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A Family of Reduced-Form Models for Electricity Prices
EFMA 2003 Helsinki Meetings
Hélyette Geman and Andrea Roncoroni
University of London, Birkbeck College - School of Economics, Mathematics and Statistics and ESSEC Business School
Date Posted: June 14, 2003
Working Paper Series

A Flexible Prior Distribution for Markov Switching Autoregressions With Student-T Errors
Journal of Econometrics, Vol. 133, pp. 153-190, 2006
Philippe J. Deschamps
University of Fribourg, Switzerland - Faculty of Economics and Social Science
Date Posted: May 08, 2006
Accepted Paper Series

A Framework for Economic Forecasting
The Econometrics Journal, Vol. 1, 1998
Neil R. Ericsson and Jaime Marquez
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - International Financial Transactions Section
Date Posted: April 08, 1999
Accepted Paper Series

A full-factor Multivariate GARCH model
Econometrics Journal, Vol. 6, pp. 312-334, 2003
Ioannis D. Vrontos , Petros Dellaportas and Dimitris N. Politis
Athens University of Economics and Business , Athens University of Economics and Business and University of California, San Diego (UCSD) - Department of Mathematics
Date Posted: October 21, 2004
Accepted Paper Series

A Fully Parametric Approach to Return Modelling and Risk Management of Hedge Funds
Financial Markets and Portfolio Management, Vol. 20, No. 4, pp. 472-491, 2006
Stefan Kassberger and Ruediger Kiesel
Frankfurt School of Finance & Management and University of Duisburg-Essen - Faculty of Economic Science
Date Posted: January 23, 2007
Accepted Paper Series

A General Class of Neural Network-GARCH Models for Financial Time Series Analysis
Nikos S. Thomaidis and George D. Dounias
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory and University of the Aegean - Department of Financial Engineering and Management
Date Posted: May 03, 2006
Last Revised: June 22, 2011
Working Paper Series

A General Method of Deriving the Efficiencies of Banks from a Profit Function
Jalal D. Akhavein , P.A.V.B. Swamy and Stephen B. Taubman
Fitch Ratings Inc. , affiliation not provided to SSRN and Government of the United States of America - Division of Research and Statistics
Date Posted: October 24, 1999
Working Paper Series

A Hybrid Bankruptcy Prediction Model with Dynamic Loadings on Accounting-Ratio-Based and Market-Based Information: A Binary Quantile Regression Approach
Journal of Empirical Finance, Vol. 17, No. 4, 2010
Ming-Yuan Li and Peter Miu
National Cheng Kung University - Graduate Institute of Finance and McMaster University - DeGroote School of Business
Date Posted: November 16, 2009
Last Revised: October 21, 2010
Accepted Paper Series

A Latent Factor Model of Multivariate Conditional Heteroscedasticity
Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 481-503, 2009
Mike Aguilar
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: October 09, 2009
Accepted Paper Series

A Low-Dimensional Fractal Attractor in the Foreign Exchange Markets?
Dominique M. Guillaume
Catholic University of Leuven
Date Posted: May 18, 1998
Working Paper Series

A Macro Prediction of the Use of Care Provisions, Based on a Nested Logit Model
iHEA 2007 6th World Congress: Explorations in Health Economics Paper
Jedid-Jah Jonker , Klarita Sadiraj and Isolde Woittiez
Social and Cultural Planning Office , Social and Cultural Planning Office and Social and Cultural Planning Office
Date Posted: June 22, 2007
Working Paper Series

A Markov Regime-Switching Model for the Semiconductor Industry Cycles
Economic Modelling, Vol. 23, pp. 569-578, 2006
Wen-Hsien Liu and Yih-Luan Chyi
National Chung Cheng University - Department of Economics and Institute of International Economics and National Tsing Hua University - Department of Economics
Date Posted: July 28, 2006
Accepted Paper Series

A Methodological Proposal to Estimate Changes of Residential Property Value: Case Study Developed in Bogotá
Applied Economics Letters, Vol. 18, No. 16, 2011
Jorge Andres Perdomo Calvo
Universidad de los Andes, Colombia
Date Posted: March 28, 2012
Accepted Paper Series

A Microeconometric Evaluation of Rehabilitation of Long-term Sickness in Sweden
SSE/EFI Economics and Finance Working Paper No. 373
Markus Froelich , Almas Heshmati and Michael Lechner
Universität Mannheim, Chair of Econometrics , Sogang University and University of St. Gallen - Swiss Institute for Empirical Economic Research
Date Posted: February 26, 2001
Working Paper Series

A Mixed Index Approach to Identifying Hedonic Price Models
Regional Science and Urban Economics, Vol. 38, No. 3, 2008
David M. Brasington and Diane Hite
Louisiana State University, Baton Rouge - Department of Economics and Auburn University - Department of Agricultural Economics and Rural Sociology
Date Posted: July 17, 2008
Accepted Paper Series

A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review
Tony S. Wirjanto and Dinghai Xu
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: April 02, 2013
Working Paper Series

A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
Review of Economics and Statistics, Vol. 79, No. 4, November 1997
Norman R. Swanson and Halbert L. White, Jr.
Rutgers University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 22, 1998
Accepted Paper Series

