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484,509
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JEL Code: C53
363,302 Total downloads
Showing Papers 801 - 850 of 2,087
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The Art of Volatility Modelling: A Case Study Based on DBS
Ke Chen
,
XueFei He
and
Ser-Huang Poon
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
and
University of Manchester - Business School
Date Posted: August 24, 2010
Working Paper Series
194 downloads
Understanding Models’ Forecasting Performance
Economic Research Initiatives at Duke (ERID) Working Paper No. 54
Barbara Rossi and
Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA
and
Bank of Canada
Date Posted: August 23, 2010
Last Revised: September 16, 2010
Accepted Paper Series
129 downloads
Cost Benefit Analysis Based on 2009 Data: Bachelor’s Degree or CA?
Wayne Rogers
and
Noel Yahanpath
Eastern Institute of Technology
and
Eastern Institute of Technology
Date Posted: August 22, 2010
Working Paper Series
33 downloads
Modeling Conditional Heteroscedasticity in Nonstationary Series
CentER Discussion Paper Series No. 2010-84
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Date Posted: August 21, 2010
Last Revised: September 11, 2010
Working Paper Series
18 downloads
Petrol, Diesel Fuel and Jet Fuel Demand in South Africa: 1998-2009
Willem H. Boshoff
Stellenbosch University - Department of Economics
Date Posted: August 20, 2010
Working Paper Series
58 downloads
The Dynamic Estimation of Rating Migration Hazard
23rd Australasian Finance and Banking Conference 2010 Paper
Huong D. Dang
and
Graham Partington
University of Canterbury - Economics and Finance
and
University of Sydney - School of Business - Finance Discipline
Date Posted: August 19, 2010
Last Revised: January 16, 2012
Working Paper Series
22 downloads
Predictive Ability of Business Cycle Indicators Under Test: A Case Study for the Euro Area Industrial Production
CESifo Working Paper Series No. 3158
Kai Carstensen ,
Klaus Wohlrabe
and
Christina Ziegler
University of Kiel - Institute of Statistics and Econometrics
,
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
and
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
Date Posted: August 17, 2010
Working Paper Series
70 downloads
The Role of Shipping in Forecasting Economic Development
Finn Marten Körner
ZenTra - Center for Transnational Studies
Date Posted: August 17, 2010
Working Paper Series
100 downloads
Using Capabilities to Project Growth, 2010-30
Bard College Levy Economics Institute Working Paper No. 609
Jesus Felipe
,
Utsav Kumar
and
Arnelyn Abdon
Asian Development Bank
,
affiliation not provided to SSRN
and
Asian Development Bank
Date Posted: August 16, 2010
Working Paper Series
13 downloads
Modelling Bubbles and Anti-Bubbles in Bear Markets: A Medium-Term Trading Analysis
THE HANDBOOK OF TRADING, McGraw-Hill Finance and Investing, pp. 365-388, 2010
Date Posted: August 13, 2010
Accepted Paper Series
Disagreement, Uncertainty and the True Predictive Density
Fabian Krueger
and
Ingmar Nolte
University of Konstanz
and
Warwick Business School - Finance Group - Financial Econometrics Research Centre
Date Posted: August 10, 2010
Last Revised: March 29, 2012
Working Paper Series
205 downloads
Combining Survey Forecasts and Time Series Models: The Case of the Euribor
Fabian Krueger
,
Frieder Mokinski
and
Winfried Pohlmeier
University of Konstanz
,
Centre for European Economic Research (ZEW)
and
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: August 09, 2010
Working Paper Series
95 downloads
Nexus between Electricity Demand and Gross Domestic Product in Sri Lanka: A Cointegration Analysis
Nisantha Kurukulasooriya
University of Ruhuna
Date Posted: August 05, 2010
Last Revised: March 10, 2012
Working Paper Series
36 downloads
A New Forecasting Model for USD/CNY Exchange Rate
Zongwu Cai
,
Linna Chen
and
Ying Fang
University of North Carolina at Charlotte
,
affiliation not provided to SSRN
and
Xiamen University
Date Posted: August 01, 2010
Working Paper Series
98 downloads
Time Varying Parameters Bayesian Forecasting of Electricity Demand: The Italian Case
IEFE Working Paper No. 36
Margherita Grasso
University College London - Department of Economics
Date Posted: July 26, 2010
Working Paper Series
38 downloads
Does Aggregating Forecasts by CPI Component Improve Inflation Forecast Accuracy in South Africa?
