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SSRN eLibrary Search Results
JEL Code: C53
582,774 Total downloads
Showing Papers 151 - 200 of 3,121
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Incl. Electronic Paper Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting
FRB of Cleveland Working Paper No. 17-02
Edward S. Knotek II and Saeed Zaman
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: March 21, 2017
Accepted Paper Series
11 downloads

Predicting the Oil Prices: Do Technical Indicators Help?
Libo Yin and Qingyuan Yang
Central University of Finance and Economics and Tianjin University - College of Management and Economics
Date Posted: March 20, 2017
Working Paper Series

A Parsimonious Risk Factor Model for Global Commodity Future Market
Zhenya Liu and Weiqing Tang
Renmin University of China and University of Birmingham, Department of Economics, Students
Date Posted: March 16, 2017
Working Paper Series

Incl. Electronic Paper Do Central Banks Respond Timely to Developments in the Global Economy?
CAMA Working Paper No. 20/2017
Hilde C. Bjørnland, Leif Anders Thorsrud and Sepideh Khayati Zahiri
Norwegian School of Management (BI), BI Norwegian Business School and BI Norwegian Business School
Date Posted: March 16, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
Asmerilda Hitaj, Cesario Mateus and Ilaria Peri
Università degli Studi di Milano-Bicocca - Dipartimento di Statistica e Metodi Quantitativi, University of Greenwich Business School and University of Greenwich
Date Posted: March 15, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Cause of Under-Supply of Variety by Monopolist and Social Cost of It: High Cost or Low Demand?
Roman Istomin and Dmitriy B. Potapov
Penn State U and National Research University Higher School of Economics
Date Posted: March 13, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The (Adaptive) Lasso in the Zoo - Firm Characteristic Selection in the Cross-Section of Expected Returns
Marcial Messmer and Francesco Audrino
University of St. Gallen and University of St. Gallen
Date Posted: March 10, 2017
Working Paper Series
55 downloads

Incl. Electronic Paper Modelling Realized Volatility in Electricity Spot Prices: New Insights and Application to the Japanese Electricity Market
ISER Discussion Paper No. 991
Aitor Ciarreta, Peru Muniain and Ainhoa Zarraga Alonso
Universidad del Pais Vasco, Universidad del País Vasco (UPV/EHU) - Faculty of Economic Science and Business Studies and Universidad del País Vasco - Departamento de Economia Aplicada III
Date Posted: March 10, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Stochastic Modelling of Photovoltaic Power Generation and Electricity Prices
Fred Espen Benth and Noor 'Adilah Ibrahim
University of Oslo and Islamic Science University of Malaysia
Date Posted: March 07, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Financial Information and Macroeconomic Forecasts
IMF Working Paper No. 16/251
Sophia Chen and Romain Ranciere
International Monetary Fund and International Monetary Fund (IMF)
Date Posted: March 07, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador
IMF Working Paper No. 16/236
Francesco Grigoli, Mario Mansilla and Martin Saldias
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Date Posted: March 07, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper The World Price of Skewness Risk
Jian Chen, Fuwei Jiang, Shuyu Xue and Jiaquan Yao
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: March 07, 2017
Working Paper Series
56 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
The Institute of Statistical Mathematics and Otaru University of Commerce
Date Posted: March 07, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
FEDS Working Paper No. 2017-020
David Reifschneider and Peter Tulip
Federal Reserve Board - Division of Research and Statistics and Reserve Bank of Australia
Date Posted: March 01, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Do Liquidity Variables Improve Out-of-Sample Prediction of Sovereign Spreads during Crisis Periods?
Finance Research Letters, Forthcoming
Harald Kinateder, Benedikt Hofstetter and Niklas Wagner
Passau University, University of Passau and Passau University
Date Posted: February 28, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Suite of Inflation Forecasting Models
Banco de Espana Working Paper No. DO 1703
Luis J. Álvarez and Isabel Sánchez-García
Bank of Spain and Banco de España
Date Posted: February 28, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Forecasting the Term Structure of Volatility of Crude Oil Price Changes
Economics Letters, Vol. 141, April 2016
Ercan Balaban and Shan Lu
University of Aberdeen and University of Aberdeen
Date Posted: February 24, 2017
Last Revised: February 26, 2017
Accepted Paper Series
17 downloads

