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JEL Code: C50

539,076 Total downloads

Viewing: 251 - 300 of 825 papers

251.

Comparing Estimation Procedures for Stochastic Volatility Models of Short-Term Interest Rates

Number of pages: 44 Posted: 16 Jul 2008 Last Revised: 13 Nov 2009
Working Paper Series
UNSW Business School, Risk and Actuarial Studies and University of New South Wales (UNSW)
Downloads 154
252.

Professor C.R. Rao’s Contributions to Econometrics

Number of pages: 37 Posted: 12 Dec 2010 Last Revised: 01 Aug 2011
Working Paper Series
affiliation not provided to SSRN, Fordham University - Department of Economics and Centre for Economics & Finance
Downloads 153
253.

The Monetary Transmission Mechanism in the Euro Area Level: Issues and Results Using Structural Macroeconomic Models (Mtn Conference Paper)

Number of pages: 56 Posted: 07 Feb 2003
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 153
254.

Capturing Volatility Persistence: A Dynamically Complete Realized EGARCH-MIDAS Model

Quantitative Finance, Forthcoming
Number of pages: 38 Posted: 17 Nov 2017 Last Revised: 10 Jul 2019
Accepted Paper Series
Aarhus University, CREATES, DFI and CREATES
Downloads 151
255.

Data Science for Institutional and Organizational Economics

TILEC Discussion Paper No. 2018-011
Number of pages: 12 Posted: 12 Mar 2018 Last Revised: 02 May 2018
Working Paper Series
Tilburg University - CentER and CentERdata
Downloads 151
256.

How Synchronized are New EU Member States with the Euro Area? Evidence from a Structural Factor Model

Bundesbank Discussion Paper No. 20/2005
Number of pages: 33 Posted: 01 Jun 2005
Working Paper Series
Deutsche Bundesbank and University of Bonn

Multiple version iconThere are 2 versions of this paper

Downloads 150
257.

Measuring Knowledge Spillovers Using Belgian Epo and USPTO Patent Data

Number of pages: 22 Posted: 24 Apr 2001
Working Paper Series
University of Antwerp - Department of Economics and University of Antwerp - Faculty of Applied Economics
Downloads 149
258.

An Arithmetic Modeling Framework for the Term Structure of Electricity Prices

Number of pages: 41 Posted: 14 Jul 2011 Last Revised: 14 May 2012
Working Paper Series
Cardano Risk Management, APG Asset Management and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 148
259.

Fractionally Integrated Dynamics in Irish Stock Returns

Number of pages: 15 Posted: 13 Aug 2001
Working Paper Series
Trinity Business School, Trinity College Dublin
Downloads 148
260.

Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees

Number of pages: 43 Posted: 26 Jul 2014 Last Revised: 02 Feb 2016
Working Paper Series
Hong Kong University of Science and Technology, Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 148
261.

Buying Power – The Overlooked Success Factor

2011 NAAIM Wagner Award Winner
Number of pages: 30 Posted: 12 Apr 2014 Last Revised: 30 Apr 2014
Accepted Paper Series
StatisTrade
Downloads 147
262.

Contagion, Common Exposure, and Selection: Empirical Modeling of the Theories and Substance of Interdependence in Political Science

Number of pages: 33 Posted: 05 Jan 2009
Working Paper Series
University of Michigan and University of Pittsburgh
Downloads 145
263.

Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-16
Number of pages: 31 Posted: 07 Nov 2012
Working Paper Series
Duke University - Departments of Economics and Philosophy and University of Copenhagen - Department of Economics
Downloads 145
264.

Integration of Macroeconomic Data into Multi-Asset Allocation with Machine Learning Techniques

Number of pages: 25 Posted: 27 May 2020
Working Paper Series
CentraleSupélec, CentraleSupélec, affiliation not provided to SSRN and Ecole Polytechnique
Downloads 145
265.

The Numerical Bootstrap

The Annals of Statistics, Volume 48, Number 1 (2020), 397-412.
Posted: 31 Oct 2019 Last Revised: 04 Aug 2020
Working Paper Series
Stanford University - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 145
266.

Structural Breaks in Spot and Futures Crude Palm Oil Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 33 Posted: 31 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
University of Malaya and University of Malaya (Business and Accountancy)

Multiple version iconThere are 2 versions of this paper

Downloads 142
267.

On the Consequences of Power-Law Behavior in Partial Correlation Network Models

Number of pages: 30 Posted: 04 Jan 2017 Last Revised: 11 Apr 2017
Working Paper Series
University of Bologna, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 141
268.

