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JEL Code: C59

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Viewing: 1 - 50 of 95 papers

1.

Robust Value at Risk Prediction

Swiss Finance Institute Research Paper No. 07-31
Number of pages: 51 Posted: 17 Aug 2005 Last Revised: 13 Sep 2010
Working Paper Series
University of Lugano - Institute of Finance and University of Geneva
Downloads 1,090
2.

Public Debt, Money Supply, and Inflation: A Cross-Country Study and its Application to Jamaica

IMF Working Paper No. 06/121
Number of pages: 39 Posted: 21 Jun 2006
Working Paper Series
International Monetary Fund (IMF), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 560
3.

Empirics of Growth and Development

INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008
Number of pages: 22 Posted: 07 Nov 2005 Last Revised: 24 Apr 2011
Accepted Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 501
4.

Estimating the Price Elasticity of Beer: Meta-Analysis of Data with Heterogeneity, Dependence, and Publication Bias

Number of pages: 27 Posted: 14 Jan 2013
Working Paper Series
Pennsylvania State University - College of the Liberal Arts - Department of Economic
Downloads 321
5.

Determining the Optimal Order Picking Batch Size in Single Aisle Warehouses

ERIM Report Series Reference No. ERS-2002-64-LIS
Number of pages: 25 Posted: 17 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management
Downloads 320
6.

Is God in the Details? A Reexamination of the Role of Religion in Economic Growth

Journal of Applied Econometrics, 27(7), p. 1059-1075, 2012
Number of pages: 32 Posted: 03 Oct 2006 Last Revised: 20 Aug 2013
Accepted Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 299
7.

Early Prediction of Bank Failures in the Republic of Croatia

Number of pages: 3 Posted: 20 Feb 2007
Working Paper Series
University of Osijek - Faculty of Economics
Downloads 273
8.

Are Any Growth Theories Robust?

Number of pages: 30 Posted: 13 Mar 2007
Working Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 266
9.

Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World

Princeton Quant Trading Conference 2015
Number of pages: 55 Posted: 08 Apr 2015 Last Revised: 10 Jun 2016
Working Paper Series
Global Risk Management Network, LLC
Downloads 262
10.

Seasonality in Economic Models

University of Aarhus, Economics Working Paper No. 2001-16
Number of pages: 42 Posted: 18 Dec 2001
Working Paper Series
University of Aarhus - Department of Economics, University of Aarhus - Department of Economics, Queen's University - Department of Economics, University of Aarhus - Department of Economics and Department of Economics, University of Western Ontario

Multiple version iconThere are 2 versions of this paper

Downloads 260
11.

Pitfalls of Using Proxy Variables in Studies of Guns and Crime

Number of pages: 8 Posted: 29 Nov 2003
Working Paper Series
College of William and Mary - Department of Economics and Justec Research
Downloads 259
12.

The Effect of Public Debt on Growth in Multiple Regimes

Journal of Macroeconomics, Vol. 38, 2013
Number of pages: 19 Posted: 04 Jul 2012 Last Revised: 16 Dec 2013
Accepted Paper Series
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 259
13.

Mathematical Models for Planning Support

ERIM Report Series Reference No. ERS-2003-032-LIS
Number of pages: 31 Posted: 30 May 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 246
14.

Replication in Economics

IZA Discussion Paper No. 2760
Number of pages: 37 Posted: 04 May 2007
Working Paper Series
University of Texas at Austin - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 234
15.

Modified Munich Chain-Ladder Method

Swiss Finance Institute Research Paper No. 14-65
Number of pages: 20 Posted: 30 Aug 2014
Working Paper Series
University of Hamburg and RiskLab, ETH Zurich
Downloads 227
16.

Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences

Number of pages: 13 Posted: 08 Dec 2008
Working Paper Series
Indiana University and Indiana University Bloomington - Department of Telecommunications
Downloads 217
17.

PALMNET: A Pension Asset and Liability Model for the Netherlands

DNB Research Memorandum No. 760
Number of pages: 57 Posted: 24 Feb 2005
Working Paper Series
De Nederlandsche Bank, VU University Amsterdam and De Nederlandsche Bank - Econometrics
Downloads 216
18.

Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data

IIIS Discussion Paper No. 131
Number of pages: 18 Posted: 04 May 2006
Working Paper Series
Adolfo Ibanez University and Trinity Business School, Trinity College Dublin
Downloads 203
19.

Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank

ECB Working Paper No. 142
Number of pages: 55 Posted: 20 Jan 2003
Working Paper Series
Banco de España, European Central Bank (ECB), European Central Bank (ECB) and Banco de España
Downloads 202
20.

