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393,643
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226,678
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JEL Code: C5
1,170,690 Total downloads
Showing Papers 4,501 - 4,550 of 5,953
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Modelling Wages and Prices in Australia
Gunnar Bardsen ,
Stan Hurn and
Zoë McHugh
Norwegian University of Science and Technology (NTNU) - Department of Economics
,
Queensland University of Technology - School of Economics and Finance
and
Tactical Global Management (TGM)
Date Posted: November 02, 2005
Working Paper Series
69 downloads
IGARCH Effects: an Interpretation
Applied Economics Letters, Vol. 9, pp. 745-78, 2002
Claudio Morana
Università di Milano Bicocca
Date Posted: November 01, 2005
Accepted Paper Series
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
Giornale degli Economisti, pp. 325-58, 1998
Claudio Morana
Università di Milano Bicocca
Date Posted: November 01, 2005
Accepted Paper Series
VaR and Intra-Day Volatility Forecasting: The Case of the Athens Stock Exchange
Managerial Finance, 2006
Timotheos Angelidis
and
Stavros Antonios Degiannakis
University of Peloponnese - Department of Economics
and
University of Portsmouth
Date Posted: November 01, 2005
Accepted Paper Series
276 downloads
JOntoRisk: An Ontology-based Platform for Knowledge-based Simulation
Modeling in Financial Risk Management
European Simulation and Modeling Conference 2005
Christian Cuske
,
Tilo Dickopp
and
Stefan Seedorf
University of Mannheim - Department of Business Administration and Information Systems
,
University of Mannheim - Department of Business Administration and Information Systems
and
University of Mannheim - Department of Business Administration and Information Systems
Date Posted: October 25, 2005
Accepted Paper Series
334 downloads
Modelling Evolutionary Long-Run Relationships: An Application to the Italian Energy Market
Scottish Journal of Political Economy, Vol. 47, No. 1, pp. 72-93, 2000
Claudio Morana
Università di Milano Bicocca
Date Posted: October 22, 2005
Accepted Paper Series
Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index
Chris Brooks
and
Apostolos Katsaris
University of Reading - ICMA Centre
and
Albourne Partners Limited
Date Posted: October 22, 2005
Working Paper Series
306 downloads
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
Journal of Empirical Finance, Vol. 11, pp. 629-58, 2004
Claudio Morana and
Andrea Beltratti
Università di Milano Bicocca
and
Bocconi University - Department of Finance
Date Posted: October 22, 2005
Accepted Paper Series
Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition
ECB Working Paper No. 529
Lorenzo Cappiello and
Roberto A. De Santis
European Central Bank (ECB)
and
European Central Bank (ECB) - Directorate General Economics
Date Posted: October 19, 2005
Working Paper Series
286 downloads
Forecasting Using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
Bank of England Working Paper No. 268
George Kapetanios ,
Vincent Labhard
and
Simon Price
University of London - Queen Mary College - Department of Economics
,
European Central Bank (ECB) - Directorate General Economics
and
City University London - Department of Economics
Date Posted: October 19, 2005
Working Paper Series
105 downloads
Gender Discrimination Estimation in a Search Model with Matching and Bargaining
IZA Discussion Paper No. 1764
Luca Flabbi
RES - Inter-American Development Bank
Date Posted: October 18, 2005
Working Paper Series
99 downloads
Tax Incentives for Inefficient Executive Pay and Reward for Luck
Robert F. Göx
University of Zurich - Department of Business Administration (IBW)
Date Posted: October 18, 2005
Last Revised: March 12, 2008
Working Paper Series
197 downloads
Forecasts of US Short-Term Interest Rates: A Flexible Forecast Combination Approach
Massimo Guidolin and
Allan G. Timmermann
Bocconi University - Department of Finance
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 13, 2005
Working Paper Series
340 downloads
On Stationarity and Ergodicity of the Bilinear Model with Applications to GARCH Models
Dennis Kristensen
University College London
Date Posted: October 13, 2005
Working Paper Series
134 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
Product Attributes and Models of Multiple Discreteness
Jaehwan Kim
,
Greg M. Allenby and
Peter E. Rossi
Korea University Business School (KUBS)
,
Ohio State University (OSU) - Department of Marketing and Logistics
and
UCLA-Anderson School of Management
Date Posted: October 12, 2005
Working Paper Series
227 downloads
Forecasting Canadian Time Series with the New-Keynesian Model
CIRPÉE Working Paper No. 05-27,
Ali Dib
,
Mohamed Gammoudi
and
Kevin Moran
Bank of Canada - Department of Monetary and Financial Analysis
,
Bank of Canada
and
Laval University - Department of Economics
Date Posted: October 11, 2005
Working Paper Series
88 downloads
The Cotton and Sugar Subsidies Decisions: WTO's Dispute Settlement System Rebalances the Agreement on Agriculture
