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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
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  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C53
363,007 Total downloads
Showing Papers 641 - 690 of 2,083
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Incl. Electronic Paper Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
William D. Larson
George Washington University - Department of Economics
Date Posted: November 16, 2010
Working Paper Series
50 downloads

Incl. Fee Electronic Paper Evaluating an Estimated New Keynesian Small Open Economy Model
CEPR Discussion Paper No. 6027
Malin Adolfson , Jesper Lindé , Stefan Laseen and Mattias Villani
Sveriges Riksbank , Sveriges Riksbank - Research Division , Sveriges Riksbank - Monetary Policy Department and Sveriges Riksbank - Research Division
Date Posted: June 26, 2007
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating an Estimated New Keynesian Small Open Economy Model
Riksbank Research Paper Series No. 203
Malin Adolfson , Jesper Lindé , Stefan Laseen and Mattias Villani
Sveriges Riksbank , Sveriges Riksbank - Research Division , Sveriges Riksbank - Monetary Policy Department and Sveriges Riksbank - Research Division
Date Posted: October 18, 2007
Working Paper Series
120 downloads

Incl. Electronic Paper Evaluating Corporate Executives' Exchange Rate Forecasts Under a Flexible Loss Function
Applied Economics Letters, Forthcoming
Yoichi Tsuchiya
Tokyo University of Science
Date Posted: April 21, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Evaluating Density Forecasts: A Comment
Alexander Tsyplakov
Novosibirsk State University - Department of Economics
Date Posted: August 11, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper Evaluating Direction-of-change Forecasting: Neurofuzzy Models vs. Neural Networks
Stelios D. Bekiros and Dimitris A. Georgoutsos
CeNDEF, Department of Quantitative Economics, Faculty of Economics and Econometrics, University of Amsterdam and Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: February 28, 2005
Working Paper Series
155 downloads

Incl. Electronic Paper Evaluating DSGE Model Forecasts of Comovements
FEDS Working Paper No. 2012-11
Frank Schorfheide and Edward Herbst
University of Pennsylvania - Department of Economics and University of Pennsylvania
Date Posted: May 04, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Evaluating DSGE Model Forecasts of Comovements
FRB of Philadelphia Working Paper No. 11-5
Edward Herbst and Frank Schorfheide
University of Pennsylvania and University of Pennsylvania - Department of Economics
Date Posted: January 21, 2011
Working Paper Series
38 downloads

Evaluating Forecasts of Correlation Using Option Pricing
FRB International Finance Discussion Paper No. 600
Michael S. Gibson and Brian H. Boyer
Federal Reserve Board and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: February 15, 1998
Working Paper Series

Incl. Electronic Paper Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
KOF Swiss Economic Institute Working Paper No. 237
Ulrich Fritsche , Boriss Siliverstovs and Jörg Döpke
German Institute for Economic Research (DIW Berlin) , German Institute for Economic Research (DIW Berlin) - Department of International Economics and affiliation not provided to SSRN
Date Posted: September 29, 2009
Working Paper Series
20 downloads

Incl. Electronic Paper Evaluating Hedge Funds with Pooled Benchmarks
Michael O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: December 12, 2012
Last Revised: February 05, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework
FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and Jose A. Lopez
Nova School of Business and Economics and Federal Reserve Bank of San Francisco
Date Posted: December 08, 2003
Working Paper Series
255 downloads

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework
Journal of Financial Econometrics, Forthcoming
Miguel A. Ferreira and Jose A. Lopez
Nova School of Business and Economics and Federal Reserve Bank of San Francisco
Date Posted: October 27, 2004
Accepted Paper Series

Evaluating Japanese Corporate Executives’ Forecasts Under an Asymmetric Loss Function
Economics Letters, Volume 116, Issue 3, Pages 601–603, 2012. ,
Yoichi Tsuchiya
Tokyo University of Science
Date Posted: June 25, 2012
Last Revised: August 03, 2012
Accepted Paper Series

Incl. Electronic Paper Evaluating Long-Horizon Forecasts
FRB of Kansas City Research Working Paper No. 01-14
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: April 16, 2002
Working Paper Series
147 downloads

Incl. Fee Electronic Paper Evaluating PcGets and RETINA as Automatic Model Selection Algorithms
Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 837-880, December 2005
Jennifer L. Castle
University of Oxford
Date Posted: February 03, 2006
Accepted Paper Series
14 downloads

