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Full Text Papers: 393,459
Authors: 226,593
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Last 12 months: 11,179,664
Last 30 days: 1,087,336

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SSRN eLibrary Search Results
JEL Code: C2
1,124,360 Total downloads
Showing Papers 7,151 - 7,200 of 8,107
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Incl. Electronic Paper Can Confidence Indicators be Useful to Predict Short Term Real GDP Growth?
ECB Working Paper No. 133
Annabelle Mourougane and Moreno Roma
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and European Central Bank (ECB)
Date Posted: January 20, 2003
Working Paper Series
206 downloads

Incl. Electronic Paper Do Macroeconomic Announcements Cause Asymetric Volatility?
ERIM Report Series Reference No. ERS-2002-103-F&A
 Peter de Goeij and Wessel Marquering
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: January 18, 2003
Working Paper Series
275 downloads

Incl. Fee Electronic Paper Liquidity Supply and Demand in Limit Order Markets
CEPR Discussion Paper No. 3676
 Burton Hollifield , Patrik Sandas , Robert A. Miller and Joshua Slive
Carnegie Mellon University - David A. Tepper School of Business , University of Virginia , Carnegie Mellon University - David A. Tepper School of Business and Bank of Canada
Date Posted: January 17, 2003
Working Paper Series
39 downloads

Incl. Electronic Paper A Note on the Sequential Fitting of Multichannel Subset Autoregressions Using the Prewindowed Case - Financial and Economic Forecasting (Chapter 7)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 16, 2003
Working Paper Series
33 downloads

Incl. Fee Electronic Paper In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
CEPR Discussion Paper No. 3671
 Atsushi Inoue and Lutz Kilian
North Carolina State University - Department of Agricultural & Resource Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 15, 2003
Working Paper Series
17 downloads

Incl. Electronic Paper GLS Detrending for Nonlinear Unit Root Tests
U of London Queen Mary Economics Working Paper No. 472
 George Kapetanios and Yongcheol Shin
University of London - Queen Mary College - Department of Economics and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: January 15, 2003
Working Paper Series
92 downloads

Incl. Electronic Paper Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations
U of London Queen Mary Economics Working Paper No. 470
 George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: January 15, 2003
Working Paper Series
187 downloads

Incl. Electronic Paper A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models
U of London Queen Mary Economics Working Paper No. 467
 George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: January 15, 2003
Working Paper Series
142 downloads

Incl. Electronic Paper Testing for Neglected Nonlinearity in Long Memory Models
U of London Queen Mary Economics Working Paper No. 473
 George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: January 14, 2003
Working Paper Series
134 downloads

Incl. Electronic Paper Analysing and Combining Multiple Credit Assessments of Financial Institutions
ECB Working Paper No. 123
 Evangelos Tabakis and Anna Vinci
European Central Bank (ECB) and affiliation not provided to SSRN
Date Posted: January 14, 2003
Working Paper Series
272 downloads

Incl. Electronic Paper Simple and Bias-Corrected Matching Estimators for Average Treatment Effects
 Alberto Abadie and Guido W. Imbens
Harvard University - Harvard Kennedy School (HKS) and University of California, Berkeley - Department of Economics
Date Posted: January 14, 2003
Working Paper Series
370 downloads

Incl. Electronic Paper Analysing and Forecasting the New Taiwanese Dollar against the US Dollar (1992) - Financial and Economic Forecasting (chapter 17)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 13, 2003
Working Paper Series
77 downloads

Incl. Electronic Paper Forecasting the Indonesian Rupiah Against the US Dollar - Financial and Economic Forecasting (Chapter 18)

 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 13, 2003
Working Paper Series
172 downloads

Incl. Electronic Paper Analysing and Forecasting the Taiwanese Exchange Rate Against the US Dollar (1988-91) - Financial and Economic Forecasting (chapter 16)

 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 13, 2003
Working Paper Series
85 downloads

When Should We Care about Consumer Sentiment? Evidence from Linear and Markov-switching Models
Indian Economic Review, Vol. 36, No. 1, January-June 2001
 Detelina Ivanova and Kajal Lahiri
SUNY at Albany, College of Arts and Sciences, Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Date Posted: January 13, 2003
Accepted Paper Series

A Note on the Forcasting Effectiveness of the U.S. Leading Economic Indicators
Indian Economic Review, Vol. 36, No. 1, January-June 2001
 John B. Guerard Jr.
Lehigh University
Date Posted: January 12, 2003
Accepted Paper Series

Incl. Fee Electronic Paper Structural Adjustment and the Sectoral and Geographical Mobility of Labour
CEPR Discussion Paper No. 3662
 David Greenaway , Richard Upward and Peter W Wright
University of Nottingham - School of Economics , University of Nottingham - School of Economics and University of Sheffield - Department of Economics
Date Posted: January 10, 2003
Working Paper Series
21 downloads

