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489,370
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JEL Code: C32
455,727 Total downloads
Showing Papers 721 - 770 of 3,093
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Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
CEPR Discussion Paper No. DP8348
Gert Peersman
Ghent University - Department of Financial Economics
Date Posted: April 20, 2011
Working Paper Series
7 downloads
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
Center for Policy Research Working Paper No. 92
Chihwa Kao ,
Lorenzo Trapani and
Giovanni Urga
Syracuse University
,
City University London - Sir John Cass Business School
and
Cass Business School, Faculty of Finance, London
Date Posted: April 20, 2011
Working Paper Series
9 downloads
Inflation and the Monetary Transmission Mechanism in Belarus, 1996-2001
International Research Journal of Finance and Economics, No. 1, pp. 1-20, 2006
Zeljko Bogetic and
Zorica L. Mladenovic
World Bank
and
affiliation not provided to SSRN
Date Posted: April 19, 2011
Accepted Paper Series
25 downloads
Modelling Asian Stock-Market Volatility (In French)
Banque de France Working Paper No. 58
Sanvi Avouyi-Dovi
and
Eric Jondeau
Banque de France
and
University of Lausanne
Date Posted: April 18, 2011
Working Paper Series
30 downloads
The Accuracy of a Forecast Targeting Central Bank
Economics Discussion Paper No. 2011-6
Nina Skrove Falch and
Ragnar Nymoen
affiliation not provided to SSRN
and
University of Oslo - Department of Economics
Date Posted: April 18, 2011
Working Paper Series
11 downloads
Relationship Among Money, Prices and Aggregate Output in Thailand
Empirical Economics Letters, Vol. 8, No. 11, pp. 1063-1071, November 2009.
Komain Jiranyakul
National Institute of Development Administration
Date Posted: April 15, 2011
Accepted Paper Series
35 downloads
Statistical Modeling of Credit Default Swap Portfolios
Rama Cont and
Yu Hang (Gabriel) Kan
Imperial College London
and
Barclays Capital
Date Posted: April 14, 2011
Last Revised: April 25, 2011
Working Paper Series
701 downloads
Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 281-291, 2011
Helmut Herwartz and
Helmut Ltkepohl
University of Kiel - Institute of Statistics and Econometrics
and
affiliation not provided to SSRN
Date Posted: April 12, 2011
Accepted Paper Series
1 downloads
Local Whittle Estimation of Multi-Variate Fractionally Integrated Processes
Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 317-335, 2011
Frank Nielsen
University of Aarhus - Department of Economics
Date Posted: April 12, 2011
Accepted Paper Series
3 downloads
Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model
International Journal of Forecasting, Forthcoming
Siem Jan Koopman and
Michel van der Wel
VU University Amsterdam
and
Erasmus University Rotterdam
Date Posted: April 12, 2011
Last Revised: December 10, 2012
Working Paper Series
123 downloads
Forecasting VIX
Journal of Money, Investment and Banking, No. 4, 2008
Stavros Antonios Degiannakis
University of Portsmouth
Date Posted: April 11, 2011
Accepted Paper Series
82 downloads
Using the Global Dimension to Identify Shocks with Sign Restrictions
ECB Working Paper No. 1318
Alexander Chudik
and
Michael Fidora
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: April 11, 2011
Working Paper Series
24 downloads
A Dynamic Analysis of France's External Trade
Giuseppe Carone
and
Tassos Belessiotis
European Commission - DG ECFIN
and
affiliation not provided to SSRN
Date Posted: April 08, 2011
Working Paper Series
Till Labor Cost Do Us Part - A VECM Model of Unit Labor Cost Convergence in the Euro Area
Francesca Pancotto
and
Filippo Maria Pericoli
University of Modena and Reggio Emilia
and
Italian Ministry of Economy and Finance
Date Posted: April 08, 2011
Working Paper Series
29 downloads
The Impact of Foreign Reserves on the Real Growth Function of Jamaica (1992-2011) Using Vector Auto Regressive Model, Granger Causality Test and Co-Integration Analysis
Oluwafemi Olanrewaju Bamikole Sr.
