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JEL Code: C53
362,909 Total downloads
Showing Papers 301 - 350 of 2,083
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Bayesian Graphical Models for Structural Vector Autoregressive Processes University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Daniel Felix Ahelegbey
,
Monica Billio and
Roberto Casarin
Date Posted: January 11, 201363 downloads
Bayesian Inference for Hedge Funds with Stable Distribution of Returns RETHINKING RISK MEASURING AND REPORTING, Vol. 2, Klaus Bocker, ed., Risk Books, 2010
Svetlozar Rachev
,
Daniel Edelman and
Frank J. Fabozzi
Date Posted: June 02, 2011
Bayesian Methods for Dynamic Multivariate Models FRB Atlanta Working Paper No. 96-13
Christopher A. Sims and
Tao A. Zha
Date Posted: February 04, 1997
Bayesian Model Averaging and Exchange Rate Forecasts FRB International Finance Discussion Paper No. 779
Jonathan H. Wright
Date Posted: November 18, 2003335 downloads
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets Manchester Business School Research Paper No. 619, Bocconi Legal Studies Research Paper No. 1980190
Massimo Guidolin ,
Francesco Ravazzolo and
Andrea Donato Tortora
Date Posted: January 06, 201261 downloads
Bayesian Semiparametric Multivariate GARCH Modeling FRB Atlanta Working Paper Series No. 2012-9
Mark J. Jensen and
John M. Maheu
Date Posted: August 08, 201245 downloads
Bayesian Semiparametric Stochastic Volatility Modeling Federal Reserve Bank of Atlanta Working Paper No. 2008-15
Mark J. Jensen and
John M. Maheu
Date Posted: July 02, 2008101 downloads
Bayesian VARs with Large Panels CEPR Discussion Paper No. DP6326
Marta Banbura
,
Domenico Giannone and
Lucrezia Reichlin
Date Posted: May 23, 20089 downloads
Bayesian VARs: Specification Choices and Forecast Accuracy FRB of Cleveland Working Paper No. 1112
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Date Posted: May 17, 201126 downloads
Bayesian VARs: Specification Choices and Forecast Accuracy CEPR Discussion Paper No. DP8273
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Date Posted: March 14, 20113 downloads
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions
Christopher Otrok and
Charles H. Whiteman
Date Posted: November 11, 1996
Beating the Random Walk: A Performance Assessment of Long-Term Interest Rate Forecasts Tinbergen Institute Discussion Paper No. 08-102/3
Frank A. G. den Butter and
Pieter W. Jansen
affiliation not provided to SSRN
Date Posted: October 29, 200888 downloads
Behavioral Heterogeneity And The Income Effect Harvard Institute of Economic Research No. 1892
Laurent E. Calvet and
Etienne Comon
Date Posted: August 23, 2000589 downloads
Belief Dispersion, Dispersion of Belief Changes, and Trading Volume: Evidence from Surveys of Consumers and Professional Forecasters
Dan Li
and
Geng Li
Date Posted: March 17, 2010Last Revised: July 12, 201055 downloads
Benefits and Dangers of EU Enlargement Empirica, Vol. 29, No. 3, pp. 245-274, 2002
Fritz Breuss
Date Posted: July 11, 2004280 downloads
Betas and the Myth of Market Neutrality
Nicolas A. Papageorgiou
,
Jonathan J. Reeves
and
Xuan Xie
Date Posted: December 20, 2011Last Revised: December 14, 2012125 downloads
Betting on the Future with a Cloudy Crystal Ball: Revenue Forecasting, Financial Theory, and Budgets - An Expanded Treatment Public Administration Review, Vol. 67, No. 5, pp. 48-66, September/October 2007
Fred Thompson and
Bruce Gates
Date Posted: April 22, 2008138 downloads
Beyond Value at Risk: Forecasting Portfolio Loss at Multiple Horizons
Lisa R. Goldberg ,
Guy Miller
and
Jared Weinstein
Date Posted: October 22, 2007758 downloads
Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
Carlos Capistrán
Date Posted: February 02, 2005122 downloads
Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally Based Comparison to Novices CEPR Discussion Paper No. 4230
Johannes Leitner
,
Robert Schmidt and
Peter Bofinger
Date Posted: February 27, 200425 downloads
Binary Choice Models and Corporate Takeover Journal of Banking and Finance, Vol. 27, March 2003
Hassan Espahbodi
and
Pouran Espahbodi
Date Posted: August 21, 2011
Biofuels and Food Prices: Searching for the Causal Link IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi Universityb Working Paper No. 55,
Andrea Bastianin
,
Marzio Galeotti and
Matteo Manera
Date Posted: March 14, 201319 downloads
Biofuels and Food Prices: Searching for the Causal Link FEEM Working Paper No. 22.2013
Andrea Bastianin
,
Marzio Galeotti and
Matteo Manera
Date Posted: April 04, 201312 downloads
Biofuels and Food Prices: Searching for the Causal Link USAEE Working Paper No. 13-120
Andrea Bastianin
,
Marzio Galeotti and
Matteo Manera
Date Posted: April 01, 201318 downloads
Bond Portfolio Management Using the Dynamic Nelson-Siegel Model
João Caldeira
,
Guilherme V. Moura and
Andre A. P. Santos