The Analysis of Survey Data with Framing Effects

Number of pages: 29 Posted: 26 Nov 2014 Last Revised: 14 Apr 2016
Working Paper Series
Stanford Law School and London School of Economics & Political Science (LSE)
Downloads 141
269.

The Psychometric and Empirical Properties of Measures of Risk Preferences

Number of pages: 63 Posted: 07 Jun 2015
Working Paper Series
University of Toronto, New York University (NYU) and Stockholm School of Economics - Department of Economics
Downloads 141
270.

Unit Roots and Structural Change: An Application to US House-Price Indices

Urban Studies, 49(4), March 2012
Number of pages: 45 Posted: 03 Feb 2010 Last Revised: 04 Feb 2013
Accepted Paper Series
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 141
271.

Estimation and Model Selection Based Inference in Single and Multiple Threshold Models

Journal of Econometrics, Vol. 110, No. 2, 2002
Number of pages: 42 Posted: 08 Jun 2001 Last Revised: 27 Feb 2011
Accepted Paper Series
Universidad Carlos III de Madrid - Department of Statistics and Econometrics and University of Southampton - Division of Economics
Downloads 140
272.

What Does It Take to Make the Proper Restaurant Design?

Advances in Economics and Management Research, Vol 28, January 2017, p. 330-339, ISSN # 2352-5428
Number of pages: 10 Posted: 30 Nov 2016 Last Revised: 01 Feb 2017
Accepted Paper Series
International University Liaison Indonesia (IULI), International University Liaison Indonesia (IULI) - Hotel & Tourism Management, Independent, Independent, Independent, Independent and International University Liaison Indonesia (IULI)
Downloads 138
273.

The 1989-94 Consumption Boom in Mexico: An Analysis of Cointegration Using Regime Shifts

Number of pages: 29 Posted: 30 Apr 2001
Working Paper Series
International Monetary Fund (IMF)
Downloads 136
274.

Panel Analysis of Polish Regional Cities: Residential Price Convergence in the Primary Market

Number of pages: 30 Posted: 26 Jun 2019 Last Revised: 19 Jul 2019
Working Paper Series
Cracow University of Economics and Narodowy Bank Polski
Downloads 135
275.

Spatial Variability in Mortality and Socioeconomic Factors for Australian Mortality

UNSW Australian School of Business Research Paper No. 2010 ACTL 05
Number of pages: 35 Posted: 25 Apr 2010 Last Revised: 12 Apr 2011
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and affiliation not provided to SSRN
Downloads 135
276.

Ultra-Simple Shiller's CAPE: How One Year's Data Can Predict Equity Market Returns Better Than Ten (Presentation Slides)

Number of pages: 37 Posted: 03 Sep 2019 Last Revised: 04 Nov 2019
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
Downloads 135
277.

Driven by News Tone? Understanding Information Processing When Covariates are Unknown: The Case of Natural Gas Price Movements

Number of pages: 11 Posted: 29 Jun 2015
Working Paper Series
University of Freiburg - Information Systems Research, Albert-Ludwigs-Universität Freiburg, University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 134
278.

Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions

Number of pages: 36 Posted: 15 May 2016 Last Revised: 01 Feb 2018
Working Paper Series
University of Kent, London School of Economics & Political Science (LSE) - Department of Statistics and Kent Business School
Downloads 134
279.

Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models

Sveriges Riksbank Working Paper Series No. 344, Riksbank Research Paper Series No. 168
Number of pages: 46 Posted: 14 Aug 2018
Working Paper Series
Stockholm University - Stockholm Business School
Downloads 132
280.

Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models

Sveriges Riksbank Working Paper Series No.344, Riksbank Research Paper Series No. 168
Number of pages: 21 Posted: 31 Jan 2018 Last Revised: 30 Aug 2018
Working Paper Series
Stockholm University - Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 132
281.

Methodological Aspects of Time Series Back-Calculation

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 56/06
Number of pages: 17 Posted: 12 Dec 2006
Working Paper Series
University of Padova - Department of Statistical Sciences and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 132
282.

Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market

Journal of Real Estate Finance and Economics, Vol. 38, No. 3, 2009
Number of pages: 34 Posted: 02 Oct 2008
Accepted Paper Series
National University of Singapore (NUS), National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Downloads 129
283.

An Econometric Perspective Social Spending and Economic Growth in the Sudan

Number of pages: 13 Posted: 07 May 2014
Working Paper Series
University of Khartoum - Faculty of Economic and Social Studies
Downloads 128
284.

Valuation of Systematic Risk in the Cross-Section of Credit Default Swap Spreads

Number of pages: 58 Posted: 17 Nov 2013
Working Paper Series
Leibniz Universität Hannover, Leibniz Universität Hannover, University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 128
285.

