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226,645
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JEL Code: C5
1,169,745 Total downloads
Showing Papers 581 - 630 of 5,952
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Forecasting Inflation with a Simple and Accurate Benchmark: A Cross-Country Analysis
Pablo M. Pincheira
and
Carlos A. Medel
Central Bank of Chile - Research Department
and
Central Bank of Chile
Date Posted: September 26, 2012
Working Paper Series
13 downloads
Successive Sample Selection and its Relevance for Management Decisions
Forthcoming in Marketing Science
Stephan Wachtel
and
Thomas Otter
Goethe University Frankfurt
and
Goethe University Frankfurt, Department of Marketing
Date Posted: September 26, 2012
Accepted Paper Series
32 downloads
Econometric Applications of High-Breakdown Robust Regression Techniques
Economics Letters, Volume 71, Issue 1, April 2001, Pages 1-8, ISSN 0165-1765, 10.1016/S0165-1765(00)00404-3
Asad Zaman ,
Mehmet Orhan
and
Peter J. Rousseeuw
International Institute of Islamic Economics
,
Fatih University - Department of Economics
and
affiliation not provided to SSRN
Date Posted: September 24, 2012
Accepted Paper Series
19 downloads
Financial Distress: Major Signs, Sources, & Ways to Eliminate Them
Amirsaleh Azadinamin
Swiss Management Center (SMC) University
Date Posted: September 22, 2012
Working Paper Series
127 downloads
Fiscal Forecast Errors: Governments vs Independent Agencies?
Banco de Espana Working Paper No. 1233
Rossana Merola
and
Javier Pérez
Organization for Economic Co-Operation and Development (OECD)
and
affiliation not provided to SSRN
Date Posted: September 21, 2012
Working Paper Series
27 downloads
On Statistical Indistinguishability of the Complete and Incomplete Markets
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 21, 2012
Last Revised: September 27, 2012
Working Paper Series
14 downloads
Analysis of Stock Indices and Their Impact on Market Index
Piyush Kumar Singh
and
Keyur B. Thaker
Indian Institute of Management (IIM), Indore
and
Indian Institute of Management Indore
Date Posted: September 20, 2012
Last Revised: October 22, 2012
Working Paper Series
76 downloads
Forecast Models of the RF Economic Development and Restrictions in Economic Policy
Over a Medium-Term Prospective
Russian Economy in 2006, Trends and Outlooks, 2007
Sergey Drobyshevsky
,
Pavel Kadochnikov
and
Sergei Germanovich Sinelnikov-Murylev
Gaidar Institute for Economic Policy
,
Gaidar Institute for Economic Policy
and
Russian Foreign Trade Academy
Date Posted: September 20, 2012
Accepted Paper Series
9 downloads
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
FRB of Cleveland Working Paper No. 12-18
Todd E. Clark and
Francesco Ravazzolo
Federal Reserve Bank of Cleveland
and
Norges Bank
Date Posted: September 20, 2012
Accepted Paper Series
52 downloads
Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis'
FRB of St. Louis Working Paper No. 2012-030A
Michael W. McCracken
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: September 19, 2012
Working Paper Series
12 downloads
Finite Sample Forecasting with Estimated Temporally Aggregated Linear Processes
Lyudmila Grigoryeva
and
Juan-Pablo Ortega
Université de Franche-Comté
and
Centre National de la Recherche Scientifique (CNRS)
Date Posted: September 19, 2012
Last Revised: October 31, 2012
Working Paper Series
22 downloads
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Manabu Asai
Soka University - Faculty of Economics
Date Posted: September 19, 2012
Working Paper Series
29 downloads
Identifying the Independent Sources of Consumption Variation
Matteo Barigozzi
and
Alessio Moneta
London School of Economics and Political Science
and
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: September 19, 2012
Working Paper Series
6 downloads
Multivariate Nonparametric Estimation of Value at Risk and Expected Shortfall for Nonlinear Returns Using Extreme Value Theory
Ryan Brauchler
University of Colorado at Boulder
Date Posted: September 18, 2012
Working Paper Series
89 downloads
Stock Prices in an Artificial Stock Market with Optimistic and Pessimistic Agents
Herbert Kimura
,
Fabiano Guasti Lima
,
Luiz C. J. Perera and
Roberto Borges Kerr
Mackenzie Presbiterian University
,
University of Sao Paulo (USP)
,
Mackenzie Presbyterian University
and
Mackenzie Presbyterian University
Date Posted: September 16, 2012
Working Paper Series
18 downloads
Comparacion de los Modelos SETAR y STAR para el Indice de Empleo Industrial Colombiano (Comparison SETAR and STAR Models for Index of Industrial Use)
