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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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Total References: 8,539,827
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5,733,423
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SSRN eLibrary Search Results
JEL Code: E47
70,258 Total downloads
Showing Papers 41 - 90 of 360
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Incl. Electronic Paper The Use of the Signal Approach to Development of Early Warning Indicators of Financial Turmoil in Russia
Pavel Trunin
Gaidar Institute for Economic Policy
Date Posted: August 01, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Inflation and Interest Rate Policy
Syed Zahid Ali and Sajid Anwar
Lahore University of Management Sciences and University of South Australia - International Graduate School of Management
Date Posted: July 14, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy
De Nederlandsche Bank Working Paper No. 345
Pierre M Lafourcade and Joris de Wind
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: July 12, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating Financial Institutions’ Intraday Liquidity Risk: A Monte Carlo Simulation Approach
Borradores de Economia, No. 713, 2012
Carlos León
Banco de la República (Central Bank of Colombia)
Date Posted: July 06, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Optimal Policy and Taylor Rule Cross-Checking Under Parameter Uncertainty
Dirk Bursian and Markus Roth
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: June 14, 2012
Last Revised: May 13, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper The Financial Market Impact of UK Quantitative Easing
BIS Paper No. 65p, QMUL Working Paper 696 August 2012
Francis Breedon , Jagjit S. Chadha and A. Waters
University of London, Queen Mary - School of Economics and Finance , University of Saint Andrews - School of Economics & Management and affiliation not provided to SSRN
Date Posted: June 12, 2012
Last Revised: August 29, 2012
Working Paper Series
175 downloads

Incl. Electronic Paper A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jean-Paul Renne
Banque de France
Date Posted: June 09, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Fixed Interest Rates over Finite Horizons
Bank of England Working Paper No. 454
Andrew P. Blake
Bank of England - CCBS
Date Posted: May 21, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change: A Comparison of Models with Time-Varying Parameters
Bank of England Working Paper No. 450
Alina Barnett , Haroon Mumtaz and Konstantinos Theodoridis
Bank of England , University of London - Faculty of Social Sciences and Bank of England
Date Posted: May 21, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Extraction of Economies Aggregate Expectations, Using a Modified Yield Spread Approach
Gal Zahavi , Tzachi Perry and Denis Geidman
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management , Independent and Independent
Date Posted: May 20, 2012
Last Revised: February 20, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Evaluating DSGE Model Forecasts of Comovements
FEDS Working Paper No. 2012-11
Frank Schorfheide and Edward Herbst
University of Pennsylvania - Department of Economics and University of Pennsylvania
Date Posted: May 04, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper A Simple Empirical Measure of Central Banks' Conservatism
Grégory Levieuge and Yannick Lucotte
University of Orleans - Laboratoire d'économie d'Orléans and University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: April 30, 2012
Last Revised: February 26, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Assessing Macro-Financial Linkages: A Model Comparison Exercise
National Bank of Poland Working Paper No. 110
Rafael Gerke , Magnus Jonsson , Martin Kliem , Marcin Kolasa , Pierre M Lafourcade , Alberto Locarno , Krzysztof Makarski and Peter McAdam
affiliation not provided to SSRN , Sveriges Riksbank , Deutsche Bundesbank , National Bank of Poland , De Nederlandsche Bank , Bank of Italy , National Bank of Poland and European Central Bank (ECB)
Date Posted: April 16, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Are Forecast Combinations Efficient?
Pablo M. Pincheira
Central Bank of Chile - Research Department
Date Posted: April 14, 2012
Last Revised: April 17, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Structural Reforms and the Potential Effects on the Italian Economy
CEIS Working Paper No. 227
Barbara Annicchiarico , Fabio Di Dio and Francesco Felici
University of Rome II - Department of Economics and Law , Consip S.p.a. and Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury
Date Posted: March 31, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Short-term Forecasting of the Japanese Economy Using Factor Models
ECB Working Paper No. 1428
Claudia Godbout and Marco J. Lombardi
Government of Canada - Bank of Canada and European Central Bank (ECB)
Date Posted: March 27, 2012
Working Paper Series
18 downloads

The Consequences of Transaction Taxes: An Empirical Analysis
Irene Aldridge
ABLE Alpha Trading, LTD
Date Posted: March 22, 2012
Last Revised: September 16, 2012
Working Paper Series

