1.
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
2,354
2.
Determining Impacts on Non-Performing Loan Ratio in Turkey
Journal of Finance and Investment Analysis, Vol. 2, No. 4, 2013, pp.119-129
Number of pages: 11
Posted: 08 Dec 2013
Accepted Paper Series
Yildiz Technical University and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads
2,349
3.
Collective Hallucinations and Inefficient Markets: The British Railway Mania of the 1840s
Number of pages: 322
Posted: 18 Jan 2010
Working Paper Series
University of Minnesota - Twin Cities - School of Mathematics and Digital Technology Center
Downloads
2,251
4.
The Implications of an Ageing Population for the UK Economy
Bank of England Working Paper No. 159
Number of pages: 43
Posted: 10 Dec 2002
Working Paper Series
ESCOE
Downloads
1,967
5.
Rural Tourism and It’s Impact on Socioeconomic Condition: Evidence from West Bengal, India
Global Journal of Business Research, Vol. 6, No. 2, pp. 11-22, 2012
Number of pages: 12
Posted: 07 Jan 2012
Accepted Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN, Vishweshwarayya National Institute of Technology and affiliation not provided to SSRN
Downloads
1,949
6.
Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race
Economic Policy Review, Vol. 4, No. 2, June 1998
Number of pages: 20
Posted: 23 Oct 2007
Accepted Paper Series
Independent and New York University - Department of Economics
Downloads
1,847
7.
Behavioral Finance Beyond the Markets: A Real-Time Case Study of Russia's Military Resurgence
The Journal of Behavioral Finance & Economics, Vol. 5, Issues 1-2, pp. 145-164, 2016
Number of pages: 16
Posted: 10 Aug 2017
Last Revised: 13 Aug 2017
Accepted Paper Series
Socionomics Institute, Socionomics Institute and The Socionomics Institute
Downloads
1,688
8.
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
1,511
9.
Analyzing Macroeconomic Indicators of Economic Growth Using Panel Data
Journal of Finance and Investment Analysis, Vol.2, No.3, 2013, pp 41-53
Number of pages: 13
Posted: 14 May 2013
Last Revised: 15 Aug 2013
Accepted Paper Series
Istanbul University - School of Business, Department of Quantitative Methods, Istanbul University - Faculty of Business Administration, Department of Finance and Istanbul University - School of Business - Department of Quantitative Techniques
Downloads
1,441
10.
Sample Size Determination for Non-Finite Population
Southeast-Asian J. of Sciences Vol. 3, No. 2 (2014) pp. 141-152.
Number of pages: 12
Posted: 12 Jul 2017
Working Paper Series
Bangkok University
Downloads
1,410
11.
Systemic Risk and the Refinancing Ratchet Effect
MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Number of pages: 62
Posted: 15 Sep 2009
Last Revised: 08 Jan 2018
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Systemic Risk and the Refinancing Ratchet Effect
MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Number of pages: 62
Posted: 15 Sep 2009
Last Revised: 08 Jan 2018
Downloads
1,408
Systemic Risk and the Refinancing Ratchet Effect
NBER Working Paper No. w15362
Number of pages: 68
Posted: 21 Sep 2009
Last Revised: 24 Jun 2023
Downloads
105
Downloads
1,408
12.
Forecasting Methods (Spanish Version)
Number of pages: 29
Posted: 23 Feb 2006
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads
1,365
13.
Bubbles, Gullibility, and Other Challenges for Economics, Psychology, Sociology, and Information Sciences
First Monday, Vol. 15, No. 9, Sept. 2010
Number of pages: 48
Posted: 30 Aug 2010
Last Revised: 08 Aug 2015
Accepted Paper Series
University of Minnesota - Twin Cities - School of Mathematics and Digital Technology Center
Downloads
1,348
14.
