Advanced Search
MyIDEAS: Login

Publications

by alumni of

Økonomisk Institut
Københavns Universitet
København, Denmark

(Department of Economics, University of Copenhagen))

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2014

  1. Mosconi, Rocco & Paruolo, Paolo, 2014. "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper 53589, University Library of Munich, Germany.
  2. Henriques, Sofia Teives & Sharp, Paul, 2014. "The Danish Agricultural Revolution in an Energy Perspective: A Case of Development with Few Domestic Energy Sources," Discussion Papers of Business and Economics 9/2014, Department of Business and Economics, University of Southern Denmark.
  3. Markus Lampe & Paul Sharp, 2014. "Just Add Milk: A Productivity Analysis of the Revolutionary Changes in Nineteenth Century Danish Dairying," Working Papers in Economic History wp14-03, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
  4. Galor, Oded & Klemp, Marc, 2014. "The Biocultural Origins of Human Capital Formation," MPRA Paper 55636, University Library of Munich, Germany.
  5. Ashraf, Quamrul & Galor, Oded & Klemp, Marc, 2014. "The Out of Africa Hypothesis of Comparative Development Reflected by Nighttime Light Intensity," MPRA Paper 55634, University Library of Munich, Germany.

2013

  1. Hansen, Henrik & Trifkovic, Neda, 2013. "Systematic Reviews: Questions, Methods and Usage," MPRA Paper 47993, University Library of Munich, Germany.
  2. Henrik Hansen & Neda Trifković, 2013. "Food Standards are Good – for Middle-Class Farmers," IFRO Working Paper 2013/19, University of Copenhagen, Department of Food and Resource Economics.
  3. Christian Fons-Rosen & Sebnem Kalemli-Ozcan & Bent E. Sørensen & Carolina Villegas-Sanchez & Vadym Volosovych, 2013. "Quantifying Productivity Gains from Foreign Investment," NBER Working Papers 18920, National Bureau of Economic Research, Inc.
  4. Yuliya Demyanyk & Dmytro Hryshko & María José Luengo Luengo-Prado & Bent Sorensen, 2013. "Moving to a job: The role of home equity, debt, and access to credit," Working Paper 1305, Federal Reserve Bank of Cleveland.
  5. Kalemli-Ozcan, Sebnem & Luttini, Emiliano & Sørensen, Bent E, 2013. "Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns," CEPR Discussion Papers 9541, C.E.P.R. Discussion Papers.
  6. Bent Nielsen & Soren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Series Working Papers 2013-W02, University of Oxford, Department of Economics.
  7. María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2013. "Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality," Economics Papers 2013-W05, Economics Group, Nuffield College, University of Oxford.
  8. D Kuang & Bent Nielsen & J P Nielsen, 2013. "The Geometric Chain-Ladder," Economics Papers 2013-W11, Economics Group, Nuffield College, University of Oxford.
  9. Nina Boberg-Fazlic & Paul Sharp, 2013. "North and South: Social Mobility and Welfare Spending in Preindustrial England," Working Papers 0037, European Historical Economics Society (EHES).
  10. Sharp, Paul & Uebele, Martin, 2013. "Rural Infrastructure and Agricultural Market Integration in the United States: A long run perspective," Discussion Papers of Business and Economics 10/2013, Department of Business and Economics, University of Southern Denmark.
  11. Markus Lampe & Paul Sharp, 2013. "Greasing the Wheels of Rural Transformation? Margarine and the Competition for the British Butter Market," Working Papers 0043, European Historical Economics Society (EHES).
  12. Nina Boberg-Fazlic & Paul Sharp, 2013. "Does Welfare Spending Crowd Out Charitable Activity? Evidence from Historical England under the Poor Laws," Working Papers 0049, European Historical Economics Society (EHES).
  13. Andersen, Thomas Barnebeck & Bentzen, Jeanet & Dalgaard, Carl-Johan & Sharp, Paul, 2013. "Pre-Reformation Roots of the Protestant Ethic," CAGE Online Working Paper Series 137, Competitive Advantage in the Global Economy (CAGE).
  14. Marc Klemp & Chris Minns & Patrick Wallis & Jacob Weisdorf, 2013. "Picking Winners? The Effect of Birth Order and Migration on Parental Human Capital Investments in Pre-Modern England," Working Papers 0037, Utrecht University, Centre for Global Economic History.
  15. Oded Galor & Marc Klemp, 2013. "Be Fruitful and Multiply? Moderate Fecundity and Long-Run Reproductive Success," Working Papers 2013-10, Brown University, Department of Economics.
  16. Marc Patrick Brag Klemp & Niels Framroze Møller, 2013. "Post-Malthusian Dynamics in Pre-Industrial Scandinavia," Working Papers 2013-14, Brown University, Department of Economics.
  17. Fedor Iskhakov & John Rust & Bertel Schjerning, 2013. "The Dynamics of Bertrand Price Competition with Cost-Reducing Investments," Discussion Papers 13-05, University of Copenhagen. Department of Economics.