Incl. Electronic Paper Whose Balance Sheet is This? Neural Networks for Banks’ Pattern Recognition
CentER Discussion Paper Series No. 2017-009
Carlos León, Jose Fernando Moreno and Jorge Cely
Banco de la República (Central Bank of Colombia), Central Bank of Colombia and Central Bank of Colombia
Date Posted: February 24, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?
ECB Working Paper No. 2025
Peter Sarlin and Gregor von Schweinitz
Hanken School of Economics and Halle Institute for Economic Research
Date Posted: February 24, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper More Power for Out-Of-Sample Tests of Predictability
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Date Posted: February 24, 2017
Working Paper Series
16 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
12 downloads

Incl. Electronic Paper Macroeconomic Forecasting in Times of Crises
FEDS Working Paper No. 2017-018
Pablo Guerrón-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Date Posted: February 21, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study
David Ardia, Keven Bluteau, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students, Vrije Universiteit Brussel (VUB) and University of Rome, Tor Vergata - Department of Economics and Finance
Date Posted: February 16, 2017
Working Paper Series
94 downloads

Incl. Electronic Paper Quantifying the Link between Art and Property Prices in Urban Neighbourhoods
R. Soc. open sci. 3: 160146. (2016) DOI/10.1098/rsos.160146
Chanuki Seresinhe, Tobias Preis and Helen Susannah Moat
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: February 16, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper Modelling and Forecasting Rig Rates on the Norwegian Continental Shelf
USAEE Working Paper No. 17-292
Terje Skjerpen, Halvor Briseid Storrosten, Knut Einar Rosendahl and Petter Osmundsen
Statistics Norway, Statistics Norway, Norwegian University of Life Sciences and University of Stavanger
Date Posted: February 16, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating Unbiassed Expected Loss, with Application to Consumer Credit
Anthony Bellotti
Imperial College London
Date Posted: February 13, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Equity Factor Predictability
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
149 downloads

Incl. Electronic Paper A Better Understanding of Granger Causality Analysis: A Big Data Environment
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and Durham University
Date Posted: February 11, 2017
Working Paper Series
20 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
27 downloads

Incl. Electronic Paper Estimating Suicide Occurrence Statistics Using Google Trends
EPJ Data Science, Vol. 5(32), DOI 10.1140/epjds/s13688-016-0094-0, 2016
Ladislav Kristoufek, Helen Susannah Moat and Tobias Preis
Charles University, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: February 09, 2017
Accepted Paper Series
17 downloads

Incl. Electronic Paper Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
FEEM Working Paper No. 6.2017
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Date Posted: February 08, 2017
Working Paper Series
5 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
3 downloads

RiskPortfolios: Computation of Risk-based Portfolios in R
Journal of Open Source Software, Vol 10, No. 2, 2017
David Ardia, Kris Boudt and Jean-Philippe Gagnon Fleury
University of Neuchatel - Institute of Financial Analysis, Vrije Universiteit Brussel (VUB) and Laval University - Département de Finance et Assurance
Date Posted: February 04, 2017
Last Revised: February 06, 2017
Accepted Paper Series

Incl. Electronic Paper Fear Connectedness Among Asset Classes
Research Institute of Applied Economics Working Paper 2017/03
Julián Andrada Félix, Adrian Fernandez-Perez and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Auckland University of Technology and Complutense University of Madrid
Date Posted: February 03, 2017
Working Paper Series
74 downloads

Incl. Electronic Paper Now-Casting Building Permits with Google Trends
David Coble and Pablo M. Pincheira
University of Chicago - Department of Economics and Adolfo Ibanez University - School of Business
Date Posted: February 03, 2017
Working Paper Series
48 downloads