Forecasting Stock Market Prices Using Mixed ARIMA Model: A Case Study of Indian Pharmaceutical Companies
Investment Management and Financial Innovations, 18 (1), 42-54. Doi: http://dx.doi.org/10.21511/imfi.18(1).2021.04
Number of pages: 14
Posted: 29 Jan 2021
Working Paper Series
Department of Commerce, Manipal Academy of Higher Education, Karnataka, India, Kingdom University - Department of Accounting and Finance, University of Craiova - Faculty of Economics and Business Administration and University of Craiova - Faculty of Social Science
Downloads
1,289
15.
The Three Horsemen of Riches: Plague, War and Urbanization in Early Modern Europe
Review of Economic Studies (2013), Forthcoming
Number of pages: 41
Posted: 12 Nov 2007
Last Revised: 13 May 2013
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Zurich - UBS International Center of Economics in Society
There are 2 versions of this paper
The Three Horsemen of Riches: Plague, War and Urbanization in Early Modern Europe
Review of Economic Studies (2013), Forthcoming
Number of pages: 41
Posted: 12 Nov 2007
Last Revised: 13 May 2013
Downloads
1,263
The Three Horsemen of Growth: Plague, War and Urbanization in Early Modern Europe
CEPR Discussion Paper No. DP7275
Number of pages: 59
Posted: 19 May 2009
Downloads
16
Downloads
1,263
16.
THE GREAT DECOUPLING: MACROECONOMIC PERCEPTIONS, REAL WAGES, AND COVID-19 *
Number of pages: 39
Posted: 20 Jun 2022
Last Revised: 28 Jul 2024
Working Paper Series
Sam Houston State University - College of Business Administration - Department of Economics and International Business
Downloads
1,254
17.
'Google It!' Forecasting the US Unemployment Rate with A Google Job Search Index
FEEM Working Paper No. 31.2010
Number of pages: 58
Posted: 22 Apr 2010
Working Paper Series
Bank of Italy and Bank of Italy
Downloads
1,215
18.
This Time is Different: An Example of a Giant, Wildly Speculative, and Successful Investment Mania
B.E. Journal of Economic Analysis & Policy, Vol. 10, Issue 1, Article 60, 2010
Number of pages: 23
Posted: 23 Mar 2010
Last Revised: 27 Feb 2012
Accepted Paper Series
University of Minnesota - Twin Cities - School of Mathematics and Digital Technology Center
Downloads
1,214
19.
Sector Rotation through the Business Cycle: A Machine Learning Regime Approach
Number of pages: 36
Posted: 31 Oct 2019
Last Revised: 04 Nov 2019
Working Paper Series
University of Cambridge
Downloads
1,212
20.
The Climate in Climate Economics
Number of pages: 52
Posted: 14 Jul 2021
Last Revised: 10 May 2023
Working Paper Series
ETH Zurich, Institute for Atmospheric and Climate Science, University of Zurich, University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
1,123
21.
Functional Forms and Parametrization of Cge Models
PEP Working Paper No. 2006-04
Number of pages: 44
Posted: 27 Apr 2006
Last Revised: 11 Jul 2018
Working Paper Series
Université Laval - Département d'Économique, Partnership for Economic Policy (PEP) and Université Laval - Département d'Économique
Downloads
1,117
22.
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
Number of pages: 33
Posted: 16 Sep 2009
Working Paper Series
Drexel University - Lebow College of Business, Drexel University - Bennett S. LeBow College of Business and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads
1,113
23.
Mixed-Frequency Machine Learning: Nowcasting and Backcasting Weekly Initial Claims with Daily Internet Search-Volume Data
International Journal of Forecasting, Forthcoming
Number of pages: 54
Posted: 13 Sep 2020
Last Revised: 13 Jun 2022
Working Paper Series
Aarhus University, CREATES, DFI, Research Department, Federal Reserve Bank of Atlanta and Aarhus UniversityAarhus University - CREATES
Downloads
1,076
24.
