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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 693,870
Full Text Papers: 583,147
Authors: 319,855
Papers Received in
  Last 12 months:
67,318

Paper Downloads:
To date: 103,284,076
Last 12 months: 13,091,891
Last 30 days: 1,004,480

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307,393
Total References: 8,989,005
Papers with Cites: 246,060
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5,805,370
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  Footnotes:
91,657
Total Footnotes: 8,994,137


SSRN eLibrary Search Results
JEL Code: C11
370,582 Total downloads
Showing Papers 51 - 100 of 1,733
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Incl. Electronic Paper Oil and Macroeconomic (In)Stability
Norges Bank Working Paper 12/16
Hilde C. Bjørnland, Vegard H. Larsen and Junior Maih
Norwegian School of Management (BI), BI Norwegian Business School and Norges Bank
Date Posted: September 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
FRB of Cleveland Working Paper No. 16-17
Andrea Carriero, Todd E. Clark and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and European University Institute
Date Posted: September 18, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Level and Volatility Shocks to Government Spending: Term Structure Implications
Lorenzo Bretscher, Alex C. Hsu and Andrea Tamoni
London School of Economics & Political Science (LSE), Georgia Institute of Technology - Scheller College of Business and London School of Economics & Political Science (LSE)
Date Posted: September 15, 2016
Last Revised: September 22, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes
Tinbergen Institute Discussion Paper 16-075/III
Aiste Ruseckaite, D. Fok and Peter Goos
Erasmus University Rotterdam (EUR) - Department of Econometrics, Econometric Institute - Erasmus University Rotterdam and University of Antwerp
Date Posted: September 13, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Estimation of Finite-Horizon Discrete Choice Dynamic Programming Models
Masakazu Ishihara and Andrew Ching
New York University (NYU) - Leonard N. Stern School of Business and University of Toronto - Rotman School of Management
Date Posted: September 12, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Tempered Particle Filtering
FEDS Working Paper No. 2016-072
Edward Herbst and Frank Schorfheide
Board of Governors of the Federal Reserve System and University of Pennsylvania - Department of Economics
Date Posted: September 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Network Framework of Investigating Systemic Risk in Zonal Energy Markets
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey and Luigi Grossi
Leuphana University of Lueneburg, Boston University - Department of Mathematics and Statistics and University of Verona - Department of Economics
Date Posted: September 02, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Asset Allocation with Judgment
ECB Working Paper No. 1947
Simone Manganelli
European Central Bank (ECB)
Date Posted: August 29, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Firm Turnover and Inflation Dynamics
Lenno Uusküla
Bank of Estonia
Date Posted: August 26, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The BEAR Toolbox
ECB Working Paper No. 1934
Alistair Dieppe, Romain Legrand and Bjoern van Roye
European Central Bank (ECB), ESSEC Business School and European Central Bank (ECB)
Date Posted: August 24, 2016
Working Paper Series
16 downloads

Incl. Fee Electronic Paper Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
Review of Income and Wealth, Vol. 62, Issue 3, pp. 467-488, 2016
Sarah Brown, Pulak Ghosh and Karl Taylor V
University of Sheffield, Indian Institute of Management (IIMB), Bangalore and University of Sheffield - Department of Economics
Date Posted: August 16, 2016
Accepted Paper Series

Incl. Electronic Paper Recession Forecasting Using Bayesian Classification
Federal Reserve Bank of Kansas City Working Paper No. 16-06
Troy Davig and Aaron Smalter Hall
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Date Posted: August 15, 2016
Last Revised: September 15, 2016
Accepted Paper Series
46 downloads

Incl. Electronic Paper Advances in Factor Replication
MIT Sloan Research Paper No. 5174-16
Megan Czasonis, Mark Kritzman and David Turkington
State Street Corporation, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: August 14, 2016
Last Revised: August 19, 2016
Working Paper Series
146 downloads