2012

  1. Sebnem Kalemli-Ozcan & Bent E. Sorensen, 2012. "Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa," NBER Working Papers 18030, National Bureau of Economic Research, Inc.
  2. Christian Fons-Rosen & Sebnem Kalemli-Ozcan & Bent E. Sørensen & Carolina Villegas-Sanchez & Vadym Volosovych, 2012. "Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries," DEGIT Conference Papers c017_064, DEGIT, Dynamics, Economic Growth, and International Trade.
  3. Steven Craig & Wided Hemissi & Satadru Mukherjee & Bent E. Sorensen, 2012. "How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance," Working Papers 201302845, Department of Economics, University of Houston.
  4. Massimo Franchi & Paolo Paruolo, 2012. "On ABCs (and Ds) of VAR representations of DSGE models," Working Paper Series 56_12, The Rimini Centre for Economic Analysis, revised Aug 2012.
  5. Bent Nielsen & Andrew Whitby, 2012. "A Joint Chow Test for Structural Instability," Economics Papers 2012-W07, Economics Group, Nuffield College, University of Oxford.
  6. Lampe, Markus & Sharp, Paul, 2012. "Tariffs and income: A time series analysis for 24 countries," Discussion Papers of Business and Economics 17/2012, Department of Business and Economics, University of Southern Denmark.
  7. Marc Klemp & Chris Minns & Patrick Wallis & Jacob Weisdorf, 2012. "Family Investment Strategies in Pre-modern Societies: Human Capital, Migration, and Birth Order in Seventeenth and Eighteenth Century England," Working Papers 0018, European Historical Economics Society (EHES).
  8. Cinnirella, Francesco & Klemp, Marc P B & Weisdorf, Jacob, 2012. "Malthus in the Bedroom: Birth Spacing as a Preventive Check Mechanism in Pre-Modern England," CEPR Discussion Papers 9116, C.E.P.R. Discussion Papers.
  9. Klemp, Marc P B & Weisdorf, Jacob, 2012. "Fecundity, Fertility and Family Reconstitution Data: The Child Quantity-Quality Trade-O Revisite," CEPR Discussion Papers 9121, C.E.P.R. Discussion Papers.
  10. John Rust & Bertel Schjerning & Fedor Iskhakov, 2012. "A Dynamic Model of Leap-Frogging Investments and Bertrand Price Competition," 2012 Meeting Papers 370, Society for Economic Dynamics.
  11. Daniel le Maire & Bertel Schjerningo, 2012. "Tax Bunching, Income Shifting and Self-employment," EPRU Working Paper Series 2012-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  12. John Rust & Bertel Schjerning & Fedor Iskhakov, 2012. "A generalized endogenous grid method for discrete-continuous choice," 2012 Meeting Papers 1162, Society for Economic Dynamics.
  13. Nina Boberg-Fazlic, 2012. "Longevity and Schooling: The Case of Retirement," Discussion Papers 12-15, University of Copenhagen. Department of Economics.
  14. Klinge Jacobsen, Henrik & Hansen, Lise-Lotte P & Schröder, Sascha T & Kitzing, Lena, 2012. "Cooperation mechanisms to achieve EU renewable targets," MPRA Paper 41400, University Library of Munich, Germany.
  15. zvingilaite, Erika & Klinge Jacobsen, Henrik, 2012. "Heat savings and heat generation technologies: Modelling of residential investment behaviour with local externalities," MPRA Paper 41545, University Library of Munich, Germany.

