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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 565,604
Full Text Papers: 467,773
Authors: 262,275
Papers Received in
  Last 12 months:
63,692

Paper Downloads:
To date: 78,625,475
Last 12 months: 9,704,870
Last 30 days: 757,610

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Papers with
  Resolved
  References:
263,937
Total References: 9,064,481
Papers with Cites: 243,212
Total Citation
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6,006,875
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: C11
302,116 Total downloads
Showing Papers 951 - 1,000 of 1,418
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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
1 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
3 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
1 downloads

Incl. Electronic Paper Milton Friedman: A Bayesian?
Gerald P. Dwyer
Clemson University
Date Posted: September 07, 2014
Working Paper Series
6 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
10 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
3 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
7 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
5 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
4 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 04, 2014
Working Paper Series
4 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
6 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
12 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
2 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
6 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: August 16, 2014
Working Paper Series
2 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
10 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
7 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
11 downloads

Incl. Electronic Paper Risk Premiums in a Multi-Factor Jump-Diffusion Model for the Joint Dynamics of Equity Options and Their Underlying
Robert Huitema and Bas Peeters
University of Zurich - Department of Banking and Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 13, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Risk Parity Versus Mean-Variance: It's All in the Views
Daniel Haesen , Winfried G. Hallerbach , Thijs D. Markwat and Roderick Molenaar
Robeco Asset Management, Quantitative Strategies , Robeco Asset Management, Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: August 12, 2014
Working Paper Series
552 downloads

Incl. Electronic Paper Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis
ECB Working Paper No. 1710
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Date Posted: August 12, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Measures of Cognitive Distance and Diversity
Johannes Andreas Castner
Columbia University
Date Posted: August 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Heterogeneous Effects of Risk-Taking on Bank Efficiency: A Stochastic Frontier Model with Random Coefficients
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: August 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Bayesian Exploratory Factor Analysis
IZA Discussion Paper No. 8338
Gabriella Conti , Sylvia Fruhwirth-Schnatter , James J. Heckman and Remi Piatek
University of Chicago , Johannes Kepler University - Department of Applied Statistics and Econometrics , University of Chicago - Department of Economics and University of Chicago
Date Posted: August 02, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Higher Order Beliefs and the Dynamics of Exchange Rates
Quaderni - Working Paper DSE N° 957,
Francesca Pancotto , Giuseppe Pignataro and Davide Raggi
Department of Communication and Economics , University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: August 02, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
512 downloads

Incl. Electronic Paper Multiperiod Portfolio Selection and Bayesian Dynamic Models
Petter N. Kolm and Gordon Ritter
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: July 28, 2014
Working Paper Series
171 downloads

Incl. Electronic Paper Panacea for International Labor Market Failures? Bilateral Labor Agreements and Labor Mobility
APSA 2014 Annual Meeting Paper
Steven Liao
University of Virginia
Date Posted: July 28, 2014
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Self‐Assessed Social Position and Poverty
Review of Income and Wealth, Vol. 60, Issue 3, pp. 571-595, 2014
Hikaru Hasegawa and Kazuhiro Ueda
Hokkaido University - Graduate School of Economics & Business Administration and University of Tokyo
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
102 downloads

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
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: July 26, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Industry Costs of Equity: Incorporating Prior Information
Ping McLemore
University of Arizona - Department of Finance
Date Posted: July 24, 2014
Last Revised: August 02, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Stochastic Volatility Models for the European Electricity Markets: Forecasting and Extracting Conditional Moments for Option Pricing and Implied Market Risk Premiums
USAEE Working Paper No. 14-169
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: July 19, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
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 12, 2014
Last Revised: July 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
IZA Discussion Paper No. 8301
Sarah Brown , Pulak Ghosh and Karl Taylor V
University of Leicester - Department of Economics , Indian Institute of Management (IIMB), Bangalore and University of Sheffield - Department of Economics
Date Posted: July 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Evaluating Endogenous Program Interventions with Heterogeneous Treatment Intensity Using Bayesian Potential Outcomes Approach
Andinet Woldemichael , Degnet Abebaw and Assefa Admassie
Georgia State University - Department of Economics , Ethiopian Economics Association/Ethiopian Economic Policy Research Institute and Ethiopian Economics Association/Ethiopian Economic Policy Research Institute
Date Posted: July 06, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Melting Down: Systemic Financial Instability and the Macroeconomy
Philipp Hartmann , Kirstin Hubrich , Manfred Kremer and Robert J. Tetlow
European Central Bank (ECB) , European Central Bank - Research Department , European Central Bank (ECB) and Federal Reserve Board
Date Posted: July 06, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Effect of Broker-Dealers to Macroeconomic Variables – The Role of Broker-Dealers in a TVP VAR Setting
Attila Acs
Independent
Date Posted: June 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Interpretations of Regularization for Models with Many Predictors: An Introduction for Management Researchers
Seth M. Spain , Kristin L. Sotak and P. D. Harms
State University of New York at Binghamton - School of Management , State University of New York (SUNY) at Binghamton - School of Management and University of Nebraska at Lincoln
Date Posted: June 29, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Respect for Experts or Respect for Unanimity? The Liberal Paradox in Probabilistic Opinion Pooling
Institute of Mathematical Economics Working Paper No. 513
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics
Date Posted: June 26, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
Swiss Finance Institute Research Paper No. 14-42
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: June 25, 2014
Last Revised: July 28, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper A Tool for Distributed Meta-Analysis
James A Rising and Solomon M. Hsiang
Columbia University - School of International & Public Affairs (SIPA) and University of California, Berkeley
Date Posted: June 24, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Asset-Pricing Anomalies at the Firm Level
Journal of Econometrics, Forthcoming
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Date Posted: June 18, 2014
Accepted Paper Series
62 downloads

Incl. Electronic Paper A Spatial Analysis of the Effect of Foreign Aid in Conflict Areas
Stijn van Weezel
University of London, Royal Holloway College - Department of Economics
Date Posted: June 17, 2014
Last Revised: September 02, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Time Varying Forecasting Performance of the Federal Reserve
Ozan Eksi and Bedri Kamil Onur Tas
Independent and TOBB University of Economics and Technology - Department of Economics
Date Posted: June 13, 2014
Last Revised: June 16, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets
Monica Billio , Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: June 10, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: June 05, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Dynamic Credit Investment in Partially Observed Markets
Finance Stochastics, Forthcoming
Agostino Capponi , Jose E. Figueroa-Lopez and Andrea Pascucci
Johns Hopkins University - Department of Applied Mathematics and Statistics , Purdue University and University of Bologna - Department of Mathematics
Date Posted: June 02, 2014
Accepted Paper Series
21 downloads

Incl. Fee Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
CEPR Discussion Paper No. DP9931
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: June 02, 2014
Working Paper Series

Incl. Electronic Paper A Predictive System with Heteroscedastic Expected Returns and Economic Constraints
Maxime Bonelli and Daniel Mantilla-Garcia
Inria research centre Sophia Antipolis – Méditerranée and Koris International
Date Posted: May 25, 2014
Last Revised: July 16, 2014
Working Paper Series
81 downloads


 

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