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SSRN eLibrary Search Results
JEL Code: C5
1,401,488 Total downloads
Showing Papers 921 - 970 of 7,036
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Incl. Electronic Paper Investment in Fixed Broadband Networks and Access Regulation in Developed and Developing Countries: Panel Data Applications
Inès Ben Dkhil
University of Sousse/Tunisia Faculty of Management and Economic Sciences of Sousse LAMIDED
Date Posted: October 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns
Xun Gong and Melissa Lin
Tinbergen Institute and Erasmus University Rotterdam
Date Posted: October 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Does Mixed Frequency Vector Error Correction Model Add Relevant Information to Exchange Misalignment Calculus? Evidence for United States
Emerson Fernandes Marçal , Beatrice Zimmermann , Diogo de Prince and Giovanni Tondin Merlin
Sao Paulo School of Economics - FGV , Escola de Economia de Sao Paolo (EESP FGV) , Escola de Economia de Sao Paolo (EESP FGV) and Escola de Economia de Sao Paolo (EESP FGV)
Date Posted: October 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got to Do with It?
Elena Andreou and Eric Ghysels
University of Cyprus - Department of Economics and University of North Carolina Kenan-Flagler Business School
Date Posted: October 16, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Outlier Detection Algorithms for Least Squares Time Series Regression
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Department of Economics
Date Posted: October 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers
Bernardina Algieri and Matthias Kalkuhl
University of Calabria - Department of Economics and Statistics and University of Bonn - Center for Development Research (ZEF)
Date Posted: October 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Volatility is Rough
Jim Gatheral , Thibault Jaisson and Mathieu Rosenbaum
Baruch College, CUNY , Ecole Polytechnique, Paris and Université Paris VI Pierre et Marie Curie
Date Posted: October 15, 2014
Working Paper Series
67 downloads

Incl. Electronic Paper Identification of DSGE Models - The Effect of Higher-Order Approximation and Pruning
Willi Mutschler
University of Muenster - Center for Quantitative Economics (CQE)
Date Posted: October 15, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Netspar Discussion Paper No. 10/2014-043
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 14, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Economic Theory and Forecasting: Lessons from the Literature
CEPR Discussion Paper No. DP10201
Raffaella Giacomini
University of California, Los Angeles - Department of Economics
Date Posted: October 14, 2014
Working Paper Series

Incl. Electronic Paper Rural Household Head Employment Status and Remittance Inflows from Italy
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 9
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: October 14, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Optimal Hedging with the Cointegrated Vector Autoregressive Model
Lukasz T. Gatarek and Soren Johansen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Copenhagen - Department of Economics
Date Posted: October 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Net Indirect Taxes and the Sectoral Structure of Economy
2014 IIOA Conference, Lisbon - Portugal (15-18th July 2014)
Emilian Dobrescu
National Institute of Economic Research
Date Posted: October 13, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Short-Term Financial Forecasting Using ANN Adaptive Predictors in Cascade
Int. J. Process Management and Benchmarking, Vol. 4, No. 4, 2014, 376-405
Emilian Dobrescu , Dumitru Iulian Năstac and Elena Pelinescu
National Institute of Economic Research , Polytechnic University of Bucharest and Institute for Economic Forecasting
Date Posted: October 13, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Modelling and Forecasting the Realized Range Conditional Quantiles
Giovanni Bonaccolto and Massimiliano Caporin
University of Padua - Department of Statistical Sciences and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: October 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Are the Economies of Canada and the United States Integrated? Evidence from Cointegration Analysis
Hari S. Luitel , Gerry J. Mahar , Krishna , Daniel J. Friyia and Brandon Mackinnon
Algoma University , Algoma University , Algoma University , Algoma University and Algoma University
Date Posted: October 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Consumption-Based Asset Pricing with Rare Disaster Risk
CFS Working Paper No. 480
Joachim Grammig and Jantje Soenksen
Eberhard Karls Universitaet Tübingen and University of Tuebingen
Date Posted: October 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Give Me Strong Moments and Time: Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models
CFS Working Paper No. 479
Joachim Grammig and Eva-Maria Schaub
Eberhard Karls Universitaet Tübingen and Eberhard Karls Universitaet Tuebingen
Date Posted: October 11, 2014
Working Paper Series
7 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
3 downloads

Incl. Electronic Paper Forecasting Business Surveys Indicators: Neural Networks vs. Time Series Models
Regional Quantitative Analysis Research Group (AQR) Working Paper 2013/12
Oscar Claveria and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA) and University of Barcelona - Riskcenter-IREA
Date Posted: October 10, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Multivariate Neural Network Approach to Tourism Demand Forecasting
Regional Quantitative Analysis Research Group (AQR) Working Paper 2014/10
Oscar Claveria , Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA) , Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: October 10, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Tourism Demand Forecasting with Different Neural Networks Models
Regional Quantitative Analysis Research Group (AQR) Working Paper 2013/13
Oscar Claveria , Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA) , Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: October 10, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Great Mortgaging: Housing Finance, Crises, and Business Cycles
CESifo Working Paper Series No. 4993
Òscar Jordà , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of Virginia (UVA) - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
CFS Working Paper, No. 477
Markus Bibinger , Nikolaus Hautsch , Peter Malec and Markus Reiss
Humboldt University of Berlin , University of Vienna - Department of Statistics and Operations Research , University of Cambridge - Faculty of Economics and Humboldt University of Berlin
Date Posted: October 09, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Completed Fertility Effects of Family Policy Measures: Evidence from a Life-Cycle Model
ZEW - Centre for European Economic Research Discussion Paper No. 14-068
Raphael Abiry , Karsten Reuß and Holger Stichnoth
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Centre for European Economic Research (ZEW)
Date Posted: October 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Short-Run Fertility Effects of Parental Leave Benefits: Evidence from a Structural Model
ZEW - Centre for European Economic Research Discussion Paper No. 14-069
Holger Stichnoth
Centre for European Economic Research (ZEW)
Date Posted: October 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Time-Varying Persistence in US Inflation
Massimiliano Caporin and Rangan Gupta
University of Padova - Department of Economics and Management "Marco Fanno" and University of Pretoria - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Realized Networks
Christian T. Brownlees , Eulalia Nualart and Yucheng Sun
Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Universitat Pompeu Fabra - Department of Economics and Business
Date Posted: October 09, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Forecast Combination, Non-Linear Dynamics, and the Macroeconomy
Christopher G. Gibbs
UNSW Australia
Date Posted: October 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Spillover Effects of Credit Demand and Supply Shocks in the EU Countries: Evidence from a Structural GVAR
Heinrich Kick
European Central Bank (ECB)
Date Posted: October 08, 2014
Working Paper Series
8 downloads

