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JEL Code: C52

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3001.

The Empirics of the Solow Growth Model: Long-Term Evidence

Journal of Applied Economics, Vol. 8, No. 1, pp. 31-51, May 2005
Posted: 07 Jul 2005
Accepted Paper Series
FEA-USP, FEA-USP and FEA-USP
3002.

The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization

Journal of Economic Integration, Vol. 26, No. 03, 2011
Posted: 13 Sep 2009 Last Revised: 05 Dec 2014
Accepted Paper Series
Athens University of Economics and Business - Department of Business Administration, University of Glasgow and University of Piraeus - Department of Economics
3003.

The Euro Area Viewed as a Single Economy: How Does it Respond to Shocks?

Economic Modeling, Vol. 21, No. 5, 2004
Posted: 06 Feb 2012
Accepted Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
3004.

The Forcasting Performance of Dynamic Factor Models with Vintage Data

CEPR Discussion Paper No. DP13034
Number of pages: 41 Posted: 09 Jul 2018
Working Paper Series
Independent, Università di Modena; Centre for Economic Policy Research (CEPR) and CEFIN Centro Studi di Banca e Finanza - Università di Modena e Reggio Emilia
3005.

The Forecasting Performance of SETAR Models: An Empirical Application

Bulletin of Economic Research, Vol. 69, Issue 3, pp. 216-228, 2017
Number of pages: 13 Posted: 04 Jul 2017
Accepted Paper Series
University of Warwick - Department of Economics and University of Birmingham
3006.

The Impact of Economic and Financial Factors on UK Property Performance

Journal of Property Research, Vol. 16, No. 2, pp. 139-152, 1999
Posted: 05 Dec 2004
Accepted Paper Series
University of Reading - ICMA Centre and University of Reading - Centre for Spatial and Real Estate Economics (CSpREE)
3007.

The Information Content of Implied Volatility, Skewness and Kurtosis: The Empirical Evidence from Long Term CAC 40 Options

Posted: 16 May 2000
Accepted Paper Series
Université de Rennes I and Audencia Nantes School of Management
3008.
3009.

The Italian Continuous Time Model: Theory and Empirical Results

Economic Modeling, Vol. 7, pp. 91-132, April 1990
Posted: 02 May 2011
Accepted Paper Series
Accademia dei Lincei and University of Rome I - Department of Public Economics
3010.

The Link between Macroeconomic Performance and Variability in the UK

Economics Letters, Vol. 106, No. 3, pp. 154-157, 2010
Posted: 15 Mar 2010 Last Revised: 04 May 2010
Accepted Paper Series
Heidelberg University - Alfred Weber Institute for Economics, Brunel University London - Economics and Finance and Brunel University London
3011.

The Long-Run Performance of REIT Stock Repurchases

Real Estate Economics, Vol. 33, No. 2, 2005
Posted: 13 Jul 2006
Accepted Paper Series
Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, University of Connecticut - Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
3012.

The New Economic Geography Versus Urban Economics: An Evaluation Using Local Wage Rates in Great Britain

Oxford Economic Papers, Vol. 58, No. 3, pp. 501-530, 2006
Posted: 29 Feb 2008
Accepted Paper Series
University of Cambridge - Department of Land Economy
3014.

The Order of Integration for Quarterly Macroeconomic Time Series: A Simple Testing Strategy

CEMAPRE Working Paper No. 2001-5
Posted: 26 Jul 2001
Working Paper Series
Technical University of Lisbon - Faculty of Economics and Management & CEMAPRE
3015.

The Predictive Failure of the Baba, Hendry and Starr Model of the Demand for M1 in the United States

Federal Reserve Working Paper No. 94-34
Posted: 16 Sep 1999
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute for Economic Research), University of Southern California - Marshall School of Business - Finance and Business Economics Department and Federal Reserve Bank of Chicago
3016.

The Real-Time Predictability of the Size and Value Premium in Japan

Posted: 25 Dec 2004
Accepted Paper Series
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management
3017.

The Role of Short- Versus Long-Term Accruals: A Re- Assessment and Extension

Posted: 15 Jul 1998
Working Paper Series
University of Pennsylvania - Accounting Department and UNSW Australia Business School, School of Accounting
3018.

The Role of the Prior in Estimating VAR Models with Sign Restrictions

CEPR Discussion Paper No. DP15545
Number of pages: 56 Posted: 23 Dec 2020
Working Paper Series
Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas

Multiple version iconThere are 2 versions of this paper

3019.