2011

  1. Henrik Hansen & John Rand, 2011. "Another Perspective on Gender Specific Access to Credit in Africa," IFRO Working Paper 2011/14, University of Copenhagen, Department of Food and Resource Economics.
  2. Henrik Hansen & Ninja Ritter Klejnstrup & Ole Winckler Andersen, 2011. "A Comparison of Model-based and Design-based Impact Evaluations of Interventions in Developing Countries," IFRO Working Paper 2011/16, University of Copenhagen, Department of Food and Resource Economics.
  3. Ostergaard, Charlotte & Sasson, Amir & Sørensen, Bent E, 2011. "The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms," CEPR Discussion Papers 8278, C.E.P.R. Discussion Papers.
  4. Sebnem Kalemli-Ozcan & Bent Sorensen & Sevcan Yesiltas, 2011. "Leverage Across Firms, Banks, and Countries," NBER Working Papers 17354, National Bureau of Economic Research, Inc.
  5. Faruk Balli & Sebnem Kalemli-Ozcan & Bent Sorensen, 2011. "Risk Sharing through Capital Gains," NBER Working Papers 17612, National Bureau of Economic Research, Inc.
  6. Massimo Franchi & Paolo Paruolo, 2011. "Normal forms of regular matrix polynomials via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2011/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  7. Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011. "Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008," Economics and Quantitative Methods qf1113, Department of Economics, University of Insubria.
  8. Søren Johansen & Bent Nielsen, 2011. "Asymptotic theory for iterated one-step Huber-skip estimators," Discussion Papers 11-29, University of Copenhagen. Department of Economics.
  9. Nina Boberg-Fazlic & Paul Sharp & Jacob Weisdorf, 2011. "Survival of the Richest? Social Status, Fertility, and Social Mobility in England 1541-1824," Discussion Papers 11-02, University of Copenhagen. Department of Economics.
  10. Thomas Barnebeck Andersen & Jeanet Bentzen & Carl-Johan Dalgaard & Paul Sharp, 2011. "Religious Orders and Growth through Cultural Change in Pre-Industrial England," Discussion Papers 11-07, University of Copenhagen. Department of Economics.
  11. Ingrid Henriksen & Morten Hviid & Paul Sharp, 2011. "Law and Peace: Contracts and the Success of the Danish Dairy Cooperatives," Discussion Papers 11-11, University of Copenhagen. Department of Economics.
  12. Giovanni Federico & Paul Sharp, 2011. "The Cost of Railroad Regulation: The Disintegration of American Agricultural Markets in the Interwar Period," Discussion Papers 11-17, University of Copenhagen. Department of Economics.
  13. Paul R. Sharp & Jacob L. Weisdorf, 2011. "French Revolution or Industrial Revolution? A Note on the Contrasting Experiences of England and France up to 1800," Working Papers 0012, Utrecht University, Centre for Global Economic History.
  14. Marc Klemp & Jacob Weisdorf, 2011. "The Lasting Damage to Mortality of Early-Life Adversity: Evidence from the English Famine of the late 1720s," Discussion Papers 11-14, University of Copenhagen. Department of Economics.
  15. Marc Klemp & Jacob Weisdorf, 2011. "The Child Quantity-Quality Trade-Off During the Industrial Revolution in England," Discussion Papers 11-16, University of Copenhagen. Department of Economics.
  16. Marc P. B. Klemp, 2011. "Prices, Wages and Fertility in Pre-Industrial England," Discussion Papers 11-20, University of Copenhagen. Department of Economics.

2010

  1. Carl-Johan, Dalgaard & Henrik, Hansen, 2010. "Evaluating Aid Effectiveness in the Aggregate: A critical assessment of the evidence," MPRA Paper 23026, University Library of Munich, Germany.
  2. Sebnem Kalemli-Ozcan & Bent E. Sørensen & Vadym Volosovych, 2010. "Deep Financial Integration and Volatility," Koç University-TUSIAD Economic Research Forum Working Papers 1006, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.
  3. Hryshko, Dmytro & Luengo-Prado, Maria & Sorensen, Bent E, 2010. "The Effect of Education on Equity Holdings," CEPR Discussion Papers 7844, C.E.P.R. Discussion Papers.
  4. Ozer-Balli, Hatice & Sorensen, Bent E, 2010. "Interaction Effects in Econometrics," CEPR Discussion Papers 7929, C.E.P.R. Discussion Papers.
  5. Hryshko, Dmytro & Luengo-Prado, Maria Jose & Sorensen, Bent E, 2010. "Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education," CEPR Discussion Papers 7999, C.E.P.R. Discussion Papers.
  6. Charlotte Østergaard & Amir Sasson & Bent E. Sørensen, 2010. "Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank," Working Paper 2010/27, Norges Bank.
  7. Søren Johansen & Bent Nielsen, 2010. "Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli," CREATES Research Papers 2010-06, School of Economics and Management, University of Aarhus.
  8. Tom Engsted & Bent Nielsen, 2010. "Testing for rational bubbles in a co-explosive vector autoregression," CREATES Research Papers 2010-25, School of Economics and Management, University of Aarhus.
  9. Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2010. "Forecasting in an extended chain-ladder-type model," Economics Papers 2010-W05, Economics Group, Nuffield College, University of Oxford.
  10. Bent Nielsen & Soren Johansen, 2010. "Discussion of The Forward Search: Theory and Data Analysis," Economics Series Working Papers 2010-W02, University of Oxford, Department of Economics.
  11. Bent Nielsen & J.P. Nielsen, 2010. "Identification and forecasting in the Lee-Carter model," Economics Series Working Papers 2010-W07, University of Oxford, Department of Economics.
  12. Ingrid Henriksen & Markus Lampe & Paul Sharp, 2010. "The Strange Birth of Liberal Denmark: Danish trade protection and the growth of the dairy industry since the mid-nineteenth century," Discussion Papers 10-04, University of Copenhagen. Department of Economics.
  13. Paul Sharp, 2010. "Malta and the Nineteenth Century Grain Trade: British free trade in a microcosm of Empire?," Discussion Papers 10-03, University of Copenhagen. Department of Economics.
  14. Paul Sharp & Holger Strulik & Jacob Weisdorf, 2010. "The Determinants of Subsistence Income in a Malthusian World," Global COE Hi-Stat Discussion Paper Series gd09-133, Institute of Economic Research, Hitotsubashi University.
  15. Ingrid Henriksen & Markus Lampe & Paul Sharp, 2010. "The Role of Technology and Institutions for Growth: Danish Creameries in the late Nineteenth Century," Discussion Papers 10-32, University of Copenhagen. Department of Economics.

