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SSRN eLibrary Statistics:

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Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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  Last 12 months:
68,898

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To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C32
450,749 Total downloads
Showing Papers 881 - 930 of 3,071
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Estimation of Stochastic Volatility Models for the Purpose of Option Pricing
Proceedings of the Sixth International Conference on Computational Finance, Leonard N. Stern School of Business, January 6-8, 1999
Mikhail Chernov and Eric Ghysels
London School of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: April 07, 1999
Accepted Paper Series

Incl. Electronic Paper Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series
UCSD Economics Working Paper No. 2003-06
Yixiao Sun
University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 16, 2003
Working Paper Series
68 downloads

Incl. Fee Electronic Paper Estimation of Vector Error Correction Models with Mixed‐Frequency Data
Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 194-205, 2013
Byeongchan Seong , Sung K. Ahn and Peter A. Zadrozny
Chung-Ang University , affiliation not provided to SSRN and U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: February 22, 2013
Accepted Paper Series

Incl. Electronic Paper Estimation of Weights for the Monetary Conditions Index in Poland
Warsaw School of Economics Department of Applied Econometrics Working Paper Series
Andrzej Torój
National Bank of Poland
Date Posted: June 21, 2008
Working Paper Series
112 downloads

Incl. Electronic Paper EU ETS Market Interactions: A Multiple Hypothesis Testing Approach
Mark Cummins
Dublin City University Business School
Date Posted: October 14, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper EU-ETS and Nordic Electricity: A CVAR Approach
RFF Discussion Paper No. 08-31
Harrison G. Fell
Resources for the Future
Date Posted: September 24, 2008
Last Revised: November 09, 2008
Working Paper Series
116 downloads

Incl. Electronic Paper Euro Area Inflation: Long-Run Determinants and Short-Run Dynamics
ISAE Working Paper No. 60
Melisso Boschi and Alessandro Girardi
University of Rome 3 and National Institute of Statistics (ISTAT)
Date Posted: April 18, 2005
Working Paper Series
153 downloads

Incl. Electronic Paper Euro Area Money Demand Measuring the Opportunity Costs Appropriately
IMF Working Paper No. 01/179
Alessandro Calza , Dieter Gerdesmeier and Joaquim Levy
European Central Bank (ECB) , European Central Bank (ECB) and Ministry of Finance, Brazil (on leave)
Date Posted: February 03, 2006
Working Paper Series
123 downloads

Incl. Electronic Paper Euro Area Money Demand: Empirical Evidence on the Role of Equity and Labour Markets
ECB Working Paper No. 1086
Gabe De Bondt
European Central Bank (ECB)
Date Posted: September 05, 2009
Working Paper Series
32 downloads

Incl. Electronic Paper Euro Money Market Spreads During the 2007-? Financial Crisis
ECB Working Paper No. 1437
Nuno Cassola and Claudio Morana
European Central Bank (ECB) and Università di Milano Bicocca
Date Posted: July 09, 2012
Working Paper Series
44 downloads

Euro Money Market Spreads During the 2007-? Financial Crisis
Journal of Empirical Finance, 2012, 19, 548-557.
Nuno Cassola and Claudio Morana
European Central Bank (ECB) and Università di Milano Bicocca
Date Posted: May 12, 2010
Last Revised: August 29, 2012
Accepted Paper Series

Incl. Electronic Paper European Asset Swap Spreads and the Credit Crisis
Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 08, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper European Securitization: A Garch Model of CDO, MBS and Pfandbrief Spreads
Journal of Structured Finance, Vol. 12, No. 1, pp. 55-80, J.W. Goethe Universitaet Frankfurt am Main Finance Working Paper No. 121
Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 13, 2005
Accepted Paper Series
1209 downloads

Incl. Electronic Paper European Stock Market Integration: Does EMU Matter?
Jian Yang , Insik Min and Qi Li
University of Colorado Denver - The Business School , Texas A&M University and Texas A&M University (TAMU) - Department of Economics
Date Posted: April 26, 2005
Working Paper Series
285 downloads

Incl. Electronic Paper European Union Enlargement. Effects on the Spanish Economy
"la Caixa" Economic Studies Series No. 27
Carmela Martín González , Jose A. Herce , Simón Sosvilla Rivero and Francisco J. Velázquez
Universidad Complutense de Madrid (UCM) - European Economy Group (EEG) , Grupo AFI , Complutense University of Madrid and Universidad Complutense de Madrid (UCM) - European Economy Group (EEG)
Date Posted: October 28, 2002
Working Paper Series
1478 downloads

Incl. Electronic Paper European Yield Differentials and Basis Risk: A Hedging Perspective
EFA 2005 Moscow Meetings Paper
Yiu Chung Cheung and Frank de Jong
affiliation not provided to SSRN and Tilburg University - Department of Finance
Date Posted: October 07, 2004
Working Paper Series
228 downloads

