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SSRN eLibrary Statistics:

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Abstracts: 577,924
Full Text Papers: 478,899
Authors: 267,517
Papers Received in
  Last 12 months:
63,415

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To date: 80,850,706
Last 12 months: 10,255,916
Last 30 days: 991,953

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Total References: 9,075,334
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  Footnotes:
94,592
Total Footnotes: 9,191,436


SSRN eLibrary Search Results
JEL Code: C11
308,816 Total downloads
Showing Papers 851 - 900 of 1,448
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Incl. Electronic Paper The Structural Modelling of Operational Risk Via Bayesian Inference: Combining Loss Data with Expert Opinions
The Journal of Operational Risk 1(3), pp. 3-26, 2006
Pavel V. Shevchenko and Mario V. Wuthrich
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation
Antal Ratku , Stefan Feuerriegel and Dirk Neumann
University of Freiburg , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: November 23, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Policy Discussion Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Financial Frictions and Sources of Business Cycle
IMF Working Paper No. 14/194
Marzie Taheri Sanjani
International Monetary Fund (IMF)
Date Posted: November 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
University of Milan, Bicocca - Department of Economics, Management & Statistics , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: November 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Financial Frictions, Financial Shocks, and Aggregate Volatility
FEDS Working Paper No. 2014-84
Cristina Fuentes-Albero
Federal Reserve Board
Date Posted: November 16, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
270 downloads

Incl. Electronic Paper Generating Domain-Specific Dictionaries Using Bayesian Learning
Nicolas Pröllochs , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: November 15, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Financial Frictions in the Euro Area and the United States: A Bayesian Assessment
KU Leuven Center for Economic Studies Discussion Paper Series DPS14.30
Stefania Villa
KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: November 14, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper A DSGE Model of China
CEPR Discussion Paper No. DP10238
Li Dai and Patrick Minford
Loyola Marymount University - College of Business Administration and Cardiff University Business School
Date Posted: November 10, 2014
Working Paper Series

Incl. Electronic Paper Bayesian Statistics for Strategic Decision-Making
Academy of Business Research Journal, Vol. III, September 2013
Josh Bendickson
Louisiana State University, Baton Rouge - William W. & Catherine M. Rucks Department of Management
Date Posted: November 08, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Modelling Inflation Volatility
CAMA Working Paper No. 68/2014
Eric Eisenstat and Rodney W. Strachan
University of Bucharest and University of Queensland - School of Economics
Date Posted: November 06, 2014
Last Revised: November 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Portfolio Choice under Decision-Based Model Combinations
Davide Pettenuzzo and Francesco Ravazzolo
Brandeis University - Department of Economics and Norges Bank
Date Posted: November 01, 2014
Last Revised: November 25, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Optimal Replenishment in Vendor Managed Inventory Systems Using Point-of-Sales Data
Achal Bassamboo , Antonio Moreno and Ioannis Stamatopoulos
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) , Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) and Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS)
Date Posted: October 28, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Optimal Maintenance Policies for Automated Demand Response Devices
Carlos Abad and Garud Iyengar
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: October 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes
Matthias Held and Marcel Omachel
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: October 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
CFS Working Paper, No. 478
Anders Warne , Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 10, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Estimating Tie Strength in Multi-Relation Online Social Networks
Xi Chen , Chong (Alex) Wang and Xiaoquan (Michael) Zhang
Erasmus University , City University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Date Posted: October 06, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Spatial Relationships in Choosing to Conserve Soil in Smallholder Rubber Farming
Journal of Environmental Professionals of Sri Lanka, Vol. 3, No. 1, pp. 22-29, 2014
Jagath Edirisinghe and Wasana Wijesuriya
Wayamba University of Sri Lanka and Rubber Research Institute of Sri Lanka
Date Posted: October 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Analyzing Data Revisions with a Dynamic Stochastic General Equilibrium Model
FRB of Philadelphia Working Paper No. 14-29
Dean Croushore and Keith Sill
University of Richmond and Federal Reserve Bank of Philadelphia
Date Posted: September 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Forecasting Equity Premia Using Bayesian Dynamic Model Averaging
Joscha Beckmann and Rainer A. Schüssler
University of Duisburg-Essen and Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Portfolio-Invariant Capital Allocation Scheme Accounting for Concentration Risk Based on Response Surface Methodology
Lie-Jane Kao
Kainan University
Date Posted: September 28, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Short-Term Risk and Adapting Covariance Models to Current Market Conditions
Anish R. Shah
Independent
Date Posted: September 26, 2014
Last Revised: November 04, 2014
Working Paper Series
119 downloads