Incl. Electronic Paper Are Nonlinear Methods Necessary at the Zero Lower Bound?
FRB of Dallas Working Paper No. 1606
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and College of William and Mary
Date Posted: August 09, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper On the Value of Portfolio Optimization in the Presence of Estimation Risk: The Case with and Without Risk-Free Asset
Rotman School of Management Working Paper No. 2819254
Raymond Kan, Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management, Iowa State University and Washington University in St. Louis - Olin School of Business
Date Posted: August 08, 2016
Last Revised: September 19, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper Are Nonlinear Methods Necessary at the Zero Lower Bound?
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and College of William and Mary
Date Posted: August 07, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Revealed Preferences for Portfolio Selection - Does Skewness Matter?
Merrill W. Liechty and Ümit Sağlam
Drexel University - Department of Decision Sciences and East Tennessee State University - Department of Management and Marketing
Date Posted: August 07, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Estimating Dynamic Macroeconomic Models: How Informative are the Data?
FRB International Finance Discussion Paper No. 1175
Daniel O. Beltran and David Draper
Federal Reserve Board and University of California, Santa Cruz
Date Posted: August 03, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Interpretation of DNA Evidence: A Case Study in Probabilities
National Academies of Science, Engineering and Medicine, Science Policy Decision-making Educational Modules, 2016, Penn State Law Research Paper No. 23-2016
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: July 27, 2016
Last Revised: September 02, 2016
Accepted Paper Series
63 downloads

Incl. Electronic Paper Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter
CAMA Working Paper No. 44/2016
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 20, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures
Giacomo Bormetti, Roberto Casarin, Fulvio Corsi and Giulia Livieri

Date Posted: July 19, 2016
Last Revised: July 28, 2016
Working Paper Series
76 downloads

Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan) and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Date Posted: July 08, 2016
Working Paper Series

Incl. Electronic Paper Contagion in Financial Systems: A Bayesian Network Approach
Carsten Chong and C. Klüppelberg
Technische Universität München (TUM) - Chair of Mathematical Statistics and Technische Universität München (TUM)
Date Posted: July 06, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Modeling the Costs of Trade Finance During the Financial Crisis of 2008-2009: An Application of Dynamic Hierarchical Linear Model
SWIFT Institute Working Paper No. 2012-008
Ashwin Malshe, Shantanu Mullick and Nicolas Glady
ESSEC Business School - Marketing Department, ESSEC Business School, Marketing Department, Students and ESSEC Business School - Marketing Department
Date Posted: July 06, 2016
Accepted Paper Series
18 downloads

Incl. Electronic Paper Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
Natalia Khorunzhina and Jean-Francois Richard
Copenhagen Business School - Faculty of Economics and Business Administration and University of Pittsburgh - Department of Economics
Date Posted: July 04, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Bad Luck, Bad Policy, and Learning? A Markov-Switching Approach to Understanding Postwar U.S. Macroeconomic Dynamics
Gabriela Best and Joonyoung Hur
California State University, Fullerton - Mihaylo College of Business & Economics and The Bank of Korea
Date Posted: July 03, 2016
Last Revised: August 23, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper The Determinants of CDS Spreads: Evidence from the Model Space
Matthias Pelster and Johannes Vilsmeier
Leuphana University Lueneburg and Deutsche Bundesbank
Date Posted: July 02, 2016
Last Revised: September 09, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal and Dobromil Serwa
European Central Bank (ECB), NBP, Independent and National Bank of Poland
Date Posted: June 29, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Point, Interval and Density Forecasts of Exchange Rates with Time-Varying Parameter Models
Bundesbank Discussion Paper No. 19/2016
Angela Abbate and Massimiliano Giuseppe Marcellino
Deutsche Bundesbank and European University Institute
Date Posted: June 29, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
166 downloads

Incl. Fee Electronic Paper Is There a Causal Effect of Working Part‐Time on Current and Future Wages?
The Scandinavian Journal of Economics, Vol. 118, Issue 3, pp. 494-523, 2016
Marie Paul
University of Duisburg-Essen
Date Posted: June 28, 2016
Accepted Paper Series