CEPR Discussion Paper No. DP7895
Janine Aron
and
John Muellbauer
University of Oxford - Department of Economics
and
University of Oxford - Department of Economics
Date Posted: July 19, 2010
Working Paper Series
3 downloads
New Methods for Forecasting Inflation, Applied to the US
CEPR Discussion Paper No. DP7877
Janine Aron
and
John Muellbauer
University of Oxford - Department of Economics
and
University of Oxford - Department of Economics
Date Posted: July 19, 2010
Working Paper Series
4 downloads
Nowcasting
CEPR Discussion Paper No. DP7883
Marta Banbura
,
Domenico Giannone and
Lucrezia Reichlin
European Central Bank
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
London Business School
Date Posted: July 19, 2010
Working Paper Series
5 downloads
The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
CEPR Discussion Paper No. DP7870
Volker Wieland and
Maik H. Wolters
University of Frankfurt
and
Goethe University Frankfurt
Date Posted: July 19, 2010
Working Paper Series
3 downloads
Modeling the Stochastic Volatility: Bovespa Index between 2000 and 2009
Bruno Breyer Caldas
PPGA/UFRGS
Date Posted: July 19, 2010
Working Paper Series
49 downloads
Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution
Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Michael Simkovic
and
Benjamin Kaminetzky
Seton Hall Law School
and
Davis Polk & Wardwell LLP - New York Office
Date Posted: July 17, 2010
Last Revised: April 25, 2011
Accepted Paper Series
1313 downloads
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
Conditional Forecasts in DSGE Models
Norges Bank Working Paper No. 2010/07
Junior Maih
Central Bank of Norway
Date Posted: July 09, 2010
Last Revised: September 11, 2010
Working Paper Series
23 downloads
Weights and Pools for a Norwegian Density Combination
Norges Bank Working Paper No. 2010/06
Karsten R. Gerdrup
,
Christie Smith
,
Anne Sofie Jore
,
Leif Anders Thorsrud
and
Hilde C. Bjørnland
Central Bank of Norway
,
Government of New Zealand - Department of Economics
,
affiliation not provided to SSRN
,
BI Norwegian Business School
and
Norwegian School of Management (BI)
Date Posted: July 09, 2010
Working Paper Series
10 downloads
The Sense and Non-Sense of Holdout Sample Validation in the Presence of Endogeneity
Marketing Science, Vol. 30, No. 6, pp. 1115-1122, November-December 2011
Peter Ebbes
,
Dominik Papies
and
Harald J. van Heerde
HEC Paris (Groupe HEC) - Marketing
,
University of Hamburg
and
University of Waikato. Management School
Date Posted: July 07, 2010
Last Revised: April 16, 2013
Accepted Paper Series
165 downloads
Mobilizing Judicial Resources: The Information Theory in Action
5th Annual Conference on Empirical Legal Studies Paper
Nancy C. Staudt
USC Gould School of Law
Date Posted: July 03, 2010
Working Paper Series
23 downloads
Mixture Normal Conditional Correlation Models
Swiss Finance Institute Research Paper No. 12-41
Maria Putintseva
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: June 27, 2010
Last Revised: December 20, 2012
Working Paper Series
159 downloads
Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets
Banque de France Working Paper No. 259
Christophe Bellego
and
Laurent Ferrara
affiliation not provided to SSRN
and
Banque de France
Date Posted: June 27, 2010
Working Paper Series
36 downloads
Forecasting Inflation in France
Banque de France Working Paper No. 262
Claire Celerier
University of Zurich - Department of Banking and Finance
Date Posted: June 26, 2010
Working Paper Series
34 downloads
A Factor Analysis for the Spanish Economy
Ángel Cuevas
and
Enrique M. Quilis
affiliation not provided to SSRN
and
Government of the Kingdom of Spain - Macroeconomic Modeling Research Department
Date Posted: June 25, 2010
Last Revised: December 01, 2010
Working Paper Series
50 downloads
Credit BuVaR: Asymmetric Spread VaR with Default
Journal of Risk Management in Financial Institutions, Vol. 5, No. 1, pp. 86–95, 2011 ,
Max C.Y. Wong
Royal Bank of Scotland (RBS)
Date Posted: June 20, 2010
Last Revised: January 21, 2012
Working Paper Series
148 downloads
Market BuVaR: A Countercyclical Risk Metric
Max C.Y. Wong
Royal Bank of Scotland (RBS)
Date Posted: June 20, 2010
Last Revised: October 27, 2011
Working Paper Series
262 downloads
Modeling Human Capital in Life-Cycle Portfolio Choice: Riskless or Risky?