2009

  1. Carl-Johan, Dalgaard & Henrik, Hansen, 2009. "Evaluating Aid Effectiveness in the Aggregate: Methodological Issues," MPRA Paper 23025, University Library of Munich, Germany.
  2. Dmytro Hryshko & María José Luengo-Prado. & Bent E. Sørensen, 2009. "House prices and risk sharing," New England Public Policy Center Working Paper 09-3, Federal Reserve Bank of Boston.
  3. Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno".
  4. D. Kuang & B. Nielsen & J. P. Nielsen, 2009. "Chain-Ladder as Maximum Likelihood Revisited," Economics Papers 2009-W08, Economics Group, Nuffield College, University of Oxford.
  5. Jouni Sohkanen & B. Nielsen, 2009. "Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends," Economics Papers 2009-W09, Economics Group, Nuffield College, University of Oxford.
  6. Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
  7. B. Nielsen, 2009. "Test for cointegration rank in general vector autoregressions," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford.
  8. Markus Lampe & Paul Sharp, 2009. "Something Rational in the State of Denmark? The Case of an Outsider in the Cobden-Chevalier Network 1860-1875," Discussion Papers 09-20, University of Copenhagen. Department of Economics.
  9. Nikolaj Malchow-Møller & James R. Markusen & Bertel Schjerning, 2009. "Foreign Firms, Domestic Wages," CAM Working Papers 2009-02, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  10. Klinge Jacobsen, Henrik & Jensen, Stine Grenaa, 2009. "Electricity supply security: Cost efficiency of providing security and diversified consumer level," MPRA Paper 41707, University Library of Munich, Germany.

2008

  1. Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, School of Economics and Management, University of Aarhus.
  2. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sorensen, 2008. "Risk sharing and portfolio allocation in EMU," European Economy - Economic Papers 334, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  3. Abadir Karim M. & Paruolo Paolo, 2008. "On efficient simulation in dynamic models," Economics and Quantitative Methods qf0709, Department of Economics, University of Insubria.
  4. Søren Johansen & Bent Nielsen, 2008. "An analysis of the indicator saturation estimator as a robust regression estimator," Economics Papers 2008-W03, Economics Group, Nuffield College, University of Oxford.
  5. Søren Johansen & Bent Nielsen, 2008. "An analysis of the indicator saturation estimator as a robust regression," Discussion Papers 08-03, University of Copenhagen. Department of Economics.
  6. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy.
  7. Bent Nielsen & Heino Bohn Nielsen, 2008. "Properties of etimated characteristic roots," Economics Papers 2008-W07, Economics Group, Nuffield College, University of Oxford.
  8. D. Kuang & Bent Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Papers 2008-W09, Economics Group, Nuffield College, University of Oxford.
  9. Bent Nielsen, 2008. "Singular vector autoregressions with deterministic terms: Strong consistency and lag order determination," Economics Series Working Papers 2008-W14, University of Oxford, Department of Economics.
  10. Paul Sharp, 2008. "Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century," Discussion Papers 08-08, University of Copenhagen. Department of Economics.
  11. Niels Framroze Møller & Paul Sharp, 2008. "Malthus in Cointegration Space: A new look at living standards and population in pre-industrial England," Discussion Papers 08-16, University of Copenhagen. Department of Economics.
  12. Paul Sharp, 2008. "The Long American Grain Invasion of Britain: Market integration and the wheat trade between North America and Britain from the Eighteenth Century," Discussion Papers 08-20, University of Copenhagen. Department of Economics.
  13. Paul Sharp & Jacob L. Weisdorf, 2008. "A Malthusian model for all seasons?," PSE Working Papers halshs-00586874, HAL.
  14. Malchow-Møller, Nikolaj & Schjerning, Bertel & Sørensen, Anders, 2008. "Entrepreneurship, job Creation, and Wage Growth," Working Papers 13-2008, Copenhagen Business School, Department of Economics.

