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SSRN eLibrary Statistics:

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Abstracts: 694,814
Full Text Papers: 584,013
Authors: 320,315
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Last 12 months: 13,127,765
Last 30 days: 1,047,329

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SSRN eLibrary Search Results
JEL Code: C53
550,967 Total downloads
Showing Papers 381 - 430 of 3,005
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Incl. Electronic Paper 'Google It!' Forecasting the US Unemployment Rate with A Google Job Search Index
FEEM Working Paper No. 31.2010
Francesco D’Amuri and Juri Marcucci
Bank of Italy and Bank of Italy
Date Posted: April 22, 2010
Working Paper Series
568 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
236 downloads

Incl. Electronic Paper (Un)Predictability and Macroeconomic Stability
ECB Working Paper No. 605
Antonello D'Agostino, Domenico Giannone and Paolo Surico
European Stability Mechanism, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School - Department of Economics
Date Posted: April 24, 2006
Working Paper Series
157 downloads

Incl. Fee Electronic Paper (Un)Predictability and Macroeconomic Stability
CEPR Discussion Paper No. DP6594
Antonello D'Agostino, Domenico Giannone and Paolo Surico
European Stability Mechanism, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School - Department of Economics
Date Posted: June 06, 2008
Working Paper Series
2 downloads

Incl. Electronic Paper A Bayesian Approach to Customer Scoring in Direct Marketing
Lichung Jen, Chien-Heng Chou and Greg M. Allenby
National Taiwan University - Department of International Business, Chinese Culture University and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: November 18, 2006
Working Paper Series
369 downloads

Incl. Electronic Paper A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Kenton K. Yee
Mellon Capital Management
Date Posted: July 19, 2007
Last Revised: November 06, 2008
Accepted Paper Series
509 downloads

Incl. Fee Electronic Paper A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo, Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper A Bayesian Model to Predict Content Creation with Two-Sided Peer Influence in Content Platforms
Bin Zhang, Anjana Susarla and Ramayya Krishnan
University of Arizona, Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: January 25, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Massimo Guidolin, Francesco Ravazzolo and Andrea Donato Tortora
Bocconi University - Department of Finance, Norges Bank and Bocconi University
Date Posted: January 20, 2011
Working Paper Series
147 downloads

Incl. Electronic Paper A Bayesian VAR Benchmark for COMPASS
Bank of England Working Paper No. 583
Silvia Domit, Francesca Monti and Andrej Sokol
Bank of England - Monetary Analysis, Bank of England and Bank of England
Date Posted: January 25, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Bayesian VAR Forecasting Model for the Philadelphia Metropolitan Area
Federal Reserve Bank of Philadelphia Working Paper No. 99-7
Theodore M. Crone and Michael P. McLaughlin
Swarthmore College and affiliation not provided to SSRN
Date Posted: September 27, 1999
Working Paper Series
368 downloads

Incl. Electronic Paper A Behavioral Finance Model of the Exchange Rate with Many Forecasting Rules
CESifo Working Paper No. 1849
Paul De Grauwe and Pablo Rovira Kaltwasser
London School of Economics & Political Science (LSE) and Catholic University of Leuven (KUL)
Date Posted: December 05, 2006
Working Paper Series
406 downloads

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
942 downloads

Incl. Electronic Paper A Big Joke by Hodrick and Prescott with Their Filters
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: October 21, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper A Boosting Approach to Forecasting the Volatility of Gold-Price Fluctuations Under Flexible Loss
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Date Posted: October 23, 2014
Last Revised: November 12, 2015
Working Paper Series
101 downloads

Incl. Electronic Paper A Bootstrap Causality Test for Covariance Stationary Processes
LSE STICERD Research Paper No. EM462
Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Date Posted: July 21, 2008
Working Paper Series
25 downloads

