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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C32
451,484 Total downloads
Showing Papers 461 - 510 of 3,075
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Incl. Electronic Paper Time-Varying Oil Price Volatility and Macroeconomic Aggregates
Center for Applied Economics and Policy Research Working Paper No. 2012-002
Michael Plante and Nora Traum
Federal Reserve Bank of Dallas and North Carolina State University - Department of Economics
Date Posted: February 15, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper An Empirical Investigation of Fiscal Policy in New Zealand
Aaron Gill , Iris Claus , Nathan McLellan and Boram Lee
Government of New Zealand - Treasury , affiliation not provided to SSRN , Government of New Zealand - Treasury and affiliation not provided to SSRN
Date Posted: February 14, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums
Swiss Finance Institute Research Paper No. 12-18
Valentina Corradi , Walter Distaso and Antonio Mele
University of Warwick - Department of Economics , Imperial College Business School and Swiss Finance Institute & University of Lugano
Date Posted: February 14, 2012
Working Paper Series
334 downloads

Incl. Electronic Paper Procyclicality, Fiscal Dominance, and the Effectiveness of Fiscal Policy in Egypt
Mohamed Hassan
Arab Republic of Egypt - Central Bank of Egypt
Date Posted: February 14, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Evidence on a DSGE Business Cycle Model Subject to Neutral and Investment-Specific Technology Shocks Using Bayesian Model Averaging
CAMA Working Paper No. 3/2012
Rodney W. Strachan and H. K. van Dijk
Australian National University (ANU) - Research School of Economics and Tinbergen Institute
Date Posted: February 13, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Financial Market Frictions in a Model of the Euro Area
ECB Working Paper No. 1423
Giovanni Lombardo and Peter McAdam
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 13, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Exponent of Cross-Sectional Dependence: Estimation and Inference
IZA Discussion Paper No. 6318
Natalia Bailey , George Kapetanios and M. Hashem Pesaran
affiliation not provided to SSRN , University of London - Queen Mary College - Department of Economics and University of Southern California
Date Posted: February 12, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Is the Export-Led-Growth Hypothesis, Valid for Egypt? A Time Series Approach
L’Egypte Contemporaine Journal, pp. 5-25, 2010 ,
Nagwa A. Khashaba , Abd ElHamid Mahboub , William R. Latham III and Mostafa E. AboELsoud
Suez Canal University , Zagazig University , University of Delaware and Suez Canal University
Date Posted: February 11, 2012
Accepted Paper Series
85 downloads

Incl. Fee Electronic Paper Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐Regime Threshold Unit Root Vecm: An Application to the Swiss ‘Isle’ of Interest Rates*
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 180-202, 2012
Jaya Krishnakumar and David Neto
University of Geneva and affiliation not provided to SSRN
Date Posted: February 10, 2012
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Time-Varying Response of Foreign Stock Markets to U.S. Monetary Policy Surprises: Evidence from the Federal Funds Futures Market
N. Kundan Kishor and Hardik A. Marfatia
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Date Posted: February 10, 2012
Last Revised: July 12, 2012
Working Paper Series
72 downloads

Incl. Electronic Paper Air Passenger Flows: Evidence from Sicily and Sardinia
Almatourism - Journal of Tourism, Culture and Territorial Development, Vol. 1, No. 2, pp. 16-28, 2010
Massimiliano Castellani , Maurizio Mussoni and Pierpaolo Pattitoni
University of Bologna - Department of Economics , University of Bologna - Department of Economics and University of Bologna - Department of Management
Date Posted: February 09, 2012
Accepted Paper Series
8 downloads

Incl. Electronic Paper Methods for Computing Marginal Data Densities from the Gibbs Output
Cristina Fuentes-Albero and Leonardo Melosi
Rutgers UniversityRutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: February 09, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts
Money Affairs, Vol. 23, No. 1, pp. 37-73, January-June 2010
Pablo M. Pincheira
Central Bank of Chile - Research Department
Date Posted: February 07, 2012
Accepted Paper Series
17 downloads

Improving Inflation Forecasts From the Survey of Professional Forecasters in Chile
El Trimestre Económico, Vol. 78, Núm. 305, pp. 129-154, enero-marzo de 2010 ,
Pablo M. Pincheira and Andrea Bentancor
Central Bank of Chile - Research Department and University of Adolfo Ibanez
Date Posted: February 06, 2012
Working Paper Series

Incl. Electronic Paper Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes
Swiss Finance Institute Research Paper No. 12-02
Vladimir Filimonov and Didier Sornette
Swiss Federal Institute of Technology Zurich (ETH Zurich) and Swiss Finance Institute
Date Posted: February 06, 2012
Working Paper Series
273 downloads

