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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months: 		69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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  References: 		239,806
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C53
367,212 Total downloads
Showing Papers 501 - 550 of 2,108
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Incl. Electronic Paper WK1 Model: Prediction Intervals for Your Forecasts
Martin Van Wunnik
affiliation not provided to SSRN
Date Posted: November 06, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Currency Hedging Strategies Using Dynamic Multivariate GARCH
 Chia-Lin Chang , Lydia González Serrano and Juan-Angel Jiménez-Martin
National Chung Hsing University - Department of Applied Economics, Department of Finance , Universidad Rey Juan Carlos and Complutense University of Madrid
Date Posted: November 02, 2011
Last Revised: February 14, 2012
Working Paper Series
341 downloads

Incl. Fee Electronic Paper Incorporating Theoretical Restrictions into Forecasting by Projection Methods
CEPR Discussion Paper No. DP8604
 Raffaella Giacomini and Giuseppe Ragusa
University of California, Los Angeles - Department of Economics and affiliation not provided to SSRN
Date Posted: November 01, 2011
Working Paper Series
6 downloads

Incl. Electronic Paper SAFE: An Early Warning System for Systemic Banking Risk
FRB of Cleveland Working Paper No. 11-29
 Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich , Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University , Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: November 01, 2011
Accepted Paper Series
123 downloads

Incl. Electronic Paper A Medium Scale Forecasting Model for Monetary Policy
FRB of Cleveland Working Paper No. 11-28
 Kenneth R. Beauchemin and Saeed Zaman
University of Colorado at Boulder - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: October 29, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Forecasting Health Expenditures: Short, Medium and Long (Long) Term
Journal of Health Care Finance, Vol. 26, No. 3, pp.56-72, Spring 2000
 Tom Getzen
Temple University - Fox School of Business and Management
Date Posted: October 29, 2011
Accepted Paper Series
43 downloads

Incl. Electronic Paper How Do Inflation Expectations Form? New Insights from a High-Frequency Survey
De Nederlandsche Bank Working Paper No. 283
 Gabriele Galati , Peter Heemeijer and Richhild Moessner
De Nederlandsche Bank , University of Amsterdam - Department of Quantitative Economics (KE) and Bank for International Settlements (BIS)
Date Posted: October 29, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper Long-Run Forecasts of National Health Expenditure Growth
 Tom Getzen
Temple University - Fox School of Business and Management
Date Posted: October 29, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper Economic Growth, Political Institutions, and Leadership Transitions
 Samuel W. Malone and Neila Cáceres
University of the Andes and affiliation not provided to SSRN
Date Posted: October 28, 2011
Last Revised: January 21, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Forecasting the Return Distribution Using High-Frequency Volatility Measures
 Jian Hua and Sebastiano Manzan
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, CUNY Baruch College, Zicklin School of Business
Date Posted: October 27, 2011
Last Revised: August 29, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Incorporating Model Uncertainty and Model Instability in Forecasting Bond Risk Premia and Term Structure of Government Bond Yield – A Bayesian Model Averaging Approach
 Hao (David) Zhou
State Street Corporation - State Street Investment Analytics
Date Posted: October 27, 2011
Last Revised: September 10, 2012
Working Paper Series
114 downloads

Alternative Regime Switching Models for Forecasting Inflation
Journal of Forecasting, Vol. 20, pp. 21-35, 2001
 Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 24, 2011
Accepted Paper Series

Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks?
The Review of Economics and Statistics, Vol. 85, No. 3, pp. 765-771, August 2003
 Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 24, 2011
Accepted Paper Series

Incl. Electronic Paper Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems
De Nederlandsche Bank Working Paper No. 250
 M. Hashem Pesaran , Andreas Pick and Allan G. Timmermann
University of Southern California , Erasmus University Rotterdam (EUR) - Department of Econometrics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 24, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper No Predictable Components in G7 Stock Returns
 Prasad V. Bidarkota and Khurshid M. Kiani
Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Date Posted: October 23, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper No Predictable Components in G7 Stock Returns
 Prasad V. Bidarkota and Khurshid M. Kiani
Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Date Posted: October 21, 2011
Last Revised: October 23, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper The Power of Weather
De Nederlandsche Bank Working Paper No. 236
 Christian Huurman , Francesco Ravazzolo and Chen Zhou
Financial Engineering Associates , Norges Bank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 20, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper The Relative Valuation of US Equities at Bear Market Bottoms: A Perspective on the Equity Risk Premium
 Robert A. Weigand and Robert R. Irons
Washburn University School of Business and Brennan School of Business, Dominican University
Date Posted: October 20, 2011
Working Paper Series
142 downloads