2007

  1. Le Dang Trung & Tran Ngo Minh Tam & Bob Baulch & Henrik Hansen, 2007. "Testing for Food market integration: A study of the Vietnamese paddy market," Working Papers 11, Development and Policies Research Center (DEPOCEN), Vietnam.
  2. Henrik Hansen & Le Dang Trung, 2007. "Better Than its Reputation? The Incidence of Social Transfers and Education Fee Exemptions in Vietnam," Working Papers 09, Development and Policies Research Center (DEPOCEN), Vietnam.
  3. Hansen, Henrik & Headey, Derek, 2007. "The Short-Run Macroeconomic Impact of Foreign Aid to Small States: An Agnostic Timeseries Analysis," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  4. Mehmet Fatih Ekinci & Sebnem Kalemli-Ozcan & Bent Sorensen, 2007. "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust," NBER Working Papers 13440, National Bureau of Economic Research, Inc.
  5. Balli, Faruk & Sorensen, Bent E., 2007. "Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving," MPRA Paper 10223, University Library of Munich, Germany.
  6. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Belgi Turan, 2007. "Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000," European Economy - Economic Papers 295, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  7. Luciano Fratocchi & Alberto Onetti & Alessia Pisoni & Marco Talaia, 2007. "Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy," Economics and Quantitative Methods qf0708, Department of Economics, University of Insubria.
  8. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  9. Bent Nielsen & Carlos Caceres, 2007. "Convergence to Stochastic Integrals with Non-linear integrands," Economics Papers 2007-W02, Economics Group, Nuffield College, University of Oxford.
  10. Bent Nielsen & Eric Engler, 2007. "The empirical process of autoregressive residuals," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford.
  11. Di Kuang & Bent Nielsen & J. P. Nielsen, 2007. "Identification of the age-period-cohort model and the extended chain ladder model," Economics Papers 2007-W05, Economics Group, Nuffield College, University of Oxford.
  12. Karl Gunnar Persson & Paul Sharp, 2007. "The Cost of Ignorance: Reputational Mark-up in the Market for Tuscan Red Wines," Discussion Papers 07-11, University of Copenhagen. Department of Economics.
  13. Paul Sharp & Jacob Weisdorf, 2007. "From Preventive to Permissive Checks: The changing nature of the Malthusian relationship between nuptiality and the price of provisions in the nineteenth century," Discussion Papers 07-20, University of Copenhagen. Department of Economics.
  14. Paul Sharp & Jacob Weisdorf, 2007. "A Malthusian Model for all Seasons: A Theoretical Approach to Labour Input and Labour Surplus in Traditional Agriculture," Discussion Papers 07-19, University of Copenhagen. Department of Economics.
  15. Klinge Jacobsen, Henrik, 2007. "Energy intensities and the impact of high energy prices on producing and consuming sectors in Malaysia," MPRA Paper 42130, University Library of Munich, Germany.

2006

  1. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria.
  2. Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria.
  3. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.
  4. Paul Sharp, 2006. "1846 and All That: The Rise and Fall of British Wheat Protection in the Nineteenth Century," Discussion Papers 06-14, University of Copenhagen. Department of Economics.

