Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 741,545
Full Text Papers: 625,524
Authors: 343,692
Papers Received in
  Last 12 months:
64,548

Paper Downloads:
To date: 113,717,686
Last 12 months: 13,398,503
Last 30 days: 932,640

CiteReader:  What's this?
Papers with
  Resolved
  References:
320,264
Total References: 9,114,916
Papers with Cites: 248,323
Total Citation
  Links:
5,992,958
Papers with
  Resolved
  Footnotes:
93,260
Total Footnotes: 9,038,289


SSRN eLibrary Search Results
Econometric Modeling: Forecasting eJournal
118,039 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 1,337
Sort By
1 2 3 4 ... 27 | Next >
   

Incl. Electronic Paper The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
Periklis Gogas, Theophilos Papadimitriou, Vasilios Plakandaras and Rangan Gupta
Democritus University of Thrace - Department of Economics, Democritus University of Thrace, Democritus University of Thrace and University of Pretoria - Department of Economics
Date Posted: June 22, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Multi-Horizon Forecast Comparison
Rogier Quaedvlieg
Erasmus University Rotterdam (EUR) - Department of Business Economics
Date Posted: June 03, 2017
Last Revised: June 10, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Riding the Energy Transition: Oil Beyond 2040
IMF Working Paper No. 17/120
Reda Cherif, Fuad Hasanov and Aditya Pande
International Monetary Fund (IMF), International Monetary Fund and Georgetown University
Date Posted: June 02, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle
CESifo Working Paper Series No. 6457
Kai Carstensen, Markus Heinrich, Magnus Reif and Maik H. Wolters
University of Kiel - Institute of Statistics and Econometrics, University of Kiel, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and University of Jena
Date Posted: June 02, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Growth Expectations, Undue Optimism, and Short-Run Fluctuations
Bundesbank Discussion Paper No. 11/2017
Zeno Enders, Michael Kleemann and Gernot J. Müller
University of Heidelberg, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and University of Tuebingen - Department of Economics
Date Posted: June 02, 2017
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Pricemax
Darden Case No. UVA-QA-0748
Kenneth C. Lichtendahl Jr. and Yael Grushka-Cockayne
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Date Posted: June 02, 2017
Working Paper Series

Incl. Electronic Paper Forecasting with Many Predictors Using Message Passing Algorithms
Dimitris Korobilis
University of Essex - Essex Business School
Date Posted: June 01, 2017
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Time Series Forecasting
Darden Case No. UVA-QA-0438
Samuel E. Bodily
University of Virginia - Darden School of Business
Date Posted: June 01, 2017
Working Paper Series

Incl. Electronic Paper Aggregating the Panel of Daily Textual Sentiment for Sparse Forecasting of Economic Growth
David Ardia, Keven Bluteau and Kris Boudt
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students and Vrije Universiteit Brussel (VUB)
Date Posted: May 30, 2017
Working Paper Series
75 downloads

Incl. Electronic Paper Backtesting Distributional Forecasts in Counterparty Risk II: Empirical Results for Long Horizon Testing
Hany Farag and Minyao Zhou
CIBC and McMaster University, Faculty of Science, Department of Mathematics and Statistics, Students
Date Posted: May 28, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper Forecasting the Real Price of Oil - Time-Variation and Forecast Combination
Christoph Funk
University of Giessen - Department of Economics
Date Posted: May 27, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based Expectations
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: May 25, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Automated Earnings Forecasts: Beat Analysts or Combine and Conquer?
Management Science, Forthcoming
Ryan T. Ball and Eric Ghysels
The Stephen M. Ross School of Business at the University of Michigan and University of North Carolina Kenan-Flagler Business School
Date Posted: May 23, 2017
Accepted Paper Series
93 downloads

Incl. Electronic Paper Un Modelo de Predicción de Crisis Financieras en los Mercados Emergentes: 1970-2009 (A Model of Prediction of Financial Crises in Emerging Markets: 1970-2009)
Documento de Trabajo Omega Beta Gamma No. 03-2013
Alfonso Ayala
Universidad Nacional Mayor de San Marcos
Date Posted: May 17, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Robust Bootstrap Densities for Dynamic Conditional Correlations: Implications for Portfolio Selection and Value-at-Risk
Carlos Trucíos, Luiz Koodi Hotta and Esther Ruiz
Sao Paulo School of Economics, FGV., University of Campinas (UNICAMP) - Department of Statistics and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: May 17, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Calibrating the Predictability of Exchange Rates: A Model-Independent Approach
Chao Wang
University of Warwick - Finance Group, Students
Date Posted: May 08, 2017
Last Revised: May 17, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Inverse Moment Methods for Sufficient Forecasting Using High-Dimensional Predictors
Wei Luo, Lingzhou Xue and Jiawei Yao
City University of New York (CUNY) - Department of Statistics and Computer Information Systems, Pennsylvania State University - Department of Statistics and Princeton University
Date Posted: May 01, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting the Price of Crude Oil with Multiple Predictors
Siyasal Bilgiler Fakültesi Dergisi (İSMUS), I/1 (2016), s. 133-151 ,
Hüseyin Kaya
İstanbul Medeniyet University
Date Posted: May 01, 2017
Accepted Paper Series
54 downloads

