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JEL Code: C22
540,983 Total downloads
Showing Papers 481 - 530 of 3,447
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Short-Term Forecasting of International Tourist Arrivals to Sri Lanka: Comparative Evidence Using Exponential Smoothers 6th International Conference on Management and Finance, 2011
Nisantha Kurukulasooriya and
Lelwala E. I.
affiliation not provided to SSRN
Date Posted: March 08, 201214 downloads
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
Siem Jan Koopman ,
Andre Lucas and
Marcel Scharth
Date Posted: March 06, 201234 downloads
Convergence and Cointegration
Alfredo García-Hiernaux and
David E. Guerrero
Date Posted: March 04, 2012Last Revised: November 14, 201242 downloads
Oil Prices and Exchange Rate Volatility in Arab Countries
Gabriela Mundaca
Date Posted: March 04, 201248 downloads
Services Sectors' Agglomeration: the EU, Greece, and the New Economic Geography
Astrid Krenz
Date Posted: March 04, 2012Last Revised: August 19, 201226 downloads
Foreign Direct Investment and Technology Spillover: Evidence Across Indian Manufacturing Industries Delhi School of Economics Centre for Development Economics Working Paper No. 207
Smruti Ranjan Behera
,
Pami Dua and
Bishwanath Goldar
affiliation not provided to SSRN
Date Posted: March 03, 201236 downloads
Extracting Nonlinear Signals from Several Economic Indicators CEPR Discussion Paper No. DP8865
Maximo Camacho
,
Gabriel Pérez-Quirós and
Pilar Poncela
Date Posted: March 01, 2012
Markov-Switching Dynamic Factor Models in Real Time CEPR Discussion Paper No. DP8866
Maximo Camacho
,
Gabriel Pérez-Quirós and
Pilar Poncela
Date Posted: March 01, 20121 downloads
Regional and Global Contagion in Real Estate Investment Trusts: The Case of the Financial Crisis of 2007-2009
George Milunovich
and
Stefan Trueck
Date Posted: March 01, 201280 downloads
Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis Journal of International Money and Finance, Vol. 3, p. 357, 1984
Allan Gregory
and
Thomas H. McCurdy
Date Posted: March 01, 20129 downloads
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis with Application to France, Italy, Japan, the United Kingdom and West Germany European Economic Review, Vol. 30, p. 365, 1986
Allan Gregory
and
Thomas H. McCurdy
Date Posted: March 01, 20125 downloads
Dynamic Copulas and Long Range Dependence Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes
and
Silvia Regina Costa Lopes
Date Posted: February 29, 201292 downloads
Quantitative vs. Qualitative Criteria for Credit Risk Assessment Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 69-87, 2011
Manuel S. Ribeiro
,
Joaquim P. Pina
,
João Soares and
Margarida Catalao Lopes
affiliation not provided to SSRN
,
New University of Lisbon
,
Technical University of Lisbon (UTL)
and
Technical University of Lisbon
Date Posted: February 29, 2012232 downloads
Spillovers to Low-Income Countries: Importance of Systemic Emerging Markets IMF Working Paper No. NO.12/49
Raphael A. Espinoza ,
Sarwat Jahan and
Era Dabla-Norris
affiliation not provided to SSRN
and
International Monetary Fund (IMF)
Date Posted: February 28, 201230 downloads
An Empirical Analysis of Australian Gold Mining Firms
Dirk G. Baur
Date Posted: February 27, 201275 downloads
Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation
Xiaoming Li ,
Bing Zhang
and
Zhijie Du
affiliation not provided to SSRN
Date Posted: February 26, 2012240 downloads
Enhanced Optimal Portfolios - A Controlled Integration of Quantitative Predictors 25th Australasian Finance and Banking Conference 2012
Lars Kaiser
,
Aron Veress
and
Marco Josef Menichetti
affiliation not provided to SSRN
Date Posted: February 25, 2012Last Revised: November 18, 2012161 downloads
Threshold Estimation from a Generated Auxiliary Regression: With an Application to U.S. Stock Returns
Daniele Massacci
Date Posted: February 24, 2012Last Revised: April 03, 201260 downloads
A Unified Analysis of Emissions and Energy Market Interactions Across the EU
Mark Cummins ,
Patrick o'Shea
and
Kieran Lyons
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 23, 201261 downloads
Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation
Per A. Mykland ,
Neil Shephard and
Kevin Sheppard
Date Posted: February 21, 2012128 downloads
The Case for Higher Frequency Inflation Expectations
Giselle Guzman
Date Posted: February 21, 2012Last Revised: June 08, 201226 downloads
PC-VAR Estimation of Vector Autoregressive Models Open Journal of Statistics, 2012, 2, 251-259
Claudio Morana
Date Posted: February 18, 2012Last Revised: June 09, 2013
Real Wages and the Business Cycle in Germany Empirical Economics, 2012
Martyna Marczak and
Thomas Beissinger
Date Posted: February 18, 2012
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity Cowles Foundation Discussion Paper No. 1665RR
Donald W. K. Andrews and
Patrik Guggenberger
Date Posted: February 17, 201232 downloads
The Missing Cycle in the HP Filter and the Measurement of Cyclically-Adjusted Budget Balances