Testing for Structural Breaks in Small Samples

IMF Working Paper No. 08/75
Number of pages: 29 Posted: 02 Apr 2008
Working Paper Series
George Washington University, School of Business, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - School of Business
Downloads 198
21.

Endogenous Growth in an Open Economy and the Real Exchange Rate

CESifo Working Paper No. 526
Number of pages: 29 Posted: 21 Aug 2001
Working Paper Series
University of Cassino and Southern Lazio and Accademia dei Lincei

Multiple version iconThere are 2 versions of this paper

Downloads 195
22.

Best-Estimate Claims Reserves in Incomplete Markets

Swiss Finance Institute Research Paper No. 14-64
Number of pages: 21 Posted: 17 Aug 2014 Last Revised: 12 Nov 2014
Working Paper Series
University of Hamburg, University of Hamburg and RiskLab, ETH Zurich
Downloads 184
23.

Robust Capital Requirements with Model Risk

Number of pages: 42 Posted: 20 Jul 2013 Last Revised: 14 Jul 2014
Working Paper Series
Center for Finance and Insurance and London School of Economics & Political Science (LSE)

Multiple version iconThere are 2 versions of this paper

Downloads 171
24.

Ranking the Predictive Performances of Value-at-Risk Estimation Methods

Number of pages: 25 Posted: 02 Oct 2010
Working Paper Series
Ozyegin University; Bank of America; Centre for Computational Finance, Center For Computational Finance and Center For Computational Finance
Downloads 159
25.

Robust Value at Risk Prediction: Appendix

Number of pages: 30 Posted: 12 Sep 2010
Working Paper Series
University of Lugano - Institute of Finance and University of Geneva
Downloads 155
26.

Dynamic Instrument Rules Based on Time Varying Coefficients Vector Autoregressive Modeling and Forecast-Based Monetary Policy

Number of pages: 38 Posted: 10 Feb 2005
Working Paper Series
Komazawa University and Graduate School of Economics, The University of Tokyo
Downloads 139
27.

Mobilizing Revenue in Sub-Saharan Africa: Empirical Norms and Key Determinants

IMF Working Paper No. 12/108
Number of pages: 44 Posted: 27 Aug 2012
Working Paper Series
International Monetary Fund (IMF), affiliation not provided to SSRN, affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 138
28.

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 137
29.

An Equilibrium-Correction Model for Dynamic Network Data

ERIM Report Series Reference No. ERS-2001-39-MKT
Number of pages: 33 Posted: 26 Aug 2006
Working Paper Series
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Department of Econometrics and Carnegie Mellon University - David A. Tepper School of Business
Downloads 131
30.

Causal Relations via Econometrics

International Econometric Review, Vol 2, No. 1, p 36-56, April 2010
Number of pages: 31 Posted: 07 Apr 2009 Last Revised: 03 Sep 2012
Accepted Paper Series
Pakistan Institute of Development Economics
Downloads 130
31.

A Note on the Link between Asymmetric Risk and Shortfall Risk

Number of pages: 21 Posted: 03 Oct 2008
Working Paper Series
Carleton University
Downloads 126
32.

Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents

Number of pages: 22 Posted: 13 Jun 2016
Working Paper Series
Peregrine Securities and Independent
Downloads 125
33.

Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan

Number of pages: 89 Posted: 29 Jul 2011 Last Revised: 14 Aug 2011
Working Paper Series
Al-Neelain University - Department of Economics
Downloads 114
34.

History Dependence in the Economy. A review of the Literature

Revista de Economia del Rosario, Vol. 4, No. 1, 2001
Number of pages: 24 Posted: 06 Sep 2006
Accepted Paper Series
Fedesarrollo
Downloads 111
35.

Testing Distributional Assumptions: A L-Moment Approach

Number of pages: 39 Posted: 04 Sep 2008
Working Paper Series
Carleton University and University of Cambridge - Faculty of Economics and Politics
Downloads 107
36.

The Most Entropic Canonical Copula with an Application To 'Style' Investment

Number of pages: 57 Posted: 04 Sep 2008
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and Carleton University

Multiple version iconThere are 2 versions of this paper

Downloads 106
37.

The Most Entropic Canonical Copula with an Application To 'Style' Investment

Number of pages: 57 Posted: 21 Feb 2009
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and Carleton University

Multiple version iconThere are 2 versions of this paper

Downloads 95
38.

