1.
Machine Learning at Central Banks
Bank of England Working Paper No. 674
Number of pages: 89
Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads
3,147
2.
Simple Approaches to Nonlinear Difference-in-Differences with Panel Data
Number of pages: 72
Posted: 10 Aug 2022
Working Paper Series
Michigan State University - Department of Economics
Downloads
2,785
3.
Libor Benchmark Reform: An Overview of Libor Changes and Its Impact on Yield Curves, Pricing and Risk
Number of pages: 67
Posted: 12 Nov 2019
Last Revised: 03 Jan 2020
Working Paper Series
University of Oxford - Said Business School
Downloads
2,405
4.
An Improved Measure of Deaths Due to COVID-19 in England and Wales
Number of pages: 48
Posted: 02 Jul 2020
Working Paper Series
Economic Insight, Economic Insight, Loughborough University - School of Business and Economics and Sheffield University Management School
Downloads
2,344
5.
Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK
Number of pages: 48
Posted: 14 Sep 2016
Last Revised: 23 Feb 2018
Working Paper Series
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads
2,286
6.
Systemic Risk and Central Clearing Counterparty Design
Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46
Posted: 09 Jun 2013
Last Revised: 01 Mar 2017
Working Paper Series
University of Florida - Department of Industrial and Systems Engineering, École Polytechnique Fédérale de Lausanne (EPFL) and Cornell University
There are 2 versions of this paper
Systemic Risk and Central Clearing Counterparty Design
Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46
Posted: 09 Jun 2013
Last Revised: 01 Mar 2017
Downloads
2,161
Systemic Risk in Networks with a Central Node
Forthcoming, SIAM Journal on Financial Mathematics, Swiss Finance Institute Research Paper No. 20-04
Number of pages: 43
Posted: 24 Jan 2020
Downloads
213
Downloads
2,161
7.
Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets
Financial Analysts Journal, Forthcoming
Number of pages: 50
Posted: 08 Jun 2020
Last Revised: 12 Jan 2022
Accepted Paper Series
University of Technology Sydney (UTS)
Downloads
2,143
8.
Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk
IMF Working Paper No. 19/109
Number of pages: 35
Posted: 06 Nov 2019
Working Paper Series
International Monetary Fund (IMF)
Downloads
1,798
9.
NYU Yield Curve Seminar - An Overview of Yield Curve Calibration & LIBOR Reform
Number of pages: 40
Posted: 08 Apr 2021
Working Paper Series
University of Oxford - Said Business School
Downloads
1,562
10.
How Effective Was the UK Carbon Tax? - A Machine Learning Approach to Policy Evaluation
CER-ETH – Center of Economic Research at ETH Zurich Working Paper 19/317
Number of pages: 51
Posted: 14 May 2019
Working Paper Series
affiliation not provided to SSRN, Potsdam-Institut für Klimafolgenforschung (PIK) and ZEW – Leibniz Centre for European Economic Research
Downloads
1,504
11.
Global Macroeconomic Scenarios of the COVID-19 Pandemic
CAMA Working Paper No. 62/2020
Number of pages: 60
Posted: 30 Jun 2020
Last Revised: 29 Oct 2020
Working Paper Series
Australian National University and The Australian National University; Centre of Excellence in Population Ageing Research (CEPAR)
Downloads
1,398
12.
The Forward Guidance Puzzle
FRB of New York Staff Report No. 574
Number of pages: 32
Posted: 19 Oct 2012
Working Paper Series
Federal Reserve Bank of New York, Barclays Corporate and Investment Bank and Northwestern University, Department of Economics
Downloads
1,334
13.
Synthetic Difference-In-Differences Estimation With Staggered Treatment Timing
Number of pages: 12
Posted: 28 Jan 2022
Last Revised: 23 Aug 2022
Working Paper Series
Bocconi University
Downloads
1,233
14.
Valuing Brand Collaboration: Evidence From a Natural Experiment
Number of pages: 50
Posted: 07 Mar 2019
Last Revised: 17 Aug 2020
Working Paper Series
Stanford Graduate School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads
1,126
15.
Greedflation from Causal Paths between Profits and Inflation
Number of pages: 22
Posted: 27 Jun 2022
Working Paper Series
Fordham University - Department of Economics
Downloads
1,084
16.
Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations
Number of pages: 9
Posted: 10 Jan 2022
Working Paper Series
Fidelity Investments, Inc., Fidelity Investments, Inc., Fidelity Investments, Inc. and affiliation not provided to SSRN
Downloads
1,063
17.
The Effect of Information Disclosure on Industry Payments to Physicians
Number of pages: 58
Posted: 06 Nov 2017
Last Revised: 25 Sep 2020
Working Paper Series
Duke University, Fuqua School of Business, The Stephen M. Ross School of Business at the University of Michigan and University of Michigan, Stephen M. Ross School of Business
Downloads
1,031
18.