Incl. Electronic Paper A Bootstrap-Based Nonparametric Forecast Density
International Journal of Forecasting, Vol. 24, 2008
Sebastiano Manzan and Dawit Zerom
City University of New York, CUNY Baruch College, Zicklin School of Business and University of Alberta - School of Business
Date Posted: February 04, 2009
Accepted Paper Series
107 downloads

Incl. Electronic Paper A Brazilian Dichotomy: Non-Neutrality of Money or Non-Neutrality of Inflation?
Roberto I. R. L. Lima Filho
University of Sao Paulo, School of Medicine
Date Posted: February 04, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper A Brief Study of Voluntary Carbon Markets, Recent and Future Trends with Special Focus on India
Deepanshi Chaudhry
Indian Institute of Mass Communication
Date Posted: February 21, 2009
Working Paper Series
584 downloads

A BVAR Forecasting Model for Peruvian Inflation
Luis-Gonzalo Llosa, Vicente Tuesta Reátegui and Marco Vega
University of California, Los Angeles (UCLA), Banco Central de Reserva del Peru and Central Bank of Peru
Date Posted: May 09, 2005
Last Revised: September 04, 2013
Working Paper Series

Incl. Electronic Paper A Calibration Procedure for Analyzing Stock Price Dynamics in an Agent-Based Framework
Maria Cristina Recchioni, Gabriele Tedeschi and Mauro Gallegati
Università Politecnica delle Marche - Department of Management, Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche - Faculty of Economics
Date Posted: September 28, 2013
Last Revised: July 07, 2014
Working Paper Series
109 downloads

Incl. Electronic Paper A Case of Empirical Reverse Engineering: Estimation of the Pricing Kernel
AFA New Orleans 2001
Mikhail Chernov
UCLA Anderson
Date Posted: September 30, 2000
Working Paper Series
645 downloads

Incl. Electronic Paper A Citation-Analysis of Economic Research Institutes
IZA Discussion Paper No. 6780
Rolf Ketzler and Klaus F. Zimmermann
German Institute for Economic Research (DIW Berlin) and Harvard University
Date Posted: October 06, 2012
Working Paper Series
5 downloads

Incl. Fee Electronic Paper A Citation-Analysis of Economic Research Institutes
CEPR Discussion Paper No. DP9110
Rolf Ketzler and Klaus F. Zimmermann
German Institute for Economic Research (DIW Berlin) and Harvard University
Date Posted: September 28, 2012
Working Paper Series
6 downloads

A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Journal of Financial Econometrics, Vol. 1, No. 3, Winter 2003
Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Accepted Paper Series

Incl. Electronic Paper A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Rice University and University of Texas at Dallas Working Paper
Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Working Paper Series
879 downloads

Incl. Electronic Paper A Coexceedance Approach on Financial Contagion
Dinh-Vinh Vo
Vietnam National University of Ho Chi Minh City - School of Economics and Laws
Date Posted: September 24, 2013
Last Revised: June 22, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper A Cointegration Test to Verify the Housing Bubble
The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 35-43, 2008
Bala Arshanapalli and William Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Date Posted: February 19, 2010
Accepted Paper Series
463 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper A Comparative Analysis of Correlation Approaches in Finance
Gunter A. Meissner, Claudio Albanese, David Li and Edgar Lobackeskiy
University of Hawaii - Shidler College of Business, Global Valuation, affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 24, 2011
Working Paper Series
720 downloads

Incl. Electronic Paper A Comparative Study between the Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using its Weights and the Classical Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using the Real Values of its Components
Conference Book's Papers, 2008
Ciprian Ionel Turturean
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: February 24, 2008
Accepted Paper Series
31 downloads

Incl. Electronic Paper A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
Bülent Köksal
Ipek University - Department of Management
Date Posted: May 27, 2009
Last Revised: October 31, 2009
Accepted Paper Series
93 downloads

