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484,509
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JEL Code: C3
945,665 Total downloads
Showing Papers 901 - 950 of 6,209
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Measuring the Natural Yield Curve
National Bank of Poland Working Paper No. 108
Michal Brzoza-Brzezina and
Jacek Kotlowski
National Bank of Poland
and
Warsaw School of Economics, Institute of Econometrics
Date Posted: March 24, 2012
Working Paper Series
19 downloads
Using Global VAR Models for Scenario-Based Forecasting and Policy Analysis
The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (F. di Mauro and M.H. Pesaran eds.), Forthcoming.
Matthew Greenwood-Nimmo
,
Viet Hoang Nguyen and
Yongcheol Shin
University of Melbourne
,
Melbourne Institute of Applied Economic and Social Research
and
University of Leeds - Leeds University Business School - Division of Economics
Date Posted: March 23, 2012
Last Revised: July 14, 2012
Working Paper Series
129 downloads
Haavelmo's Probability Approach and the Cointegrated VAR
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-01
Katarina Juselius
University of Copenhagen - Department of Economics
Date Posted: March 22, 2012
Accepted Paper Series
23 downloads
Market Risk of Developed and Developing Countries During the Global Financial Crisis
Bülent Köksal and
Mehmet Orhan
Ipek University - Department of Economics
and
Fatih University - Department of Economics
Date Posted: March 22, 2012
Working Paper Series
39 downloads
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
On Detection of Volatility Spillovers in Simultaneously Open Stock Markets
Anssi Kohonen
University of Helsinki - Department of Political and Economic Studies
Date Posted: March 21, 2012
Working Paper Series
41 downloads
Pitfalls in Backtesting Historical Simulation VAR Models
Center for Applied Economics and Policy Research Working Paper No. 2012-003
Juan Carlos Escanciano
and
Pei Pei
Indiana University Bloomington - Department of Economics
and
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Date Posted: March 21, 2012
Working Paper Series
182 downloads
Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework
Journal of Applied Econometrics, Forthcoming
Matthew Greenwood-Nimmo
,
Viet Hoang Nguyen and
Yongcheol Shin
University of Melbourne
,
Melbourne Institute of Applied Economic and Social Research
and
University of Leeds - Leeds University Business School - Division of Economics
Date Posted: March 21, 2012
Accepted Paper Series
The Investigation of Relationship between Stock Markets and Maritime Markets
Global Business and Technology Association Conference, 2009
Oral Erdogan
,
Kenan Tata
,
Mehmet Hakan Sengoz
and
Burhan Can Karahasan
Istanbul Bilgi University Department of Business Administration
,
Turkon Holding
,
Istanbul Bilgi University
and
Okan University
Date Posted: March 21, 2012
Last Revised: June 06, 2012
Accepted Paper Series
79 downloads
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Ying Chen
and
Linlin Niu
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
and
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: March 20, 2012
Working Paper Series
76 downloads
Are the Emerging Economies a Threat to the Italian Competitiveness?
QA - Rivista dell'Associazione Rossi-Doria, No. 4, 2011
Pierluigi Montalbano and
Silvia Nenci
Sapienza University of Rome (Italy)
and
University of Rome III - Department of Economics
Date Posted: March 20, 2012
Accepted Paper Series
Energy Efficiency in Transition: Do Market-Oriented Economic Reforms Matter?
