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JEL Code: C1
1,882,520 Total downloads
Showing Papers 5,501 - 5,550 of 8,582
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Evaluating DSGE Model Forecasts of Comovements FRB of Philadelphia Working Paper No. 11-5
Edward Herbst
and
Frank Schorfheide
Date Posted: January 21, 201138 downloads
Evaluating DSGE Model Forecasts of Comovements FEDS Working Paper No. 2012-11
Frank Schorfheide and
Edward Herbst
Date Posted: May 04, 201217 downloads
Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes IZA Discussion Paper No. 1727
Esfandiar Maasoumi and
Almas Heshmati
Date Posted: September 08, 200559 downloads
Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach US Treasury Office of the Comptroller of the Currency Economics Working Paper No. 2004-2
Nicholas M. Kiefer
and
C. Erik Larson
Date Posted: October 04, 2004441 downloads
Evaluating Cost and Profit Efficiency: A Comparison of Parametric and Non-Parametric Methodologies Applied Financial Economics, Forthcoming
Manthos D. Delis
,
Anastasia Koutsomanoli-Filippaki and
Christos Staikouras
Date Posted: June 16, 2008Last Revised: June 14, 2010
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper No. 3.173
Giuseppe Storti
and
Sergio Destefanis
Date Posted: February 21, 201055 downloads
Evaluating Automobile Inspection Policy Using Auto Insurance Data Contemporary Economic Policy, Vol. 27, Issue 2, pp. 200-215, April 2009
Kuniyoshi Saito
Date Posted: June 16, 20091 downloads
Evaluating an Estimated New Keynesian Small Open Economy Model CEPR Discussion Paper No. 6027
Malin Adolfson ,
Jesper Lindé ,
Stefan Laseen and
Mattias Villani
Date Posted: June 26, 20072 downloads
Evaluating an Estimated New Keynesian Small Open Economy Model Riksbank Research Paper Series No. 203
Malin Adolfson ,
Jesper Lindé ,
Stefan Laseen and
Mattias Villani
Date Posted: October 18, 2007120 downloads
Evaluating a Series-Based Semiparametric Test for Additive Separability Empiria Working Paper No. 5
Anders Munk-Nielsen ,
Jesper Riis-Vestergaard Sorensen
and
Karen Keller
Date Posted: November 20, 20118 downloads
Evaluate Labor Law: Dismissal Rules Bocconi Legal Studies Research Paper No. 43
Stefano Liebman
Date Posted: September 18, 2009Last Revised: October 30, 200989 downloads
European Stock Market Dynamics Before and After the Introduction of the Euro PIER Working Paper No. 05-028
Joseph Friedman and
Yochanan Shachmurove
Date Posted: November 11, 20051119 downloads
European Securitization: A Garch Model of CDO, MBS and Pfandbrief Spreads Journal of Structured Finance, Vol. 12, No. 1, pp. 55-80, J.W. Goethe Universitaet Frankfurt am Main Finance Working Paper No. 121
Andreas A. Jobst
Date Posted: April 13, 20051209 downloads
European Asset Swap Spreads and the Credit Crisis
Wolfgang Aussenegg ,
Lukas Götz
and
Ranko Jelic
Date Posted: May 08, 201313 downloads
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not CEPR Discussion Paper No. 5957
Pau Rabanal and
Vicente Tuesta Reátegui
Date Posted: January 03, 200722 downloads
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What Is Important and What Is Not IMF Working Paper No. 06/177
Vicente Tuesta Reátegui
Date Posted: August 23, 2006108 downloads
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model ECB Working Paper No. 754
Gianni Amisano
and
Oreste Tristani
Date Posted: May 31, 200792 downloads
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model CEPR Discussion Paper No. DP6373
Giovanni Amisano and
Oreste Tristani
Date Posted: May 23, 20082 downloads
Euro Area and Global Oil Shocks: An Empirical Model-Based Analysis Bank of Italy Temi di Discussione (Working Paper) No. 873
Lorenzo Forni ,
Andrea Gerali ,
Alessandro Notarpietro
and
Massimiliano Pisani
Date Posted: October 02, 201220 downloads
Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application
John Haltiwanger ,
Russell Cooper and
Jonathan L. Willis
Date Posted: January 31, 201025 downloads
Euclidean Revealed Preferences: Testing the Spatial Voting Model CIRANO - Scientific Publication No. 2011s-49
Marc Henry and
Ismael Mourifie
Date Posted: August 30, 201114 downloads
EU Merger Remedies: A Preliminary Empirical Assessment THE POLITICAL ECONOMY OF ANTITRUST, CONTRIBUTIONS TO ECONOMIC ANALYSIS, J. Stennek and V. Ghosal, eds., North Holland, 2006
Tomaso Duso ,
Klaus Peter Gugler and
B. Burcin Yurtoglu
Date Posted: February 08, 2006294 downloads
EU ETS Market Interactions: A Multiple Hypothesis Testing Approach
Mark Cummins
Date Posted: October 14, 201229 downloads
EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry ZEW - Centre for European Economic Research Discussion Paper No. 08-059
Ulrich Oberndorfer
Date Posted: September 01, 2008165 downloads
ETS Markets and Electricity Futures Prices
Manuel Moreno and
Samy Dana Sr.