Incl. Fee Electronic Paper A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper A DSGE Model of China
CEPR Discussion Paper No. DP10028
Li Dai , Patrick Minford and Peng Zhou
Loyola Marymount University - College of Business Administration , Cardiff University Business School and Cardiff University - Cardiff Business School
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Estimating Overidentified, Non-Recursive, Time Varying Coefficients Structural VARs
CEPR Discussion Paper No. DP10022
Fabio Canova and Fernando J. Pérez Forero
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Central Reserve Bank of Peru
Date Posted: September 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
Paul Vincent Gaskell , Frank McGroarty and Thanassis Tiropanis
University of Southampton , University of Southampton - School of Management and University of Southampton
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Creation of Synthetic Microdata for Data Envelopment Analysis Using Nondominated Sorting
Gerald Whittaker
Government of the United States of America - Agricultural Research Service
Date Posted: September 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
ECB Working Paper No. 1733
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of Financial (De)Regulation on Current Account Balances
Banco de Espana Working Paper No. 1424
Enrique Moral-Benito and Oliver Roehn
Bank of Spain and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: September 18, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Replication and the Manufacture of Scientific Inferences: A Formal Approach
Fernando Martel García
Independent
Date Posted: September 17, 2014
Last Revised: October 16, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper News Shocks and Business Cycles: Evidence from Forecast Data
Wataru Miyamoto and Thuy Lan Nguyen
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Santa Clara University
Date Posted: September 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper On the Conjugacy of Off-Line and On-Line Sequential Monte Carlo Samplers
National Bank of Belgium Working Paper No. 263
Arnaud Dufays
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Date Posted: September 13, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Have Standard VARs Remained Stable Since the Crisis?
FRB of Cleveland Working Paper No. 14-11
Knut Are Aastveit , Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Central Bank of Norway , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: September 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper What is the Effect of Sample and Prior Distributions on a Bayesian Autoregressive Linear Model? An Application to Piped Water Consumption
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-10
Andres Ramirez Hassan , Jhonatan Cardona Jimemez and Luis Raul Pericchi
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidade Federal do Rio de Janeiro (UFRJ) and University of Puerto Rico
Date Posted: September 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Milton Friedman: A Bayesian?
Gerald P. Dwyer
Clemson University
Date Posted: September 07, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Bayesian Value at Risk Metric for Equity Portfolios
Eric Hendries , Jun Huang , Rachel Li , Xiao Li , Yiyang Qi , Helene Sajer , Stephen Michael Taylor and John Zerolis
Independent , Independent , Independent , Independent , CME Group , Independent , Morgan Stanley and Independent
Date Posted: September 05, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
Tinbergen Institute Discussion Paper 14-119/III
Nalan Basturk , Pinar Ceyhan and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tinbergen Institute
Date Posted: September 03, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 14-118/III
Istvan Barra , Lennart F. Hoogerheide , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 02, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Financial Stress and Economic Dynamics: The Transmission of Crises
ECB Working Paper No. 1728
Kirstin Hubrich and Robert J. Tetlow
European Central Bank - Research Department and Federal Reserve Board
Date Posted: September 02, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities
BOFIT Discussion Paper No. 15/2014
Boris Blagov and Michael Funke
University of Hamburg - Department of Economics and Politics and Hamburg University, Department of Economics
Date Posted: August 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Asymptotically Optimal Identification of Structural Breaking Point in Real Time with Unknown Pre- and Post-Break Parameters
Haixi Li
Independent
Date Posted: August 29, 2014
Last Revised: September 30, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Model Uncertainty in Panel Vector Autoregressive Models
Gary Koop and Dimitris Korobilis
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: August 28, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper The Effects of Automated Redistricting and Partisan Strategic Interaction on Representation: The Case of Mexico
Micah Altman , Eric Magar , Michael P. McDonald and Alejandro Trelles
MIT Libraries , Instituto Tecnológico Autónomo de México (ITAM) - Political Science Department , University of Florida and University of Pittsburgh
Date Posted: August 28, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Technical Note on 'Assessing Bayesian Model Comparison in Small Samples'
Enrique Martinez-Garcia and Mark Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Date Posted: August 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Assessing Bayesian Model Comparison in Small Samples
Enrique Martinez-Garcia and Mark Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Date Posted: August 23, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper A Bayesian Approach to Mixed Group Validation of Performance Validity Tests
Douglas Mossman , William G. Miller , Elliot R. Lee , Roger O. Gervais , Kathleen J. Hart and Dustin B. Wygant
University of Cincinnati College of Medicine , Henry Ford Health System , University of Wisconsin - Madison - School of Medicine and Public Health , University of Alberta - Neurobehavioural Associates , Xavier University and Eastern Kentucky University - Department of Psychology
Date Posted: August 15, 2014
Last Revised: November 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR Analysis
ECB Working Paper No. 1714
Martin Bijsterbosch and Matteo Falagiarda
European Central Bank (ECB) and University of Bologna - Department of Economics
Date Posted: August 14, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Identification of Financial Factors in Economic Fluctuations
KOF Working Paper No. 364
Francesco Furlanetto , Francesco Ravazzolo and Samad Sarferaz
Central Bank of Norway , Norges Bank and Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: August 14, 2014
Working Paper Series
16 downloads


 

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