Nancy Milena Hoyos Gomez
and
Mario Galindo
National University of Colombia
and
Universidad de los Andes, Colombia
Date Posted: September 15, 2012
Working Paper Series
4 downloads
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
Melbourne Institute Working Paper No. 18
Matthew Greenwood-Nimmo
,
Viet Hoang Nguyen and
Yongcheol Shin
University of Melbourne
,
Melbourne Institute of Applied Economic and Social Research
and
University of York (UK) - Department of Economics and Related Studies
Date Posted: September 15, 2012
Working Paper Series
17 downloads
Interest Rate Pass‐Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate
Economic Record, Vol. 88, Issue 282, pp. 341-350, 2012
Abbas Valadkhani
and
Sajid Anwar
University of Wollongong - School of Economics and Information Systems
and
University of South Australia - International Graduate School of Management
Date Posted: September 14, 2012
Accepted Paper Series
Evaluating the Existence of Structural Change in the Brazilian Term Structure of Interest Rate: Evidence Based on Cointegration Models with Structural Break
Emerson Fernandes Marçal
and
Pedro L. Valls Pereira
Mackenzie Presbyterian University
and
Sao Paulo School of Economics - FGV and CEQEF- FGV
Date Posted: September 14, 2012
Working Paper Series
17 downloads
Methodology of the Rand Continuous 2012 Presidential Election Poll
RAND Working Paper No. WR-961
Arie Kapteyn ,
Erik Meijer
and
Bas Weerman
RAND Corporation
,
RAND Corporation
and
RAND Corporation
Date Posted: September 14, 2012
Working Paper Series
19 downloads
On the Role of the Estimation Error in Prediction of Expected Shortfall
Carl Lönnbark
University of Umea
Date Posted: September 14, 2012
Working Paper Series
12 downloads
Automated Model Selection in Finance: General‐To‐Specific Modelling of the Mean and Volatility Specifications
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 716-735, 2012
Genaro Sucarrat
and
Alvaro Escribano
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 12, 2012
Accepted Paper Series
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
Taras Bodnar
and
Nikolaus Hautsch
Europa-Universitaet Viadrina
and
Humboldt-Universität zu Berlin
Date Posted: September 12, 2012
Working Paper Series
70 downloads
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
PIER Working Paper No. 12-035
Francis X. Diebold
University of Pennsylvania - Department of Economics
Date Posted: September 11, 2012
Working Paper Series
53 downloads
Decizia in Rezolvarea Problemelor Operative (The Decision Inside the Operative Problem Solving)
Editura Militara, Bucuresti, 1989, ISBN 973-32-0064-6
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: September 11, 2012
Accepted Paper Series
7 downloads
Forecasting Volatility in Financial Markets! By Introducing a GA-Assisted SVR-Garch Model
Ali Habibnia
London School of Economics & Political Science (LSE)
Date Posted: September 11, 2012
Working Paper Series
European Option Pricing under Jump Diffusion with Proportional Transaction Costs
Haipeng Xing ,
Yang Yu
and
TiongWee Lim
Stony Brook
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
45 downloads
Psychological Dominance, Market Dominance and Their Impacts on Price Stability in Turkey
Melike Bildirici
,
Ilker Parasiz
,
Ozgur Omer Ersin and
Elcin Aykac Alp
Yildiz Technical University
,
Central Bank of Turkey
,
Beykent University - Department of Economics
and
affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
22 downloads
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Álvaro Cartea and
Pablo Villaplana
University College London
and
Comisión Nacional de Energía
Date Posted: September 07, 2012
Working Paper Series
105 downloads
Short-Run Regional Forecasts: Spatial Models Through Varying Cross-Sectional and Temporal Dimensions
Defining the Spatial Scale in Modern Regional Analysis: New Challenges from Data at Local Level, pp. 173–92, E. Fernández Vazquez and F. Rubiera Morollón, eds., Springer, 2012,
Matias Mayor and
Roberto Patuelli
Universidad de Oviedo
and
University of Bologna - Department of Economics
Date Posted: September 07, 2012
Last Revised: January 30, 2013
Accepted Paper Series
6 downloads
Effect of Decimalization on Market Equilibrium and Price Discovery
Surya Chelikani
Quinnipiac University
Date Posted: September 06, 2012
Working Paper Series
27 downloads
Multivariate Volatility Models: An Application to IBOVESPA and Dow Jones Industrial
Cuadernos de Economía, Vol. 31, No. 56, 2011,
Jorge Alberto Achcar
,
Edilberto Cepeda-Cuervo
and
Milton Barossi-Filho
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 06, 2012
