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1,903,651 Total downloads
Showing Papers 3,021 - 3,070 of 8,648
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On the Statistical Identification of DSGE Models
CEPR Discussion Paper No. DP7176
Agostino Consolo
,
Carlo A. Favero and
Alessia Paccagnini
Bocconi University
,
Bocconi University - Department of Finance
and
Bocconi University - Department of Economics
Date Posted: February 18, 2009
Working Paper Series
5 downloads
On the Stability of Performance Measures Over Time
University of Padua Department of Statistical Sciences Working Paper No. 17
Giovanna Menardi
and
Francesco Lisi
University of Padua - Department of Statistical Sciences
and
University of Padua - Department of Statistical Sciences
Date Posted: January 09, 2011
Working Paper Series
40 downloads
On the Small Sample Properties of Dickey-Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
Paulo M.M. Rodrigues and
Antonio Rubia Serrano
Banco de Portugal
and
University of Alicante, Department of Financial Economics
Date Posted: July 18, 2004
Working Paper Series
105 downloads
On the Significance of Demand and Inventory Smoothing Interventions in Supply Chain
CentER Discussion Paper Series No. 2010-126
Cannella Salvatore
,
Elena Ciancimino
and
J. Ashayeri
University of Seville
,
University of Seville
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 09, 2011
Working Paper Series
60 downloads
On the Shape of Posterior Densities and Credible Sets in Instrumental Variable Regression Models with Reduced Rank: An Application of Flexible Sampling Methods using Neural Networks
CORE Discussion Paper No. 2005/29
Lennart F. Hoogerheide
,
Johan F. kaashoek
and
H. K. van Dijk
Vrije Universiteit Amsterdam - Dept. of Econometrics
,
Erasmus University Rotterdam (EUR)
and
Tinbergen Institute
Date Posted: January 27, 2006
Working Paper Series
49 downloads
On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers if Identification is Weak
IZA Discussion Paper No. 3961
David A. Jaeger and
Juliane Parys
City University of New York Graduate Center
and
University of Bonn
Date Posted: February 02, 2009
Working Paper Series
40 downloads
On the Role of Risk in the Morningstar Rating for Mutual Funds
Francesco Lisi
and
Massimiliano Caporin
University of Padua - Department of Statistical Sciences
and
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: May 22, 2009
Last Revised: October 12, 2009
Working Paper Series
104 downloads
On the Role of Counterfactuals in Inferring Causal Effects of Treatments
IZA Discussion Paper No. 354
Jochen Kluve
Humboldt University of Berlin
Date Posted: September 14, 2001
Working Paper Series
138 downloads
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
UCSD Department of Econ. Discussion Paper No. 2000-13
Niels Haldrup and
Peter M. Lildholdt
Aarhus University, School of Economics and Management
and
Bank of England - Monetary Analysis
Date Posted: December 27, 2000
Working Paper Series
69 downloads
On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
Marzio Galeotti ,
Matteo Manera and
Alessandro Lanza
University of Milan - Department of Economics, Business and Statistics (DEAS)
,
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
and
Fondazione Eni Enrico Mattei (FEEM), Milan
Date Posted: May 27, 2008
Working Paper Series
43 downloads
On the Robustness of Robustness Checks of the Environmental Kuznets Curve
FEEM Working Paper No. 22.2006
Marzio Galeotti ,
Matteo Manera and
Alessandro Lanza
University of Milan - Department of Economics, Business and Statistics (DEAS)
,
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
and
Fondazione Eni Enrico Mattei (FEEM), Milan
Date Posted: February 15, 2006
Working Paper Series
105 downloads
On the Robustness of Least - Squares Monte Carlo (LSM) for Pricing American Derivatives
Review of Derivatives Research, Vol. 6, No. 2, 2003
Manuel Moreno and
Javier F. Navas
University of Castilla-La Mancha
and
Pablo de Olavide University
Date Posted: November 20, 2007
Last Revised: December 07, 2007
Accepted Paper Series
427 downloads
On the Robustness of Goodness-of-Fit Tests for Copulas
Gregor N. F. Weiss
TU Dortmund University
Date Posted: September 16, 2011
Last Revised: May 21, 2013
Working Paper Series
73 downloads
On the Relation Between the Shrinkage Effect and a Shrinkage Method
COMPUTATIONAL STATISTICS, Vol 12 No 2, March 26, 1997
Werner Vach
University of Freiburg
Date Posted: April 22, 1997
Accepted Paper Series
On the Relation Between the Market Risk Premium and Market Volatility
Yufeng Han
University of Colorado at Denver - Business School
Date Posted: March 06, 2002
Working Paper Series
929 downloads
On the Recursive Fitting of Subset Autoregressions - Financial and Economic Forecasting (chapter 1)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce
,
Independent
and
Australian National University (ANU) - National Graduate School of Management
Date Posted: December 19, 2002
Working Paper Series
80 downloads
On the Reception of Haavelmo’s Econometric Thought
CHOPE Working Paper No. 2012-04
Kevin D. Hoover
Duke University - Departments of Economics and Philosophy
Date Posted: February 08, 2012
Last Revised: February 10, 2012
Working Paper Series
104 downloads
On the Random Walk Characteristics of Stock Retuns in India
Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
Gourishankar S. Hiremath
,
Anver Sadat and
Bandi Kamaiah V
Department of Economics, University of Hyderabad
,
University of Hyderabad
and
University of Hyderabad
Date Posted: March 08, 2011
Last Revised: March 10, 2011
Accepted Paper Series
22 downloads
On the Properties of Regression Tests of Asset Return Predictability
Carlos Velasco
and
Seongman Moon
Universidad Carlos III de Madrid - Department of Economics
and
Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 24, 2010
Last Revised: March 15, 2011
Working Paper Series
48 downloads
On the Profit and Loss Distribution of Dynamic Hedging Strategies
International Journal of Theoretical and Applied Finance, Vol. 2, 1999, pp. 131-153
Sergei Esipov and
Igor Vaysburd
Quant Isle Ltd.