Ingmar Minderhoud
Tilburg University
Date Posted: June 20, 2010
Working Paper Series
57 downloads
The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
CFS Working Paper, No. 04, 2010
Volker Wieland and
Maik H. Wolters
University of Frankfurt
and
Goethe University Frankfurt
Date Posted: June 20, 2010
Working Paper Series
An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies: An Empirical Study for the German Stock Market
Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009
Marcus Deetz
,
Thorsten Poddig
,
Irina Sidorovitch
and
Armin Varmaz
University of Bremen
,
University of Bremen
,
University of Bremen
and
Brown University - Department of Economics
Date Posted: June 19, 2010
Accepted Paper Series
Do Local Analysts Have an Informational Advantage in Forecasting Stock Returns? Evidence from the German DAX30
Financial Markets and Portfolio Management, Vol. 24, No. 2, pp. 137-158, 2010
Torben W. Hendricks
,
Bernd Kempa
and
Christian Pierdzioch
University of Duisburg-Essen
,
University of Muenster
and
Saarland University - Department of Economics and Statistics
Date Posted: June 18, 2010
Accepted Paper Series
Forecast and Rolling Horizons Under Demand Substitution and Production Changeovers: Analysis and Insights
Johnson School Research Paper Series No. 23-2011
Amit Bardhan
,
Milind Dawande
,
Srinagesh Gavirneni
,
Yinping Mu
and
Suresh Sethi
University of Delhi
,
University of Texas at Dallas - Department of Information Systems & Operations Management
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Science and Technology of China (USTC)
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: June 14, 2010
Last Revised: March 27, 2011
Working Paper Series
56 downloads
Forecasting the Pricing Kernel of IBNR Claims Development in Property-Casualty Insurance
Date Posted: June 13, 2010
Working Paper Series
42 downloads
The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility
Journal of Econometrics, Forthcoming
Vasyl Golosnoy
,
Bastian Gribisch and
Roman Liesenfeld
University of Kiel
,
University of Cologne
and
University of Cologne, Department of Economics
Date Posted: June 13, 2010
Last Revised: December 07, 2011
Accepted Paper Series
132 downloads
Money Growth and Inflation: A Regime Switching Approach
ECB Working Paper No. 1207
Gianni Amisano
and
Gabriel Fagan
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: June 10, 2010
Working Paper Series
82 downloads
Decay Factor Optimisation in Time Weighted Simulation - Evaluating VAR Performance
Sasa Zikovic
and
Bora Aktan
University of Rijeka - Faculty of Economics
and
Yasar University
Date Posted: June 09, 2010
Working Paper Series
127 downloads
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
Idiosyncratic Volatility and Market Reaction to Recommendation Revisions
Raman Kumar and
Umut Celiker
Virginia Polytechnic Institute & State University - Pamplin College of Business
and
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: June 09, 2010
Last Revised: September 19, 2010
Working Paper Series
121 downloads
Freedom of Choice in Macroeconomic Forecasting
CESifo Economic Studies, Vol. 56, Issue 2, pp. 192-220, 2010
Nikolay Robinzonov and
Klaus Wohlrabe
affiliation not provided to SSRN
and
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
Date Posted: June 04, 2010
Accepted Paper Series
Macromodel Simulations for the Romanian Economy
Romanian Journal of Economic Forecasting, No. 2, 2010
Emilian Dobrescu
National Institute of Economic Research
Date Posted: June 04, 2010
Accepted Paper Series
255 downloads
Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market
Banque de France Working Paper No. 278
Sanvi Avouyi-Dovi
and
Julien Idier
Banque de France
and
Banque de France - Centre de Recherche
Date Posted: June 03, 2010
Working Paper Series
53 downloads
Combining Non-Replicable Forecasts
Chia-Lin Chang
,
Philip Hans Franses and
Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: June 03, 2010
Working Paper Series
358 downloads
Market Timing Using Exchange Traded Funds
Lewis A. Glenn
Creative Solutions Associates
Date Posted: May 31, 2010
Working Paper Series
349 downloads
Predicting Agri-Commodity Prices: An Asset Pricing Approach
Yu-Chin Chen ,
Kenneth Rogoff and
Barbara Rossi
University of Washington - Department of Economics
,
Harvard University - Department of Economics
and
Universitat Pompeu Fabra - ICREA
Date Posted: May 28, 2010
Working Paper Series
266 downloads
Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US
KOF Swiss Economic Institute Working Paper No. 256, DIW Berlin Discussion Paper No. 997
Konstantin A. Kholodilin
,
Maximilian Podstawski
and
Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin)
,
affiliation not provided to SSRN
and
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: May 25, 2010
Last Revised: October 27, 2012
Working Paper Series
118 downloads
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