Accepted Paper Series
8 downloads
Pricing Illiquidity of Corporate Bonds Through Static and Dynamic Measures
Seoul Journal of Economics, Vol. 25, No. 3, pp. 279-316, 2012
Daisuke Miyakawa
and
Shuji Watanabe
Development Bank of Japan
and
Nihon University
Date Posted: September 05, 2012
Accepted Paper Series
21 downloads
Volatility, Correlation, and the Market Trend
Christoph Becker
and
Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 05, 2012
Last Revised: October 10, 2012
Working Paper Series
160 downloads
Comovement and the News
Midwest Finance Association 2013 Annual Meeting Paper
Travis Box
University of Arizona
Date Posted: September 04, 2012
Last Revised: January 25, 2013
Working Paper Series
123 downloads
A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
Yutec Sun and
Masakazu Ishihara
University of Toronto - Rotman School of Management
and
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
79 downloads
Determining Countries' Tax Effort
Hacienda Pública Española/Revista de Economía Pública, 195-(4/2010): 65-87,
Carola Pessino
and
Ricardo Fenochietto
Universidad del CEMA
and
International Monetary Fund (IMF) - Fiscal Affairs Department
Date Posted: September 04, 2012
Accepted Paper Series
40 downloads
A Quick Introduction to Quantitative Models That Discard Estimation of Expected Returns for Portfolio Construction
Stefano Colucci
Symphonia Sgr
Date Posted: September 03, 2012
Last Revised: February 20, 2013
Working Paper Series
346 downloads
On Italy's Economic Mechanism
György Simon Jr.
Corvinus University of Budapest
Date Posted: September 03, 2012
Last Revised: April 29, 2013
Working Paper Series
29 downloads
On Models for Portfolio Selection with Short-Term Forecasting
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 03, 2012
Last Revised: January 07, 2013
Working Paper Series
83 downloads
Orthogonalized Regressors and Spurious Precision
Midwest Finance Association 2013 Annual Meeting Paper
Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics
Date Posted: September 03, 2012
Last Revised: February 11, 2013
Working Paper Series
25 downloads
An Industry-Based Prediction Model for Regional Unemployment Rates Based on Officially Available Data
Lecture Notes in Information Technology, Vol. 21, 2012
Adrian Otoiu ,
Emilia Titan
and
Remus Dumitrescu
Academy of Economic Studies
,
Academy of Economic Studies
and
University of Bucharest
Date Posted: September 02, 2012
Accepted Paper Series
Using Monte Carlo Simulation to Calculate Match Importance: The Case of English Premier League
Jiri Lahvicka
Independent
Date Posted: September 02, 2012
Working Paper Series
26 downloads
Multilateral Virtual Currency Model
Ilya I. Gikhman
Independent
Date Posted: September 01, 2012
Last Revised: November 19, 2012
Working Paper Series
37 downloads
Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands
Paul E. Carrillo ,
Erik R. de Wit and
William D. Larson
George Washington University - Department of Economics
,
University of Amsterdam - Finance Group
and
George Washington University - Department of Economics
Date Posted: August 31, 2012
Last Revised: September 03, 2012
Working Paper Series
26 downloads
Equilibrium-Based Volatility Models of the Market Portfolio Rate of Return
David Feldman and
Xin Xu
University of New South Wales - Banking & Finance, Australian School of Business
and
University of New South Wales, Banking and Finance, Australian School of Business
Date Posted: August 31, 2012
Last Revised: March 29, 2013
Working Paper Series
107 downloads
Robust Estimation of Shape Constrained State Price Density Surfaces
Markus Ludwig
University of Zurich - Department of Banking and Finance
Date Posted: August 31, 2012
Last Revised: March 26, 2013
Working Paper Series
142 downloads
Who Creates Jobs? Estimating Job Creation Rates at the Firm Level
Peter Huber
,
Harald Oberhofer
and
Michael Pfaffermayr
Austrian Institute of Economic Research (WIFO)
,
University of Salzburg - Department of Economics and Social Sciences
and
University of Innsbruck - Department of Economics
Date Posted: August 31, 2012
Working Paper Series
18 downloads
Mean‐Plus‐Noise Factor Models: An Empirical Exploration
Japanese Economic Review, Vol. 63, Issue 3, pp. 289-309, 2012
Atsushi Inoue
North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: August 30, 2012
Accepted Paper Series
A Plug-In Averaging Estimator for Regressions with Heteroskedastic Errors
Chu-An Liu
National University of Singapore (NUS)
Date Posted: August 30, 2012
Working Paper Series
20 downloads
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