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SSRN eLibrary Statistics:
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484,056
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393,459
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238,027
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SSRN eLibrary Search Results
JEL Code: C32
450,737 Total downloads
Showing Papers 351 - 400 of 3,071
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Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
Simon van Norden and
Robert Vigfusson
Date Posted: January 06, 1998
Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights CAEPR Working Paper #010-2010
Pei Pei
Date Posted: December 11, 2010
Backtesting Value-at-Risk Models: A Multivariate Approach Center for Applied Economics & Policy Research Working Paper No. 004-2010
Cristina Danciulescu
Date Posted: April 16, 2010222 downloads
Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-4
Javier Ordóñez Monfort
and
Katarina Juselius
Date Posted: October 18, 201034 downloads
Bank and Official Interest Rates: How Do They Interact Over Time? Melbourne Institute Working Paper Series, Working Paper No. 4/10
G. C. Lim
,
Sarantis Tsiaplias
and
Chew Lian Chua
Date Posted: October 09, 201051 downloads
Bank Bailouts, Competition, and the Disparate Effects for Borrower and Depositor Welfare
Cesar Calderon and
Klaus Schaeck
Date Posted: December 23, 2012Last Revised: January 09, 201321 downloads
Bank Lending and Asset Prices in the Euro Area RWI Discussion Paper No. 42
Michael Frömmel
and
Torsten Schmidt
Date Posted: September 08, 200673 downloads
Bank Lending to the Production Sector: Credit Crunch or Extra - Credit? Temi di Economia e Finanza Working Paper No. 1
Daniele Di Giulio
Date Posted: October 09, 201061 downloads
Bayesian Analysis of Coefficient Instability in Dynamic Regressions Bank of Italy Temi di Discussione (Working Paper) No. 836
Emanuela Ciapanna
and
Marco Taboga
Date Posted: February 24, 201230 downloads
Bayesian Analysis of DSGE Models FRB Philadelphia Working Paper No. 06-5
Sungbae An
and
Frank Schorfheide
Date Posted: February 07, 2006494 downloads
Bayesian Analysis of DSGE Models CEPR Discussion Paper No. 5207
Sungbae An
and
Frank Schorfheide
Date Posted: October 05, 200527 downloads
Bayesian Analysis of DSGE Models with Regime Switching
Yunjong Eo
Date Posted: November 24, 2008Last Revised: February 23, 2009139 downloads
Bayesian Analysis of Dynamic Disequilibrium Models: An Application to the Polish Credit Market
Luc Bauwens and
Michel Lubrano
Date Posted: April 14, 200581 downloads
Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions Journal of Financial and Quantitative Analysis, Forthcoming
John T. Scruggs and
Federico Nardari
Date Posted: May 08, 2006336 downloads
Bayesian Analysis of Recursive SVAR Models with Overidentifying Restrictions ECB Working Paper No. 1492
Andrzej Kociecki
,
Michal Rubaszek
and
Michele Ca'Zorzi
Date Posted: November 22, 201220 downloads
Bayesian Analysis of Stochastic Trends in Structural Time Series Models A1.89 WP 9663/A
Gary Koop and
H. K. van Dijk
Date Posted: February 25, 1998
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk Tinbergen Institute Discussion Paper No. 08-096/4
Rodney W. Strachan
and
H. K. van Dijk
Date Posted: October 19, 200839 downloads
Bayesian clustering of many GARCH models CORE Discussion Paper No. 2003/87
Luc Bauwens and
J. V. K. Rombouts
Date Posted: April 14, 200599 downloads
Bayesian Estimation of Asymmetric Jump-Diffusion Processes
Samuel J. Frame
and
Cyrus A. Ramezani
Date Posted: January 31, 201326 downloads
Bayesian Estimation of DSGE Models CAMA Working Paper 10/2012
Pablo Guerron-Quintana
and
James M. Nason
Date Posted: March 01, 201223 downloads
Bayesian Estimation of DSGE Models FRB of Philadelphia Working Paper No. 12-4
Pablo Guerron-Quintana
and
James M. Nason
Date Posted: February 17, 201255 downloads
Bayesian Forecast Combination for VAR Models Riksbank Research Paper No. 216
Michael Andersson
and
Sune Karlsson
Date Posted: December 20, 2007167 downloads
Bayesian Forecasting with Highly Correlated Predictors
Dimitris Korobilis
Date Posted: October 19, 201226 downloads
Bayesian Inference and Asset Pricing
Amlan Roy
Date Posted: August 10, 1999
Bayesian Inference for the Mixed Conditional Heteroskedasticity Model CORE Discussion Paper No. 2005/85
Luc Bauwens and
J. V. K. Rombouts