Drake Journal of Agricultural Law, Vol. 10, No. 2, 2005
Stephen Joseph Powell and
Andrew Schmitz
University of Florida - Fredric G. Levin College of Law
and
University of Florida - Food & Resource Economics Department
Date Posted: October 11, 2005
Accepted Paper Series
584 downloads
Modelling and Forecasting Fiscal Variables for the Euro Area
IGIER Working Paper No. 298
Carlo A. Favero and
Massimiliano Giuseppe Marcellino
Bocconi University - Department of Finance
and
European University Institute
Date Posted: October 09, 2005
Working Paper Series
58 downloads
Improving the Modeling of Couples' Labour Supply
IZA Discussion Paper No. 1773
Robert V. Breunig
and
Xiaodong Gong
Australian National University, Research School of Social Sciences (RSSS) - Economics Program
and
Australian National University (ANU) - School of Economics
Date Posted: October 06, 2005
Working Paper Series
67 downloads
Bayesian Analysis of DSGE Models
CEPR Discussion Paper No. 5207
Sungbae An
and
Frank Schorfheide
Singapore Management University - School of Economics
and
University of Pennsylvania - Department of Economics
Date Posted: October 05, 2005
Working Paper Series
27 downloads
A Simulation Based Specification Test for Diffusion Processes
Journal of Business and Economic Statistics, Vol. 26, No. 2, pp. 176-193
Geetesh Bhardwaj ,
Valentina Corradi
and
Norman R. Swanson
SummerHaven Investment Management
,
Queen Mary, University of London
and
Rutgers University - Department of Economics
Date Posted: October 04, 2005
Last Revised: September 11, 2008
Accepted Paper Series
95 downloads
Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time
Economics Letters, Vol. 88, pp. 389-396, 2005
Audrey Laporte
and
Frank Windmeijer
University of Toronto
and
University of Bristol - Department of Economics
Date Posted: October 04, 2005
Accepted Paper Series
Evidence and Ideology in Macroeconomics: The Case of Investment Cycles
Claude Hillinger
Independent
Date Posted: October 04, 2005
Working Paper Series
130 downloads
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes
Valentina Corradi
and
Norman R. Swanson
Queen Mary, University of London
and
Rutgers University - Department of Economics
Date Posted: October 04, 2005
Working Paper Series
80 downloads
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures
Valentina Corradi
,
Walter Distaso
and
Norman R. Swanson
Queen Mary, University of London
,
Imperial College Business School
and
Rutgers University - Department of Economics
Date Posted: October 04, 2005
Working Paper Series
74 downloads
Predictive Density Evaluation
Valentina Corradi
and
Norman R. Swanson
Queen Mary, University of London
and
Rutgers University - Department of Economics
Date Posted: October 04, 2005
Working Paper Series
90 downloads
Time-Varying Hedge Ratios: A Principal-Agent Approach
Journal of Agricultural Economics, Forthcoming
John K. Kuwornu
,
W. Erno Kuiper ,
Joost M. E. Pennings
and
Matthew T.G. Meulenberg
Wageningen University and Research Center (WUR) - Economics of Consumers and Households
,
Wageningen UR
,
Maastricht University
and
Wageningen UR
Date Posted: October 04, 2005
Accepted Paper Series
127 downloads
Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from TIPS
Ren-Raw Chen ,
Bo Liu
and
Xiaolin Cheng
Fordham University Schools of Business
,
Rutgers Business School - New Brunswick
and
Rutgers Business School - New Brunswick
Date Posted: September 29, 2005
Working Paper Series
890 downloads
Volatility Forecasting: The Illusion of Choosing One Model in All Cases
Athens University Statistics Technical Report No. 218
Timotheos Angelidis
and
Stavros Antonios Degiannakis
University of Peloponnese - Department of Economics
and
University of Portsmouth
Date Posted: September 29, 2005
Working Paper Series
155 downloads
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model
CESifo Working Paper Series No. 1526
Baoline Chen and
Peter A. Zadrozny
Bureau of Economic Analysis
and
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: September 28, 2005
Working Paper Series
79 downloads
Why and How to Construct a Genuine Belgian Price Index of House Sales
CES Discussion Paper No. 05.15
André Decoster
and
Kris De Swerdt
KU Leuven - Center for Economic Studies
and
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: September 28, 2005
Working Paper Series
65 downloads
Volatility and Trading Activity in Short Sterling Futures
Applied Economics, Vol. 38, pp. 997-1005, 2006
Elena Kalotychou
and
Sotiris K. Staikouras
City University London - Cass Business School
and
City University - Cass Business School
Date Posted: September 27, 2005
Accepted Paper Series
Sequential Conditional Correlations: Inference and Evaluation
Journal of Econometrics, Vol. 153, No. 2, pp. 122-132, December 2009
Alessandro Palandri
Warwick Business School
Date Posted: September 26, 2005
Last Revised: November 06, 2009
Accepted Paper Series
Are Weather Induced Moods Priced in Global Equity Markets?
