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Abstracts: 624,613
Full Text Papers: 520,615
Authors: 288,153
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Last 12 months: 11,750,054
Last 30 days: 854,909

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SSRN eLibrary Search Results
JEL Code: C53
481,372 Total downloads
Showing Papers 421 - 470 of 2,700
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Incl. Electronic Paper Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
Econometrics, 3(3), pp. 610-632
Stanislav Anatolyev and Stanislav Khrapov
New Economic School and New Economic School (NES)
Date Posted: September 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Effect of Exogenous Oil Supply Shocks on Major ASEAN Countries
Ranjbar, A., & Pahlevan Sharif, S. (2014) The Effect of Exogenous Oil Supply Shocks on Major ASEAN Countries. Taylor’s Business Review, 4(1): 1–11.,
Amir Ranjbar and Saeed Pahlevan Sharif
University of Malaya (UM) - Faculty of Business & Accountancy and Taylor's Business School
Date Posted: August 31, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
Journal of Futures Markets, Forthcoming
Marcel Prokopczuk , Lazaros Symeonidis and Chardin Wese Simen
Leibniz University of Hannover - Faculty of Economics and Management , University of East Anglia (UEA) - Norwich Business School and University of Liverpool
Date Posted: August 28, 2015
Last Revised: August 31, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper The Impact of Covariance Misspecification in Risk-Based Portfolios
David Ardia , Guido Bolliger , Kris Boudt and Jean-Philippe Gagnon
Laval University - Département de Finance et Assurance , University of Neuchatel - Institut de l'Entreprise , Free University of Brussels (VUB) and Laval University - Département de Finance et Assurance
Date Posted: August 28, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper The Accuracy of Forecasts Prepared for the Federal Open Market Committee
FEDS Working Paper No. 2015-062
Andrew C Chang and Tyler Hanson
Federal Reserve Board and Hopper
Date Posted: August 25, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Macroeconomic Effects of Uncertainty Shocks: The Role of the Financial Channel
Aaron W Popp and Fang Zhang
California State University, Fullerton - Department of Economics and California State University, Fullerton - Department of Economics
Date Posted: August 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Forecasting the Term Structure of Interest Rates Near the Zero Bound - A New Era?
Stefan Trueck and Dennis Wellmann
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University
Date Posted: August 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Do Phillips Curves Conditionally Help to Forecast Inflation?
FRB of Philadelphia Working Paper No. FEDPWP15-16
Michael Dotsey , Shigeru Fujita and Tom Stark
Federal Reserve Bank of Philadelphia , Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Date Posted: August 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Short Term Inflation Forecasting: The M.E.T.A. Approach
Bank of Italy Temi di Discussione (Working Paper) No. 1016
Giacomo Sbrana , Andrea Silvestrini and Fabrizio Venditti
Neoma Business School , Bank of Italy and Bank of Italy
Date Posted: August 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper How Frequently Should We Re-Estimate DSGE Models?
Marcin Kolasa and Michał Rubaszek
National Bank of Poland and National Bank of Poland
Date Posted: August 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting
Encyclopedia of Operations Research and Management Science, Forthcoming
Andreas Graefe , Kesten C. Green and J. Scott Armstrong
Ludwig Maximilians University of Munich - Department of Communication Science and Media Research , University of South Australia - UniSA Business School and University of Pennsylvania - Marketing Department
Date Posted: August 18, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Forecasting Principles
M. Lovric, International Encyclopedia on Statistical Science (2010)
Kesten C. Green , Andreas Graefe and J. Scott Armstrong
University of South Australia - UniSA Business School , Ludwig Maximilians University of Munich - Department of Communication Science and Media Research and University of Pennsylvania - Marketing Department
Date Posted: August 18, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Golden Rule of Forecasting Rearticulated: Forecast Unto Others as You Would Have Them Forecast Unto You
Kesten C. Green , J. Scott Armstrong and Andreas Graefe
University of South Australia - UniSA Business School , University of Pennsylvania - Marketing Department and Ludwig Maximilians University of Munich - Department of Communication Science and Media Research
Date Posted: August 15, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Forecasts from Reduced-Form Models Under the Zero-Lower-Bound Constraint
FRB of Cleveland Working Paper No. FEDCWP1512
Mehmet Pasaogullari
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 13, 2015
Working Paper Series

