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Abstracts: 741,545
Full Text Papers: 625,524
Authors: 343,692
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Last 12 months: 13,398,503
Last 30 days: 932,640

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SSRN eLibrary Search Results
JEL Code: C32
702,370 Total downloads
Showing Papers 741 - 790 of 4,569
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Incl. Electronic Paper Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates
CESifo Working Paper Series No. 1734
Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University London - Department of Economics and Finance and University of Navarra - Department of Economics
Date Posted: June 13, 2006
Working Paper Series
126 downloads

Incl. Electronic Paper 'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and Nidhi Sharma
NIMS University and Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
351 downloads

Incl. Electronic Paper 'Market Neutral' Strategy between Telecom Arg and Nortel Inversora
Juan Ledesma Padilla
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 20, 2007
Working Paper Series
199 downloads

Incl. Electronic Paper 'Ripple Effects' and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
The Annals of Regional Science, 48(3), June 1012
Rangan Gupta and Stephen M. Miller
University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: January 23, 2009
Last Revised: April 19, 2015
Accepted Paper Series
39 downloads

'The Bigger They Are, The Harder They Fall': Retail Price Differences Across U.S. Cities
Journal of International Economics
Paul G.J. O'Connell and Shang-Jin Wei
FDO Partners, LLC and Columbia Business School - Finance and Economics
Date Posted: November 03, 2000
Accepted Paper Series

Incl. Electronic Paper 'The Bigger They Are, The Harder They Fall': Retail Price Differences Across U.S. Cities
Journal of International Economics
Paul G.J. O'Connell and Shang-Jin Wei
FDO Partners, LLC and Columbia Business School - Finance and Economics
Date Posted: November 03, 2000
Working Paper Series
102 downloads

Incl. Electronic Paper (Re)correlation: A Markov Switching Multifractal Model with Time Varying Correlations
Julien Idier
Banque de France - Centre de Recherche
Date Posted: March 30, 2010
Working Paper Series
178 downloads

Incl. Electronic Paper 150 Years of the Oil Price-Macroeconomy Relationship
Macroeconomic Dynamics, Forthcoming, University of Calgary, Department of Economics, Working Paper 2017-01
Apostolos Serletis and Elaheh Asadi Mehmandosti
University of Calgary - Department of Economics and Alzahra University
Date Posted: January 10, 2017
Working Paper Series
31 downloads

A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Applied Economics Letters, Vol. 9, pp. 949-955, 2002
Jean-Guillaume Sahuc
Banque de France
Date Posted: January 16, 2003
Accepted Paper Series

Incl. Electronic Paper A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Jean-Guillaume Sahuc
Banque de France
Date Posted: December 16, 2001
Case and Teaching Paper Series
142 downloads

Incl. Electronic Paper A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield, Kai Li and Gary Koop
Carnegie Mellon University - David A. Tepper School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
292 downloads

Incl. Electronic Paper A Bayesian Approach to Counterfactual Analysis of Structural Change
FRB St. Louis Working Paper No. 2004-014C
Chang-Jin Kim, James Morley and Jeremy Piger
Korea University, University of New South Wales and University of Oregon - Department of Economics
Date Posted: July 28, 2005
Working Paper Series
117 downloads

Incl. Electronic Paper A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Chang-Jin Kim and Charles R. Nelson
Korea University and Dept of Economics
Date Posted: March 12, 1999
Working Paper Series
287 downloads

Incl. Electronic Paper A Bayesian Infinite Hidden Markov Vector Autoregressive Model
Tinbergen Institute Discussion Paper 16-107/III
Didier Nibbering, Richard Paap and Michel van der Wel
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam
Date Posted: December 08, 2016
Working Paper Series
38 downloads

Incl. Fee Electronic Paper A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo, Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
1530 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
37 downloads

Incl. Electronic Paper A Big Joke by Hodrick and Prescott with Their Filters
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: October 21, 2015
Working Paper Series
29 downloads