A Model Structure of the Nigerian Palm Kernel Market
DECISION: Journal of Indian Institute of Management, Calcutta, Vol. 20, No. 9, pp.163-173, July -September 1993
Uchechi Rex Ogbuagu
University of Calabar
Date Posted: August 14, 2012
Accepted Paper Series

A Monetary Analysis of the Drachma/ECU Exchange Rate Determination, 1980-1991
Empirical Economics, Vol. 25, Issue 4, 2000
Athanasios P. Papadopoulos and George Zis
University of Crete - Department of Economics and Manchester Metropolitan University
Date Posted: April 03, 2001
Accepted Paper Series

Incl. Fee Electronic Paper A Monte Carlo Procedure for Checking Identification in DSGE Models
CEPR Discussion Paper No. DP9411
Vo Phuong Mai Le , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: April 03, 2013
Working Paper Series

A Multi-Actor Analysis of the QoE Environment
9th Conference of Telecommunications Internet and Media Techno Economics (CTTE) 2010, Ghent, Belgium, June 7-9, 2010
Tobias Heger , Mario Kind and Thomas Monath
EIT ICT Labs Germany GmbH , Deutsche Telekom AG - Deutsche Telekom Laboratories and Independent
Date Posted: November 17, 2011
Working Paper Series

A Multilevel Analysis on the Determinants of Regional Health Care Expenditure
UPF Economics and Business Working Paper No. 572
Guillem López Casasnovas and Marc Saez
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Universitat de Girona
Date Posted: September 23, 2002
Working Paper Series

A New Approach to Characterizing and Forecasting Electricity Price Volatility
International Journal of Forecasting, Vol. 24, No. 4, 2008
Kam Fong Chan , Philip Gray and Bart van Campen
University of Queensland - Faculty of Business, Economics and Law , Monash University - Department of Accounting and Finance and University of Auckland - Department of Economics
Date Posted: August 09, 2009
Accepted Paper Series

A New Look at Copper Markets: A Regime-Switching Jump Model
Review of Futures Markets, Forthcoming
Wing H. Chan and Denise Young
Wilfrid Laurier University - Department of Economics and University of Alberta - Department of Economics
Date Posted: July 15, 2009
Accepted Paper Series

A Note on Adaptive Group Lasso
Computational Statistics & Data Analysis, Vol. 52, pp. 5277-5286, 2008
Hansheng Wang and Chenlei Leng
Peking University - Guanghua School of Management and affiliation not provided to SSRN
Date Posted: December 02, 2008
Accepted Paper Series

A Note on Iterative Marginal Optimization: A Simple Algorithm for Maximum Rank Correlation Estimation
Computational Statistics and Data Analysis, Vol. 51, pp. 2803-2812, 2007
Hansheng Wang
Peking University - Guanghua School of Management
Date Posted: December 02, 2008
Accepted Paper Series

Incl. Fee Electronic Paper A Note on Moving‐Average Models with Feedback
Journal of Time Series Analysis, Vol. 33, Issue 6, pp. 873-879, 2012
Dong Li
University of Iowa
Date Posted: October 17, 2012
Accepted Paper Series

A Note on the Effect of Expected Changes in Monetary Policy on Long-Term Interest Rates
Journal of Applied Economics, Vol. 10, No. 1, pp. 99-114, May 2007
Christos I. Giannikos and Hany Guirguis
CUNY - Baruch College and Manhattan College
Date Posted: June 07, 2007
Accepted Paper Series

A Politico-Economic Model for Stabilisation in Africa
Journal of African Economies, Vol. 7, No. 1, March 1998
Sebastien Dessus , Jean-Dominique Lafay and Christian Morrisson
World Bank - West Bank and Gaza Resident Mission , Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Date Posted: July 09, 1998
Accepted Paper Series

A Quantitative Study on the Fair Trade Coffee Consumer
Herbert Casteran and Patrice Cailleba
EM Strasbourg Business School and ESC Pau
Date Posted: February 10, 2009
Working Paper Series

A Reexamination of Corporate Governance and Equity Prices
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4753-4786, 2009
Shane A. Johnson , Theodore C. Moorman and Sorin M. Sorescu
Texas A&M University - Department of Finance , Baylor University - Department of Finance, Insurance & Real Estate and Texas A&M University (TAMU) - Department of Finance
Date Posted: December 08, 2009
Accepted Paper Series

A Reinvestigation of Robust Scale Estimation in Finite Samples
Computational Statistics & Data Analysis, Vol. 52, No. 11, pp. 5014-5021, July 15, 2008
John Randal
Victoria University of Wellington - School of Economics & Finance
Date Posted: December 21, 2009
Accepted Paper Series

A Relationship between Efficiencies of Marginal Designs and the Product Design
Metrika, Vol 45 No 3, 1997
Rainer Schwabe and Weng Kee Wong
Free University of Berlin (FUB) - Department of Mathematics and Computer Science and University of California, Los Angeles (UCLA) - School of Public Health
Date Posted: October 21, 1997
Accepted Paper Series

