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Full Text Papers: 574,501
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SSRN eLibrary Search Results
JEL Code: C11
365,073 Total downloads
Showing Papers 851 - 900 of 1,716
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Incl. Electronic Paper The Interpretation of DNA Evidence: A Case Study in Probabilities
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: July 27, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter
CAMA Working Paper No. 44/2016
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures
Giacomo Bormetti, Roberto Casarin, Fulvio Corsi and Giulia Livieri

Date Posted: July 19, 2016
Last Revised: July 28, 2016
Working Paper Series
43 downloads

Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan) and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Date Posted: July 08, 2016
Working Paper Series

Incl. Electronic Paper Contagion in Financial Systems: A Bayesian Network Approach
Carsten Chong and C. Klüppelberg
Technische Universität München (TUM) - Chair of Mathematical Statistics and Technische Universität München (TUM)
Date Posted: July 06, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Modeling the Costs of Trade Finance During the Financial Crisis of 2008-2009: An Application of Dynamic Hierarchical Linear Model
SWIFT Institute Working Paper No. 2012-008
Ashwin Malshe, Shantanu Mullick and Nicolas Glady
ESSEC Business School - Marketing Department, ESSEC Business School, Marketing Department, Students and ESSEC Business School - Marketing Department
Date Posted: July 06, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
Natalia Khorunzhina and Jean-Francois Richard
Copenhagen Business School - Faculty of Economics and Business Administration and University of Pittsburgh - Department of Economics
Date Posted: July 04, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Bad Luck, Bad Policy, or Learning? A Markov-Switching Approach to Understanding Postwar U.S. Macroeconomic Dynamics
Gabriela Best and Joonyoung Hur
California State University, Fullerton - Mihaylo College of Business & Economics and The Bank of Korea
Date Posted: July 03, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper The Determinants of CDS Spreads: Evidence from the Model Space
Matthias Pelster and Johannes Vilsmeier
Leuphana University Lueneburg and Deutsche Bundesbank
Date Posted: July 02, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal and Dobromil Serwa
European Central Bank (ECB), NBP, Independent and National Bank of Poland
Date Posted: June 29, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Point, Interval and Density Forecasts of Exchange Rates with Time-Varying Parameter Models
Bundesbank Discussion Paper No. 19/2016
Angela Abbate and Massimiliano Giuseppe Marcellino
Deutsche Bundesbank and European University Institute
Date Posted: June 29, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
121 downloads

Incl. Fee Electronic Paper Is There a Causal Effect of Working Part‐Time on Current and Future Wages?
The Scandinavian Journal of Economics, Vol. 118, Issue 3, pp. 494-523, 2016
Marie Paul
University of Duisburg-Essen
Date Posted: June 28, 2016
Accepted Paper Series