Incl. Electronic Paper Evaluating a Global Vector Autoregression for Forecasting
FRB International Finance Discussion Paper No. 1056
Neil R. Ericsson and Erica Leigh Reisman
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and Government of the United States of America - Division of International Finance (IFDP)
Date Posted: December 06, 2012
Working Paper Series
13 downloads

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach
The Manchester School, Forthcoming
Kostas Mouratidis , Dimitris Kenourgios , Aristeidis Samitas and Dimitrios Vougas
The Sheffield University - Department of Economics , University of Athens - Faculty of Economics , University of the Aegean and University of Wales System - Department of Economics
Date Posted: October 21, 2010
Last Revised: February 09, 2011
Accepted Paper Series

Incl. Electronic Paper Evaluating DSGE Model Forecasts of Comovements
FEDS Working Paper No. 2012-11
Frank Schorfheide and Edward Herbst
University of Pennsylvania - Department of Economics and University of Pennsylvania
Date Posted: May 04, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Evaluating DSGE Model Forecasts of Comovements
FRB of Philadelphia Working Paper No. 11-5
Edward Herbst and Frank Schorfheide
University of Pennsylvania and University of Pennsylvania - Department of Economics
Date Posted: January 21, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Evaluating New Keynesian Phillips Curve Under Var-Based Learning
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-33
Luca Fanelli
Universita di Bologna
Date Posted: December 18, 2010
Accepted Paper Series
17 downloads

Incl. Electronic Paper Evaluating Predictors within a Present-Value Framework
Jhe Yun
affiliation not provided to SSRN
Date Posted: February 29, 2012
Last Revised: June 23, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Evaluating the Accuracy of Forecasts from Vector Autoregressions
FRB of St. Louis Working Paper No. 2013-010A
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: March 01, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Evaluating the Effects of Working Hours on Employment and Wages
University of Naples Parthenope Economics Working Paper No. 11-04
Carlo Altavilla , Antonio Garofalo and Concetto Paolo Vinci
University of Naples Parthenope , University of Naples Federico II and University of Naples Federico II
Date Posted: December 06, 2004
Working Paper Series
128 downloads

Incl. Electronic Paper Evaluating the Fiscal Policy Effects in Brazil Using Agnostic Identification
Mario Jorge Cardoso Mendonca , Luis Medrano and Adolfo Sachsida
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC) , IPEA and Catholic University of Brasilia
Date Posted: October 29, 2008
Working Paper Series
71 downloads

Incl. Electronic Paper Evaluating the German Inventory Cycle - Using Data from the Ifo Business Survey
CESifo Working Paper Series No. 1202
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Date Posted: June 09, 2004
Working Paper Series
84 downloads

Incl. Electronic Paper Evaluating the New Keynesian Phillips Curve Under Var-Based Learning
Economics Discussion Paper No. 2008-15
Luca Fanelli
Universita di Bologna
Date Posted: December 13, 2010
Working Paper Series
13 downloads

Incl. Electronic Paper Evaluation of Panel Data Models: Some Suggestions from Time Series
Discussion Paper 97-10
Clive W. J. Granger and Ling-Ling Huang
University of California, San Diego (UCSD) - Department of Economics and University of California at San Diego
Date Posted: January 12, 1998
Working Paper Series
849 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask
European Journal of Finance, Forthcoming
Petr Geraskin
National Research University Higher School of Economics
Date Posted: February 01, 2011
Accepted Paper Series
941 downloads

Incl. Electronic Paper Evidence and Ideology in Macroeconomics: The Case of Investment Cycles
Claude Hillinger
Independent
Date Posted: October 04, 2005
Working Paper Series
130 downloads

Evidence for Chaotic Dependence between US Inflation and Commodity Prices
Journal of Macroeconomics, Vol. 28, No. 1, 2006
Catherine Kyrtsou and Walter C. Labys
University of Macedonia - Department of Economics and West Virginia University - Department of Agricultural and Resource Economics
Date Posted: June 24, 2007
Accepted Paper Series

Incl. Electronic Paper Evidence on a DSGE Business Cycle Model Subject to Neutral and Investment-Specific Technology Shocks Using Bayesian Model Averaging
CAMA Working Paper No. 3/2012
Rodney W. Strachan and H. K. van Dijk
Australian National University (ANU) - Research School of Economics and Tinbergen Institute
Date Posted: February 13, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks Using Bayesian Model Averaging
Tinbergen Institute Discussion Paper 10-050/4
Rodney W. Strachan and H. K. van Dijk
Australian National University (ANU) - Research School of Economics and Tinbergen Institute
Date Posted: May 31, 2010
Working Paper Series
16 downloads