Incl. Electronic Paper Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend
FRB of Cleveland Working Paper No. FEDCWP1502
Brent Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: August 13, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Exchange Rate Predictability and State-of-the-Art Models
Pinar Yesin
Swiss National Bank
Date Posted: August 11, 2015
Last Revised: August 21, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Forecasts from Reduced-Form Models Under the Zero-Lower-Bound Constraint
FRB of Cleveland Working Paper No. 1512
Mehmet Pasaogullari
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 10, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper How Informative Are Macroeconomic Risk Forecasts? An Examination of the Bank of England's Inflation Forecasts
International Journal of Central Banking, Vol. 8(3), 87-139, 2012
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Department and Economist
Date Posted: August 09, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Forecast Uncertainty and the Bank of England Interest Rate Decisions
Studies in Nonlinear Dynamics and Econometrics, Vol. 17, No. 1, 2013
Guido Schultefrankenfeld
Economist
Date Posted: August 09, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Norges Bank Working Paper No. 12/2015
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Norges Bank and Tinbergen Institute
Date Posted: August 08, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper What Do Professional Forecasters Actually Predict?
Tinbergen Institute Discussion Paper 15-095/III
Didier Nibbering , Richard Paap and Michel van der Wel
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam
Date Posted: August 08, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Firms’ Financial Statements and Competitiveness: An Analysis for European Non-Financial Corporations Using Micro-Based Data
Nicola Benatti , Annalisa Ferrando and Pierre Lamarche
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: August 04, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts
DIW Berlin Discussion Paper No. 1496
Benjamin Beckers
German Institute for Economic Research (DIW Berlin)
Date Posted: August 04, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Evaluating UK Point and Density Forecasts from an Estimated DSGE Model: The Role of Off-Model Information Over the Financial Crisis
Bank of England Working Paper No. 538
Nicholas Fawcett , Lena Korber , Riccardo Masolo and Matthew Waldron
Bank of England , Bank of England , Bank of England and Bank of England
Date Posted: August 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Some Theoretical Results on Forecast Combinations
Laurent L. Pauwels
University of Sydney
Date Posted: July 31, 2015
Last Revised: August 25, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction
Tinbergen Institute Discussion Paper 15-091/VIII
Michael S. Delgado and Raymond J.G.M. Florax
Purdue University - College of Agriculture and Purdue University
Date Posted: July 30, 2015
Last Revised: July 31, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Lessons for Forecasting Unemployment in the United States: Use Flow Rates, Mind the Trend
FRB Atlanta Working Paper No. FEDAWP2015-01
Brent Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: July 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Classification Models Via Tabu Search: An Application to Early Stage Venture Classification
Samir Elhedhli , Canan Akdemir and Thomas B. Astebro
University of Waterloo - Department of Management Sciences , University of Waterloo - Department of Management Sciences and HEC Paris (Groupe HEC) - Strategy & Business Policy
Date Posted: July 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Rough Electricity: A New Fractal Multi-Factor Model of Electricity Spot Prices
Mikkel Bennedsen
University of Aarhus - Department of Economics and Business
Date Posted: July 29, 2015
Last Revised: August 28, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Eliciting and Aggregating Forecasts When Information is Shared
Asa B. Palley and Jack B. Soll
Duke University - Fuqua School of Business and Duke University - Management
Date Posted: July 28, 2015
Working Paper Series
17 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
21 downloads

Incl. Electronic Paper Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Jason Barden and Karl Jenkins
Cranfield University and Independent
Date Posted: July 25, 2015
Working Paper Series
16 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
97 downloads

Incl. Electronic Paper Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments
Mikhail Anufriev , Cars H. Hommes and Tomasz Makarewicz
University of Technology, Sydney , University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: July 24, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Quantifying Crowd Size with Mobile Phone and Twitter Data
Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015).
Federico Botta , Helen Susannah Moat and Tobias Preis
University of Warwick - Warwick Business School , University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: July 21, 2015
Accepted Paper Series
15 downloads

Incl. Electronic Paper Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Tinbergen Institute Discussion Paper 15-084/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Norges Bank and Tinbergen Institute
Date Posted: July 21, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Forecasting Electricity Prices Using Exogenous Predictors
Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: July 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Misspecification Testing in GARCH-MIDAS Models
University of Heidelberg, Department of Economics, Discussion Paper No. 597
Christian Conrad and Melanie Schienle
University of Heidelberg - Faculty of Economics and Social Studies and Leibniz Universität Hannover
Date Posted: July 18, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors
Journal of Applied Econometrics, 2015
Kajal Lahiri , George Monokroussos and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics , Joint Research Centre, Italy and Towson University - Department of Economics
Date Posted: July 17, 2015
Accepted Paper Series
9 downloads

Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India
Kaushik Bhattacharya and Sunny Kumar Singh
Indian Institute of Management Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: July 17, 2015
Last Revised: August 06, 2015
Working Paper Series

Incl. Electronic Paper Life-Cycle Incidence of Family Policy Measures in Germany: Evidence from a Dynamic Microsimulation Model
SOEPpaper No. 770
Holger Bonin , Karsten Reuss and Holger Stichnoth
Institute for the Study of Labor (IZA) , VDI Technologiezentrum and Centre for European Economic Research (ZEW)
Date Posted: July 15, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
Romanian Journal of Economic Forecasting – XVII (4) 2014, pg. 5-21,
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Net Indirect Taxes and Sectoral Structure of Economy
Romanian Journal of Economic Forecasting, 2015, Vol. 18, Issue 2, pg. 5-29
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Applied GARCH Ex-Ante Asset Pricing: US & Southeast Asian Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 11, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
Tinbergen Institute Discussion Paper 15-083/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 11, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Time-Varying Beta-Coefficients: An Empirical Study of US & ASEAN Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 10, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Confidence Bands for ROC Curves with Serially Dependent Data
Forthcoming in Journal of Business & Economic Statistics
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Date Posted: July 10, 2015
Accepted Paper Series
23 downloads

King of Betas: CAPM Uses in USA & ASEAN
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 09, 2015
Working Paper Series

The Link between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Econometric Reviews, 2010
Esfandiar Maasoumi and Marcelo C. Medeiros
Emory University and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
39 downloads


 

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