Incl. Electronic Paper A Comparison of Financial Duration Models via Density Forecast
International Journal of Forecasting, Vol. 20, pp. 589-604
Luc Bauwens, Joachim Grammig, David Veredas and Pierre Giot
Université catholique de Louvain, Eberhard Karls Universitaet Tübingen, Vlerick Business School and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: September 09, 2005
Accepted Paper Series
202 downloads

Incl. Electronic Paper A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
Accenture Consulting
Date Posted: June 25, 2007
Working Paper Series
802 downloads

Incl. Electronic Paper A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
CIRANO - Scientific Publications No. 2011s-13
Luc Bauwens, Gary Koop, Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Essex - Essex Business School and HEC Montreal
Date Posted: January 27, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper A Comparison of Measures of Core Inflation
Economic Policy Review, Vol. 13, No. 3, December 2007
Robert W. Rich and Charles Steindel
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: December 16, 2007
Working Paper Series
157 downloads

A Comparison of Seasonal Adjustment Methods when Forecasting Intraday Volatility
Forthcoming in Journal of Financial Research
Martin Martens, Yuan-Chen Chang and Stephen J. Taylor
Erasmus University Rotterdam (EUR), National Chung Hsing University and Lancaster University - Department of Accounting and Finance
Date Posted: April 12, 2001
Accepted Paper Series

Incl. Electronic Paper A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
CentER Discussion Paper Series No. 2016-037
Ron Triepels and Hennie Daniels
Tilburg University - Center for Economic Research (CentER) and Erasmus Research Institute of Management (ERIM)
Date Posted: September 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 27, 2003
Working Paper Series
51 downloads

Incl. Electronic Paper A Comprehensive Look at Financial Volatility Prediction by Economic Variables
Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf
Aarhus University - CREATES, City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 10, 2011
Last Revised: March 06, 2012
Working Paper Series
851 downloads

Incl. Electronic Paper A Comprehensive Look at Financial Volatility Prediction by Economic Variables
BIS Working Paper No. 374
Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf
Aarhus University - CREATES, City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 07, 2012
Working Paper Series
190 downloads

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio, Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science, University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk
Lorenzo Cappiello
European Central Bank (ECB)
Date Posted: November 21, 2000
Working Paper Series
546 downloads

Incl. Electronic Paper A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
Dean Fantazzini, Maria Elena De Giuli, Mario Maggi, Carluccio Bianchi and Alessandro Carta Sr.
Moscow School of Economics, Moscow State University, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
570 downloads

A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series

Incl. Electronic Paper A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
Meilan Yan, Max J.B. Hall and Paul Turner
Loughborough University, Loughborough University - Department of Economics and Loughborough University - Department of Economics
Date Posted: August 21, 2011
Last Revised: September 27, 2011
Working Paper Series
451 downloads

Incl. Electronic Paper A Critical Empirical Study of Three Electricity Spot Price Models
Fred Espen Benth, Ruediger Kiesel and Anna Nazarova
University of Oslo - Department of Mathematics, University of Duisburg-Essen - Faculty of Economic Science and University of Oslo
Date Posted: February 13, 2013
Working Paper Series
71 downloads

Incl. Electronic Paper A Cross-Cohort Changepoint Model for Customer-Base Analysis
Arun Gopalakrishnan, Eric Bradlow and Peter Fader
Washington University in Saint Louis - John M. Olin Business School, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Date Posted: July 29, 2012
Last Revised: September 07, 2016
Working Paper Series
787 downloads

Incl. Electronic Paper A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
CEIS Working Paper No. 374
Martyna Marczak, Tommaso Proietti and Stefano Grassi
University of Hohenheim, University of Rome II - Department of Economics and Finance and University of Kent, Canterbury
Date Posted: March 31, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
Michael McAleer, Teodosio Perez Amaral and Juan-Angel Jiménez-Martin
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid - Facultad de Económicas y Empresariales and Complutense University of Madrid
Date Posted: February 26, 2009
Working Paper Series
817 downloads


 

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