Predicting Consumer Default: A Deep Learning Approach
Number of pages: 77
Posted: 30 Oct 2019
Last Revised: 07 Aug 2020
Working Paper Series
University of Pittsburgh and University of Pittsburgh
There are 3 versions of this paper
Predicting Consumer Default: A Deep Learning Approach
Number of pages: 77
Posted: 30 Oct 2019
Last Revised: 07 Aug 2020
Downloads
1,030
Predicting Consumer Default: A Deep Learning Approach
NBER Working Paper No. w26165
Number of pages: 72
Posted: 20 Aug 2019
Last Revised: 30 Jun 2023
Downloads
36
Predicting Consumer Default: A Deep Learning Approach
CEPR Discussion Paper No. DP13914
Number of pages: 74
Posted: 20 Aug 2019
Downloads
4
Downloads
1,030
25.
Knowledge Accumulation, Privacy, and Growth in a Data Economy
Number of pages: 52
Posted: 15 Oct 2019
Last Revised: 29 Apr 2022
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Tsinghua University - Institute of Economics and Central University of Finance and Economics
Downloads
1,009
26.
Why England? Demographic Factors, Structural Change and Physical Capital Accumulation During the Industrial Revolution
Journal of Economical Growth, Vol. 11, No. 4, 2006
Number of pages: 43
Posted: 08 Aug 2006
Last Revised: 12 Oct 2012
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Zurich - UBS International Center of Economics in Society
Downloads
885
27.
Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Number of pages: 82
Posted: 21 Dec 2014
Last Revised: 17 Aug 2019
Working Paper Series
affiliation not provided to SSRN
Downloads
881
28.
Causal and Predictive Market Views and Stress-Testing
Number of pages: 11
Posted: 13 May 2023
Last Revised: 17 Sep 2024
Working Paper Series
Fortitudo Technologies
Downloads
868
29.
Adaptive Market Timing with ETFs
Number of pages: 18
Posted: 29 Dec 2010
Working Paper Series
Independent
Downloads
857
30.
Charles Mackay's Own Extraordinary Popular Delusions and the Railway Mania
Number of pages: 48
Posted: 14 Sep 2011
Last Revised: 27 Feb 2012
Working Paper Series
University of Minnesota - Twin Cities - School of Mathematics and Digital Technology Center
Downloads
823
31.
Covid-19: A View from the Labor Market
FRB of Dallas Working Paper No. 2010
Number of pages: 25
Posted: 29 Apr 2020
Last Revised: 29 Apr 2020
Working Paper Series
Indiana University Bloomington - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and William & Mary
Downloads
820
32.
Trade Liberalisation, Growth and Poverty in Senegal: A Dynamic Microsimulation Cge Model Analysis
CIRPEE Working Paper No. 05-12
Number of pages: 31
Posted: 15 May 2005
Last Revised: 16 Jul 2018
Working Paper Series
Université Laval - Département d'Économique, Université Cheikh Anta Diop, Partnership for Economic Policy (PEP) and Université Laval - Département d'Économique
Downloads
820
33.
Living with Reduced Income: An Analysis of Household Financial Vulnerability under COVID-19
Number of pages: 25
Posted: 16 Jan 2021
Working Paper Series
Bruegel and University of Antwerp
Downloads
794
34.
Consumption in Asset Returns
Number of pages: 136
Posted: 12 Mar 2021
Last Revised: 02 Oct 2024
Working Paper Series
London Business School - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads
788
35.
Solution and Simulation of Large Stock Flow Consistent Monetary Production Models Via the Gauss Seidel Algorithm
Journal of Policy Modeling, Forthcoming
Number of pages: 34
Posted: 09 Mar 2011
Working Paper Series
University of Limerick and University of Limerick - Kemmy Business School
Downloads
774
36.
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
711
37.
What Dividend Imputation Means for Retirement Savers
Number of pages: 31
Posted: 05 Sep 2018
Working Paper Series
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads
698
38.
Managing Investment Risks: Modern vs Traditional Knowledge and Practices
Number of pages: 8
Posted: 21 Jan 2019
Working Paper Series
Suresh Gyan Vihar University, Students and Suresh Gyan Vihar University
Downloads
690
39.