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Heterogeneity in Euro-Area Monetary Policy Transmission: Results from a Large Multi-Country BVAR Model
Bundesbank Discussion Paper No. 03/2016
Martin Mandler, Michael Scharnagl and Ute B. Volz
University of Giessen - Department of Economics, Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Testing for Granger Causality in Large Mixed-Frequency VARs
Bundesbank Discussion Paper No. 45/2015
Thomas B. Götz, Alain Hecq and Stephan Smeekes
Deutsche Bundesbank, Maastricht University - Department of Economics and Maastricht University - Department of Quantitative Economics
Date Posted: June 21, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Bayesian Estimation of a DSGE Model with Asset Prices
Bundesbank Discussion Paper No. 37/2013
Martin Kliem and Harald Uhlig
Deutsche Bundesbank - Research Centre and University of Chicago - Department of Economics
Date Posted: June 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Finding Relevant Variables in Sparse Bayesian Factor Models: Economic Applications and Simulation Results
Bundesbank Discussion Paper No. 29/2012
Sylvia Kaufmann and Christian Schumacher
Oesterreichische Nationalbank - Economic Studies Division and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Estimating Quarterly Indicators of Economic Activity for the States of the Eastern Caribbean Currency Union
Central Bank of Barbados WP/15/7
Shane R. Lowe and Tiffany Grosvenor
University of Glasgow, Faculty of Social Sciences, Department of Economics, Students and Central Bank of Barbados
Date Posted: June 14, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Joint Prediction Bands for Macroeconomic Risk Management
Norges Bank Working Paper 07/2016
Q. Farooq Akram, Andrew Binning and Junior Maih
Norges Bank - Research Department, Norges Bank and Norges Bank
Date Posted: June 12, 2016
Accepted Paper Series
18 downloads

Incl. Electronic Paper Loan Supply in Germany During the Financial Crisis
Bundesbank Series 1 Discussion Paper No. 2010,05
Ulrike Busch, Michael Scharnagl and Jan Scheithauer
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Date Posted: June 08, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Global Business Cycles: Convergence or Decoupling?
Bundesbank Series 1 Discussion Paper No. 2008,17
M. Ayhan Kose, Christopher Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Reconsidering the Role of Monetary Indicators for Euro Area Inflation from a Bayesian Perspective Using Group Inclusion Probabilities
Bundesbank Series 1 Discussion Paper No. 2007,09
Michael Scharnagl and Christian Schumacher
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
Bundesbank Series 1 Discussion Paper No. 2006,32
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Learning, Structural Instability and Present Value Calculations
Bundesbank Series 1 Discussion Paper No. 2006,27
Mohammad Hashem Pesaran, Davide Pettenuzzo and Allan G. Timmermann
affiliation not provided to SSRN, Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: June 08, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
Bundesbank Series 1 Discussion Paper No. 2006,17
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Deadly Statistics: Quantifying an 'Unacceptable Risk' in Capital Punishment
Law, Probability & Risk, Vol. 15, No. 4, Dec. 2016, Penn State Law Research Paper No. 14-2016
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: June 05, 2016
Last Revised: July 28, 2016
Accepted Paper Series
50 downloads

Incl. Electronic Paper Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator
Sveriges Riksbank Working Paper Series No. 306, Riksbank Research Paper Series No. 130
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: June 04, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Considering Multiple Materialities for Account Combinations in Audit Planning and Evaluation: A Cost Efficient Approach
Journal of Accounting, Auditing and Finance, Vol. 13, No. 2, 1998
Saurav K. Dutta and Lynford E. Graham
State University of New York (SUNY) at Albany and Bentley University
Date Posted: June 01, 2016
Accepted Paper Series
17 downloads

Incl. Electronic Paper A Unified Approach to Mortality Modelling Using State-Space Framework: Characterisation, Identification, Estimation and Forecasting
Man Chung Fung, Gareth William Peters and Pavel V. Shevchenko
CSIRO, University College London and CSIRO Australia
Date Posted: May 31, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Variable Selection in Seemingly Unrelated Regressions with Random Predictors
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Texas at Austin - Red McCombs School of Business, University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: May 29, 2016
Last Revised: June 06, 2016
Working Paper Series
82 downloads

Estimating Technology in the Postal Sector: A Bayesian Approach
Applied Economics, Vol. 48, No. 27, 2016
José Baños-Pino and Ana Rodriguez-Alvarez
Universidad de Oviedo - Facultad de Economicas and Oviedo Efficiency Group
Date Posted: May 25, 2016
Accepted Paper Series


 

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