Incl. Electronic Paper The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield
International Review of Economics and Finance, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
63 downloads

Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
 Kevin Sheppard and Andrew J. Patton
University of Oxford - Department of Economics and Duke University - Department of Economics
Date Posted: October 15, 2011
Working Paper Series

Incl. Electronic Paper A Simulated Test Marketing Model for Emerging Markets: Key Principles
 Nikolay Y. Korotkov
Oxford Brookes University - Business School
Date Posted: October 13, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Advertising Pre-Testing in Simulated Test Marketing
 Nikolay Y. Korotkov
Oxford Brookes University - Business School
Date Posted: October 12, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper Forecasting New Product Awareness in Simulated Test Marketing: The Approach for Emerging Markets
 Nikolay Y. Korotkov
Oxford Brookes University - Business School
Date Posted: October 12, 2011
Working Paper Series
117 downloads

Incl. Electronic Paper Simulated Test Marketing in Emerging Markets: Some Empirical Evidence from Russia
 Nikolay Y. Korotkov and Nicoletta Occhiocupo
Oxford Brookes University - Business School and Oxford Brookes University - Business School
Date Posted: October 12, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper How do Inflation Expectations Form? New Insights from a High-Frequency Survey
BIS Working Paper No. 349
 Gabriele Galati , Peter Heemeijer and Richhild Moessner
De Nederlandsche Bank , University of Amsterdam - Department of Quantitative Economics (KE) and Bank for International Settlements (BIS)
Date Posted: October 10, 2011
Last Revised: October 11, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Some Lessons From the Financial Crisis for the Economic Analysis
ECB Occasional Paper No. 130
 Geoff Kenny and Julian Benedict Morgan
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 10, 2011
Working Paper Series
104 downloads

Incl. Electronic Paper A New Keynesian Model with Diverse Beliefs
 Mordecai Kurz
National Bureau of Economic Research (NBER)
Date Posted: October 05, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Trend-Cycle Decomposition of Output and Euro Area Inflation Forecasts: A Real-Time Approach Based on Model Combination
ECB Working Paper No. 1384
 Pierre Guerin , Laurent Maurin and Matthias Mohr
affiliation not provided to SSRN , European Central Bank (ECB) - Directorate General Economics and affiliation not provided to SSRN
Date Posted: October 05, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
 Francesco Audrino and Yujia Hu
University of St. Gallen and University of St. Gallen
Date Posted: October 05, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Do Experts Incorporate Statistical Model Forecasts and Should They?
Tinbergen Institute Discussion Paper 11-141/4
 Rianne Legerstee , Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: October 04, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Zonal Supply Curve Estimation in Transmission-Constrained Electricity Markets
 Mostafa Sahraei-Ardakani , Seth Blumsack and Andrew N. Kleit
The Pennsylvania State University , Pennsylvania State University and Pennsylvania State University - Department of Energy and Mineral Engineering
Date Posted: October 03, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Amicus Brief: In Re Lyondell Chemical Company
 Michael Simkovic
Seton Hall Law School
Date Posted: October 02, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Forecasting Inflation Using Commodity Price Aggregates
 Yu-Chin Chen , Stephen J. Turnovsky and Eric Zivot
University of Washington - Department of Economics , University of Washington - Institute for Economic Research and University of Washington - Department of Economics
Date Posted: October 01, 2011
Working Paper Series
232 downloads