Incl. Electronic Paper Evaluating Point and Density Forecasts of DSGE Models
Maik H. Wolters
Goethe University Frankfurt
Date Posted: July 16, 2010
Last Revised: January 24, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Evaluating Portfolio Value-at-Risk Using Semi-Parametric GARCH Models
ERIM Report Series Reference No. ERS-2004-107-F&A
J. V. K. Rombouts and Marno Verbeek
HEC Montreal and Erasmus University - Rotterdam School of Management
Date Posted: January 20, 2005
Working Paper Series
493 downloads

Incl. Electronic Paper Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA and Bank of Canada
Date Posted: October 11, 2012
Last Revised: March 03, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Evaluating Predictors within a Present-Value Framework
Jhe Yun
affiliation not provided to SSRN
Date Posted: February 29, 2012
Last Revised: June 23, 2012
Working Paper Series
35 downloads

Evaluating Probability Forecasts for GDP Declines Using Alternative Methodologies
International Journal of Forecasting, Forthcoming
Kajal Lahiri and Jiazhuo George Wang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and affiliation not provided to SSRN
Date Posted: July 12, 2012
Accepted Paper Series

Incl. Electronic Paper Evaluating Real-Time Forecasts in Real-Time
Francesco Ravazzolo , Philip Hans Franses and Dick J. C. van Dijk
Norges Bank , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: September 11, 2007
Working Paper Series
90 downloads

Incl. Electronic Paper Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
KOF Working Paper No. 226
Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: May 18, 2009
Working Paper Series
12 downloads

Incl. Electronic Paper Evaluating the Accuracy of Forecasts from Vector Autoregressions
FRB of St. Louis Working Paper No. 2013-010A
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: March 01, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
FEEM Working Paper No. 4.2007
Matteo Manera , Chiara Longo , Anil Markandya and Elisa Scarpa
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , Fondazione Eni Enrico Mattei (FEEM) , Basque Centre for Climate Change (BC3) and Edison Trading
Date Posted: January 31, 2007
Working Paper Series
571 downloads

Incl. Electronic Paper Evaluating the Predictive Distributions of Bayesian Models of Asset Returns
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and European Central Bank (ECB)
Date Posted: July 04, 2008
Working Paper Series
86 downloads

Incl. Electronic Paper Evaluating the Stresses from ECB Monetary Policy in the Euro Area
Bank of Finland Research Discussion Paper No. 11/2009
Patrick M. Crowley and Jim Lee
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences and Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: July 07, 2009
Working Paper Series
64 downloads

Evaluating Value-at-Risk Measures in Presence of Long Memory Conditional Volatility
Journal of Risk, Vol. 10, No. 3, 2008
Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: December 29, 2008
Accepted Paper Series

Incl. Electronic Paper Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach
FRB of Atlanta Working Paper No. 2002-8
Robert A. Eisenbeis , Daniel F. Waggoner and Tao A. Zha
affiliation not provided to SSRN , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: August 17, 2002
Working Paper Series
123 downloads

Incl. Fee Electronic Paper Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation
Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 995-1033, December 2005
James Mitchell and Stephen G. Hall
National Institute of Economic and Social Research (NIESR) and University of Leicester - Department of Economics
Date Posted: February 03, 2006
Accepted Paper Series
13 downloads

Incl. Electronic Paper Evaluation and Combination of Conditional Quantile Forecasts
UCSD, Economics Discussion Paper No. 2002-11
Raffaella Giacomini and Ivana Komunjer
University of California, Los Angeles - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 30, 2002
Working Paper Series
114 downloads

Incl. Electronic Paper Evaluation of House Price Models Using an ECM Approach: The Case of the Netherlands
OFRC Working Paper No. 2009-05
Marc Francke , Suncica Vujic and G.A. Vos
University of Amsterdam - Faculty of Economics and Business (FEB) , VU University Amsterdam - Faculty of Economics and Business Administration and University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: October 28, 2010
Working Paper Series
84 downloads

Incl. Electronic Paper Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
Alexander Tsyplakov
Novosibirsk State University - Department of Economics
Date Posted: March 21, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask
European Journal of Finance, Forthcoming
Petr Geraskin
National Research University Higher School of Economics
Date Posted: February 01, 2011
Accepted Paper Series
947 downloads

Incl. Electronic Paper Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
Didier Sornette and Wei-Xing Zhou
Swiss Finance Institute and East China University of Science and Technology - School of Business
Date Posted: July 31, 2003
Working Paper Series
454 downloads

