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SSRN eLibrary Statistics:

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Abstracts: 581,461
Full Text Papers: 482,156
Authors: 269,236
Papers Received in
  Last 12 months:
63,403

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To date: 81,496,734
Last 12 months: 10,263,464
Last 30 days: 919,855

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Total References: 9,075,409
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6,012,680
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Total Footnotes: 9,190,620


SSRN eLibrary Search Results
JEL Code: C11
311,177 Total downloads
Showing Papers 51 - 100 of 1,466
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Incl. Electronic Paper A Behavioral Theory of Real Options
Hart E. Posen , Michael J. Leiblein and John S. Chen
University of Wisconsin-Madison , Ohio State University (OSU) - Department of Management & Human Resources and University of Florida
Date Posted: December 20, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics
Yan Shang , David Dunson and Jeannette Song
Duke University - Fuqua School of Business , Duke University - Department of Statistical Science and Duke University - Fuqua School of Business
Date Posted: December 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: December 16, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Constrained Discretion and Central Bank Transparency
FRB of Chicago Working Paper No. 2014-16
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Date Posted: December 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Formal and Heuristic Model Averaging Methods for Predicting the US Unemployment Rate
Proceedings of the Second Bayesian Young Statisticians Meeting 2014, Springer Proceedings in Mathematics and Statistics Series, Forthcoming
Jeremy Kolly
Laval University - Finance, Insurance and Real Estate Department
Date Posted: December 13, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Optimal Futures Trading in the Presence of Liquidity Risk
Nicholas Taylor
University of Bristol - School of Economics, Finance and Management
Date Posted: December 13, 2014
Last Revised: December 17, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Tinbergen Institute Discussion Paper 14-152/III
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Central Bank of Norway , Norges Bank and Tinbergen Institute
Date Posted: December 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 14/200
Francis Vitek
International Monetary Fund (IMF)
Date Posted: December 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Are Central Bankers Inflation Nutters? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
NHH Dept. of Business and Management Science Discussion Paper No. 2014/38
Fredrik Andersson and Yushu Li
Lund University - Department of Economics and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: December 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
Ca' Foscari University of Venice Department of Economics Working Paper No. 23/WP/2014
Roberto Casarin
University Ca' Foscari of Venice - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Roberto Casarin , Fabrizio Leisen , German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Idalion Capital US LP and IESA
Date Posted: December 09, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Komla Mawulom Agudze , Monica Billio , Roberto Casarin and Eric Girardin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and University Aix-Marseille 2 - GREQAM
Date Posted: December 09, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Inference About Non-Identified SVARs
CEPR Discussion Paper No. DP10287
Raffaella Giacomini and Toru Kitagawa
University of California, Los Angeles - Department of Economics and University College London
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper Robust Linear Static Panel Data Models Using Ε-Contamination
IZA Discussion Paper No. 8661
Badi H. Baltagi , Georges Bresson , Anoop Chaturvedi and Guy Lacroix
Syracuse University - Maxwell School of Citizenship and Public Affairs , ERMES (CNRS), Université Panthéon-Assas Paris II , University of Allahabad and Laval University - Département d'Économique
Date Posted: December 06, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Impact of Financial (De-)Regulation on Current Account Balances
CESifo Working Paper Series No. 5082
Enrique Moral-Benito and Oliver Roehn
Bank of Spain and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: December 02, 2014
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Following the Trend: Tracking GDP When Long-Run Growth is Uncertain
CEPR Discussion Paper No. DP10272
Juan Antolin-Diaz , Thomas Drechsel and Ivan Petrella
Fulcrum Asset Management , London School of Economics & Political Science (LSE) and University of London - School of Business, Economics and Informatics
Date Posted: December 02, 2014
Working Paper Series

Incl. Electronic Paper Time Variation in U.S. Monetary Policy and Credit Spreads
Journal of Macroeconomics, Forthcoming
Yu-Fan Huang
Capital University of Economics and Business, ISEM
Date Posted: November 30, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Robust Variance Bound on Pricing Kernels
Haoxi Yang
Bocconi University - Department of Finance
Date Posted: November 29, 2014
Last Revised: December 04, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Structural Modelling of Operational Risk Via Bayesian Inference: Combining Loss Data with Expert Opinions
The Journal of Operational Risk 1(3), pp. 3-26, 2006
Pavel V. Shevchenko and Mario V. Wuthrich
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation
Antal Ratku , Stefan Feuerriegel and Dirk Neumann
University of Freiburg , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: November 23, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Policy Discussion Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Financial Frictions and Sources of Business Cycle
IMF Working Paper No. 14/194
Marzie Taheri Sanjani
International Monetary Fund (IMF)
Date Posted: November 22, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
University of Milan, Bicocca - Department of Economics, Management & Statistics , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: November 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Financial Frictions, Financial Shocks, and Aggregate Volatility
FEDS Working Paper No. 2014-84
Cristina Fuentes-Albero
Federal Reserve Board
Date Posted: November 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
531 downloads