2005

  1. Carl-Johan Dalgaard & Henrik Hansen, 2005. "The Return to Foreign Aid," Discussion Papers 05-04, University of Copenhagen. Department of Economics.
  2. Bent E. Sørensen & Maria Jose Luengo-Prado, 2005. "What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?," Working Papers 2005-03, Department of Economics, University of Houston.
  3. Bent E. Sørensen & Yuliya Demyanyk & Charlotte Ostergaard, 2005. "U.S. Banking Deregulation, Small Businesses,and Interstate Insurance of Personal Income," Working Papers 2005-02, Department of Economics, University of Houston.
  4. Sebnem Kalemli-Ozcan & Bent E. Sørensen & Ariell Reshef & Oved Yosha, 2005. "Why Does Capital Flow to Rich States?," Working Papers 2005-04, Department of Economics, University of Houston.
  5. Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005. "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers 5113, C.E.P.R. Discussion Papers.
  6. Sebnem Kalemli-Ozcan, Ariell Reshef & Bent E. Sørensen,Oved Yosha, 2005. "Net Capital Flows and Productivity: Evidence from U.S. States," The Institute for International Integration Studies Discussion Paper Series iiisdp072, IIIS.
  7. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria.
  8. Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods qf0504, Department of Economics, University of Insubria.
  9. Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods qf0509, Department of Economics, University of Insubria.
  10. Takamitsu Kurita & Bent Nielsen, 2005. "Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model," Economics Papers 2005-W01, Economics Group, Nuffield College, University of Oxford.
  11. Bent Nielsen, 2005. "Analysis of co-explosive processes," Economics Papers 2005-W08, Economics Group, Nuffield College, University of Oxford.
  12. Fristrup, Peter & Klinge Jacobsen, Henrik, 2005. "Vertical Integration and Fuel Diversity in Electricity Generation – a theoretical study in imperfect competition," MPRA Paper 42124, University Library of Munich, Germany.

2004

  1. Henrik Hansen & John Rand & Finn Tarp, 2004. "SME Growth and Survival in Vietnam: Did Direct Government Support Matter?," Discussion Papers 04-13, University of Copenhagen. Department of Economics.
  2. Henrik Hansen & John Rand, 2004. "On the Causal Links between FDI and Growth in Developing Countries," Discussion Papers 04-30, University of Copenhagen. Department of Economics.
  3. Thomas Barnebeck Andersen & Henrik Hansen & Thomas Markussen, 2004. "US Politics and World Bank IDA-Lending," Discussion Papers 05-06, University of Copenhagen. Department of Economics, revised May 2005.
  4. Luengo-Prado, Maria Jose & Sorensen, Bent E, 2004. "The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States," CEPR Discussion Papers 4474, C.E.P.R. Discussion Papers.
  5. Kalemli-Ozcan, Sebnem & Sorensen, Bent E & Yosha, Oved, 2004. "Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe," CEPR Discussion Papers 4463, C.E.P.R. Discussion Papers.
  6. Bent E. Sorensen & Maria J. Luengo-Prado, 2004. "The Buffer Stock Model and the Aggregate Propensity to Consume," Econometric Society 2004 North American Summer Meetings 457, Econometric Society.
  7. Lando, David & Mortensen, Allan, 2004. "On the Pricing of Step-Up Bonds in the European Telecom Sector," Working Papers 2004-9, Copenhagen Business School, Department of Finance.
  8. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  9. Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods qf04025, Department of Economics, University of Insubria.
  10. Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria.
  11. Bent Nielsen & J. James Reade, 2004. "Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression," Economics Papers 2004-W24, Economics Group, Nuffield College, University of Oxford.
  12. Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen, 2004. "Two sided analysis of variance with a latent time series," Economics Papers 2004-W25, Economics Group, Nuffield College, University of Oxford.
  13. Bent Nielsen, 2004. "Money demand in the Yugoslavian hyperinflation 1991-1994," Economics Series Working Papers 2004-W31, University of Oxford, Department of Economics.

2003

  1. Carl-Johan Dalgaard & Henrik Hansen & Theo Larsen, 2003. "Income Skewness, Redistribution and Growth: A Reconciliation," EPRU Working Paper Series 03-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  2. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  3. Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria.
  4. Paruolo Paolo, 2003. "Common dynamics in I(1) VAR systems," Economics and Quantitative Methods qf0316, Department of Economics, University of Insubria.
  5. Bent Nielsen, 2003. "Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms," Economics Papers 2003-W23, Economics Group, Nuffield College, University of Oxford.
  6. Bent Nielsen, 2003. "Power of tests for unit roots in the presence of a linear trend," Economics Papers 2003-W22, Economics Group, Nuffield College, University of Oxford.
  7. Bent Nielsen, 2003. "Correlograms for non-stationary autoregressions," Economics Papers 2003-W11, Economics Group, Nuffield College, University of Oxford.
  8. Bent Nielsen & Anders Rahbek, 2003. "Similarity Issues in Cointegration Models," Economics Series Working Papers 1998-W13, University of Oxford, Department of Economics.

2002

  1. Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
  2. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
  3. Paruolo Paolo, 2002. "Common features and common I(2) trends in VAR systems," Economics and Quantitative Methods qf0217, Department of Economics, University of Insubria.
  4. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria.
  5. Ole E. Barndorff-Nielsen & Bent Nielsen & Neil Shephard & Carla Ysusi, 2002. "Measuring and forecasting financial variability using realised variance with and without a model," Economics Papers 2002-W21, Economics Group, Nuffield College, University of Oxford.
  6. Klinge Jacobsen, Henrik, 2002. "Regional energy consumption and income differences in Denmark," MPRA Paper 42707, University Library of Munich, Germany.