Testing Term Structure Estimation Methods
FRB Atlanta Working Paper 96-12a
Robert R. Bliss
Wake Forest University - Schools of Business
Date Posted: October 08, 2014
Working Paper Series

Incl. Electronic Paper Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
José Da Fonseca and Riadh Zaatour
Auckland University of Technology - Faculty of Business & Law and Ecole Centrale Paris
Date Posted: October 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
Markus Bibinger , Nikolaus Hautsch , Peter Malec and Markus Reiss
Humboldt University of Berlin , University of Vienna - Department of Statistics and Operations Research , University of Cambridge - Faculty of Economics and Humboldt University of Berlin
Date Posted: October 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
PIER Working Paper No. 14-034
Marco Del Negro , Raiden Hasegawa and Frank Schorfheide
Federal Reserve Bank of New York , Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Date Posted: October 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Financial Sector Tail Risk and Real Economic Activity: Evidence from the Option Market
Michael Neumann
Queen Mary, University of London - School of Economics and Finance
Date Posted: October 07, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
PIER Working Paper No. 14-035
S. Boragan Aruoba , Pablo Cuba Borda and Frank Schorfheide
University of Maryland - Department of Economics , University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: October 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Changing Patterns in the Dependence of Long-Term Rates between Poland and Major Financial Centres
BIS Paper No. 78r
Michał Adam , Witold Koziński and Michal Markun
National Bank of Poland , National Bank of Poland and National Bank of Poland
Date Posted: October 07, 2014
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Can We Automate Earnings Forecasts and Beat Analysts?
CEPR Discussion Paper No. DP10186
Ryan T. Ball , Eric Ghysels and Huan Zhou
The Stephen M. Ross School of Business at the University of Michigan , University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill
Date Posted: October 06, 2014
Working Paper Series

Incl. Electronic Paper Inflation Forecasts in Asia and the Pacific: Performance, Disagreement and Spillovers
BIS Paper No. 77a
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Date Posted: October 06, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Remittance Micro Determinants and Socioeconomic Impacts: A Household Unit Analysis of Gender Behaviour of Rural Household Head in Bangladesh
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 7
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: October 04, 2014
Last Revised: October 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Legal Status, Remittances and Socio-Economic Impacts on Rural Household in Bangladesh: An Empirical Study of Bangladeshi Migrants in Italy.
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: October 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating Conditional Forecasts from Vector Autoregressions
FRB of Cleveland Working Paper No. 14-13
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Systemic Risk Spillovers in the European Banking and Sovereign Network
CFS Working Paper, No. 467
Frank Betz , Nikolaus Hautsch , Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank , University of Vienna - Department of Statistics and Operations Research , European Central Bank (ECB) and Leibniz University Hannover
Date Posted: October 04, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Modeling Exchange Rate Volatility Using Realized GARCH
Junyue Xu , Shivesh Gupta , Heng Lu and Hangying Yu
University of California, Berkeley - Haas School of Business , University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Haas School of Business
Date Posted: October 03, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper News and Monetary Shocks at a High Frequency: A Simple Approach
IMF Working Paper No. 14/167
Troy Matheson and Emil Stavrev
Government of New Zealand - Department of Economics and International Monetary Fund (IMF)
Date Posted: October 03, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Is Consumer Confidence an Indicator of JSE Performance?
Contemporary Economics, Vol. 8, No. 3, pp. 257-274, 2014
Kamini Solanki and Yudhvir Seetharam
University of the Witwatersrand and University of the Witwatersrand - School of Economics and Business Sciences
Date Posted: October 02, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500
Massimiliano Caporin , Luca Corazzini and Michele Costola
University of Padova - Department of Economics and Management "Marco Fanno" , University of Padua - Department of Economics and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: October 02, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper A Computational Implementation of GMM
Jiti Gao and Han Hong
Monash University - Department of Econometrics & Business Statistics and Stanford University - Department of Economics
Date Posted: October 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Systemic Risk Spillovers in the European Banking and Sovereign Network
Franz Betz , Nikolaus Hautsch , Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank , University of Vienna - Department of Statistics and Operations Research , European Central Bank (ECB) and Leibniz University Hannover
Date Posted: October 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
Nikolaus Hautsch , Ostap Okhrin and Alexander Ristig
University of Vienna - Department of Statistics and Operations Research , Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Date Posted: October 01, 2014
Working Paper Series
4 downloads


 

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