The RUM Paradox

Posted: 01 Apr 2009
Working Paper Series
University of Virginia - Darden Graduate School of Business
3020.

The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an Lm Test for Multivariate Normality

CEMFI Working Paper No. 0007
Posted: 17 Jan 2001
Working Paper Series
Centro de Estudios Monetarios y Financieros (CEMFI), Universita di Firenze - Dipartimento di Statistica and Universita di Firenze - Dipartimento di Statistica
3021.

The Sexist Algorithm

38 Behavioral Sciences & the Law 145 (2019)
Posted: 30 May 2019
Accepted Paper Series
University of Surrey School of Law
3022.

The Stability of German Money Demand: Not Just a Myth

Posted: 09 Nov 1998
Accepted Paper Series
Deutsche Bundesbank
3023.

The Value and Accounting Premium for South African-Listed Shares

Journal of Economic & Financial Sciences (JEF), Vol. 2, No. 2, pp. 187-202, October 2008
Posted: 30 Dec 2008
Accepted Paper Series
Technische Universität München, University of Regensburg and Ruhr University of Bochum
3024.

The Value-Drivers of Risk Parity and its Component Portfolios

Posted: 23 Sep 2019
Working Paper Series
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
3025.

The Volatility of Realized Volatility

CFS Working Paper No. 2005/33
Posted: 07 Jun 2006
Working Paper Series
University of Pisa - Department of Economics, University of Bonn, Department of Economics, University of Kiel - Institute of Statistics & Econometrics and Ludwig Maximilian University of Munich (LMU) - Department of Statistics
3026.

Time Varying Structural Vars with Sign Restrictions: The Case of Taiwan

Bulletin of Economic Research, Vol. 72, Issue 1, pp. 86-100, 2020
Number of pages: 15 Posted: 05 May 2020
Accepted Paper Series
Feng Chia University
3027.

Towards Reformulation of The Capital Asset Pricing Model (CAPM) Focusing on Idiosyncratic Risk and Roll's Meta-Analysis: Methodological Approach

Journal of Financial Management and Analysis, Vol. 21, No. 1, January-June 2008
Posted: 23 Sep 2008
Accepted Paper Series
University of Pennsylvania - Statistics Department, Otto-von-Guericke-Universität Magdeburg - Institute of Economics and Business Administration and University of Pennsylvania - Wharton School
3028.

Two Stylized Facts and the GARCH (1,1) Model

WPS96-1/96
Posted: 26 Apr 1998
Working Paper Series
Stockholm School of Economics - Department of Economics
3029.

Uncertainty of Multiple Period Risk Measures

University of Umea Economic Studies Paper No. 768
Posted: 18 Oct 2009
Working Paper Series
University of Umea
3030.

Uncloaking Campbell and Shiller's CAPE: A Comprehensive Guide to its Construction and Use

Posted: 22 Mar 2016 Last Revised: 22 May 2019
Accepted Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and Barclays - Risk Analytics and Index Solutions
3031.

Under the Competitive Dynamics of the Firm: Which Value Creation Indicator is the Most Relevant?

Journal of Academy of Business and Economics, Volume 13, Number 1, 2013, pp. 35-50
Posted: 17 May 2013
Accepted Paper Series
University of Quebec at Rimouski - Department of Management Sciences and Laval University
3032.

Understanding and Predicting Ultimate Loss-Given-Default on Corporate Debt

Posted: 27 Nov 2007 Last Revised: 21 May 2011
Working Paper Series
Accenture Consulting and Hofstra University, Zarb School of Business
3033.

Understanding the Estimation of Oil Demand and Oil Supply Elasticities

CEPR Discussion Paper No. DP15244
Number of pages: 33 Posted: 12 Sep 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Dallas

Multiple version iconThere are 4 versions of this paper

3034.

Understanding the Sources of Macroeconomic Uncertainty

CEPR Discussion Paper No. DP11415
Number of pages: 55 Posted: 01 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra

Multiple version iconThere are 2 versions of this paper

3035.

Unifying Commercial Laws of Nation States Coordination of Legal Systems and Economic Growth

METEOR RM/02/029
Posted: 09 Apr 2011 Last Revised: 12 Apr 2011
Working Paper Series
Maastricht University and Maastricht University - Department of Economics
3036.

Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics

Posted: 12 Dec 2002
Accepted Paper Series
University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
3037.

Urban Growth and its Aggregate Implications

CEPR Discussion Paper No. DP14215
Number of pages: 59 Posted: 14 Jan 2020
Working Paper Series
University of Pennsylvania - Real Estate Department and Centre for Monetary and Financial Studies (CEMFI)

Multiple version iconThere are 2 versions of this paper

3038.

Usefulness of Genetic Algoritm Mordel for Dynamic Portfolio Selection

Journal of Financial Management and Analysis, Vol. 17, No. 1, pp. 45-53, 2004
Posted: 06 Apr 2005
Accepted Paper Series
Sri Sathya Sai Institute of Higher Learning - School of Business Management, Accounting and Finance, Sri Sathya Sai Institute of Higher Learning - School of Business Management, Accounting and Finance and Sri Sathya Sai Institute of Higher Learning - School of Business Management, Accounting and Finance
3039.

Using a Contingent Valuation Approach for Improved Solid Waste Management Facility: Evidence from Enugu State, Nigeria

Journal of African Economies, Vol. 17, Issue 2, pp. 277-304, 2008
Posted: 30 Jun 2008
Accepted Paper Series
University of Nigeria, affiliation not provided to SSRN, affiliation not provided to SSRN and University of Nigeria - Department of Economics
3040.

Using a Generalized Model for Air Traffic Delay: An Application of Information Based Duration Analysis

Dadpay, Ali. "Using a Generalized Model for Air Traffic Delay: An Application of Information Based Duration Analysis". Journal of Air Transport Management 67 (2018): 153-156
Posted: 07 Mar 2018
Accepted Paper Series
St. Edward's University
3041.

Using Genetic Algorithms for Robust Optimization in Financial Applications

Posted: 25 Aug 1998
Working Paper Series
Pictet Asset Management, DEAR-Consulting, University of Geneva, University of Geneva, Olsen Group (Olsen & Associates Ltd.) and University of Lausanne
3042.

Using Higher Moments to Estimate the Simple Errors-in-Variables Model

RAND JOURNAL OF ECONOMICS, Vol 28 No 0, Special Issue
Posted: 25 Mar 1997
Accepted Paper Series
University of British Columbia (UBC) - Department of Economics
3043.

Value-at-Risk and Expected Shortfall for Rare Events

CFS Working Paper No. 2008/14
Posted: 25 Apr 2008
Working Paper Series
University of Kiel - Institute of Statistics & Econometrics and Ludwig Maximilians University of Munich
3044.

Viewing Discretionary Accruals through the Univariate Lens: A Conditional Heteroscedastic Mean-Variance Approach

Posted: 18 Nov 2016 Last Revised: 18 Oct 2017
Working Paper Series
City University of Hong Kong (CityUHK) and FUCAPE Business School
3045.

Volatility and Correlation Timing: The Role of Commodities

Posted: 16 Aug 2017
Working Paper Series
Cass Business School,City, University of London and Cass Business School, City, University of London
3046.

Wealth, Credit Conditions, and Consumption: Evidence from South Africa

Review of Income and Wealth, Vol. 59, pp. S161-S196, 2013
Number of pages: 36 Posted: 05 Sep 2013
Accepted Paper Series
University of Oxford - Department of Economics and University of Oxford - Department of Economics

Multiple version iconThere are 2 versions of this paper

3047.

What Makes Reforms Likely: Political Economy Determinants of Reforms in Latin America

Journal of Applied Economics, Vol. 7, No. 1, pp. 99-135, May 2004
Posted: 15 Nov 2004
Accepted Paper Series
Inter-American Development Bank (IDB) - Research Department and George Washington University
3048.

Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters

CEPR Discussion Paper No. DP10168
Number of pages: 66 Posted: 30 Sep 2014
Working Paper Series
Vanderbilt University - College of Arts and Science - Department of Economics, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
3049.

Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players

LABOUR, Vol. 29, Issue 2, pp. 163-193, 2015
Number of pages: 31 Posted: 27 Apr 2015
Accepted Paper Series
Carleton University and Carleton University
3050.

Управление Кредитным Риском (Credit Risk Management)

Applied Econometrics, Vol. 12, No. 4, pp. 84-137, 2008
Posted: 27 Aug 2011
Accepted Paper Series
Moscow School of Economics, Moscow State University