Date Posted: June 07, 2012Last Revised: March 11, 2013258 downloads
Bond Pricing and Two Unconditionally Implied Parameters Inferred from Option Prices Applied Financial Economics Letters, Vol. 3, No. 2, pp. 109-113, March 2005
Nikolai Dokuchaev
Date Posted: September 04, 2007
Bond Pricing via Parameters Inferred from Options on a Stock
Nikolai Dokuchaev
Date Posted: September 24, 2004127 downloads
Bond Return Predictability in Expansions and Recessions
Tom Engsted ,
Stig Vinther Møller
and
Magnus Sander
Date Posted: April 27, 201351 downloads
Bootstrap Confidence Bands for Forecast Paths
Anna Staszewska-Bystrova
Date Posted: November 18, 200942 downloads
Bootstrap Joint Prediction Regions University of Zurich Department of Economics Working Paper No. 64
Michael Wolf
and
Dan Wunderli
Date Posted: March 01, 2012Last Revised: May 08, 201336 downloads
Bootstrap Tests for Multivariate Event Studies
Pin-Huang Chou
Date Posted: February 11, 1999424 downloads
Budgetary Forecasts in Europe - The Track Record of Stability and Convergence Programmes ECB Working Paper No. 307
Rolf Strauch
Date Posted: May 19, 2004151 downloads
Business Surveys and Inflation Forecasting in China BOFIT Discussion Paper No. 22/2008
Aaron N. Mehrotra
and
Juuso Kaaresvirta
affiliation not provided to SSRN
Date Posted: December 09, 200843 downloads
Business Surveys Modelling with Seasonal-Cyclical Long Memory Models Banque de France Working Paper No. 224
Laurent Ferrara
and
Dominique Guegan
Date Posted: September 17, 201015 downloads
Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function
Eleftherios Giovanis
Date Posted: September 09, 2008262 downloads
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Ludovic Dubrana
Date Posted: June 13, 2012Last Revised: June 16, 2012161 downloads
Can a Simple DSGE Model Outperform Professional Forecasters? National Bank of Poland Working Paper No. 43
Michal Rubaszek
and
Pawel Skrzypczynski
Date Posted: April 14, 200888 downloads
Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market? HKIMR Working Paper No. 16/2011
Tin Cheuk Leung
and
Kwok Ping Tsang
Date Posted: June 20, 201127 downloads
Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
Kwok Ping Tsang
and
Tin Cheuk Leung
Date Posted: January 25, 2011Last Revised: July 20, 201168 downloads
Can Exchange Rates Forecast Commodity Prices? Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Yu-Chin Chen ,
Kenneth Rogoff and
Barbara Rossi
Date Posted: July 28, 2008Last Revised: May 06, 2010686 downloads
Can Exchange Traded Funds be Used to Exploit Country and Industry Momentum? Financial Markets and Portfolio Management, Forthcoming
Laura Andreu
,
Laurens A. P. Swinkels and
Liam Tjong-A-Tjoe
Date Posted: June 24, 2008Last Revised: October 07, 2012596 downloads
Can Investors Benefit from Market Transparency? - An Asset Allocation Perspective
Michalis Vasios
,
Ingmar Nolte
and
Richard Payne
Date Posted: March 15, 2012Last Revised: September 23, 201236 downloads
Can Investors Benefit from Market Transparency? An Asset Allocation Perspective
Ingmar Nolte
,
Richard Payne and
Michalis Vasios
Date Posted: April 24, 2011Last Revised: February 27, 2012162 downloads
Can Macro Variables Used in Stress Testing Forecast the Performance of Banks? FEDS Working Paper No. 2012-49
Luca Guerrieri
and
Michelle Welch
Date Posted: December 22, 201218 downloads
Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro Area SPF ECB Working Paper No. 1540
Geoff Kenny
,
Thomas Kostka
and
Federico Masera
Date Posted: May 11, 20137 downloads
Can Oil Prices Forecast Exchange Rates? Economic Research Initiatives at Duke Working Paper No. 95
Domenico Ferraro
,
Barbara Rossi and
Kenneth Rogoff
affiliation not provided to SSRN
,
Universitat Pompeu Fabra - ICREA
and
Harvard University - Department of Economics
Date Posted: May 12, 2011561 downloads
Can Oil Prices Forecast Exchange Rates? CEPR Discussion Paper No. DP8635
Domenico Ferraro
,
Kenneth Rogoff and
Barbara Rossi
Date Posted: November 24, 20112 downloads
Can Oil Prices Forecast Exchange Rates? FRB of Philadelphia Working Paper No. 11-34
Domenico Ferraro
,
Kenneth Rogoff and
Barbara Rossi
Date Posted: August 29, 201183 downloads
Can Out-of-Sample Forecast Comparisons Help Prevent Overfitting? FRB of Kansas City Research Working Paper No. 00-05
Todd E. Clark
Date Posted: June 02, 2001172 downloads
Can the Dynamics of the Term Structure of Petroleum Futures be Forecasted? Evidence from Major Markets Chantziara, T., and Skiadopoulos, G. (2008): ¿Can the Dynamics of the Term Structure of Petroleum Futures be forecasted? Evidence from Major Markets¿, Energy Economics, 30:3, pp. 962-985., Energy Economics, Vol. 30, No. 3, 2008,
Thalia Chantziara
and
George S. Skiadopoulos
Date Posted: April 29, 2008Last Revised: October 24, 2008
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