and
JP Morgan Securities Inc.
Date Posted: February 02, 1999
Accepted Paper Series
On the Profit and Loss Distribution of Dynamic Hedging Strategies
Discussion Paper Series No. 9899-03
Sergei Esipov and
Igor Vaysburd
Quant Isle Ltd.
and
JP Morgan Securities Inc.
Date Posted: February 02, 1999
Working Paper Series
2404 downloads
On the Pricing of CDOs
CREDIT DERIVATIVES HANDBOOK, Chapter 11, P.U. Ali and G.N. Gregoriou, eds., pp. 229-258, McGraw-Hill
Raquel M. Gaspar and
Thorsten Schmidt
Technical University of Lisbon (UTL) - Cemapre Research Center
and
Chemnitz University of Technology
Date Posted: July 04, 2008
Accepted Paper Series
On the Presence of News in a Hybrid Model of the Yield Curve
Joshua Mark Davis
Pacific Investment Management Company (PIMCO)
Date Posted: May 25, 2008
Working Paper Series
49 downloads
On the Prediction of Credit Ratings
Albert D. Metz
Moody's Investors Service
Date Posted: August 31, 2007
Working Paper Series
395 downloads
On the Predictability of Stock Returns: An Asset-Allocation Perspective
J. OF FINANCE, Vol. 51 No. 2, June 1996
Shmuel Kandel (deceased) and
Robert F. Stambaugh
Deceased
and
University of Pennsylvania - The Wharton School
Date Posted: September 11, 1996
Accepted Paper Series
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
Tinbergen Institute Discussion Papers No. 2006-076/4
Michiel De Pooter ,
Rene Segers
and
H. K. van Dijk
Federal Reserve Board
,
Erasmus University Rotterdam (EUR)
and
Tinbergen Institute
Date Posted: September 10, 2006
Working Paper Series
154 downloads
On the Population Density Distribution Across Space: A Probabilistic Approach
Ilenia Epifani
and
Rosella Nicolini
affiliation not provided to SSRN
and
Universitat Autònoma de Barcelona
Date Posted: June 29, 2011
Last Revised: October 21, 2012
Working Paper Series
13 downloads
On the Phase Dependence in Time-Varying Correlations between Time-Series
Tinbergen Institute Discussion Paper 13-054/III
Francisco Blasques
VU University Amsterdam
Date Posted: April 06, 2013
Working Paper Series
12 downloads
On the Performance of the Ordinary Least Squares Method Under an Error Component Model
Metrika, Vol. 47, No. 3, June 1998
Parimal Mukhopadhyay and
Rainer Schwabe
affiliation not provided to SSRN
and
Free University of Berlin (FUB) - Department of Mathematics and Computer Science
Date Posted: August 14, 1998
Accepted Paper Series
On the Panel Unit Root Tests Using Nonlinear Instrumental Variables
Kyung So Im
and
M. Hashem Pesaran
University of Central Florida - College of Business Administration
and
University of Southern California
Date Posted: January 01, 2004
Working Paper Series
105 downloads
On the Optimality of Multivariate S-Estimators
CentER Discussion Paper Series No. 2010-39
Christophe Croux
,
Catherine Dehon
and
Abdelilah Yadine
KU Leuven - Faculty of Business and Economics (FBE)
,
Université Libre de Bruxelles (ULB)
and
Université Libre de Bruxelles (ULB)
Date Posted: April 07, 2010
Working Paper Series
8 downloads
On the Number of Bootstrap Repetitions for Bootstrap Standard Errora, Confidence Intervals, and Tests
WP 1141R
Donald W. K. Andrews and
Moshe Buchinsky
Yale University - Cowles Foundation
and
University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: January 23, 1998
Working Paper Series
On the Nonparametic Identification of Nonlinear Simultaneous Equations Models: Comment on B. Brown (1983) and Roehrig (1988)
Cowles Foundation Discussion Paper No. 1482; Stanford GSB Working Paper No. 1868
Steven Berry and
C. Lanier Benkard
Yale University - Department of Economics
and
Stanford Graduate School of Business
Date Posted: October 20, 2004
Working Paper Series
52 downloads
On the Non-Equilibrium Density of Geometric Mean Reversion
Zhaojun Yang
and
Christian-Oliver Ewald
Hunan University - School of Finance and Statistics
and
University of Glasgow
Date Posted: January 21, 2008
Last Revised: April 14, 2008
Working Paper Series
186 downloads
On the New Transformation-based Approach to Value-at-Risk: An Application to Indian Stock Market
Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Gobinda Prasad Samanta
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM)
Date Posted: January 24, 2006
Working Paper Series
163 downloads