Incl. Electronic Paper Oil and Solar Cycles: Statistics of Strong Ties (1970–2016 Years)
Chelyabinsk Humanitarian, No. 1 (38)/2017, pages 17-27
Vladimir Alexeevich Belkin
Chelyabinsk branch of the Institute of Economics, Ural Branch of the Russian Academy of Sciences
Date Posted: April 26, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper Forecasting High Frequency Intra-Day Electricity Demand Using Temperature
James McCulloch and Katja Ignatieva
University of Technology, Sydney and University of New South Wales - Australian School of Business
Date Posted: April 26, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Probabilistic Forecasting of Electricity Load with Inhomogeneous Markov Switching Models
Kevin Berk, Alexander Hoffmann and Alfred Müller
University of Siegen, University of Siegen and University of Siegen
Date Posted: April 19, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper The Quanto Theory of Exchange Rates
Lukas Kremens and Ian Martin
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE) - Department of Finance
Date Posted: April 14, 2017
Working Paper Series
67 downloads

Incl. Electronic Paper Testing R&D-Based Endogenous Growth Models
Peter K. Kruse-Andersen
University of Copenhagen - Department of Economics
Date Posted: April 08, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts
UNSW Business School Research Paper No. 2017-10
Christopher G. Gibbs and Andrey L. Vasnev
UNSW Business School and University of Sydney
Date Posted: April 07, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Using the Payment System Data to Forecast the Italian GDP
Bank of Italy Temi di Discussione (Working Paper) No. 1098
Valentina Aprigliano, Guerino Ardizzi and Libero Monteforte
Bank of Italy, Bank of Italy and Bank of Italy
Date Posted: April 06, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Regional Forecasting with Support Vector Regressions: The Case of Spain
Research Institute of Applied Economics Working Paper No. 2015/07 1/40, Regional Quantitative Analysis Research Group Working Paper No. 2015/06 1/40
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: April 05, 2017
Working Paper Series
6 downloads

On the Casualty Relationship of Economic Growth and Domestic Savings in the ASEAN Economies: A Cointegration Analysis
Yagoub Elryah
Economic Research Forum
Date Posted: April 04, 2017
Working Paper Series

Incl. Electronic Paper Combining Prediction Markets and Forecasting Contests
Alasdair Brown and J. James Reade
University of East Anglia (UEA) and University of Reading, Department of Economics
Date Posted: April 04, 2017
Last Revised: April 06, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Equation Discovery for Macroeconomic Modelling
Proceedings of the International Conference on Agents and Artificial Intelligence, 318-323, 2009, Porto, Portugal, ISBN: 978-989-8111-66-1
Dimitar Kazakov and Tsvetomira Tsenova
University of York and Tsenov Academy of Economics
Date Posted: April 01, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Yield Curve Forecast Combinations Based on Bond Portfolio Performance
Journal of Forecasting, Forthcoming
João Caldeira, Guilherme V. Moura and Andre A. P. Santos
Universidade Federal do Rio Grande do Sul (UFRGS), Universidade Federal de Santa Catarina (UFSC) - Department of Economics and Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Date Posted: March 29, 2017
Accepted Paper Series
35 downloads

Incl. Fee Electronic Paper Out‐Of‐Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan
Australian Economic Papers, Vol. 55, Issue 4, pp. 409-433, 2016
Takashi Matsuki and Ming‐Jen Chang
Osaka Gakuin University and University of Liverpool
Date Posted: March 26, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Looking Inside the Magic 8 Ball: An Analysis of Sales Forecasts Using Italian Firm-Level Data
FEDS Working Paper No. 2017-027
Maria D. Tito
Board of Governors of the Federal Reserve System
Date Posted: March 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Interquantile Expectation Regression
Tinbergen Institute Discussion Paper 2017-034/III
Sander Barendse
Erasmus University Rotterdam (EUR)
Date Posted: March 21, 2017
Working Paper Series
62 downloads