Incl. Electronic Paper Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Ying Chen and Linlin Niu
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: March 20, 2012
Last Revised: June 03, 2013
Working Paper Series
83 downloads

Does Money Help Predict Inflation? An Empirical Assessment for Central Europe
Economic Systems, Vol. 35, No. 4, 2011
Roman Horvath , Lubos Komarek and Filip Rozsypal
Czech National Bank , Czech National Bank and affiliation not provided to SSRN
Date Posted: March 13, 2012
Accepted Paper Series

Incl. Electronic Paper Cointegrated VARMA Models and Forecasting US Interest Rates
Christian Kascha and Carsten Trenkler
affiliation not provided to SSRN and University of Mannheim
Date Posted: March 09, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper A Model of the Euro-Area Yield-Curve with Discrete Policy Rates
Jean-Paul Renne
Banque de France
Date Posted: March 04, 2012
Last Revised: February 20, 2013
Working Paper Series
62 downloads

Optimal Monetary Policy Regime for Oil Producing Developing Economies: Implications for Postwar Iraq
Economic Modelling, Vol. 27, No. 5, 2010
Bedri Kamil Onur Tas and Selahattin Togay
TOBB University of Economics and Technology - Department of Economics and Gazi University
Date Posted: February 23, 2012
Accepted Paper Series

Incl. Electronic Paper The Case for Higher Frequency Inflation Expectations
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 21, 2012
Last Revised: June 08, 2012
Working Paper Series
26 downloads

Incl. Fee Electronic Paper Does Forecast Combination Improve Norges Bank Inflation Forecasts?*
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 163-179, 2012
Hilde C. Bjørnland , Karsten R. Gerdrup , Anne Sofie Jore , Christie Smith and Leif Anders Thorsrud
affiliation not provided to SSRN , Central Bank of Norway , affiliation not provided to SSRN , Government of New Zealand - Department of Economics and affiliation not provided to SSRN
Date Posted: February 10, 2012
Accepted Paper Series
2 downloads

Communicational Bias in Monetary Policy: Can Words Forecast Deeds?
Economia, Vol. 11, No. 1, pp. 103-152, 2010
Pablo M. Pincheira and Miguel Mauricio Calani Sr.
Central Bank of Chile - Research Department and Banco Central de Chile
Date Posted: February 08, 2012
Accepted Paper Series

Incl. Electronic Paper Una Introducción Al Costo De Capital (An Introduction to the Cost of Capital)
Topicos en Valoración de Activos no financieros: Fondo Editorial EAFIT, 2012,
Ignacio Velez-Pareja and Joseph Tham
Master Consultores and Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: February 02, 2012
Last Revised: September 17, 2012
Accepted Paper Series
371 downloads

Incl. Electronic Paper Contagion in the Interbank Market and its Determinants
Christoph Memmel and Angelika Sachs
Deutsche Bundesbank and Ludwig Maximilians University of Munich - Faculty of Economics
Date Posted: January 29, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Bond Variance Risk Premia
Philippe Mueller , Andrea Vedolin and Yu-Min Yen
London School of Economics & Political Science (LSE) - Department of Finance , London School of Economics and Political Science and Institute of Economics, Academia Sinica
Date Posted: January 02, 2012
Last Revised: January 25, 2012
Working Paper Series
541 downloads

Incl. Electronic Paper The Accuracy of a Forecast Targeting Central Bank
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 5, 2011-15
Nina Skrove Falch and Ragnar Nymoen
affiliation not provided to SSRN and University of Oslo - Department of Economics
Date Posted: December 15, 2011
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Macroeconomics of Europe 2020 Reform Strategy and the Potential Effects on the Italian Economy
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 8
Barbara Annicchiarico , Fabio Di Dio and Francesco Felici
University of Rome II - Department of Economics and Law , Consip S.p.a. and Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury
Date Posted: November 30, 2011
Accepted Paper Series
17 downloads

Incl. Electronic Paper Credit and Liquidity Risks in Euro Area Sovereign Yield Curves
Banque de France Working Paper No. 352
Alain Monfort and Jean-Paul Renne
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France
Date Posted: November 29, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper The Euro Area Yield Curve: An Analysis with Nelson-Siegel Type Models
Andrea Carboni and Alessandro Carboni
University of Siena and University of Siena
Date Posted: November 22, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Measuring the Level and Uncertainty of Trend Inflation
FEDS Working Paper No. 2011-42
Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: November 09, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors
Man Fu and Prasad V. Bidarkota
affiliation not provided to SSRN and Florida International University (FIU) - Department of Economics
Date Posted: October 23, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper The Present Value Model with Stochastic Discount Rate and an ANN Process for Broad Dividends
Man Fu and Prasad V. Bidarkota
affiliation not provided to SSRN and Florida International University (FIU) - Department of Economics
Date Posted: October 23, 2011
Working Paper Series
23 downloads