One-Mode Projection Analysis and Design of Covert Affiliation Networks

CentER Discussion Paper No. 2010-53
Number of pages: 23 Posted: 25 May 2010
Working Paper Series
Military Operational Science, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 126
286.

Estimation of the Frequency of the Commercial Advertisement Optimum Moments

Applied Stochastic Models and Data Analysis, Vol. 2, 2001
Number of pages: 5 Posted: 06 Sep 2006
Accepted Paper Series
Alexandru Ioan Cuza University of Iasi- Faculty of Economics and Business Administration, affiliation not provided to SSRN and Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Downloads 124
287.

Regime Heteroskedasticity in Bitcoin: A Comparison of Markov Switching Models

Number of pages: 51 Posted: 03 Dec 2018
Working Paper Series
University of London, Birkbeck College
Downloads 124
288.

Evaluate Labor Law: Dismissal Rules

Bocconi Legal Studies Research Paper No. 43
Number of pages: 13 Posted: 18 Sep 2009 Last Revised: 30 Oct 2009
Working Paper Series
Bocconi University - Department of Law
Downloads 123
289.

Populism and Extremism: The Immediate Political Challenges to Europeanism

Number of pages: 10 Posted: 08 Apr 2017
Working Paper Series
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 123
290.

Determinants of FDI into Latin America: An Empirical Study

Number of pages: 27 Posted: 06 Nov 2017 Last Revised: 15 Nov 2017
Working Paper Series
Stanford University
Downloads 122
291.

Partial Sample Regressions

MIT Sloan Research Paper No. 5894-19
Number of pages: 24 Posted: 20 Nov 2019
Working Paper Series
State Street Corporate, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 122
292.

The Court of Justice and Treaty Revision: A Case of Strategic Leniency?

Number of pages: 32 Posted: 01 Jun 2017 Last Revised: 21 Dec 2017
Working Paper Series
Universidad Andina Simon Bolivar, Sutherland School of Law, University College Dublin, Leuven Centre for Empirical Jurisprudence and KU Leuven - Centre for Legal Theory and Empirical Jurisprudence
Downloads 122
293.

Unit Root Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set

Number of pages: 29 Posted: 12 Feb 2007
Working Paper Series
SUNY College at Plattsburgh - School of Business and Economics
Downloads 122
294.

An Instrument Variable Model of the Impact of Financing on Performance of Small Businesses in Australia Pre-Global Financial Crisis — Firm Level Empirical Analysis Using ABS Business Longitudinal Data 2007

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 27 Posted: 01 Dec 2010 Last Revised: 13 Feb 2011
Working Paper Series
Victoria University - Victoria University of Technology, Victoria University and affiliation not provided to SSRN
Downloads 121
295.

Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience

STOCK RETURNS: CYCLICALITY, PREDICTION, AND ECONOMIC CONSEQUENNCES, G. I. Ellison, ed., Nova Science Publishers, Inc., 4th Quarter 2009
Number of pages: 94 Posted: 23 Jan 2009 Last Revised: 20 Jan 2010
Accepted Paper Series
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 121
296.

The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure

Number of pages: 31 Posted: 12 Nov 2002
Working Paper Series
University of Muenster and Wilfrid Laurier University - School of Business & Economics

Multiple version iconThere are 3 versions of this paper

Downloads 121
297.

Establishing Conversion Values for New Currency Unions: Method and Application to the Planned Gulf Cooperation Council (GCC) Currency Union

IMF Working Paper No. 09/184
Number of pages: 59 Posted: 17 Sep 2009
Working Paper Series
International Monetary Fund (IMF), International University of Monaco and Université Paris XI Sud
Downloads 120
298.

An Empirical Analysis of the Determinants of Poor Academic Performance

Bonga W.G (2010), “Determinants of Poor Academic Performance.” (Online) 13 November 2010.
Number of pages: 12 Posted: 17 Nov 2014
Accepted Paper Series
Great Zimbabwe University
Downloads 119
299.

Theory, Research Design Assumptions, and Causal Inferences

Journal of Accounting & Economics (JAE), Vol. 66, No. 2-3, 2018
Number of pages: 23 Posted: 02 Jul 2019
Accepted Paper Series
University of Pennsylvania - Accounting Department and Stanford Graduate School of Business
Downloads 119
300.

When Does Money Matter?: How Health Status Affects the Marginal Utility of Income

Number of pages: 25 Posted: 26 Oct 2008
Working Paper Series
New York University School of Law
Downloads 119