UWI
Date Posted: April 06, 2011
Last Revised: March 14, 2012
Working Paper Series
36 downloads
Temporal Causal Relationship Between Resource Use and Economic Growth in East China
China & World Economy, Vol. 19, No. 2, pp. 93-108, 2011
Yuan Wang ,
Jie Chen
and
Genfa Lu
Nanjing University - School of Business
,
Nanjing University
and
Nanjing University - School of Business
Date Posted: April 05, 2011
Accepted Paper Series
2 downloads
A Simple Test for Identification in GMM Under Conditional Moment Restrictions
Cowles Foundation Discussion Paper No. 1790
Francesco Bravo
,
Juan Carlos Escanciano
and
Taisuke Otsu
University of York (UK) - Department of Economics and Related Studies
,
Indiana University Bloomington - Department of Economics
and
Yale University - Cowles Foundation
Date Posted: April 02, 2011
Working Paper Series
29 downloads
Credit Crisis and the Price of Gold: Evidence from a Forecast Based Modified Granger Causality Model
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: March 31, 2011
Working Paper Series
169 downloads
The Low-Frequency Impact of Daily Monetary Policy Shocks
Federal Reserve Bank of St. Louis Working Paper Series 2011-009B
Neville Francis ,
Eric Ghysels and
Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics
,
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 28, 2011
Last Revised: September 18, 2012
Working Paper Series
36 downloads
Maximum Likelihood Inference in Weakly Identified DSGE Models
MIT Department of Economics Working Paper No. 11-03
Isaiah Andrews
and
Anna Mikusheva
MIT, Department of Economics
and
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: March 26, 2011
Working Paper Series
82 downloads
Inventory Announcements, Jump Dynamics and Volatility in U.S. Energy Futures Markets
C. Johan Bjursell ,
James E. Gentle
and
George H. K. Wang
Barclays Capital
,
George Mason University
and
George Mason University - Finance Area
Date Posted: March 25, 2011
Working Paper Series
69 downloads
On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
Bank of Italy Temi di Discussione (Working Paper) No. 779
Roberta Fiori
and
Simonetta Iannotti
Bank of Italy
and
Bank for International Settlements (BIS)
Date Posted: March 22, 2011
Working Paper Series
49 downloads
An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
University of Copenhagen Dept. of Economics Discussion Paper No. 01-01
Heino Bohn Nielsen
University of Copenhagen - Department of Economics
Date Posted: March 21, 2011
Working Paper Series
8 downloads
Are Real Estate Investment Trusts (REITs) an Inflation Hedge?
Bong-Soo Lee
and
Gwangheon Hong
Florida State University
and
Sogang University
Date Posted: March 21, 2011
Working Paper Series
167 downloads
Monetary Policy Analysis in Real-Time: Vintage Combination from a Real-Time Dataset
CESifo Working Paper Series No. 3372
Carlo Altavilla and
Matteo Ciccarelli
University of Naples Parthenope
and
European Central Bank (ECB)
Date Posted: March 19, 2011
Working Paper Series
27 downloads
Model Uncertainty for Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: March 18, 2011
Working Paper Series
162 downloads
Trade-Led Growth Hypothesis in Cuban Commercial Regimes Since 1960
Economics of Transition, Vol. 19, No. 2, pp. 287-304, 2011
David Matesanz Gmez ,
Guadalupe Fugarolas Alvarez-Ude
and
Isis Maalich Glvez
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 16, 2011
Accepted Paper Series
2 downloads
The Impact of Real Effective Exchange Rate on the Non-Oil Export: The Case of Azerbaijan
Hasanov Fakhri and
Ilaha Samadova
Qafqaz Univeristy, Center for Socio-Economic Research
and
affiliation not provided to SSRN
Date Posted: March 16, 2011
Working Paper Series
73 downloads
The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan
DIW Berlin Discussion Paper No. 1041
Hasanov Fakhri
Qafqaz Univeristy, Center for Socio-Economic Research
Date Posted: March 16, 2011
Working Paper Series
86 downloads
No News in Business Cycles
CEPR Discussion Paper No. DP8274
Mario Forni
,
Luca Gambetti and
Luca Sala
affiliation not provided to SSRN
,
Universitat Autonoma de Barcelona
and
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: March 14, 2011
Working Paper Series
8 downloads
Structural Breaks and Portfolio Performance in Global Equity Markets
Harry J. Turtle and
Chengping Zhang
West Virginia University
and
George Fox University
Date Posted: March 13, 2011
Working Paper Series
48 downloads
Velocity of Money Function for India: Analysis and Interpretations
Gaurang Rami
affiliation not provided to SSRN
Date Posted: March 13, 2011
Working Paper Series
98 downloads
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
FEDS Working Paper No. 2010-09
Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: March 12, 2011
Working Paper Series
11 downloads
Nonlinearities in the Oil Price-Output Relationship
FRB International Finance Discussion Paper No. 1013