Incl. Electronic Paper Exponent of Cross-Sectional Dependence: Estimation and Inference
CESifo Working Paper Series No. 3722
Natalia Bailey , George Kapetanios and M. Hashem Pesaran
affiliation not provided to SSRN , University of London - Queen Mary College - Department of Economics and University of Southern California
Date Posted: February 05, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper General Linear Formulations of Stochastic Dominance Criteria: With an Analysis of Stock Market Portfolio Efficiency
Thierry Post and Milos Kopa
Koc University - Graduate School of Business and Charles University in Prague - Faculty of Mathematics and Physics
Date Posted: February 04, 2012
Last Revised: December 16, 2012
Working Paper Series
200 downloads

Static Hedges for Reverse Barrier Options with Robustness Against Skew Risk: An Empirical Analysis
Quantitative Finance, Vol. 11, No. 5, pp. 711-727, 2011
Maruhn Jan , Morten Nalholm and Matthias R. Fengler
University of Trier , Copenhagen Business School - Department of Finance and University of St. Gallen - School of Economics and Political Science
Date Posted: February 03, 2012
Accepted Paper Series

Incl. Electronic Paper Measuring Oil-Price Shocks Using Market-Based Information
IMF Working Paper No. NO.12/19
Tao Wu and Michele Cavallo
International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System - Division of International Finance
Date Posted: February 02, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Why is Trade Deficit Worsening in the Case of India
Karan Singh B. and Mathew Joseph
ICRIER and FORE School of Management
Date Posted: February 02, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Fast Efficient Importance Sampling by State Space Methods
Tinbergen Institute Discussion Paper No. 12-008/4
Siem Jan Koopman and Thuy Minh Nguyen
VU University Amsterdam and Deutsche Bank AG (London)
Date Posted: February 01, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia
Tinbergen Institute Discussion Paper No. 12-007/4
Suncica Vujic , Jacques Commandeur and Siem Jan Koopman
VU University Amsterdam - Faculty of Economics and Business Administration , Institute for Road Safety Research (SWOV) and VU University Amsterdam
Date Posted: February 01, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper Assessing the Economy-Wide Effects of Quantitative Easing
Bank of England Working Paper No. 443
George Kapetanios , Haroon Mumtaz , Ibrahim Stevens and Konstantinos Theodoridis
University of London - Queen Mary College - Department of Economics , University of London - Faculty of Social Sciences , Bank of England and Bank of England
Date Posted: January 27, 2012
Working Paper Series
388 downloads

Incl. Electronic Paper The Impact of QE on the UK Economy – Some Supportive Monetarist Arithmetic
Bank of England Working Paper No. 442
Jonathan Bridges and Ryland Thomas
Bank of England and Bank of England
Date Posted: January 27, 2012
Working Paper Series
107 downloads

Incl. Electronic Paper The Interactions between Direct and Securitized Infrastructure Investments and Its Relationship to Real Estate
Konrad Finkenzeller and Benedikt Fleischmann
University of Regensburg - International Real Estate Business School (IREBS) and University of Regensburg - International Real Estate Business School (IREBS)
Date Posted: January 27, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper Evolutionary Computational Approach in TAR Model Estimation
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26/WP/2011
Francesca Parpinel and Claudio Pizzi
Ca Foscari University of Venice and Ca Foscari University of Venice
Date Posted: January 26, 2012
Working Paper Series
25 downloads

The Dynamics of Relationship between Money and Income in India
Vidwat: The Indian Journal of Management, Vol.4, No.1, pp.3-10, 2011
P. K. Mishra
Central University of Jharkhand
Date Posted: January 23, 2012
Accepted Paper Series

Incl. Electronic Paper The Seasonality of Gold - The Autumn Effect
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 23, 2012
Last Revised: October 09, 2012
Working Paper Series
693 downloads

The Cointegration and Causality between Tax Revenue and Economic Growth in India
IASMS Journal of Business Spectrum, Vol. 4, No. 2, pp. 124-134, 2011
P. K. Mishra
Central University of Jharkhand
Date Posted: January 22, 2012
Accepted Paper Series

Incl. Fee Electronic Paper Institutions and Business Cycles
CEPR Discussion Paper No. DP8728
Sumru Altug , Mustafa Emin and Bilin Neyapti
Koc University - Department of Economics , affiliation not provided to SSRN and Bilkent University - Department of Economics
Date Posted: January 20, 2012
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Prior Selection for Vector Autoregressions
CEPR Discussion Paper No. DP8755
Domenico Giannone , Michele Lenza and Giorgio E. Primiceri
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , affiliation not provided to SSRN and Northwestern University - Department of Economics
Date Posted: January 20, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Structural Change and Spurious Persistence in Stochastic Volatility
Ruhr Economic Paper No. 310
Walter Krämer and Philip Messow
RatSWD and University of Dortmund - Ruhr Graduate School in Economics
Date Posted: January 19, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Regime Switching GARCH Models and GARCH Models, in Stock Market of the Developing Countries'
Shahram Fatahi
affiliation not provided to SSRN
Date Posted: January 18, 2012
Last Revised: April 03, 2012
Working Paper Series
200 downloads