On the Natural Selection Rule in General Linear Models
METRIKA, Vol. 46, No. 1, August 1997
Naveen K. Bansal and
Sudhir Gupta
Marquette University - Department of Mathematics, Statistics and Computer Science
and
Northern Illinois University
Date Posted: February 08, 1998
Accepted Paper Series
On the Moments of Ratios of Quadratic Forms in Normal Random Variables
Yong Bao
and
Raymond Kan
Purdue University
and
University of Toronto - Rotman School of Management
Date Posted: February 08, 2012
Last Revised: March 18, 2013
Working Paper Series
51 downloads
On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios
23rd Australasian Finance and Banking Conference 2010 Paper
Keiichi Kubota ,
Toshifumi Tokunaga
and
Kenji Wada
Chuo University - Graduate School of Strategic Management
,
Musashi University - Department of Finance
and
Keio University - Faculty of Business & Commerce
Date Posted: August 23, 2010
Working Paper Series
33 downloads
On the Long-Run Determinants of Real Exchange Rates for Developing Countries: Evidence from Africa, Latin America and Asia
William Davidson Institute Working Paper No. 571
Imed Drine
and
Christophe Rault
University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA)
and
University of Orleans
Date Posted: June 12, 2003
Working Paper Series
244 downloads
On the Informational Content of Asset Prices
Demosthenes N. Tambakis
Pembroke College, Cambridge
Date Posted: October 27, 2000
Working Paper Series
159 downloads
On the Independence of the Standardized One-Step-Ahead Prediction Errors in ARCH Models
Proceedings of the 7th Hellenic-European Conference on Computer Mathematics and its Applications HERCMA 2005
Stavros Antonios Degiannakis
and
Evdokia Xekalaki
University of Portsmouth
and
Athens University of Economics and Business
Date Posted: October 12, 2005
Working Paper Series
37 downloads
On the Independence and Identical Distribution of Points in Tennis
Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-53
Franc J. G. M. Klaassen and
J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
and
Tilburg University, CentER
Date Posted: December 18, 1998
Working Paper Series
On the Impossibility of Events of Zero Probability
Theory and Decision, Vol. 23, No. 2, 1987
Asad Zaman
International Institute of Islamic Economics
Date Posted: January 02, 2009
Last Revised: January 30, 2009
Accepted Paper Series
59 downloads
On the Impossibility of Efficiency in Production
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
3 downloads
On the Impact of Heavy-Tailed Returns to Popular Risk Measures: Evidence from Global Indices
Fotios Harmantzis
and
Linyan Miao
FX Concepts
and
Stevens Institute of Technology
Date Posted: June 17, 2005
Working Paper Series
249 downloads
On the Identification of the Costs of Simultaneous Search
IESE Business School Working Paper No. 867
Matthijs R. Wildenbeest
and
Zsolt Sandor
Indiana University - Kelley School of Business
and
University of Groningen
Date Posted: July 21, 2010
Working Paper Series
27 downloads
On the Identification of Fiscal Policy Behavior
CAEPR Working Paper No. 026-2008
Bing Li
Indiana University Bloomington - Department of Economics
Date Posted: February 26, 2009
Last Revised: March 25, 2009
Working Paper Series
110 downloads
On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
IMF Working Paper No. 03/73
Alessandro Rebucci
Inter-American Development Bank (IDB)
Date Posted: January 29, 2006
Working Paper Series
49 downloads
On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint
Nikolay Gospodinov
,
Cesare Robotti and
Raymond Kan
Concordia University, Quebec - Department of Economics
,
Federal Reserve Bank of Atlanta
and
University of Toronto - Rotman School of Management
Date Posted: January 13, 2010
Last Revised: April 02, 2012
Working Paper Series
62 downloads
On the Fit and Forecasting Performance of New Keynesian Models
ECB Working Paper No. 491, FRB of Atlanta Working Paper No. 2004-37
Marco Del Negro ,
Frank Schorfheide ,
Frank Smets and
Rafael Wouters
Federal Reserve Bank of New York
,
University of Pennsylvania - Department of Economics
,
European Central Bank (ECB)
and
National Bank of Belgium
Date Posted: February 11, 2005
Working Paper Series
266 downloads
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