A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models
Number of pages: 36
Posted: 06 Jun 2022
Last Revised: 27 Feb 2023
Working Paper Series
The Chinese University of Hong Kong (CUHK) - Department of Economics
There are 2 versions of this paper
A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models
Number of pages: 36
Posted: 06 Jun 2022
Last Revised: 27 Feb 2023
Downloads
684
A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models
CESifo Working Paper No. 10600
Number of pages: 38
Posted: 11 Aug 2023
Downloads
66
Downloads
684
40.
Forecasting Private Consumption: Survey-Based Indicators vs. Google Trends
Ruhr Economic Paper No. 155
Number of pages: 23
Posted: 30 Nov 2009
Working Paper Series
Rhine-Westphalia Institute for Economic Research (RWI) and Rhine-Westphalia Institute for Economic Research (RWI-Essen)
Downloads
664
41.
Population Aging in Japan: Demographic Shock and Fiscal Sustainability
IMF Working Paper No. 01/40
Number of pages: 29
Posted: 30 Jan 2006
Working Paper Series
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
There are 2 versions of this paper
Population Aging in Japan: Demographic Shock and Fiscal Sustainability
IMF Working Paper No. 01/40
Number of pages: 29
Posted: 30 Jan 2006
Downloads
656
Population Aging in Japan: Demographic Shock and Fiscal Sustainability
IMF Working Paper No. 01/40
Number of pages: 29
Posted: 11 Aug 2009
Downloads
151
Downloads
656
42.
Optimal World Oil Extraction: Calibrating and Simulating the Hotelling Model
Number of pages: 52
Posted: 12 Nov 2004
Working Paper Series
Cornell University
Downloads
635
43.
Deficit Spending in the Nazi Recovery, 1933-1938: A Critical Reassessment
Zurich IEER Working Paper No. 68
Number of pages: 38
Posted: 09 Mar 2001
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economic History
Downloads
618
44.
The Great Shift: Macroeconomic Projections for the World Economy at the 2050 Horizon
CEPII Working Paper No. 2012-3
Number of pages: 104
Posted: 15 Feb 2012
Working Paper Series
Centre d'Etudes Prospectives et d'Info. Internationales (CEPII), Paris School of Economics (University Paris 1) and Banque de France
Downloads
600
45.
Population Aging and its Macroeconomic Implications: A Framework for Analysis
IMF Working Paper No. 02/16
Number of pages: 32
Posted: 31 Jan 2006
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads
584
46.
News and the Term Structure in General Equilibrium
Number of pages: 46
Posted: 19 Oct 2007
Working Paper Series
Pacific Investment Management Company (PIMCO)Northwestern University - Department of Economics
Downloads
569
47.
Is the Purchasing Managers’ Index Useful for Assessing the Economy’s Strength? A Directional Analysis
Economics Bulletin, Vol. 32, Issue 2, April 2012
Number of pages: 10
Posted: 27 Apr 2012
Accepted Paper Series
Meiji University - School of Commerce
There are 2 versions of this paper
Is the Purchasing Managers’ Index Useful for Assessing the Economy’s Strength? A Directional Analysis
Economics Bulletin, Vol. 32, Issue 2, April 2012
Number of pages: 10
Posted: 27 Apr 2012
Downloads
566
Is the Purchasing Managers’ Index Useful for Assessing the Economy’s Strength? A Directional Analysis
Number of pages: 11
Posted: 23 Feb 2011
Last Revised: 30 Apr 2012
Downloads
160
Downloads
566
48.
Surveying Generative AI's Economic Expectations
Number of pages: 29
Posted: 09 May 2023
Last Revised: 15 May 2023
Working Paper Series
Yale School of Management
Downloads
549
49.
The Transition of China to Sustainable Growth – Implications for the Global Economy and the Euro Area
ECB Occasional Paper No. 206
Number of pages: 66
Posted: 31 Jan 2018
Working Paper Series
European Central Bank (ECB), Bank of England, Bank of England, Bank of Finland - Institute for Economies in Transition (BOFIT) and European Central Bank (ECB)
Downloads
541
50.
An Important Predictor of Market Bubbles, Crashes and Corrections
Number of pages: 3
Posted: 07 Jun 2017
Working Paper Series
Laval University
Downloads
517
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