Michael M. Dowling
and
Brian M. Lucey
Dublin City University Business School
and
Trinity College, Dublin - School of Business
Date Posted: September 23, 2005
Working Paper Series
388 downloads
Omitted Mobility Characteristics and Property Market Dynamics:
Application to Mortgage Termination
Xudong An
,
Yongheng Deng and
John M. Clapp
San Diego State University - Department of Finance
,
National University of Singapore (NUS) - Institute of Real Estate StudiesNational University of Singapore
and
University of Connecticut - Department of Finance
Date Posted: September 22, 2005
Working Paper Series
347 downloads
Copula-Based Dependence Characteriztions and Modeling for Time Series
Harvard Institute of Economic Research Discussion Paper No. 2094
Rustam Ibragimov
Harvard University - Department of Economics
Date Posted: September 21, 2005
Working Paper Series
458 downloads
Inflation Persistence in Structural Macroeconomic Models (RG10)
ECB Working Paper No. 521
Robert-Paul Berben
,
Ricardo Mestre
,
Theodore Mitrakos ,
Julian Benedict Morgan
and
Nicholas Zonzilos
De Nederlandsche Bank - Monetary and Economic Policy Department
,
European Central Bank (ECB)
,
Bank of Greece
,
European Central Bank (ECB)
and
Bank of Greece
Date Posted: September 21, 2005
Working Paper Series
71 downloads
Level-Slope-Curvature - Fact or Artefact?
Applied Mathematical Finance, Vol. 14, No. 2, 2007, Tinbergen Institute Discussion Paper No. TI 05-083/2
Roger Lord
and
Antoon Pelsser
Cardano Risk Management
and
Maastricht University
Date Posted: September 20, 2005
Last Revised: May 09, 2011
Accepted Paper Series
352 downloads
Determinants of the Semiconductor Industry Cycles
Journal of Policy Modeling, Vol. 27, pp. 853-866, 2005
Wen-Hsien Liu
National Chung Cheng University - Department of Economics and Institute of International Economics
Date Posted: September 15, 2005
Accepted Paper Series
Evaluating Stochastic Discount Factor Models Using Hansen-Jagannathan Volatility Bounds: Evidence from Brazil (Avaliando Tres Especificacoes para o Fator de Desconto Estocastico Atraves da Fronteira de Volatilidade de Hansen e Jagannathan: Um Estudo Empirico para o Brasil)
Pesquisa e Planejamento Economico, Vol. 35, No. 1, April 2005
Eurilton Araújo
IBMEC, Sao Paulo
Date Posted: September 15, 2005
Accepted Paper Series
Global FDI Convergence Patterns? Evidence from International Comparisons
Dimitrios D. Thomakos
and
Constantina Kottaridi
University of Peloponnese - School of Management and Economics
and
University of Peloponnese
Date Posted: September 13, 2005
Working Paper Series
203 downloads
Copula-Based Multivariate Models with Applications to Risk Management and Insurance
Marco Bee
University of Trento - Department of Economics
Date Posted: September 12, 2005
Working Paper Series
785 downloads
Forecasting One-Day-Ahead VaR and Intra-Day Realized Volatility in the Athens Stock Exchange Market
Managerial Finance, 2005
Timotheos Angelidis
and
Stavros Antonios Degiannakis
University of Peloponnese - Department of Economics
and
University of Portsmouth
Date Posted: September 12, 2005
Accepted Paper Series
251 downloads
Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model
Applied Financial Economics, Vol. 14, pp. 1333-1342, 2004
Stavros Antonios Degiannakis
University of Portsmouth
Date Posted: September 12, 2005
Accepted Paper Series
205 downloads
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
,
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
and
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: September 09, 2005
Accepted Paper Series
165 downloads
Monitoring and Forecasting Annual Public Deficit. The Case of France
Andrea Silvestrini
,
Laurent Moulin
,
Matteo Salto
and
David Veredas
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
,
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
,
Directorate-General COMP, European Commission
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: September 09, 2005
Working Paper Series
132 downloads
Multifractal Modeling of the Japanese Treasury Term Structure
Sutthisit Jamdee
and
Cornelis A. Los
Saint Cloud State University - Finance, Insurance and Real Estate
and
Alliant School of Management
Date Posted: September 08, 2005
Working Paper Series
152 downloads
Survey Expectations
IEPR Working Paper No. 05.30, CESifo Working Paper Series No. 1599
M. Hashem Pesaran and
Martin R. Weale
University of Southern California
and
National Institute of Economic and Social Research (NIESR)
Date Posted: September 07, 2005
Working Paper Series
329 downloads
Testing Weak Exogeneity in the Exponential Family: An Application to Financial Marked-Point Processes
CORE Discussion Paper No. 2004/49
Juan Jose Dolado ,
Juan Manuel Rodriguez-Poo
and
David Veredas
Universidad Carlos III de Madrid - Department of Economics
,
University of Cantabria - Department of Economics
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: September 06, 2005
Working Paper Series
92 downloads
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