The Impact of Fiscal Policy on Economic Activity Over the Business Cycle - Evidence from a Threshold VAR Analysis
Bundesbank Series 1 Discussion Paper No. 2011,03
Number of pages: 60
Posted: 08 Jun 2016
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and European Central Bank (ECB)
Downloads
1,016
19.
Interpretable Machine Learning for Asset Pricing
Number of pages: 87
Posted: 27 Jun 2023
Working Paper Series
King's College, London, King’s College London and King's College London
Downloads
1,007
20.
Shipping Performance Assessment and the Role of Key Performance Indicators (KPIs): 'Quality Function Deployment' for Transforming Shipowner's Expectation
Number of pages: 18
Posted: 04 Jan 2013
Working Paper Series
Texas A&M University at Galveston, Yildiz Technical University, National Taiwan Ocean University and Kobe University
Downloads
973
21.
The Macroeconomic Impact of the Next Generation EU Instrument on the Euro Area
ECB Occasional Paper No. 2021/255
Number of pages: 23
Posted: 05 Mar 2021
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads
967
22.
The Forecast Quality of Cboe Implied Volatility Indexes
Olin School of Business Working Paper No. 2003-08-004
Number of pages: 33
Posted: 16 Sep 2003
Working Paper Series
Deakin University - School of Accounting, Economics & Finance and Mississippi State University
Downloads
919
23.
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
IZA Discussion Paper No. 6618
Number of pages: 28
Posted: 16 Jun 2012
Last Revised: 18 Nov 2021
Working Paper Series
University of Southern California - Department of Economics and Birkbeck College
Downloads
787
24.
Advanced Yield Curve Calibration, Mixed Interpolation Schemes & How to Incorporate Jumps and the Turn-of-Year Effect
Number of pages: 7
Posted: 03 Sep 2021
Last Revised: 20 Dec 2021
Working Paper Series
University of Oxford - Said Business School
Downloads
745
25.
How U.S. Agriculture Will Fare Under the USMCA and Retaliatory Tariffs
GTAP Working Paper No. 84
Number of pages: 22
Posted: 28 Jan 2019
Working Paper Series
Purdue University, Department of Agricultural Economics, Purdue University - Department of Agricultural Economics and World Bank
Downloads
702
26.
Non-Tariff Measures: Evidence from Selected Developing Countries and Future Research Agenda
UNCTAD/DITC/TAB/2009/3
Number of pages: 166
Posted: 23 Jan 2011
Working Paper Series
United Nations - Conference on Trade and Development (UNCTAD)
Downloads
698
27.
DSGE Model-Based Forecasting
FRB of New York Staff Report No. 554
Number of pages: 95
Posted: 09 Mar 2012
Working Paper Series
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads
697
28.
Public Transit and Air Pollution
Number of pages: 41
Posted: 10 Oct 2017
Working Paper Series
University of Ottawa - Graduate School of Public and International Affairs, University of Ottawa - Department of Economics and University of Western Ontario - Richard Ivey School of Business
Downloads
670
29.
The Financial and Macroeconomic Effects of OMT Announcements
ECB Working Paper No. 1707
Number of pages: 25
Posted: 06 Aug 2014
Working Paper Series
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads
654
30.
A Review of the Fundamentals of the Fundamental Review of the Trading Book II: Asymmetries, Anomalies, and Simple Remedies
Number of pages: 27
Posted: 09 Aug 2017
Last Revised: 09 Jun 2018
Working Paper Series
CIBC World Markets - Risk Quant, Capital Markets, CIBC
Downloads
650
31.
The Place for Neuroscience in Criminal Law
PHILOSOPHICAL FOUNDATIONS OF LAW AND NEUROSCIENCE. New York: Oxford University Press 69-83 (Dennis Patterson & Michael Pardo, eds. 2016) , Fordham Law Legal Studies Research Paper No. 2806641
Number of pages: 16
Posted: 18 Jul 2016
Last Revised: 18 Aug 2016
Accepted Paper Series
Fordham University School of Law
Downloads
637
32.
Robust Hedging GANs
Number of pages: 47
Posted: 26 Jun 2023
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and Mathematical Institute, University of Oxford and Oxford Man Institute
Downloads
632
33.
Predicting Global Restaurant Facility Closures
Number of pages: 57
Posted: 18 Jul 2019
Last Revised: 26 Mar 2020
Working Paper Series
New York University (NYU) - Finance and Risk Engineering Department
Downloads
587
34.
Legal Hypergraphs
Number of pages: 18
Posted: 12 Jul 2023
Last Revised: 02 Jan 2024
Working Paper Series
Aalto University, Singapore Management University - Yong Pung How School of Law and Illinois Tech - Chicago Kent College of Law
Downloads
577
35.