Incl. Electronic Paper Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
U of London Queen Mary Economics Working Paper No. 464
 Kyriakos Chourdakis
FitchSolutions
Date Posted: January 10, 2003
Working Paper Series
346 downloads

Incl. Electronic Paper Is Arch Useful in High Frequency Foreign Exchange Applications?
 Brad Jones
Macquarie University
Date Posted: January 10, 2003
Working Paper Series
353 downloads

Incl. Electronic Paper Testing for Purchasing Power Parity and Efficiency in the Taiwan Foreign Exchange Market - Financial and Economic Forecasting (chapter 13)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 09, 2003
Working Paper Series
257 downloads

Incl. Electronic Paper Is Housing Activity A Leading Indicator? - Financial and Economic Forecasting (chapter 12)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 09, 2003
Working Paper Series
147 downloads

Incl. Electronic Paper Multivariate Subset Autoregression - Financial and Economic Forecasting (chapter 3)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 08, 2003
Working Paper Series
65 downloads

Incl. Electronic Paper Time Varying Structural Vector Autoregressions and Monetary Policy

 Giorgio E. Primiceri
Northwestern University - Department of Economics
Date Posted: January 08, 2003
Working Paper Series
143 downloads

Incl. Electronic Paper Multivariate Subset Autoregressive Modelling with Zero Constraints for Detecting 'Overall Causality' - Financial and Economic Forecasting (Chapter 4)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 08, 2003
Working Paper Series
62 downloads

Incl. Electronic Paper Using the Bootstrap as an Aid in Choosing the Approximate Representation for Vector Time Series - Financial and Economic Forecasting (Chapter 6)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 08, 2003
Working Paper Series
66 downloads

Incl. Electronic Paper Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
Umea Economic Studies Working Paper No. 597
 Kurt Brannas , Shahiduzzaman Quoreshi and Ola Simonsen
University of Umea - Department of Economics , Tillväxtanalys (Swedish Agency for Growth Policy Analysis) and Nasdaq Economic Research
Date Posted: January 08, 2003
Working Paper Series
147 downloads

Incl. Electronic Paper The 'Derived' Moving-Average Model and its Role in Causality - Financial and Economic Forecasting (chapter 5)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 08, 2003
Working Paper Series
100 downloads

Semiparametric Estimation in Time Series Regression with Long-Range Dependence
U of Aarhus, Economics Working Paper No. 2002-17
 Morten Ørregaard Nielsen
Queen's University (Canada) - Department of Economics
Date Posted: January 07, 2003
Working Paper Series

Local Empirical Measure of Multivariate Processes with Long Range Dependence
U of Aarhus, Economics Working Paper No. 2002-16
 Morten Ørregaard Nielsen
Queen's University (Canada) - Department of Economics
Date Posted: January 07, 2003
Working Paper Series

Incl. Electronic Paper A Technical Note on the Fitting of A Multichannel Subset FIR System Within a Potentially Nonstationary Environment, Using the Prewindowed Case - Financial and Economic Forecasting (chapter 9)
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: January 07, 2003
Working Paper Series
28 downloads

Incl. Electronic Paper A Misspecification-Robust Impulse Response Estimator
SMU Economics & Statistics Working Paper Series No. 15-2002
 Pao-Li Chang and Shinichi Sakata
Singapore Management University - School of Economics & Social Sciences and University of British Columbia
Date Posted: January 06, 2003
Working Paper Series
71 downloads

Incl. Fee Electronic Paper The Relationship Between Policies and Growth in Transition Countries
The Economics of Transition, Vol. 10, pp. 719-745, 2002
 Roxana Radulescu and David Barlow
Newcastle University - Economics and Newcastle University - Economics
Date Posted: January 04, 2003
Accepted Paper Series
18 downloads

Incl. Fee Electronic Paper Import Price Elasticities: Reconsidering the Evidence
Canadian Journal of Economics, Vol. 35, pp. 282-306, 2002
 Helene Erkel-Rousse and Daniel Mirza
National Institute of Statistics and Economic Studies (INSEE) and University of Nottingham - School of Economics
Date Posted: December 30, 2002
Accepted Paper Series
27 downloads

Incl. Electronic Paper Is There a Bank Lending Channel of Monetary Policy in Spain?
ECB Working Paper No. 99
 Ignacio Hernando and Jorge Martínez-Pagés
Bank of Spain and Bank of Spain
Date Posted: December 23, 2002
Working Paper Series
188 downloads

Incl. Electronic Paper Investment, the Cost of Capital, and Monetary Policy in the Nineties in France: A Panel Data Investigation
ECB Working Paper No. 106
 Jean-Bernard Chatelain and André Tiomo
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and affiliation not provided to SSRN
Date Posted: December 19, 2002
Working Paper Series
185 downloads