Date Posted: February 24, 200644 downloads
Bayesian Inference for the Mixed-Frequency VAR Model DIW Berlin Discussion Paper No. 1172
Paul Viefers
Date Posted: November 17, 201132 downloads
Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 ECB Working Paper No. 692
Anders Warne
Date Posted: December 01, 200688 downloads
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market CORE Discussion Paper No. 2006/50
Luc Bauwens and
Michel Lubrano
Date Posted: August 22, 200656 downloads
Bayesian Inference on GARCH Models Using the Gibbs Sampler The Econometrics Journal, Vol. 1, 1998
Luc Bauwens and
Michel Lubrano
Date Posted: April 06, 1999
Bayesian Model Averaging and Exchange Rate Forecasts FRB International Finance Discussion Paper No. 779
Jonathan H. Wright
Date Posted: November 18, 2003335 downloads
Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models HECER Discussion Paper No. 273
Markku Lanne ,
Arto Luoma
and
Jani Luoto
Date Posted: October 16, 200930 downloads
Bayesian Student-T Stochastic Volatility Models Via Scale Mixtures
Boris Choy ,
Wai Yin Wan
and
Chun Man Chan
affiliation not provided to SSRN
Date Posted: August 20, 200983 downloads
Bayesian VARs: A Survey of the Recent Literature with an Application to the European Monetary System IMF Working Paper No. 03/102
Alessandro Rebucci
and
Matteo Ciccarelli
Date Posted: January 29, 2006115 downloads
Better Safe than Sorry: Bulls, Bears, and Optimal International Portfolio Choice under Disappointment Aversion
Joni Kokkonen
Date Posted: June 27, 2008Last Revised: March 16, 2011200 downloads
Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default Correlation CAREFIN Research Paper No. 12/09
Antonella Foglia
,
Roberta Fiori
and
simonetta iannotti
Date Posted: May 08, 2010169 downloads
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel CIRANO - Scientific Publications No. 2011s-17
Hyungsik Roger Moon and
Benoit Perron
Date Posted: February 15, 201128 downloads
Bias-Correction in Vector Autoregressive Models: A Simulation Study
Tom Engsted and
Thomas Quistgaard Pedersen
Date Posted: May 18, 201170 downloads
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns Under the Microscope
Enzo Weber
and
Numan Ulku
affiliation not provided to SSRN
Date Posted: June 03, 201119 downloads
Bilateral Trade Flows and Exchange Rate Sensitivity: Evidence from Likelihood-based Panel Cointegration Economic Systems, Vol. 30, No. 2, 2006
Manuchehr Irandoust
,
Kristin Ekblad
and
Johan Parmler
Date Posted: May 02, 2006
Bivariate FIGARCH and Fractional Cointegration Queen Mary & Westfield College, Department of Economics Working Paper No. 408
Celso Brunetti and
Christopher L. Gilbert
Date Posted: March 01, 2000445 downloads
Block Structure Multivariate Stochastic Volatility Models
Manabu Asai ,
Massimiliano Caporin and
Michael McAleer
Date Posted: December 18, 2009244 downloads
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions IEPR Working Paper No. 06.56
Hyungsik Roger Moon and
Frank Schorfheide
Date Posted: January 03, 200745 downloads
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions CEPR Discussion Paper No. 5605
Hyungsik Roger Moon and
Frank Schorfheide
Date Posted: July 05, 200620 downloads
Bootstrap Confidence Bands for Forecast Paths
Anna Staszewska-Bystrova
Date Posted: November 18, 200942 downloads
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-11
Giuseppe Cavaliere ,
Anders Rahbek
and
A. M. Robert Taylor
affiliation not provided to SSRN
Date Posted: September 05, 20127 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 Sequential Determination of the Co-Integration Rank in VAR Models Univ. of Copenhagen Dept. of Economics Discussion Paper No. 10-07
Giuseppe Cavaliere ,
Anders Rahbek
and
A. M. Robert Taylor
affiliation not provided to SSRN
Date Posted: February 12, 201028 downloads
Bootstrap Sequential Determination of the Co-Integration Rank in VAR Models CREATES Research Paper No. 2010-7
Giuseppe Cavaliere ,
Anders Rahbek
and
A. M. Robert Taylor
affiliation not provided to SSRN
Date Posted: February 11, 201021 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
Date Posted: February 26, 200354 downloads
Bootstrapping Covariate Unit Root Tests: An Application to Inflation Rates Bulletin of Economic Research, Vol. 65, pp. s165-s174, 2013
Cheng‐Feng Lee and
Ching‐Chuan Tsong
Date Posted: May 08, 2013
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