Incl. Electronic Paper A Framework of Predictive Analysis of Tourist Inflow in the Beaches of West Bengal: A Study of Digha-Mandarmoni Beach
In Proceedings of the First International Conference on Computational Intelligence, Communication, and Business Analytics (CICBA 2017), March 24-25, 2017, Kolkata, INDIA. Publisher: Springer-Verlag, CCIS Series., Forthcoming
Sanjana Mondal and Jaydip Sen
Calcutta Business School and Praxis Business School
Date Posted: March 20, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Choice-Based Diffusion Model for Multi-Generation and Multi-Country Data
KAIST College of Business Working Paper Series No. 2017-004
Hyungsoo Lim, Duk Bin Jun and Mohsen Hamoudia
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Orange Business Services, France
Date Posted: March 16, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach
Yoshimasa Uematsu and Shinya Tanaka
affiliation not provided to SSRN and Otaru University of Commerce
Date Posted: March 07, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper The Behavior of Uncertainty and Disagreement and Their Roles in Economic Prediction: A Panel Analysis
FRB of NY Staff Report No. 808
Robert W. Rich and Joseph S. Tracy
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: February 23, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts
Christopher G. Gibbs and Andrey L. Vasnev
UNSW Business School and University of Sydney
Date Posted: February 21, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper A Random Walk Down the Economic Policy Street: Effects of Economic Policy Uncertainty on Forecasting Future Real Economic Activity in the Euro Area and the UK
Juha-Pekka Junttila and Juuso Vataja
Jyväskylä University School of Business and Economics and Vaasan yliopisto (University of Vaasa)
Date Posted: February 17, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Asymmetric and Symmetric Volatility Models for Exchange Rates in India – Impact of Net Purchase of US Dollars by Central Bank and Net Inflows by Foreign Institutional Investors
Anand Shah and Anu Bahri
Tata Consultancy Services and Tata Consultancy Services Ltd.
Date Posted: February 16, 2017
Last Revised: June 16, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Financial Variables' Predictive Content for the U.S. Economy During the Great Recession
Dou Young Lee
Texas A&M University - Department of Economics
Date Posted: February 11, 2017
Last Revised: February 13, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Determining Risk Model Confidence Sets
Finance Research Letters, Forthcoming
Mark Cummins, Michael M. Dowling and Francesco Paolo Esposito
Dublin City University Business School, ESC Rennes School of Business and Dublin City University Business School
Date Posted: February 10, 2017
Working Paper Series
38 downloads

Incl. Electronic Paper Do Cointegrated Commodities Bubble Together? The Case of Hog, Corn, and Soybean
Finance Research Letters, Forthcoming
Christos Alexakis, Guillaume Bagnarosa and Michael M. Dowling
ESC Rennes School of Business, ESC Rennes and ESC Rennes School of Business
Date Posted: February 10, 2017
Working Paper Series
120 downloads

Incl. Electronic Paper A Forecasting Performance Comparison of Dynamic Factor Models Based on Static and Dynamic Methods
Fabio Della Marra
University of Parma - Dipartimento di Economia
Date Posted: February 08, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Forecasting Euro Area Inflation Using Targeted Predictors: Is Money Coming Back?
ECB Working Paper No. 2015
Matteo Falagiarda and João Sousa
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 07, 2017
Working Paper Series
11 downloads

Predictability of Predictability: Time-Varying Momentum and Reversal Across Assets and Over Time
Thomas Conlon, Richard M. Levich and Valerio Potì
University College Dublin, New York University - Stern School of Business and University College Dublin
Date Posted: February 02, 2017
Working Paper Series

Incl. Electronic Paper Combination Forecasting of Energy Demand in the UK
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Birmingham - Department of Economics
Date Posted: January 30, 2017
Working Paper Series
36 downloads

Incl. Fee Electronic Paper Mismatch and the Forecasting Performance of Matching Functions
Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 1, pp. 101-123, 2017
Christian Hutter and Enzo Weber
Government of the Federal Republic of Germany - Institute for Employment Research (IAB) and University of Regensburg
Date Posted: January 29, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Principles of Forecasting in Complex Economic Systems
Brendan Markey‐Towler
School of Economics and Australian Institute for Business and Economics, University of Queensland
Date Posted: January 28, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper Intra-Day Momentum
Oleg Komarov
Imperial College London
Date Posted: January 27, 2017
Last Revised: February 08, 2017
Working Paper Series
470 downloads


 

1 2 3 4 ... 27 | Next >