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Heterogeneity in Euro-Area Monetary Policy Transmission: Results from a Large Multi-Country BVAR Model
Bundesbank Discussion Paper No. 03/2016
Martin Mandler, Michael Scharnagl and Ute B. Volz
University of Giessen - Department of Economics, Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Testing for Granger Causality in Large Mixed-Frequency VARs
Bundesbank Discussion Paper No. 45/2015
Thomas B. Götz, Alain Hecq and Stephan Smeekes
Deutsche Bundesbank, Maastricht University - Department of Economics and Maastricht University - Department of Quantitative Economics
Date Posted: June 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Bayesian Estimation of a DSGE Model with Asset Prices
Bundesbank Discussion Paper No. 37/2013
Martin Kliem and Harald Uhlig
Deutsche Bundesbank - Research Centre and University of Chicago - Department of Economics
Date Posted: June 21, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Finding Relevant Variables in Sparse Bayesian Factor Models: Economic Applications and Simulation Results
Bundesbank Discussion Paper No. 29/2012
Sylvia Kaufmann and Christian Schumacher
Oesterreichische Nationalbank - Economic Studies Division and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Estimating Quarterly Indicators of Economic Activity for the States of the Eastern Caribbean Currency Union
Central Bank of Barbados WP/15/7
Shane R. Lowe and Tiffany Grosvenor
University of Glasgow, Faculty of Social Sciences, Department of Economics, Students and Central Bank of Barbados
Date Posted: June 14, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Joint Prediction Bands for Macroeconomic Risk Management
Norges Bank Working Paper 07/2016
Q. Farooq Akram, Andrew Binning and Junior Maih
Norges Bank - Research Department, Norges Bank and Norges Bank
Date Posted: June 12, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Loan Supply in Germany During the Financial Crisis
Bundesbank Series 1 Discussion Paper No. 2010,05
Ulrike Busch, Michael Scharnagl and Jan Scheithauer
Deutsche Bundesbank, Deutsche Bundesbank and Goethe University Frankfurt
Date Posted: June 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Global Business Cycles: Convergence or Decoupling?
Bundesbank Series 1 Discussion Paper No. 2008,17
M. Ayhan Kose, Christopher Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Reconsidering the Role of Monetary Indicators for Euro Area Inflation from a Bayesian Perspective Using Group Inclusion Probabilities
Bundesbank Series 1 Discussion Paper No. 2007,09
Michael Scharnagl and Christian Schumacher
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
Bundesbank Series 1 Discussion Paper No. 2006,32
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Learning, Structural Instability and Present Value Calculations
Bundesbank Series 1 Discussion Paper No. 2006,27
Mohammad Hashem Pesaran, Davide Pettenuzzo and Allan G. Timmermann
affiliation not provided to SSRN, Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: June 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
Bundesbank Series 1 Discussion Paper No. 2006,17
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Deadly Statistics: Quantifying an 'Unacceptable Risk' in Capital Punishment
Law, Probability & Risk, Vol. 15, No. 4, Dec. 2016, Penn State Law Research Paper No. 14-2016
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: June 05, 2016
Last Revised: July 28, 2016
Accepted Paper Series
41 downloads

Incl. Electronic Paper Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator
Sveriges Riksbank Working Paper Series No. 306, Riksbank Research Paper Series No. 130
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: June 04, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Considering Multiple Materialities for Account Combinations in Audit Planning and Evaluation: A Cost Efficient Approach
Journal of Accounting, Auditing and Finance, Vol. 13, No. 2, 1998
Saurav K. Dutta and Lynford E. Graham
State University of New York (SUNY) at Albany and Bentley University
Date Posted: June 01, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper A Unified Approach to Mortality Modelling Using State-Space Framework: Characterisation, Identification, Estimation and Forecasting
Man Chung Fung, Gareth William Peters and Pavel V. Shevchenko
CSIRO, University College London and CSIRO Australia
Date Posted: May 31, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Variable Selection in Seemingly Unrelated Regressions with Random Predictors
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Texas at Austin - Red McCombs School of Business, University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: May 29, 2016
Last Revised: June 06, 2016
Working Paper Series
64 downloads

Estimating Technology in the Postal Sector: A Bayesian Approach
Applied Economics, Vol. 48, No. 27, 2016
José Baños-Pino and Ana Rodriguez-Alvarez
Universidad de Oviedo - Facultad de Economicas and Oviedo Efficiency Group
Date Posted: May 25, 2016
Accepted Paper Series

Incl. Electronic Paper Equilibrium in Misspecified Markov Decision Processes
Ignacio Esponda and Demian Pouzo
Washington University in Saint Louis - John M. Olin Business School and University of California, Berkeley - Department of Economics
Date Posted: May 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Honest Hypothesis Testing: A Parable
Michael J. Stutzer
University of Colorado at Boulder - Leeds School of Business
Date Posted: May 15, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Forecasting GDP with Global Components. This Time is Different
CAMA Working Paper No. 24/2016
Hilde C. Bjørnland, Francesco Ravazzolo and Leif Anders Thorsrud
Norwegian School of Management (BI), Norges Bank and BI Norwegian Business School
Date Posted: May 11, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Stochastic Portfolio Theory: A Machine Learning Perspective
Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Yves-Laurent KOM SAMO and Alexander Vervuurt
University of Oxford and Mathematical Institute, University of Oxford
Date Posted: May 09, 2016
Accepted Paper Series
342 downloads