USAEE Working Paper
Rabindra Nepal
affiliation not provided to SSRN
Date Posted: March 19, 2012
Last Revised: May 06, 2012
Working Paper Series
72 downloads
Common Drifting Volatility in Large Bayesian VARs
FRB of Cleveland Working Paper No. 12-06
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
,
Federal Reserve Bank of Cleveland
and
European University Institute
Date Posted: March 18, 2012
Accepted Paper Series
7 downloads
Determinants of U.S. Corn and Soybean Yields: Impact of Climate Change and Crop Prices
Haixiao Huang and
Madhu Khanna
University of Illinois - Energy Biosciences Institute
and
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: March 18, 2012
Working Paper Series
114 downloads
Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model
Nima Nooshi
,
Young Shin Kim
,
Svetlozar Rachev
and
Frank J. Fabozzi
Karlsruhe Institute of Technology
,
University of Karlsruhe
,
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
and
EDHEC Business School
Date Posted: March 18, 2012
Working Paper Series
136 downloads
Public and Private Sector Jobs, Unreported Income and Consumption Gap in India: Evidence from Micro-Data
IZA Discussion Paper No. 6404
Saibal Kar
,
Poulomi Roy
and
Sarani Saha
Centre for Studies in Social Sciences, Calcutta
,
Surendra Nath College
and
affiliation not provided to SSRN
Date Posted: March 17, 2012
Working Paper Series
12 downloads
Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk
Sitki Gulten
and
Andrzej Ruszczynski
Rutgers, The State University of New Jersey - Rutgers Business School, Newark & New Brunswick
and
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Date Posted: March 17, 2012
Last Revised: May 05, 2013
Working Paper Series
100 downloads
Controlling the Danger of False Discoveries in Estimating Multiple Treatment Effects
Dan Wunderli
University of Zurich - Department of Eonomics
Date Posted: March 17, 2012
Working Paper Series
15 downloads
Explaining Regional Variation in Equilibrium Real Estate Prices and Income
Journal of Housing Economics, Vol. 21, No. 1, pp. 1-15, 2012
Oliver Bischoff
University of Hamburg
Date Posted: March 17, 2012
Last Revised: March 24, 2012
Accepted Paper Series
Economic Links and Counterparty Risk
Daniele Signori
and
Ramazan Gencay
Simon Fraser University (SFU)
and
Simon Fraser University
Date Posted: March 16, 2012
Last Revised: March 22, 2012
Working Paper Series
76 downloads
Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
DIW Berlin Discussion Paper No. 1195
Helmut Luetkepohl
and
Aleksei Netsunajev
German Institute for Economic Research (DIW Berlin)
and
affiliation not provided to SSRN
Date Posted: March 15, 2012
Working Paper Series
22 downloads
The Balance Sheet Investment - Cashflow and Cross-Section of Stock Returns
Suresh Kumar ,
Jianguo Chen
and
Udomsak Wongchoti
Massey University
,
Massey University - School of Economics and Finance
and
Massey University - School of Economics and Finance
Date Posted: March 15, 2012
Last Revised: February 24, 2013
Working Paper Series
126 downloads
The Dual of the Least-Squares Method
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: March 15, 2012
Working Paper Series
49 downloads
Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas
Mayur Agrawal
,
Debabrata Mohapatra
and
Ilya Pollak
Purdue University
,
Purdue University
and
Purdue University
Date Posted: March 14, 2012
Last Revised: March 24, 2012
Working Paper Series
169 downloads
Event Clustering and Abnormal Returns: Reassessing the Informational Value of Bets
Quaderni DSE Working Paper No. 817
Massimiliano Castellani
,
Pierpaolo Pattitoni
and
Roberto Patuelli
University of Bologna - Department of Economics
,
University of Bologna - Department of Management
and
University of Bologna - Department of Economics
Date Posted: March 14, 2012
Working Paper Series
18 downloads
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
University of Heidelberg, Department of Economics Discussion Paper No. 525
Christian Conrad
,
Karin Loch
and
Daniel Rittler
University of Heidelberg - Faculty of Economics and Social Studies
,
University of Heidelberg - Faculty of Economics and Social Studies
and
University of Heidelberg - Alfred Weber Institute for Economics
Date Posted: March 14, 2012
Working Paper Series
121 downloads
The London 2012 Olympic Games Announcement Effect on London Stock Exchange
Journal of Economic Studies, Forthcoming
Dimitrios Asteriou
,
Aristeidis Samitas
and
Dimitris Kenourgios
Hellenic Open University
,
University of the Aegean
and
University of Athens - Faculty of Economics
Date Posted: March 14, 2012
Accepted Paper Series
Estimating Market Power in the Internet Backbone - Using the Ip Transit Band-X Database
Telecommunications Policy, Vol. 29, No. 4, pp. 269-284, May 2005
Emanuele Giovannetti and
Cristiano Andrea Ristuccia
Institute for International Management Practice, LAIBS, Anglia Ruskin University
and
University of Cambridge - Department of Applied Economics
Date Posted: March 13, 2012
Accepted Paper Series
Foreign and Domestic Growth Drivers in Eastern Europe
Economic Systems, Vol. 35, No. 4, 2011
Enzo Weber
University of Regensburg
Date Posted: March 13, 2012
Accepted Paper Series
Swedish Financial Sector Integration with Baltic Stock Markets - A Cointegration Approach
Paulius Kazukauskas
affiliation not provided to SSRN
Date Posted: March 13, 2012
Working Paper Series
26 downloads
Does Aging Influence Structural Change? Evidence from Panel Data
Economic Systems, Vol. 35, No. 2, 2011
Boriss Siliverstovs
,
Konstantin A. Kholodilin
and
Ulrich Thiessen
KOF Swiss Economic Institute
,
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: March 12, 2012
Accepted Paper Series
Investing in Commodities: Popular Beliefs and Misconceptions
Journal of Asset Management, Vol. 13, No. 2, pp. 77-83, 2012
George S. Skiadopoulos
University of Piraeus
Date Posted: March 12, 2012
Accepted Paper Series
Nonlinear Forecasting Using a Large Number of Predictors
Rivista Italiana degli Economisti, Vol. 1, April 2012
Alessandro Giovannelli
University of Rome II
Date Posted: March 12, 2012
Accepted Paper Series
The Impact of Macro News on Volatility of Stock Exchanges
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: March 11, 2012
Working Paper Series
The Jumps in the Stock Returns: The Evidence from the Polish Stock Market
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: March 11, 2012
Working Paper Series
51 downloads
Cointegrated VARMA Models and Forecasting US Interest Rates
Christian Kascha
and
Carsten Trenkler
affiliation not provided to SSRN
and
University of Mannheim
Date Posted: March 09, 2012
Working Paper Series
32 downloads
Monetary Policy Analysis Based on Lasso-Assisted Vector Autoregression (Lavar)
Jiahan Li
University of Notre Dame
Date Posted: March 08, 2012
Working Paper Series
79 downloads
What Can EMU Countries’ Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?