Incl. Electronic Paper Forecasting the Intraday Market Price of Money
Norges Bank Working Paper No. 2011/06
 Andrea Monticini and Francesco Ravazzolo
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance and Norges Bank
Date Posted: September 30, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Modelling Issues in Kernel Ridge Regression
Tinbergen Institute Discussion Paper No. 11-138/4
 Peter Exterkate
University of Aarhus - CREATES
Date Posted: September 30, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Nowcasting GDP in Real-Time: A Density Combination Approach
Norges Bank Working Paper No. 2011/11
 Knut Are Aastveit , Karsten R. Gerdrup , Anne Sofie Jore and Leif Anders Thorsrud
University of Oslo - Department of Economics , Central Bank of Norway , affiliation not provided to SSRN and BI Norwegian Business School
Date Posted: September 30, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Forecasting Ticket Sales – the Case of Commuter Rail in South Africa
 Jan Walters Kruger and Anna-Marie
SBL and affiliation not provided to SSRN
Date Posted: September 29, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Advances in Forecasting Under Instability
Economic Research Initiatives at Duke (ERID) Working Paper No. 111
 Barbara Rossi
Universitat Pompeu Fabra - ICREA
Date Posted: September 28, 2011
Accepted Paper Series
186 downloads

Incl. Electronic Paper Do Experts' SKU Forecasts Improve after Feedback?
Tinbergen Institute Discussion Paper 11-135/4
 Rianne Legerstee and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: September 28, 2011
Working Paper Series
12 downloads

Incl. Electronic Paper Un’Analisi Quantitativa Delle Politiche Di Rientro Dal Disavanzo Pubblico in Italia (A Quantitative Analysis of Alternative Austerity Policies in Italy) (in Italian)
Moneta e Credito, Vol. 64, No. 254, pp. 135-175, 2011
 Francesco Carlucci
University of Rome I - Department of Public Economics
Date Posted: September 28, 2011
Last Revised: October 04, 2011
Accepted Paper Series
22 downloads

Incl. Electronic Paper Forecasting the FTSE 100 with High-Frequency Data: A Comparison of Realized Measures
 Oleg Komarov
Imperial College Business School
Date Posted: September 27, 2011
Working Paper Series
371 downloads

Incl. Electronic Paper Structural Versus Matching Estimation: Transmission Mechanisms in Armenia
CentER Discussion Paper Series No. 2011-104
 Karen Poghosyan and Otilia Boldea
Central Bank of Armenia and Tilburg University, CentER
Date Posted: September 26, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Do Phillips Curves Conditionally Help to Forecast Inflation?
FRB of Philadelphia Working Paper No. 11-40
 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: September 21, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Backtesting Value-at-Risk Using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Tinbergen Institute Discussion Paper 11-131/4
 Lennart F. Hoogerheide , Francesco Ravazzolo and H. K. van Dijk
Vrije Universiteit Amsterdam - Dept. of Econometrics , Norges Bank and Tinbergen Institute
Date Posted: September 20, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Forecasting the Price of Oil
 Ron Alquist , Lutz Kilian and Robert Vigfusson
Bank of Canada , University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Board - Trade and Quantitative Studies
Date Posted: September 20, 2011
Working Paper Series
200 downloads

Incl. Electronic Paper A Novel Quantitative Behavioral Framework for Financial Markets Prediction
Capital Markets: Asset Pricing & Valuation, eJournal, Vol. 3, Issue 152, September 28, 2011 , 61st Midwest Finance Association Conference, February, 2012
 ramesh thimmaraya and Venkateshwarlu Masuna
Centre for quantitative finance and risk analytics and National Institute of Industrial Engineering NITIE - NITIE
Date Posted: September 17, 2011
Last Revised: May 21, 2012
Working Paper Series
210 downloads

Strategic Asset Allocation Considerations for German Pension Insurance Funds: Theoretical Analysis and Empirical Evidence - Applying Stochastic Time Series Simulations and Dynamic, Multiperiod Investment Strategies to Determine Optimal Portfolio Structures
 Christian Hertrich
University of Stuttgart - Department of Corporate Finance
Date Posted: September 16, 2011
Last Revised: October 02, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Forecasting with Approximate Dynamic Factor Models: The Role of Non-Pervasive Shocks
 Matteo Luciani
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: September 14, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Forecasting Economic Growth in the Euro Area During the Great Moderation and the Great Recession
ECB Working Paper No. 1379
 Marco J. Lombardi and Philipp Maier
European Central Bank (ECB) and Bank of Canada - International Department
Date Posted: September 13, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Advances in Forecast Evaluation
FRB of Cleveland Working Paper No. 11-20
 Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: September 08, 2011
Working Paper Series
51 downloads


 

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