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JEL Code: C32
451,484 Total downloads
Showing Papers 461 - 510 of 3,075
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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