Incl. Electronic Paper Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
Tinbergen Institute Discussion Paper No. 12-025/4
Rodney W. Strachan and H. K. van Dijk
Australian National University (ANU) - Research School of Economics and Tinbergen Institute
Date Posted: March 21, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Evidence on the Relationship between Housing and Consumption in the US: A State-Level Analysis
Journal of Money, Credit, and Banking, Forthcoming
Chadi S. Abdallah and William D. Lastrapes
Miami University - Farmer School of Business - Department of Economics and University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics
Date Posted: August 10, 2010
Last Revised: March 08, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper Evidence Uncovered: Long-Term Interest Rates, Monetary Policy, and the Expectations Theory
FRB International Finance Discussion Paper No. 712
Jennifer E. Roush
Federal Reserve Board - Division of Monetary Affairs
Date Posted: November 06, 2001
Working Paper Series
175 downloads

Incl. Electronic Paper Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union
Journal of Banking and Finance, Vol. 30, No. 5, pp. 1507-1534, 2006
Suk-Joong Kim , Fariborz Moshirian and Eliza Wu
University of Sydney - Discipline of Finance , The University of New South Wales - The Australian School of Business and University of Technology, Sydney - UTS Business School
Date Posted: February 21, 2005
Accepted Paper Series
464 downloads

Incl. Electronic Paper Evolutionary Computational Approach in TAR Model Estimation
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26/WP/2011
Francesca Parpinel and Claudio Pizzi
Ca Foscari University of Venice and Ca Foscari University of Venice
Date Posted: January 26, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper Exact Rational Expectations, Cointegration, and Reduced Rank Regression
CREATES Research Paper No. 2007-41
Soren Johansen and Anders Rygh Swensen
University of Copenhagen - Department of Economics and University of Oslo - Department of Mathematics
Date Posted: June 24, 2008
Working Paper Series
34 downloads

Incl. Electronic Paper Examining the Nelson-Siegel Class of Term Structure Models: In-Sample Fit versus Out-of-Sample Forecasting Performance
Michiel De Pooter
Federal Reserve Board
Date Posted: June 12, 2007
Last Revised: October 20, 2007
Working Paper Series
842 downloads

Incl. Electronic Paper Excess Stock Return Comovements and the Role of Investor Sentiment
Bart Frijns and Willem F. C. Verschoor
Auckland University of Technology - Faculty of Business & Law and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 08, 2011
Last Revised: August 19, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper Exchange Pass-Through in Ghana
Siaw Frimpong and Anokye M. Adam
University of Cape Coast - School of Business and University of Cape Coast - School of Business
Date Posted: April 10, 2010
Working Paper Series
32 downloads

Exchange Rate Anomalies in the Industrial Countries: A Solution with a Structural VAR Approach
Journal of Monetary Economics, Vol. 45, Issue 3, June 2000
Soyoung Kim and Nouriel Roubini
affiliation not provided to SSRN and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: January 12, 2001
Accepted Paper Series

Exchange Rate Dynamics in Indonesia: 1980-1998
Journal of Asian Economics, Vol. 13, pp. 545-63, 2002
Sweta C. Saxena
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 23, 2004
Accepted Paper Series

Incl. Electronic Paper Exchange Rate Dynamics, Expectations, and Monetary Policy
Qianying Chen
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: May 23, 2011
Last Revised: June 12, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper Exchange Rate Pass Through to Prices in Maldives
IMF Working Paper No. 12/126
Iyabo Masha and Chanho Park
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: August 09, 2012
Working Paper Series
28 downloads

Incl. Fee Electronic Paper Exchange Rate Pass-Through and Monetary Policy in South Africa
CEPR Discussion Paper No. DP8153
Janine Aron , Greg Farrell , John Muellbauer and Peter J. N. Sinclair
University of Oxford - Department of Economics , affiliation not provided to SSRN , University of Oxford - Department of Economics and University of Birmingham - Department of Economics
Date Posted: January 18, 2011
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Exchange Rate Pass-through in Candidate Countries
CEPR Discussion Paper No. 3894
Fabrizio Coricelli , Bostjan Jazbec and Igor Masten
Université Paris I Panthéon-Sorbonne , University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: June 02, 2003
Working Paper Series
17 downloads

Incl. Electronic Paper Exchange Rate Pass-Through in Emerging Markets
ECB Working Paper No. 739
Michele Ca'Zorzi , Elke Hahn and Marcelo Sanchez
European Central Bank (ECB) , ifo Institue fur Wirtschaftsforschung and European Central Bank (ECB)
Date Posted: April 11, 2007
Working Paper Series
480 downloads

Incl. Electronic Paper Exchange Rate Pass-Through in Romania
IMF Working Paper No. 03/130
Nikolay Gueorguiev
International Monetary Fund (IMF)
Date Posted: January 30, 2006
Working Paper Series
99 downloads


 

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