Lutz Kilian and
Robert Vigfusson
University of Michigan at Ann Arbor - Department of Economics
and
Federal Reserve Board - Trade and Quantitative Studies
Date Posted: March 12, 2011
Working Paper Series
38 downloads
Structural Shocks and the Comovements between Output and Interest Rates
FEDS Working Paper No. 21
Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: March 12, 2011
Working Paper Series
11 downloads
Multivariate Time Series Model with Hierarchical Structure for Over-Dispersed Discrete Outcomes
Nobuhiko Terui
and
Masataka Ban
Tohoku University - Graduate School of Economics & Management
and
Nihon University - College of Economics
Date Posted: March 09, 2011
Last Revised: May 08, 2012
Working Paper Series
49 downloads
How Much Do Expected Returns and Expected Dividend Growth Contribute to Movements in Stock Returns? Issues of Weak Identification Make Existing Estimates Unreliable
Jun Ma
and
Mark E. Wohar
University of Alabama - Department of Economics, Finance and Legal Studies
and
University of Nebraska at Omaha
Date Posted: March 08, 2011
Last Revised: April 15, 2011
Working Paper Series
64 downloads
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
CIRANO Scientific Publication No. 2011s-25
Jean-Marie Dufour
and
Tarek Jouini
McGill University
and
affiliation not provided to SSRN
Date Posted: March 07, 2011
Working Paper Series
11 downloads
Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility
CIRANO Scientific Publication No. 2011s-27
Jean-Marie Dufour
,
René Garcia and
Abderrahim Taamouti
McGill University
,
EDHEC Business School
and
Universidad Carlos III de Madrid
Date Posted: March 07, 2011
Working Paper Series
111 downloads
Credit Derivatives and the Default Risk of Large Complex Financial Institutions
Giovanni Calice
,
Christos Ioannides
and
Julian M. Williams
University of Birmingham - Department of Economics
,
University of Bath - Department of Economics
and
University of Aberdeen Business School
Date Posted: March 03, 2011
Working Paper Series
57 downloads
Discrete Choice Term Structure Models: Theory and Applications
Bruno Feunou
and
Jean-Sebastien Fontaine
Bank of Canada
and
Bank of Canada
Date Posted: March 02, 2011
Working Paper Series
47 downloads
How Does Public Information on Central Bank Intervention Strategies Affect Exchange Rate Volatility? The Case of Peru
Gabriela Mundaca
Johns Hopkins University - Applied Economics
Date Posted: March 01, 2011
Working Paper Series
18 downloads
Joint Detection of Structural Change and Nonstationarity in Autoregressions
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Date Posted: March 01, 2011
Working Paper Series
13 downloads
The Relevant Market for Production and Wholesale of Electricity in the Nordic Countries: An Econometric Study
Scandinavian Journal of Economics, Vol. 113, No. 1, pp. 167-189, 2011
Mikael Juselius
and
Rune Stenbacka
Bank for International Settlements (BIS) - Monetary and Economic Department
and
Swedish School of Economics and Business Administration
Date Posted: February 28, 2011
Accepted Paper Series
1 downloads
Simulating Fundamental Analysis of a Firm Using a VECX Model
Jose Bonifacio De Araujo Jr.
and
Bernardus F. N. Van Doornik
University of Brasilia
and
Universidade de Brasilia
Date Posted: February 28, 2011
Working Paper Series
104 downloads
Cross-Country Equity Investment and Exchange Rate Dynamics
Sanders Chang
University of Dayton - School of Business Administration - Department of Economics and Finance
Date Posted: February 27, 2011
Working Paper Series
63 downloads
Spatio-Temporal Dynamics in Swiss Regional Unemployment
ETH Swiss Economic Institute KOF Working Paper No. 274
Rolf Schenker
and
Martin Straub
Swiss Federal Institute of Technology Zurich - Swiss Institute for Business Cycle Research
and
KOF Swiss Economic Institute
Date Posted: February 23, 2011
Working Paper Series
25 downloads
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Tinbergen Institute Discussion Paper 11-042/DSF 16
Drew Creal
,
Bernd Schwaab
,
Siem Jan Koopman and
Andre Lucas
University of Chicago - Booth School of Business - Econometrics and Statistics
,
European Central Bank (ECB) - Directorate General Research
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: February 22, 2011
Working Paper Series
79 downloads
On the Welfare Costs of Misspecified Monetary Policy Objectives
Banque de France Working Paper No. 320
Sanvi Avouyi-Dovi
and
Jean-Guillaume Sahuc
Banque de France
and
Banque de France - Centre de Recherche
Date Posted: February 22, 2011
Working Paper Series
21 downloads
Inflation Perceptions and Expectations in Sweden - Are Media Reports the 'Missing Link'?
KOF Swiss Economic Institute Working Paper No. 273
Lena Dräger
University of Hamburg
Date Posted: February 21, 2011
Working Paper Series
31 downloads
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