Incl. Electronic Paper Empirical Evidence for State and Time Separable Preferences: Case Finland
Nader Shahzad Virk
Hanken School of Economics - Department of Finance and Statistics
Date Posted: January 15, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Index Arbitrage and Refresh Time Bias in Covariance Estimation
Dale W. R. Rosenthal and Jin Zhang
University of Illinois at Chicago - Department of Finance and Illinois Institute of Technology
Date Posted: January 15, 2012
Last Revised: January 23, 2012
Working Paper Series
157 downloads

Incl. Electronic Paper Unanticipated Monetary Shocks and Exchange Rate Variations in Sri Lanka
Indian Economic Journal, Vol. 58, No. 1, pp. 112-133, April-June 2010
Biswajit Maitra
Surya Sen College
Date Posted: January 14, 2012
Accepted Paper Series
13 downloads

Incl. Electronic Paper Elasticities of Gasoline Demand in Switzerland
Andrea Baranzini and Sylvain Weber
University of Applied Sciences Western Switzerland - Geneva School of Business Administration and University of Neuchatel - Institute for Research in Economics (IRENE)
Date Posted: January 13, 2012
Last Revised: October 25, 2012
Working Paper Series
85 downloads

Incl. Electronic Paper Fiscal Spillovers in the Euro Area
CESifo Working Paper Series No. 3693
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University - Centre for Empirical Finance and National Institute of Statistics (ISTAT)
Date Posted: January 11, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Symmetry of External Shock Responses within the Andean Community of Nations: A SVAR Approach
GATE Working Paper No. 1140
Andrea Gabriela Bonilla Bolaño
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: January 09, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
IZA Discussion Paper No. 6262
David A. Jaeger and Zahra Siddique
City University of New York Graduate Center and University of Reading
Date Posted: January 08, 2012
Working Paper Series
199 downloads

Incl. Electronic Paper Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
Andras Fulop , Junye Li and Jun Yu
ESSEC Business School , ESSEC Business School and Singapore Management University
Date Posted: January 07, 2012
Last Revised: October 09, 2012
Working Paper Series
63 downloads

Incl. Fee Electronic Paper Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 1, pp. 131-151, 2012
Deborah Gefang
affiliation not provided to SSRN
Date Posted: January 06, 2012
Accepted Paper Series
3 downloads

Incl. Electronic Paper Sorting Out Downside Beta
Thierry Post , Pim van Vliet and Simon D. Lansdorp
Koc University - Graduate School of Business , Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Strategies
Date Posted: January 06, 2012
Last Revised: October 10, 2012
Working Paper Series
509 downloads

Incl. Electronic Paper The Asymmetric Long-Run Relationship between Crude Oil and Gold Futures
Global Journal of Business Research, Vol. 6, No. 1, pp. 9-15, 2012
Yen-Hsien Lee , Ya-Ling Huang and Hao-Jang Yang
Chung Yuan Christian University , Chaoyang University of Technology and Taishin International Bank
Date Posted: January 06, 2012
Accepted Paper Series
147 downloads

Incl. Electronic Paper The Forecasting Performance of an Estimated Medium Run Model
Tobias Kitlinski and Torsten Schmidt
Rhine-Westphalia Institute for Economic Research (RWI-Essen) and Rhine-Westphalia Institute for Economic Research (RWI)
Date Posted: January 03, 2012
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Selection of Weak VARMA Models by Modified Akaike's Information Criteria
Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 121-130, 2012
Y. Boubacar Maïnassara
affiliation not provided to SSRN
Date Posted: December 28, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Demographics, Dividend Clienteles and the Dividend Premium
Quarterly Review of Economics and Finance, Vol. 51, No. 4, 2011
King Fuei Lee
Schroder Investment Management
Date Posted: December 27, 2011
Accepted Paper Series
59 downloads

Incl. Electronic Paper Modeling Money (M2) Demand in Egypt - A Vector Equilibrium Correction Model
Ahmed Mohamed Rostom
George Washington University - Economics Department
Date Posted: December 24, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Profit Dynamics Across the Largest Euro Area Countries and Sectors
ECB Working Paper No. 1410
Laurent Maurin , Moreno Roma and Igor Vetlov
European Central Bank (ECB) - Directorate General Economics , European Central Bank (ECB) and Bank of Lithuania
Date Posted: December 21, 2011
Working Paper Series
22 downloads

Incl. Electronic Paper Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
Maria Rodriguez Moreno , Sergio Mayordomo and Juan Ignacio Peña
Universidad Carlos III de Madrid - Department of Business Administration , University of Navarra - School of Economics and Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: December 18, 2011
Last Revised: April 18, 2013
Working Paper Series
175 downloads


 

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