Date Posted: April 22, 201150 downloads
Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression U of California San Diego, Economics Discussion Paper No. 2002-09
Halbert L. White, Jr. and
Tae-Hwan Kim
Date Posted: July 30, 2002122 downloads
Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset
Sudhanshu K. Mishra
Date Posted: June 30, 2004148 downloads
Estimation Risk, Market Efficiency, and the Predictability of Returns Simon School of Business Working Paper No. FR 00-16
Jay A. Shanken
and
Jonathan Lewellen
Date Posted: December 19, 20001287 downloads
Estimation Risk, Learning and the Equity Premium
Evgenia Gvozdeva and
Praveen Kumar
Date Posted: February 08, 201149 downloads
Estimation Procedures for a Family of Density Functions Representing Various Life-Testing Models Metrika, Vol. 46, No. 3 (1997)
A. K. Chaturvedi and
Uma Rani
Date Posted: March 01, 1998
Estimation of Zellner-Revankar Production Function Revisited
Sudhanshu K. Mishra
Date Posted: December 11, 200664 downloads
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
Mark Podolskij
,
Mathias Vetter
and
Margit Sommer
Date Posted: December 08, 2006137 downloads
Estimation of Vector Error Correction Models with Mixed‐Frequency Data Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 194-205, 2013
Byeongchan Seong ,
Sung K. Ahn
and
Peter A. Zadrozny
affiliation not provided to SSRN
and
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: February 22, 2013
Estimation of Truncated Data Samples in Operational Risk Modeling
Bakhodir Ergashev
,
Konstantin Pavlikov
,
Stanislav P. Uryasev and
Evangelos Sekeris
Date Posted: December 27, 201260 downloads
Estimation of the Zero Coupon Swap Yield Curve
Srichander Ramaswamy
Date Posted: December 07, 2005789 downloads
Estimation of the Truncated Bivariate Normal Stochastic Frontier Model by EM Algorithm
Arabinda Das
and
Debdas Bandyopadhyay
affiliation not provided to SSRN
and
University of Kalyani
Date Posted: July 01, 2009Last Revised: July 07, 2009
Estimation of the Scale Matrix of a Multivariate T-Model Under Entropy Loss Metrika, Vol. 46, No. 1 (August 1997)
Anwar H. Joarder and
Mir M. Ali
Date Posted: February 08, 1998
Estimation of the Risk Premiums in Energy Markets
James S. Doran
Date Posted: May 02, 2005535 downloads
Estimation of the Marginal Expected Shortfall: The Mean When a Related Variable is Extreme CentER Discussion Paper Series No. 2012-080
Juan-Juan Cai
,
John H. J. Einmahl
,
Laurens de Haan
and
Chen Zhou
Date Posted: September 27, 201241 downloads
Estimation of the Long‐Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 285-301, 2013
Adam McCloskey
Date Posted: April 26, 2013
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Adam McCloskey
Date Posted: November 06, 201223 downloads
Estimation of the Expected Discounted Penalty Function for Levy Insurance Risks
Yasutaka Shimizu
Date Posted: June 09, 2010Last Revised: December 27, 201046 downloads
Estimation of Systematic Risks for Actively Managed Funds: A Novel Approached Based on Switching Kalman Filter Models
Mathieu Vaissié
and
Volker Ziemann
Date Posted: February 15, 2006
Estimation of Structured T-Copulas
Attilio Meucci
Date Posted: April 29, 20081575 downloads
Estimation of Structural Optimization Models: A Note on Identification LSE STICERD Research Paper No. EM547
Sorawoot Srisuma
Date Posted: November 30, 201048 downloads
Estimation of Stochastic Volatility Models with Diagnostics
A. Ronald Gallant ,
David A. Hsieh and
George Tauchen
Date Posted: November 27, 1997440 downloads
Estimation of Stochastic Volatility Models by Nonparametric Filtering
Dennis Kristensen
and
Shin Kanaya
Date Posted: October 22, 201091 downloads
Estimation of Standard Errors for Heteroscedastic and Cross-Sectionally Correlated Data
Chung-ki Min
Date Posted: September 05, 2006102 downloads
Estimation of Stable Distributions by Indirect Inference
René Garcia ,
Eric Renault
and
David Veredas
Date Posted: September 09, 2005Last Revised: June 11, 2009301 downloads
Estimation of Semiparametric Models When the Criterion Function is Not Smooth LSE STICERD Research Paper No. EM450
Xiaohong Chen ,
Oliver B. Linton and
Ingrid Van Keilegom
Date Posted: July 21, 200839 downloads
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