Matthias F. Mohr
Date Posted: February 16, 201212 downloads
Internet Search Behavior as an Economic Forecasting Tool: The Case of Inflation Expectations The Journal of Economic and Social Measurement, Vol. 36, No. 3, December 2011
Giselle Guzman
Date Posted: February 14, 2012Last Revised: October 31, 2012122 downloads
An Inflation Expectations Horserace
Giselle Guzman
Date Posted: February 14, 2012Last Revised: June 13, 201224 downloads
Using Sentiment Surveys to Predict GDP Growth and Stock Returns THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar Publishing, 2009
Giselle Guzman
Date Posted: February 14, 2012Last Revised: June 08, 201261 downloads
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation Journal of Banking and Finance, 2013, 37, 206-226
Claudio Morana
Date Posted: February 12, 2012Last Revised: June 09, 2013
Determinants of US Financial Fragility Conditions Research in International Business and Finance, Forthcoming
Claudio Morana and
Fabio C. Bagliano
Date Posted: February 12, 2012Last Revised: June 09, 201344 downloads
Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models Banco de Espana Working Paper No. 1204
Rocio Alvarez
,
Maximo Camacho
and
Gabriel Perez-Quiros
Date Posted: February 12, 201221 downloads
Forecasting VAR Models in the Presence of Regime Shifts in Variance and Egarch Effects
Yiannis Dendramis
,
Giles E. Spungin
and
Elias Tzavalis
affiliation not provided to SSRN
and
Athens University of Economics and Business - Department of Economics
Date Posted: February 12, 201247 downloads
Markov-Switching Dynamic Factor Models in Real Time Banco de Espana Working Paper No. 1205
Maximo Camacho
,
Gabriel Perez-Quiros and
Pilar Poncela
Date Posted: February 12, 201284 downloads
Robust Score and Portmanteau Tests of Volatility Spillover
Mike Aguilar and
Jonathan B. Hill
Date Posted: February 12, 2012Last Revised: May 14, 201330 downloads
Testing for Fractional Integration Versus Short Memory with Structural Breaks* Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 278-305, 2012
Laura Mayoral
Date Posted: February 10, 20121 downloads
Rethinking the Efficient Markets Hypothesis
Nhat Le
Date Posted: February 08, 201280 downloads
The Peer Performance of Hedge Funds
David Ardia and
Kris Boudt
Date Posted: February 08, 2012Last Revised: February 27, 2013127 downloads
Does Tariff Liberalization Promote Trade? Latin American Countries in the Long-Run (1900-2000) Global Economy Journal, Vol. 8, No. 4, Article 2
Silvia Nenci
and
Carlo Pietrobelli
Date Posted: February 07, 2012
Extracting Non-Linear Signals from Several Economic Indicators Banco de Espana Working Paper No. 1202
Maximo Camacho
,
Gabriel Perez-Quiros and
Pilar Poncela
Date Posted: February 07, 201242 downloads
Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals Banco de Espana Working Paper No. 1203
Marcos Dal Bianco
,
Maximo Camacho
and
Gabriel Perez-Quiros
affiliation not provided to SSRN
,
Autonomous University of Barcelona - Department of Economics
and
Bank of Spain
Date Posted: February 07, 201256 downloads
Tariff Liberalization and the Growth of World Trade: A Comparative Historical Analysis of the Multilateral Trading System The World Economy, Vol. 34, No. 10, pp. 1809-1835, 2011
Silvia Nenci
Date Posted: February 07, 2012
Does Purchasing Power Parity Hold in Thailand? International Journal of Applied Economics and Econometrics, Vol. 17, No. 3, pp. 268-280, 2009
Komain Jiranyakul and
Bala Batavia
Date Posted: February 05, 2012Last Revised: February 20, 201240 downloads
General Linear Formulations of Stochastic Dominance Criteria: With an Analysis of Stock Market Portfolio Efficiency
Thierry Post and
Milos Kopa
Date Posted: February 04, 2012Last Revised: December 16, 2012205 downloads
The Relationship between Temperature and CO2 Emissions: Evidence from a Short and Very Long Dataset
David G. McMillan
and
Mark E. Wohar
Date Posted: January 31, 201249 downloads
A Direct Test of the Endogeneity of Money: Implications for Gulf Cooperation Council
(GCC) Countries Economic Modelling, Vol. 29, 2012
Bedri Kamil Onur Tas
and
Selahattin Togay
Date Posted: January 30, 2012
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Turan G. Bali ,
Linda Allen and
Yi Tang
Date Posted: January 30, 2012Last Revised: July 08, 2012125 downloads
Time-Varying Sparsity in Dynamic Regression Models
Maria Kalli
and
Jim E. Griffin
Date Posted: January 30, 2012178 downloads
Food, Energy and Environment: Is Bioenergy the Missing Link? LICOS Discussion Paper No. 292/2011
Pavel Ciaian
and
d'Artis Kancs
Date Posted: January 29, 201245 downloads
The European Way Out of Recession Banque de France Working Paper No. 360
Frederique Bec
,
Othman Bouabdallah
and
Laurent Ferrara
Date Posted: January 27, 201216 downloads
Modeling Asymmetry and Persistence Under the Impact of Sudden Changes in the Volatility of the Indian Stock Market
Dilip Kumar and
Srinivasan Maheswaran
Date Posted: January 25, 201250 downloads
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