Incl. Electronic Paper Credit Channel and Investment Behavior in Austria: A Micro-econometric Approach
ECB Working Paper No. 108
 Maria Teresa Valderrama
Austrian National Bank
Date Posted: December 17, 2002
Working Paper Series
151 downloads

Incl. Electronic Paper Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
ECB Working Paper No. 105
 Michael Ehrmann , Leonardo Gambacorta , Jorge Martínez-Pagés , Patrick Sevestre and Andreas Worms
European Central Bank (ECB) , Bank for International Settlements (BIS) , Bank of Spain , Banque de France and Deutsche Bundesbank, Economics Department
Date Posted: December 17, 2002
Working Paper Series
771 downloads

Incl. Electronic Paper Is There a Bank Lending Channel of Monetary Policy in Greece? Evidence from Bank Level Data
ECB Working Paper No. 104
 Sophocles N. Brissimis , Nicos C. Kamberoglou and George T. Simigiannis
Bank of Greece , Bank of Greece and Bank of Greece
Date Posted: December 17, 2002
Working Paper Series
267 downloads

Incl. Electronic Paper The Interest Rate and Credit Channels in Belgium: An Investigation with Micro-level Firm Data
ECB Working Paper No. 107
 Paul Butzen , Catherine Fuss , Philip Vermeulen and Andreas Worms
National Bank of Belgium , National Bank of Belgium , European Central Bank (ECB) and Deutsche Bundesbank, Economics Department
Date Posted: December 17, 2002
Working Paper Series
94 downloads

Incl. Electronic Paper How do Venture Capitalists Screen Business Plans? Evidence from The Netherlands and the US
 Tsvi G. Vinig and Maarten de Haan
University of Amsterdam - Department of Business Studies (BS) and affiliation not provided to SSRN
Date Posted: December 16, 2002
Working Paper Series
1385 downloads

Incl. Electronic Paper Whence GARCH? A Preference-Based Explanation for Conditional Volatility
 Grant Richard McQueen and Keith Vorkink
Brigham Young University - Department of Business Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: December 13, 2002
Working Paper Series
429 downloads

Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
Journal of Empirical Finance, Forthcoming
 Roman Liesenfeld and Jean-Francois Richard
University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Date Posted: December 12, 2002
Accepted Paper Series

Incl. Electronic Paper Measuring Core Inflation in the Euro Area
ECB Working Paper No. 36
 Claudio Morana
Università di Milano Bicocca
Date Posted: December 12, 2002
Working Paper Series
131 downloads

Incl. Electronic Paper State Dependence in Unemployment Incidence: Evidence for British Men Revisited
IZA Discussion Paper No. 630
 Wiji Arulampalam
University of Warwick - Department of Economics
Date Posted: December 12, 2002
Working Paper Series
77 downloads

Incl. Electronic Paper Convergence of Fiscal Policies in the Euro Area
ECB Working Paper No. 20
 Olivier de Bandt and Francesco P. Mongelli
Banque de France - Economic Study and Research Division and European Central Bank (ECB)
Date Posted: December 11, 2002
Working Paper Series
187 downloads

Incl. Electronic Paper The Demand for M3 in the Euro Area
ECB Working Paper No. 6
 Günter Coenen and Juan Luis Vega-Croissier
European Central Bank (ECB) and Europaische Zentralbank
Date Posted: December 11, 2002
Working Paper Series
131 downloads

Incl. Electronic Paper Alternative Measures of the NAIRU in the Euro Area: Estimates and Assessment
ECB Working Paper No. 17
 Silvia Fabiani and Ricardo Mestre
Bank of Italy and European Central Bank (ECB)
Date Posted: December 10, 2002
Working Paper Series
115 downloads

Financial Buyers in Takeovers: Focus on Cost Efficiency
Managerial Finance, Vol. 28, No. 12, 2002, pp. 1-13
 Halina Frydman , Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences , Leonard N. Stern School of Business - Department of Economics and STP Advisory Services, LLC
Date Posted: December 10, 2002
Accepted Paper Series

Incl. Electronic Paper Does Experience Matter? Innovations and the Productivity of ICT in German Services
ZEW Discussion Paper No. 02-43
 Thomas Hempell
Center for European Economic Research (ZEW)
Date Posted: December 05, 2002
Working Paper Series
138 downloads

Incl. Electronic Paper Comparative Forecasting Performance of Symmetric and Asymmetric Conditional Volatility Models of an Exchange Rate
University of Edinburgh Center for Financial Markets Research Working Paper No. 02.06
 Ercan Balaban
affiliation not provided to SSRN
Date Posted: December 04, 2002
Working Paper Series
386 downloads


 

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