Incl. Electronic Paper Ex Post and Ex Ante Analysis of Provisional Data
IGIER Working Paper No. 141
Massimiliano Giuseppe Marcellino and Giampiero M. Gallo
European University Institute and Universita' di Firenze - Dipartimento di Statistica
Date Posted: December 02, 1998
Working Paper Series
73 downloads

Incl. Electronic Paper Ex-ante Portfolio Design with Ex-post Public Information: An Empirical Examination of the Information Content of Equity Open Interests
UCC Department of Management Working Paper No. 2002-07
Rafiqul Bhuyan
University College of the Cariboo - Department of Finance
Date Posted: January 22, 2003
Working Paper Series
129 downloads

Incl. Electronic Paper Exchange Rate Forecasting: The Errors We've Really Made
FRB International Finance Discussion Paper No. 714
Jon Faust , John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance , Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: March 04, 2002
Working Paper Series
366 downloads

Incl. Electronic Paper Exchange Rates and Monetary Fundamentals: What Do We Learn From Long-Horizon Regressions?
University of Michigan Research Seminar on International Economics WP 401
Lutz Kilian
University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 15, 1998
Working Paper Series
483 downloads

Incl. Electronic Paper Experience, Information Asymmetry and Rational Forecast Deviation
April M. Knill , Kristina Minnick and Ali Nejadmalayeri
Florida State University , Bentley University and Oklahoma State University - Department of Finance
Date Posted: March 03, 2009
Working Paper Series
75 downloads

Incl. Electronic Paper Experts' Stated Behavior
ERIM Report Series Reference No. ERS-2008-001-MKT
Youssef Boulaksil and Philip Hans Franses
Eindhoven University of Technology (TUE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: January 29, 2008
Working Paper Series
33 downloads

Incl. Electronic Paper Explaining and Forecasting Inflation in Turkey
World Bank Policy Research Working Paper No. 3287
Ilker Domac
World Bank - Poverty Reduction and Economic Management Unit (EASPR)
Date Posted: October 30, 2004
Working Paper Series
230 downloads

Incl. Electronic Paper Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition
ECB Working Paper No. 529
Lorenzo Cappiello and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Date Posted: October 19, 2005
Working Paper Series
286 downloads

Incl. Electronic Paper Explaining the Great Moderation: It is Not the Shocks
ECB Working Paper No. 865
Domenico Giannone , Michele Lenza and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , European Central Bank (ECB) and London Business School
Date Posted: February 26, 2008
Working Paper Series
100 downloads

Incl. Fee Electronic Paper Explaining the Great Moderation: It is Not the Shocks
CEPR Discussion Paper No. DP6600
Domenico Giannone , Michele Lenza and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , European Central Bank (ECB) and London Business School
Date Posted: June 06, 2008
Working Paper Series
1 downloads

Incl. Electronic Paper Explanatory & Predictive Power of Momentum Accounting - the AEX An Empirical Study of the Amsterdam Stock Exchange Component Companies (Het Verklarend En Voorspellend Vermogen Van Momentum Accounting)
Eric Melse
Maastricht Accounting and Auditing Research and Education Center (MARC)
Date Posted: December 27, 2007
Working Paper Series
177 downloads

Incl. Electronic Paper Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options
Computational Economics, Vol. 41, No. 3, pp. 327-358, 2013
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: May 12, 2012
Last Revised: February 20, 2013
Accepted Paper Series
25 downloads

Incl. Electronic Paper Explicit Coupling of Informative Prior and Likelihood Functions in a Bayesian Multivariate Framework and Application to a New Non-Orthogonal Formulation of the Black-Litterman Model
Journal of Asset Management, Forthcoming, OCCAM Financial Technology Working Paper
Francois Ogliaro , Robert K. Rice , Stewart Becker and Raul Leote de Carvalho
OCCAM Financial Technology , OCCAM Financial Technology , affiliation not provided to SSRN and BNP Paribas Investment Partners
Date Posted: June 09, 2010
Accepted Paper Series
211 downloads

Incl. Electronic Paper Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction
Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Ana-Maria Fuertes and Jose Olmo
Cass Business School, City University London and Centro Universitario de la Defensa de Zaragoza
Date Posted: December 18, 2012
Accepted Paper Series
34 downloads

Incl. Electronic Paper Exploring Russian Bonds Market Inefficiencies: Part 1
Victor Maleev and Tatiana Nikolenko
Independent and Independent
Date Posted: November 09, 2010
Last Revised: November 23, 2010
Working Paper Series
44 downloads


 

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