A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
UCSD Economics Discussion Paper 98-09
Clive W. J. Granger, Bwo-Nung Huang and Chin Wei Yang
University of California, San Diego (UCSD) - Department of Economics, National Chung Cheng University and Clarion University - Department of Economics
Date Posted: August 20, 1998
Working Paper Series

Incl. Electronic Paper A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
Umea Economic Studies Working Paper No. 547
Kurt Brannas and Jonas Nordstrom
University of Umea - Department of Economics and University of Umea - Department of Economics
Date Posted: March 07, 2001
Working Paper Series
163 downloads

Incl. Electronic Paper A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Date Posted: April 02, 2006
Working Paper Series
151 downloads

Incl. Electronic Paper A Cheat Sheet for Algorithmic Trading of Investment Portfolios
Patrick Beaudan
Belvedere Advisors LLC
Date Posted: August 23, 2013
Working Paper Series
408 downloads

Incl. Electronic Paper A Class of Non-Gaussian State Space Models with Exact Likelihood Inference
Chicago Booth Research Paper No. 14-24
Drew D. Creal
University of Chicago - Booth School of Business - Econometrics and Statistics
Date Posted: August 15, 2013
Last Revised: July 24, 2014
Working Paper Series
161 downloads

Incl. Electronic Paper A Classical Partial Disequilibrium Model of the Gas Shipping Markets
Steve Engelen and Wout Dullaert
affiliation not provided to SSRN and University of Antwerp - Institute of Transport and Maritime Management Antwerp (ITMMA)
Date Posted: February 23, 2012
Last Revised: February 26, 2012
Working Paper Series
176 downloads

Incl. Electronic Paper A Closer Look at the EPPS Effect
U of Siena Dept. of Economics Working Paper No. 335
Roberto Renò
University of Verona - Department of Economics
Date Posted: October 16, 2002
Working Paper Series
241 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper A Combined Filtering Approach to High-Frequency Volatility Estimation with Mixed-Type Microstructure Noises
Yinfen Tang and Zhiyuan Zhang
Shanghai University of Finance and Economics - School of Statistics and Management and School of Statistics and Management, Shanghai University of Finance and Economics
Date Posted: January 06, 2017
Last Revised: May 20, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper A Comment on 'the Information Content of Earnings and Prices: A Simultaneous Equations Approach' by W.H. Beaver, M.L. Mcanally, and C.H. Stinson (1997)
David E. Allen, Stuart N. Cruickshank and Nigel Morkel-Kingsbury
University of South Australia, School of Finance and Business Economics and Monash University Dept Accounting & Finance
Date Posted: May 17, 1999
Working Paper Series
597 downloads

Incl. Electronic Paper A Common Factor Analysis for the US and the German Stock Markets During Overlapping Trading Hours
Journal of International Financial Markets, Institutions and Money, Forthcoming
Michael Flad and Robert Jung
Goethe University Frankfurt - Department of Finance and University of Hohenheim - Institute of Economics
Date Posted: August 13, 2007
Accepted Paper Series
184 downloads

A Common Trends Model of UK Core Inflation
Empirical Economics, Vol. 28, pp. 157-72, 2003
Fabio C. Bagliano and Claudio Morana
University of Turin - Department of Economics and Statistics and Università di Milano Bicocca
Date Posted: May 13, 2002
Accepted Paper Series

Incl. Electronic Paper A Comparative Analysis of Stock Return Behavior Using a Markov Switching Model (Case Study: Zimbabwe Stock Exchange)
Tawanda Dakwa II and Isabel Linda Moyo
National University of Science and Technology and National University of Science and Technology
Date Posted: June 13, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper A Comparative Study of Forward Rate Unbiased Hypothesis in Tunisian and Indian Foreign Exchange Markets
Rohit Vishal Kumar and Dhekra Azouzi
IMI Bhubaneswar and affiliation not provided to SSRN
Date Posted: January 16, 2011
Last Revised: January 30, 2011
Working Paper Series
168 downloads