The Economic Impact of Next Generation EU: A Euro Area Perspective
ECB Occasional Paper No. 2022/291
Number of pages: 59
Posted: 28 Apr 2022
Last Revised: 13 Jun 2022
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), Independent, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads
567
36.
Fiscal Multipliers and the State of the Economy
IMF Working Paper No. 12/286
Number of pages: 32
Posted: 18 Jan 2013
Working Paper Series
University of Cambridge - Faculty of Economics and Politics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads
556
37.
Implementing the Panel Event Study
IZA Discussion Paper No. 13524
Number of pages: 32
Posted: 29 Jul 2020
Last Revised: 16 Apr 2023
Working Paper Series
University of Oxford - Department of Economics and affiliation not provided to SSRN
Downloads
541
38.
TARP
New Palgrave Dictionary of Economics Online, Forthcoming
Number of pages: 25
Posted: 20 Oct 2012
Accepted Paper Series
University of Louisiana at Lafayette - College of Business Administration
Downloads
539
39.
Doing More with Less: Overcoming Ineffective Long-term Targeting Using Short-Term Signals
Number of pages: 58
Posted: 24 Oct 2022
Last Revised: 16 Feb 2024
Working Paper Series
Harvard Business School and Harvard Business School
Downloads
537
40.
Stress Testing the Financial Macrocosm
Forthcoming in Handbook of Financial Stress Testing (CUP, 2022)
Number of pages: 41
Posted: 31 Aug 2021
Last Revised: 02 Nov 2021
Working Paper Series
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Imperial College London and University of Oxford, Faculty of Law
Downloads
537
41.
Models of Financial Stability and Their Application in Stress Tests
Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
, University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66
Posted: 22 Aug 2017
Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Imperial College London and University of Oxford, Faculty of Law
Downloads
525
42.
Toward a Perspective-Dependent Theory of Audit Probability for Tax Compliance Models
33 Virginia Tax Review 629 (2014)
Number of pages: 24
Posted: 12 Dec 2013
Last Revised: 06 May 2018
Accepted Paper Series
Texas A&M University School of Innovation
Downloads
504
43.
Driving Restrictions that Work? Quito's Pico y Placa Program
Number of pages: 55
Posted: 29 Mar 2013
Last Revised: 25 Sep 2014
Working Paper Series
George Washington University - Department of Economics, George Washington University - Department of Economics and George Washington University - Department of Economics
Downloads
492
44.
The Effects of Conventional and Unconventional Monetary Policy: Identification through the Yield Curve
Bank of Finland Research Discussion Paper No. 3/2020
Number of pages: 45
Posted: 31 Jan 2020
Working Paper Series
Bank of Finland - Monetary Policy and Bank of Finland
Downloads
480
45.
Robustness Checks in Structural Analysis
MIT Sloan Research Paper No. 6799-22, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 22 Sep 2022
Last Revised: 20 Oct 2024
Working Paper Series
University of Pennsylvania - Finance Department, Stockholm School of Economics - Finance Department, University of Pennsylvania, University of California, Berkeley and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Robustness Checks in Structural Analysis
MIT Sloan Research Paper No. 6799-22, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 22 Sep 2022
Last Revised: 20 Oct 2024
Downloads
456
Robustness Checks in Structural Analysis
NBER Working Paper No. w30443
Number of pages: 75
Posted: 12 Sep 2022
Last Revised: 14 Apr 2023
Downloads
32
Downloads
456
46.
Forecasting Methods and Principles: Evidence-Based Checklists
Journal of Global Scholars of Marketing Science, Forthcoming
Number of pages: 29
Posted: 09 Aug 2018
Accepted Paper Series
University of Pennsylvania - Marketing Department and University of South Australia - UniSA Business
There are 2 versions of this paper
Forecasting Methods and Principles: Evidence-Based Checklists
Journal of Global Scholars of Marketing Science, Forthcoming
Number of pages: 29
Posted: 09 Aug 2018
Downloads
455
Downloads
455
47.
William T Ziemba's Contributions to Portfolio Theory and Practice
Number of pages: 26
Posted: 25 Oct 2019
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business
Downloads
429
48.
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
427
49.
On Detecting Spoofing Strategies in High Frequency Trading
Number of pages: 30
Posted: 06 Jan 2021
Working Paper Series
Shanghai Jiao Tong University (SJTU) - School of Mathematical Sciences, Western University, affiliation not provided to SSRN and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
425
50.
Why Is COVID-19 Mortality in Lombardy so High? Evidence from the Simulation of a SEIHCR Model
Number of pages: 15
Posted: 15 Apr 2020
Working Paper Series
Bocconi University - Department of Economics
Downloads
408
Feedback
Feedback to SSRN