Incl. Electronic Paper Generating Domain-Specific Dictionaries Using Bayesian Learning
Nicolas Pröllochs , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: November 15, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Financial Frictions in the Euro Area and the United States: A Bayesian Assessment
KU Leuven Center for Economic Studies Discussion Paper Series DPS14.30
Stefania Villa
KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: November 14, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper A DSGE Model of China
CEPR Discussion Paper No. DP10238
Li Dai and Patrick Minford
Loyola Marymount University - College of Business Administration and Cardiff University Business School
Date Posted: November 10, 2014
Working Paper Series

Incl. Electronic Paper Bayesian Statistics for Strategic Decision-Making
Academy of Business Research Journal, Vol. III, September 2013
Josh Bendickson
Louisiana State University, Baton Rouge - William W. & Catherine M. Rucks Department of Management
Date Posted: November 08, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Modelling Inflation Volatility
CAMA Working Paper No. 68/2014
Eric Eisenstat and Rodney W. Strachan
University of Bucharest and University of Queensland - School of Economics
Date Posted: November 06, 2014
Last Revised: November 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Portfolio Choice under Decision-Based Model Combinations
Davide Pettenuzzo and Francesco Ravazzolo
Brandeis University - Department of Economics and Norges Bank
Date Posted: November 01, 2014
Last Revised: November 25, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Optimal Replenishment in Vendor Managed Inventory Systems Using Point-of-Sales Data
Achal Bassamboo , Antonio Moreno and Ioannis Stamatopoulos
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) , Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) and Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS)
Date Posted: October 28, 2014
Working Paper Series
51 downloads

Incl. Electronic Paper Optimal Maintenance Policies for Automated Demand Response Devices
Carlos Abad and Garud Iyengar
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: October 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes
Matthias Held and Marcel Omachel
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: October 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
CFS Working Paper, No. 478
Anders Warne , Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 10, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Estimating Tie Strength in Multi-Relation Online Social Networks
Xi Chen , Chong (Alex) Wang and Xiaoquan (Michael) Zhang
Erasmus University , City University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Date Posted: October 06, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Spatial Relationships in Choosing to Conserve Soil in Smallholder Rubber Farming
Journal of Environmental Professionals of Sri Lanka, Vol. 3, No. 1, pp. 22-29, 2014
Jagath Edirisinghe and Wasana Wijesuriya
Wayamba University of Sri Lanka and Rubber Research Institute of Sri Lanka
Date Posted: October 04, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Analyzing Data Revisions with a Dynamic Stochastic General Equilibrium Model
FRB of Philadelphia Working Paper No. 14-29
Dean Croushore and Keith Sill
University of Richmond and Federal Reserve Bank of Philadelphia
Date Posted: September 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Forecasting Equity Premia Using Bayesian Dynamic Model Averaging
Joscha Beckmann and Rainer A. Schüssler
University of Duisburg-Essen and Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Portfolio-Invariant Capital Allocation Scheme Accounting for Concentration Risk Based on Response Surface Methodology
Lie-Jane Kao
Kainan University
Date Posted: September 28, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Short-Term Risk and Adapting Covariance Models to Current Market Conditions
Anish R. Shah
Independent
Date Posted: September 26, 2014
Last Revised: December 20, 2014
Working Paper Series
131 downloads

Incl. Fee Electronic Paper A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper A DSGE Model of China
CEPR Discussion Paper No. DP10028
Li Dai , Patrick Minford and Peng Zhou
Loyola Marymount University - College of Business Administration , Cardiff University Business School and Cardiff University - Cardiff Business School
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Estimating Overidentified, Non-Recursive, Time Varying Coefficients Structural VARs
CEPR Discussion Paper No. DP10022
Fabio Canova and Fernando J. Pérez Forero
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Central Reserve Bank of Peru
Date Posted: September 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
Paul Vincent Gaskell , Frank McGroarty and Thanassis Tiropanis
University of Southampton , University of Southampton - School of Management and University of Southampton
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Creation of Synthetic Microdata for Data Envelopment Analysis Using Nondominated Sorting
Gerald Whittaker
Government of the United States of America - Agricultural Research Service
Date Posted: September 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
ECB Working Paper No. 1733
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Impact of Financial (De)Regulation on Current Account Balances
Banco de Espana Working Paper No. 1424
Enrique Moral-Benito and Oliver Roehn
Bank of Spain and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: September 18, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Replication and the Manufacture of Scientific Inferences: A Formal Approach
Fernando Martel García
Independent
Date Posted: September 17, 2014
Last Revised: October 16, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper News Shocks and Business Cycles: Evidence from Forecast Data
Wataru Miyamoto and Thuy Lan Nguyen
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Santa Clara University
Date Posted: September 16, 2014
Working Paper Series
7 downloads


 

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