Incl. Electronic Paper Forecasting with Dynamic Pane Data Models
USC-INET Research Paper No. 17-02
Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
University of Pennsylvania - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: January 31, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper Understanding Democratic Transition Using Self-Organizing Maps: A Special Focus on Arab Spring Countries
Houda Haffoudhi, Racem Mehdi and Gam Abdelkader
University of Carthage - Faculty of Economics Sciences and Management of Nabeul, Independent and Independent
Date Posted: January 30, 2017
Working Paper Series
3 downloads

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
16 downloads

Incl. Electronic Paper Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance
CESifo Working Paper Series No. 6242
Cristiana Manescu and Ine Van Robays
European Commission and European Central Bank
Date Posted: January 26, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper Measuring Firm Size Distribution with Semi-Nonparametric Densities
Center for Research in Economics and Finance (CIEF), Working Papers, No. 17-01
Lina M. Cortes, Andrés Mora-Valencia and Javier Perote
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Universidad de los Andes, Colombia - School of Management and University of Salamanca
Date Posted: January 25, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper A Macroeconometric Model of a Developing Economy
Journal of the Asia Pacific Economy, Volume 8, Number 1, February 2003
Kannapiran C. Arjunan
Queensland Government, Australia
Date Posted: January 23, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Predicting the Probability of Recession in Croatia: Is Economic Sentiment the Missing Link?
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 34, No. 2, 2016, pp. 555-579,
Natasa Erjavec V, Petar Sorić and Mirjana Čižmešija
University of Zagreb, University of Zagreb and University of Zagreb
Date Posted: January 23, 2017
Last Revised: January 30, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Targeting Market Neutrality
John B. Lee, Jonathan J. Reeves, Alice C. Tjahja and Xuan Xie
University of Auckland, UNSW Business School, University of New South Wales, UNSW Australia Business School, School of Banking and Finance and Commonwealth Bank of Australia
Date Posted: January 20, 2017
Last Revised: February 01, 2017
Working Paper Series
62 downloads

Incl. Electronic Paper Do Central Banks Respond Timely to Developments in the Global Economy?
Norges Bank Working Paper 19/2016
Hilde C. Bjørnland, Leif Anders Thorsrud and Sepideh Khayati Zahiri
Norwegian School of Management (BI), BI Norwegian Business School and BI Norwegian Business School
Date Posted: January 19, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper A Unified Framework for Dimension Reduction in Forecasting
FEDS Working Paper No. 2017-004
Alessandro Barbarino and Efstathia Bura
Board of Governors of the Federal Reserve System - Division of Research and Statistics and Vienna University of Technology - Institute for Mathematical Methods in Economics
Date Posted: January 19, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper A Sharp Model of Bid-Ask Spread Forecasts
Luca Cattivelli and Davide Pirino
Scuola Normale Superiore and Scuola Normale Superiore
Date Posted: January 17, 2017
Working Paper Series
37 downloads

The Dynamic Black-Litterman Approach to Asset Allocation
European Journal of Operational Research, Forthcoming
Richard D. F. Harris, Evarist Stoja and Linzhi Tan
University of Exeter - Business School, University of Bristol and Nottingham Trent University - Department of Accounting and Finance
Date Posted: January 16, 2017
Accepted Paper Series

Incl. Electronic Paper All Change! The Implications of Non-Stationarity for Empirical Modelling, Forecasting and Policy
Oxford Martin School Policy Paper Series, Forthcoming
David F. Hendry and Felix Pretis
University of Oxford - Department of Economics and University of Oxford
Date Posted: January 16, 2017
Accepted Paper Series
24 downloads

Incl. Electronic Paper Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?
ECB Working Paper No. 1972
Kirstin Hubrich and Frauke Skudelny
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Date Posted: January 16, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper How Biased are U.S. Government Forecasts of the Federal Debt?
FRB International Finance Discussion Paper No. 1189
Neil R. Ericsson
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Date Posted: January 15, 2017
Working Paper Series
16 downloads


 

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