Incl. Electronic Paper State Price Densities Implied from Weather Derivatives
SFB 649 Discussion Paper 2013-026
Wolfgang K. Härdle, Brenda López Cabrera and Huei-Wen Teng
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and National Central University at Taiwan
Date Posted: May 06, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Managing the Risk of Misleading Financial Metrics in Annual Reports: A First Step towards Providing Assurance over Management's Discussion
Journal of Accounting Literature, Forthcoming
Dennis Caplan and Saurav K. Dutta
State University of New York (SUNY) at Albany and State University of New York (SUNY) at Albany
Date Posted: May 05, 2016
Accepted Paper Series
47 downloads

Incl. Electronic Paper A New Approach to Identifying the Real Effects of Uncertainty Shocks
FEDS Working Paper No. 2016-040
Minchul Shin and Molin Zhong
University of Pennsylvania - Department of Economics and Federal Reserve Board
Date Posted: May 04, 2016
Working Paper Series
19 downloads

Incl. Fee Electronic Paper Monetary Policy and the Current Account: Theory and Evidence
CEPR Discussion Paper No. DP11204
Ida Hjortsoe, Martin R. Weale and Tomasz Wieladek
Bank of England, National Institute of Economic and Social Research (NIESR) and Bank of England
Date Posted: April 18, 2016
Working Paper Series

Incl. Electronic Paper Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data
Anmol Bhandari, Jaroslav Borovička and Paul Ho
University of Minnesota, New York University (NYU) - Department of Economics and Princeton University - Department of Economics
Date Posted: April 18, 2016
Last Revised: April 28, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Forecasting Inflation in Post-Oil Boom Years: A Case for Regime Switches?
Vugar Ahmadov Sr., Shaig Adigozalov, Salman Huseynov, Fuad Mammadov and Vugar Rahimov
The Central Bank of the Republic of Azerbaijan, Central Bank of the Republic of Azerbaijan, The Central Bank of the Republic of Azerbaijan, The Central Bank of the Republic of Azerbaijan and The Central Bank of the Republic of Azerbaijan
Date Posted: April 15, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper A Machine-Learning Analysis of the Rationality of Aggregate Stock-Market Forecasts
Christian Pierdzioch and Marian Risse
University of the German Federal Armed Forces - Department of Economics and University of the German Federal Armed Forces - Helmut Schmidt Universität
Date Posted: April 06, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models
Yunjong Eo and Kyu H. Kang
University of Sydney - School of Economics and Korea University
Date Posted: April 05, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Assessing Identifying Restrictions in SVAR Models
DIW Berlin Discussion Paper No. 1563
Michele Piffer
German Institute for Economic Research (DIW Berlin)
Date Posted: March 29, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Option-Implied Equity Premium Predictions via Entropic Tilting
Konstantinos Metaxoglou, Davide Pettenuzzo and Aaron Smith
Carleton University, Brandeis University - Department of Economics and University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: March 26, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Bayesian Compressed Vector Autoregressions
Gary Koop, Dimitris Korobilis and Davide Pettenuzzo
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Glasgow - Adam Smith Business School and Brandeis University - Department of Economics
Date Posted: March 26, 2016
Last Revised: April 14, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper What Difference Do New Factor Models Make in Portfolio Allocation?
Frank J. Fabozzi, Dashan Huang and Jiexun Wang
EDHEC Business School, Singapore Management University - Lee Kong Chian School of Business and Independent
Date Posted: March 22, 2016
Last Revised: May 17, 2016
Working Paper Series
255 downloads

Incl. Electronic Paper Bayesian Nonparametric Conditional Copula Estimation of Twin Data
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 8
Luciana Dalla Valle, Fabrizio Leisen and Luca Rossini
University of Milan - Department of Economics, Business and Statistics, University of Kent, Canterbury and Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: March 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Propagation of Endogenous Liquidity Shocks within the Interbank Market
Andrea Eross, Andrew Urquhart and Simon Wolfe
Heriot-Watt University, Southampton Business School and University of Southampton - Southampton Business School
Date Posted: March 19, 2016
Working Paper Series
18 downloads


 

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