2001

  1. Carl-Johan Dalgaard & Henrik Hansen & Finn Tarp, 2001. "On the Empirics of Foreign Aid and Growth," EPRU Working Paper Series 03-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Sep 2003.
  2. Ostergaard, Charlotte & Sorensen, Bent E & Yosha, Oved, 2001. "Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces," CEPR Discussion Papers 2947, C.E.P.R. Discussion Papers.
  3. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria.
  4. Bent Nielsen, 2001. "Asymptotic properties of least squares statistics in general vector autoregressive models," Economics Papers 2001-W9, Economics Group, Nuffield College, University of Oxford.
  5. Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford.

2000

  1. Sebnem Kalemi-Ozcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk Sharing and Sectoral Specialization: Regional and International Evidence," Econometric Society World Congress 2000 Contributed Papers 1582, Econometric Society.
  2. Bent Nielsen, 2000. "Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society.
  3. Bent Nielsen, 2000. "The Asymptotic Distribution of Likelihood Ratio Test Statistics for Cointegration in Unstable Vector Autoregressive Processes," Economics Series Working Papers 2000-W24, University of Oxford, Department of Economics.

1999

  1. Karsten Albæk & Henrik Hansen, 1999. "The Rise in Danish Unemployment: Reallocation or Mismatch?," Discussion Papers 99-15, University of Copenhagen. Department of Economics.
  2. Sorensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers.
  3. Sorensen, Bent E & Yosha, Oved, 1999. "Output Fluctuations and Fiscal Policy: US State and Local Governments 1978-1994," CEPR Discussion Papers 2286, C.E.P.R. Discussion Papers.
  4. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Industrial specialization and the asymmetry of shocks across regions," Research Working Paper 99-06, Federal Reserve Bank of Kansas City.
  5. Bent Nielsen & Neil Shephard, 1999. "Likelihood Anlaysis of a First Order Autoregressive Model with Exponential Innovations," Economics Series Working Papers 1999-W08, University of Oxford, Department of Economics.
  6. Bent Nielsen, 1999. "The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes," Economics Series Working Papers 1999-W19, University of Oxford, Department of Economics.
  7. Klinge Jacobsen, Henrik, 1999. "Taxing CO2 and subsidising biomass. Analysed in a macroeconomic and sectoral model," MPRA Paper 43495, University Library of Munich, Germany.
  8. Klinge Jacobsen, Henrik, 1999. "Export of energy technology: The case of Denmark," MPRA Paper 51796, University Library of Munich, Germany.

1998

  1. Finn Tarp & Christian F. Bach & Henrik Hansen & Søren Baunsgaard, 1998. "Danish Aid Policy: Theory and Empirical Evidence," Discussion Papers 98-06, University of Copenhagen. Department of Economics.
  2. Adriana Arreaza & Bent E. Sorensen & Oved Yosha, 1998. "Consumption Smoothing through Fiscal Policy in OECD and EU Countries," NBER Working Papers 6372, National Bureau of Economic Research, Inc.
  3. Bent E. Sorensen & Charlotte Ostergaard & Oved Yosha, 1998. "Permanent Income, Consumption and Aggregate Constraints: Evidence from US States," FMG Discussion Papers dp287, Financial Markets Group.
  4. Klinge Jacobsen, Henrik, 1998. "Modelling a sector undergoing structural change: The case of Danish energy supply," MPRA Paper 42708, University Library of Munich, Germany.

1997

  1. Sorensen, Bent E & Yosha, Oved, 1997. "Income and Consumption Smoothing Among US States: Regions or Clubs?," CEPR Discussion Papers 1670, C.E.P.R. Discussion Papers.
  2. Sorensen, B.E. & Yosha, O., 1997. "Federal Insurance of the U.S. States: An Empirical Investigation," Papers 16-97, Tel Aviv.
  3. Paolo Paruolo & Alessandra Luati, 1997. "Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.

1996

  1. Sorensen, B-E & Yosha, O, 1996. "International Risk Sharing and European Monetary Unification," Papers 40-96, Tel Aviv.
  2. Bent Sorenson & William Perraudin, 1996. "Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing," Archive Working Papers 010, Birkbeck, Department of Economics, Mathematics & Statistics.