Numerical Solution of Pricing of European Put Option with Stochastic Volatility
International Journal of Engineering, Vol. 24, No. 2, pp. 189-203, 2011
Asad Ahmad
Maya Institute of Technology and Management
Date Posted: October 10, 2011
Accepted Paper Series

Incl. Electronic Paper Amicus Brief: In Re Lyondell Chemical Company
Michael Simkovic
Seton Hall Law School
Date Posted: October 02, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities Using Brazilian Real Currency Options
Jose Renato Haas Ornelas , José Fajardo and Aquiles Farias
Central Bank of Brazil , Getulio Vargas Foundation and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: September 21, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Forecasting Economic Growth in the Euro Area During the Great Moderation and the Great Recession
ECB Working Paper No. 1379
Marco J. Lombardi and Philipp Maier
European Central Bank (ECB) and Bank of Canada - International Department
Date Posted: September 13, 2011
Working Paper Series
46 downloads

Forecasting Money Supply in India: Remaining Policy Issues
R. Das, MONETARY HISTORY OF INDIA, Verlag, 2010
Rituparna Das
Centre of Risk Management and Derivatives (CRMD Jodhpur)
Date Posted: September 08, 2011
Accepted Paper Series

Incl. Electronic Paper Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
Swiss Finance Institute Research Paper No. 11-30
Wei-Xing Zhou , Guo-Hua Mu , Didier Sornette and Wei Chen
East China University of Science and Technology - School of Business , East China University of Science and Technology (ECUST) , Swiss Finance Institute and Stock Exchange of Shenzhen
Date Posted: September 05, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Monetary Policy and Housing Prices: A Case Study of Chinese Experience in 1999-2010
BOFIT Discussion Paper No. 17/2011
Yanbing Zhang , Xiuping Hua and Zhao Liang
Tsinghua University - School of Public Policy and Management , University of Nottingham Ningbo China - Business School and University of Sheffield
Date Posted: August 22, 2011
Last Revised: April 10, 2013
Working Paper Series
100 downloads

Incl. Electronic Paper Default, Liquidity and Crises: An Econometric Framework
Banque de France Working Paper No. 340
Alain Monfort and Jean-Paul Renne
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France
Date Posted: August 19, 2011
Last Revised: December 11, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts
24th Australasian Finance and Banking Conference 2011 Paper
Sandra Schmidt and Dieter Nautz
Centre for European Economic Research (ZEW) and Free University of Berlin (FUB) - Department of Business and Economics
Date Posted: August 17, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
Swiss Finance Institute Research Paper No. 11-29
Didier Sornette , Ryan Woodard , Wanfeng Yan and Wei-Xing Zhou
Swiss Finance Institute , ETH Zurich , ETH Zurich and East China University of Science and Technology - School of Business
Date Posted: August 12, 2011
Working Paper Series
133 downloads

Incl. Electronic Paper Forecasting Inflation with Gradual Regime Shifts and Exogenous Information
ECB Working Paper No. 1363
Kirstin Hubrich , Timo Terasvirta and Andres Gonzalez
European Central Bank - Research Department , affiliation not provided to SSRN and Independent
Date Posted: July 29, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper The Impact of the Denomination Structure on the Social Cost of Cash
Yassine Bouhdaoui
Telecom ParisTech
Date Posted: July 01, 2011
Last Revised: November 27, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Hierarchical Shrinkage in Time-Varying Parameter Models
Miguel Belmonte , Gary Koop and Dimitris Korobilis
affiliation not provided to SSRN , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow
Date Posted: June 29, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper Predicting Output Using the Entire Yield Curve
Azamat Abdymomunov
Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 21, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Central Bank Transparency, the Accuracy of Professional Forecasts, and Interest Rate Volatility
FRB of New York Staff Report No. 496
Menno H. Middeldorp
Federal Reserve Bank of New York
Date Posted: May 29, 2011
Working Paper Series
29 downloads


 

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