Technological Choice and Network Externalities: A Catastrophe Model Analysis of Firm Software Adoption for Competing Operating Systems

Structural Change and Economic Dynamics, Vol. 12, pp. 29-57, 2001
Number of pages: 29 Posted: 23 Mar 2006
Accepted Paper Series
Illinois State Board of Education, The Gallup Organization and Independent
Downloads 93
39.

Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests

Number of pages: 26 Posted: 19 Oct 2007
Working Paper Series
Loyola University of Chicago - Department of Economics, Ca Foscari University of Venice - Dipartimento di Economia and Independent
Downloads 78
40.

International Workshop 'Energy Security - Multidimensional Scientific Research and Praxis'

International Workshop 'Energy Security - Multidimensional Scientific Research and Praxis,' N. Bulz, ed., May 2011
Number of pages: 38 Posted: 05 Aug 2012
Accepted Paper Series
National Defence College, Romania
Downloads 73
41.

Modeling Stock Market Volatility in India: A Comparison of Univariate Deterministic Models

ICFAI Journal of Applied Finance, pp. 19-33, October 2003
Number of pages: 19 Posted: 23 Sep 2004
Accepted Paper Series
Institute of Chartered Financial Analysts of India (ICFAI), Hyderabad - The Icfai Institute for Management Teachers (IIMT), Independent and ICFAI University
Downloads 65
42.

Failure to Launch? The Role of Land Inequality in Transition Delays

European Economic Review, Vol. 62, 2013
Number of pages: 35 Posted: 25 Apr 2011 Last Revised: 20 Aug 2013
Accepted Paper Series
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 64
43.

The Network Picture of Labor Flow

Number of pages: 27 Posted: 16 Jul 2015
Working Paper Series
University of Oxford - Said Business School, University of Oxford and George Mason University - Department of Computational Social Science

Multiple version iconThere are 2 versions of this paper

Downloads 64
44.

The Dynamics of Moonlighting in Pakistan

Number of pages: 16 Posted: 02 Jul 2011
Working Paper Series
Institute of Business Administration and affiliation not provided to SSRN
Downloads 57
45.

Forecasting in the Presence of Recent Structural Change

Bank of England Working Paper No. 406
Number of pages: 49 Posted: 05 Dec 2010
Working Paper Series
Bank of England - Monetary Analysis, University of London - Queen Mary College - Department of Economics and Essex Business School
Downloads 56
46.

Noul Concept Original De 'Bioplatforme' Pentru Cercetare-Dezvoltare-Inovare Prin Transfer De Cunostinte (Stiintifice) Si Tehnologii – Concept Bazat Pe Eco-Bio-Geo-Economie (The 'Bio-Platforms' New and Original Concept Dedicated to the Research-Development-Innovation Through Knowledge Transfer and Technology Transfer – Concept Based on Eco-Bio-Geo-Economy)

Bio-Platforms and Eco-Bio-Geo-Economy Workshop, Director of the Center for Studies and Research on Agrosilvic Biodiversity, Acad. David Davidescu, INCE, Academia Română, Romania, August 15-17, 2013 ,
Number of pages: 10 Posted: 23 Sep 2013
Accepted Paper Series
National Defence College, Romania, Universitatatea “Spiru Haret”, GNIR Holding S.A., Romanian Academy - Institute of National Economy and Romanian Academy - Center for Agroforestry Biodiversity Study and Research
Downloads 54
47.
Downloads 50
48.

Scholar Mihai Draganescu's Role within the Scientific Knowledge Innovative Structural-Phenomenological Approach of the Chaordic Systems Alongside the Holistically Evolving Eco-Bio-Geo-Paradigms

Academic Symposium "Information and Knowledge within Mihai Drăgănescu's Opus," May 2013,
Number of pages: 34 Posted: 04 May 2013
Accepted Paper Series
Romanian Academy - Center for Agroforestry Biodiversity Study and Research, National Defence College, Romania, Romanian Academy - Institute of National Economy and Romanian Academy - Institute of National Economy
Downloads 49
49.

Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences

RatSWD Working Paper No. 47
Number of pages: 9 Posted: 11 Aug 2009
Working Paper Series
Indiana University and RatSWD
Downloads 46
50.

‘Creative Partnership’ as a Type of Reflection and Prospect on Our Humankind: Qvo Vadis Homine 2050? (How Interdisciplinary & Intercultural Science-Praxis Relation Matter on Contemporary World within the Systemic Thinking?)

University of Aberdeen, School of Language and Literature, Centre for Modern Thought, October 2013
Number of pages: 167 Posted: 13 Oct 2013
Accepted Paper Series
National Defence College, Romania
Downloads 39