Deutsche Bundesbank Discussion Paper No. 11/2010
Christoph A. Fischer
and
Niko Dötz
Deutsche Bundesbank
and
Deutsche Bundesbank - Economics Department
Date Posted: March 08, 2012
Working Paper Series
57 downloads
A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and their Implications
Empirical Economics, Vol. 39, No. 3, 2010
Christoph A. Fischer
and
Daniel Porath
Deutsche Bundesbank
and
University of Applied Sciences Mainz
Date Posted: March 07, 2012
Accepted Paper Series
PPP: A Disaggregated View
Applied Financial Economics, Vol. 16, No. 1-2, 2006
Christoph A. Fischer
Deutsche Bundesbank
Date Posted: March 07, 2012
Accepted Paper Series
Does Risk Matter? A Semiparametric Model for Educational Choices in the Presence of Uncertainty
Jacopo Mazza
University of Amsterdam
Date Posted: March 05, 2012
Working Paper Series
32 downloads
Antecedents and Outcomes of Decision Speed in Different Environmental Contexts
Academy of Management Journal, Vol. 34, No. 2, pp. 449-463, 1991
William Q. Judge Jr.
and
Alex Miller
Old Dominion University
and
affiliation not provided to SSRN
Date Posted: March 04, 2012
Accepted Paper Series
14 downloads
Convergence and Cointegration
Alfredo García-Hiernaux and
David E. Guerrero
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics)
and
Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: March 04, 2012
Last Revised: November 14, 2012
Working Paper Series
41 downloads
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
Paulo Rodrigues
,
Claudia Schwarz
and
Norman Seeger
Maastricht University - Department of Finance
,
Goethe University Frankfurt
and
VU University Amsterdam
Date Posted: March 04, 2012
Last Revised: January 25, 2013
Working Paper Series
78 downloads
Less Income Inequality and More Growth – Are They Compatible?: Part 1: Mapping Income Inequality Across the OECD
OECD Working Paper No. 924
Peter Hoeller
,
Isabelle Joumard ,
Debra Bloch
and
Mauro Pisu
Organization for Economic Co-Operation and Development (OECD)
,
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
,
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
and
OECD
Date Posted: March 04, 2012
Working Paper Series
151 downloads
Revisiting the Out-of-Sample Exchange Rate Predictability in the Monetary Model
Hsiu-Hsin Ko
affiliation not provided to SSRN
Date Posted: March 04, 2012
Working Paper Series
9 downloads
Day of the Week Effect on VIX: A Parsimonious Representation
Maria T. Gonzalez-Perez
and
David E. Guerrero
Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF)
and
Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: March 03, 2012
Last Revised: April 13, 2012
Working Paper Series
178 downloads
Banknote Printing at Modern Central Banking: Trends, Costs, and Efficiency
Money Affairs, Vol. 21, No. 2, pp. 217-262, 2008, Borradores de Economia Working Paper No. 476
Jorge E. Galán and
Miguel Sarmiento
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
and
Banco de la República
Date Posted: March 02, 2012
Accepted Paper Series
38 downloads
Bootstrap Joint Prediction Regions
University of Zurich Department of Economics Working Paper No. 64
Michael Wolf
and
Dan Wunderli
University of Zurich - Department of Economics Library
and
University of Zurich - Department of Eonomics
Date Posted: March 01, 2012
Last Revised: May 08, 2013
Working Paper Series
36 downloads
Endogenous Product Choice: A Progress Report
CEPR Discussion Paper No. DP8862
George S. Crawford
University of Warwick
Date Posted: March 01, 2012
Working Paper Series
1 downloads
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