A Comparative Study Of Two Convolution-Type Estimators Of The Marginal Density Of Moving Average Processes
Computational Statistics, Vol. 14, Iss. 3
Ángeles Saavedra and Ricardo Cao
University of Vigo and University of Coruña
Date Posted: October 27, 1999
Accepted Paper Series

A Comparative Study on Calendar Effects: Greece vs Bulgaria
International Journal of Economic Research, Forthcoming
Andreas G. Georgantopoulos and Anastasios Tsamis
Panteion University of Athens - Panteion University of Political and Social Sciences and Panteion University of Athens
Date Posted: May 20, 2012
Accepted Paper Series

Incl. Electronic Paper A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
ZEW - Centre for European Economic Research Discussion Paper No. 08-007
Atilim Seymen
affiliation not provided to SSRN
Date Posted: February 06, 2008
Last Revised: August 14, 2008
Working Paper Series
20 downloads

Incl. Electronic Paper A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
25 downloads

Incl. Fee Electronic Paper A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
CEPR Discussion Paper No. 4976
Massimiliano Giuseppe Marcellino, James H. Stock and Mark W. Watson
European University Institute, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: August 01, 2005
Working Paper Series
15 downloads

Incl. Electronic Paper A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
IGIER Working Paper No. 285
Massimiliano Giuseppe Marcellino, James H. Stock and Mark W. Watson
European University Institute, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: April 13, 2005
Working Paper Series
121 downloads

Incl. Electronic Paper A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics and European University Institute
Date Posted: May 12, 2003
Working Paper Series
265 downloads

A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates
Bank of England Working Paper No. 44
Marco Bianchi
Citibank, N.A. - Asset Management Group, London
Date Posted: April 14, 1998
Working Paper Series

A Comparison Of The Forecast Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
The Econometrics Journal, Vol. 1, 1998
Michael P. Clements and Hans-Martin Krolzig
University of Reading - Henley Business School and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: April 09, 1999
Accepted Paper Series

Incl. Electronic Paper A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
CentER Discussion Paper Series No. 2016-037
Ron Triepels and Hennie Daniels
Tilburg University - Center for Economic Research (CentER) and Erasmus Research Institute of Management (ERIM)
Date Posted: September 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Comprehensive Model on the Euro Overnight Rate
ECB Working Paper No. 207
Flemming Reinhardt Würtz
European Central Bank (ECB)
Date Posted: February 06, 2003
Working Paper Series
175 downloads

A Computational Method for Estimating Continuum Factor Models
Computational Statistics, Vol. 12, No.4 (1997)
Sara Sjostedt and Anders Barrlund
University of Umea - Department Of Computing Science and University of Umea - Department Of Computing Science
Date Posted: March 02, 1998
Accepted Paper Series

Incl. Electronic Paper A Conditional Equity Risk Model for Regulatory Assessment
Anthony Floryszczak, Jacques Lévy Véhel and Mohamed Majri
SMABTP, Regularity Team Inria Saclay and SMABTP
Date Posted: February 08, 2016
Last Revised: March 27, 2016
Working Paper Series
67 downloads

Incl. Electronic Paper A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk
Lorenzo Cappiello
European Central Bank (ECB)
Date Posted: November 21, 2000
Working Paper Series
548 downloads

Incl. Electronic Paper A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market
Alessandra Cretarola and Gianna Figà-Talamanca
University of Perugia - Dipartimento di Matematica e Informatica and University of Perugia - Department of Economics
Date Posted: February 01, 2017
Working Paper Series
63 downloads

Incl. Electronic Paper A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
University of Copenhagen Finance Working Paper No. 2004/03
Nikolaus Hautsch and Tony Hall
University of Vienna - Department of Statistics and Operations Research and University of Technology Sydney (UTS) - Faculty of Business
Date Posted: June 14, 2005
Working Paper Series
606 downloads

Incl. Electronic Paper A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
Dean Fantazzini, Maria Elena De Giuli, Mario Maggi, Carluccio Bianchi and Alessandro Carta Sr.
Moscow School of Economics, Moscow State University, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
580 downloads

A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series


 

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