari
European Central Bank (ECB)
Date Posted: February 24, 2003
Working Paper Series
181 downloads
An Empirical Analysis of Milk Addiction
University of Calgary Department of Economics Working Paper No. 2001-17
M. Christopher Auld
and
Paul Grootendorst
University of Calgary - Economics
and
University of Toronto
Date Posted: February 21, 2003
Working Paper Series
72 downloads
Spectral Based Methods to Identify Common Trends and Common Cycles
ECB Working Paper No.62
Gonzalo Camba-Mendez and
George Kapetanios
European Central Bank (ECB)
and
University of London - Queen Mary College - Department of Economics
Date Posted: February 20, 2003
Working Paper Series
66 downloads
Modelling the Demand for Loans to the Private Sector in the Euro Area
ECB Working Paper No. 55
Alessandro Calza
,
Christine Gartner
and
João Sousa
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: February 19, 2003
Working Paper Series
207 downloads
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting
U of London Queen Mary Economics Working Paper No. 466
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: February 19, 2003
Working Paper Series
142 downloads
Identifying Business Cycle Turning Points in Real Time
FRB of Atlanta Working Paper No. 2002-27
Marcelle Chauvet and
Jeremy Piger
University of California
and
University of Oregon - Department of Economics
Date Posted: February 19, 2003
Working Paper Series
488 downloads
A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems
U of London Queen Mary Economics Working Paper No. 483
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: February 15, 2003
Working Paper Series
44 downloads
A New Nonparametric Test of Cointegration Rank
U of London Queen Mary Economics Working Paper No. 482
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: February 15, 2003
Working Paper Series
97 downloads
Cointegration in Frequency Domain
Journal of Time Series Analysis, Forthcoming
Daniel Levy
Bar-Ilan University - Department of Economics
Date Posted: February 13, 2003
Accepted Paper Series
A Comprehensive Model on the Euro Overnight Rate
ECB Working Paper No. 207
Flemming Reinhardt Würtz
European Central Bank (ECB)
Date Posted: February 06, 2003
Working Paper Series
143 downloads
Unit Root Tests in Three-Regime SETAR Models
U of London Queen Mary Economics Working Paper No. 465
George Kapetanios and
Yongcheol Shin
University of London - Queen Mary College - Department of Economics
and
University of Leeds - Leeds University Business School - Division of Economics
Date Posted: January 30, 2003
Working Paper Series
81 downloads
Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Nuffield Economics Working Paper
Clive G. Bowsher
Statistical Laboratory, University of Cambridge
Date Posted: January 28, 2003
Working Paper Series
201 downloads
Nonlinear Dynamics of Interest Rate and Inflation
Bank of Finland Working Paper No. 21/2002
Markku Lanne
University of Helsinki - Department of Political and Economic Studies
Date Posted: January 27, 2003
Working Paper Series
284 downloads
The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence
Martin T. Bohl and
Pierre L. Siklos
University of Muenster
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: January 25, 2003
Working Paper Series
195 downloads
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process
Cowles Foundation Discussion Paper No. 1391
Victoria Zinde‐Walsh and
Peter C. B. Phillips
McGill University - Department of Economics
and
Yale University - Cowles Foundation
Date Posted: January 24, 2003
Working Paper Series
185 downloads
Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area
Alvaro Pinto Coelho de Aguiar
and
Manuel M. F. Martins
University of Porto, CEMPRE, Faculdade de Economia
and
University of Porto, CEMPRE, Faculdade de Economia
Date Posted: January 24, 2003
Working Paper Series
74 downloads
An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets
Wenzhong Fan
Yale University - Department of Economics
Date Posted: January 23, 2003
Working Paper Series
858 downloads
Estimating the Lagging Error in Real Estate Price Indices
Real Estate Economics, Vol. 31, No. 1
Yuming Fu
National University of Singapore (NUS) - Department of Real Estate
Date Posted: January 22, 2003
Accepted Paper Series
Short-Term Monitoring of Fiscal Policy Discipline
ECB Working Paper No. 152
Gonzalo Camba-Mendez and
Ana Lamo
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: January 17, 2003
Working Paper Series
110 downloads
A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Applied Economics Letters, Vol. 9, pp. 949-955, 2002
Jean-Guillaume Sahuc
Banque de France - Centre de Recherche
Date Posted: January 16, 2003
Accepted Paper Series
Unit Root Testing Against the Alternative Hypothesis of up to m Structural Breaks
U of London Queen Mary Economics Working Paper No. 469
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: January 15, 2003
Working Paper Series
154 downloads
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