A Semiparametric Factor Model for Electricity Forward Curve Dynamics
Journal of Energy Markets, Vol. 1, No. 3, pp. 3-16
Szymon Borak and Rafal Weron
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Wroclaw University of Technology - Institute of Organization and Management
Date Posted: July 22, 2008
Last Revised: February 20, 2010
Accepted Paper Series

A Short-Term Forecasting Model for Sectoral Regional Employment
The Annals of Regional Science, Vol. 33, No. 1, 1999
Javier Trivez and Jesus Mur
University of Zaragoza - Faculty of Business and Economics and University of Zaragoza - Faculty of Business and Economics
Date Posted: March 06, 1999
Accepted Paper Series

A Simple Benchmark for Forecasts of Growth and Inflation
CEPR Discussion Paper No. 6012
Massimiliano Giuseppe Marcellino
European University Institute
Date Posted: May 07, 2007
Working Paper Series

A Social Disclosure Index for Assessing Social Programmes in Brazilian Listed Firms
Rodrigo S. Gonçalves , Elionor F.J. Weffort and Jorge K. Niyama
University of Brasília (UnB) - Department of Accounting , Fundação Escola de Comércio Álvares Penteado (FECAP) and University of Brasília (UnB) - Department of Accounting
Date Posted: March 28, 2012
Last Revised: October 01, 2012
Working Paper Series

A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
Joel L. Horowitz , Tim Loughran and N. Eugene Savin
Northwestern University , University of Notre Dame and University of Iowa - Henry B. Tippie College of Business - Department of Economics
Date Posted: October 22, 1996
Working Paper Series

A Structural VAR Analysis between Vietnam Stock Market and Other Stock Markets
Anh Van Do and Cuong Cao Nguyen
Hanoi University - Faculty of Management and Tourism and Department of Accounting, Economics and Finance - Lincoln University NZ
Date Posted: January 06, 2010
Working Paper Series

A Study of Neuro-Fuzzy Inference System for Gross Domestic Product Growth Forecasting
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: October 13, 2010
Accepted Paper Series

A Study Towards a Unified Approach to the Joint Estimation of Objective and Risk Neutral Measures for the Purpose of Options Valuation
Journal of Financial Economics, Vol. 56, No. 3, June, 2000
Mikhail Chernov and Eric Ghysels
London School of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: February 10, 2001
Accepted Paper Series

A.I.R.A.P. - Alternative RAPMs for Alternative Investments
Journal of Investment Management, Vol. 3, No. 4, 2004
Milind Sharma
QuantZ Capital Management LLC
Date Posted: July 07, 2004
Accepted Paper Series

Accounting in Three Dimensions: A Case for Momentum
Balance Sheet, Vol. 12, No. 1, pp. 31-36, 2004, Journal of Risk Finance, Vol. 5, No. 3, pp. 49-53, 2004
Eric Melse
Maastricht Accounting and Auditing Research and Education Center (MARC)
Date Posted: December 27, 2007
Last Revised: September 24, 2009
Accepted Paper Series

Accounting in Three Dimensions: A Case for Momentum Revisited
Journal of Risk Finance, Vol. 9, No. 4, pp. 334-350, 2008
Eric Melse
Maastricht Accounting and Auditing Research and Education Center (MARC)
Date Posted: April 05, 2009
Accepted Paper Series

Accuracy of Growth Forecasts for Transition Countries: Assessing Ten Years of EBRD Forecasting
EBRD Working Paper No. 96
Libor Krkoska and Utku Teksoz
European Bank for Reconstruction and Development (EBRD) and European Bank for Reconstruction and Development
Date Posted: April 24, 2006
Working Paper Series

Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment

Fabio Milani
University of California, Irvine - Department of Economics
Date Posted: January 27, 2004
Working Paper Series

Adaptive Logic Network, ARIMA, and Linear Regression Forecasts of International Equity Markets During the Crash of October 1987
Kenneth O. Cogger , Paul D. Koch and Diane M. Lander
University of Kansas , University of Kansas - Finance Area and Saint Michael's College
Date Posted: January 07, 1999
Working Paper Series

Adding Bricks to Clicks: Predicting the Patterns of Cross-Channel Elasticities over Time
Harvard Business School Marketing Research Paper No. 07-043
Jill Avery , Thomas J. Steenburgh , John Deighton and Mary Caravella
Simmons College - Graduate School of Management , Darden Graduate School of Business , Harvard Business School and University of Connecticut - Department of Marketing
Date Posted: February 07, 2007
Last Revised: February 21, 2013
Working Paper Series

Advances and Challenges in Strategic Management
International Journal of Business, Vol. 12, No. 1, 2007
John H. Grant
affiliation not provided to SSRN
Date Posted: June 10, 2008
Accepted Paper Series

Incl. Fee Electronic Paper Agents as Empirical Macroeconomists: Thomas J. Sargent's Contribution to Economics
The Scandinavian Journal of Economics, Vol. 114, Issue 4, pp. 1055-1081, 2012
Harald Uhlig
University of Chicago - Department of Economics
Date Posted: November 27, 2012
Accepted Paper Series


 

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