1995

  1. Henrik Hansen & Anders Warne, 1995. "Common Trends Analysis of Danish Unemployment," Discussion Papers 95-03, University of Copenhagen. Department of Economics.
  2. Karsten Albaek & Bent E. Sorensen, 1995. "Worker Flows and Job Flows in Danish Manufacturing, 1980-91," Discussion Papers 95-12, University of Copenhagen. Department of Economics.
  3. Perraudin,W.R.M. & Sorensen,B.E., 1995. "Continuous Time International Arbitrage Pricing: Theory And Estimation," Cambridge Working Papers in Economics 9410, Faculty of Economics, University of Cambridge.
  4. Asdrubali, P. & Sorensen, B.E. & Yosha, O., 1995. "Channels of Interstate Risksharing: U.S. 1963-1990," Papers 07-95, Tel Aviv.
  5. Bent Nielsen, 1995. "Bartlett correction of the unit root test in autoregressive models," Economics Papers 11 & 98., Economics Group, Nuffield College, University of Oxford.

1994

  1. William Perraudin & Bent Sørensen, 1994. "Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing," Discussion Papers 94-16, University of Copenhagen. Department of Economics.
  2. Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, Exeter University, Department of Economics.

1993

  1. Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.

1992

  1. Henrik Hansen & Søren Johansen, 1992. "Recursive Estimation in Cointegrated VAR-Models," Discussion Papers 92-13, University of Copenhagen. Department of Economics.
  2. Ho, M.S. & Perraudin, W.R.M. & Sorensen, B.E., 1992. "Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps," Cambridge Working Papers in Economics 9211, Faculty of Economics, University of Cambridge.
  3. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1992. "Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali," Working Papers 139, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.

1991

  1. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1991. "Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale," Working Papers 115, Dipartimento Scienze Economiche, Universita' di Bologna.

1990

  1. Peter Fristrup & Hans Keiding, 1990. "A Characterization of Strongly Implementable Social Choice Correspondences," Discussion Papers 90-03, University of Copenhagen. Department of Economics.

1989

  1. W. R. M. Perraudin & B. E. Sørensen, 1989. "Cheats, Banks and Liquidity Constraints," Discussion Papers 89-07, University of Copenhagen. Department of Economics.
  2. Peter Fristrup & Hans Keiding, 1989. "Asymptotical Strategy-Proofness of Scoring Methods," Discussion Papers 89-10, University of Copenhagen. Department of Economics.

1988

  1. Peter Fristrup & Hans Keiding, 1988. "Strongly Implementable Social Choice Correspondences," Discussion Papers 88-14, University of Copenhagen. Department of Economics.

Undated

  1. Jurgen A Doornik & Henrik Hansen, . "An omnibus test for univariate and multivariate normalit," Economics Papers W4&91., Economics Group, Nuffield College, University of Oxford.
  2. Henrik Hansen & Louise Lund Rants & Julie Buhl-Wiggers, . "Do elites benefit from democracy and foreign aid in developing countries?: Comment," Discussion Papers 09/06, University of Nottingham, CREDIT.
  3. Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, . "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997 6, Society for Computational Economics.
  4. Paruolo Paolo, . "LR cointegration tests when some cointegrating relations are known," Economics and Quantitative Methods qf0106, Department of Economics, University of Insubria.
  5. Paruolo Paolo, . "Asymptotic standard errors for common trends linear combinations in I(2) VAR systems," Economics and Quantitative Methods qf0007, Department of Economics, University of Insubria.
  6. Paruolo Paolo, . "The power of lambda max," Economics and Quantitative Methods qf0004, Department of Economics, University of Insubria.
  7. Paruolo Paolo, . "On Monte Carlo Estimation of Relative Power," Economics and Quantitative Methods qf0112, Department of Economics, University of Insubria.
  8. Bent Nielsen, . "Significance test in bivariate canonical correlation analysis," Economics Papers 1997-W12, Economics Group, Nuffield College, University of Oxford.
  9. Bent Nielsen, . "Asymptotic results for cointegration tests in non-stable case," Economics Papers W32., Economics Group, Nuffield College, University of Oxford.
  10. Bent Nielsen, . "On the distribution of tests of cointegration rank," Economics Papers 1997-W10, Economics Group, Nuffield College, University of Oxford.

Journal articles

2014

  1. Henrik Hansen & John Rand, 2014. "The Myth of Female Credit Discrimination in African Manufacturing," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 81-96, January.
  2. Hansen, Henrik & Trifković, Neda, 2014. "Food Standards are Good – For Middle-Class Farmers," World Development, Elsevier, vol. 56(C), pages 226-242.
  3. Sebnem Kalemli-Ozcan & Emiliano Luttini & Bent Sørensen, 2014. "Debt Crises and Risk-Sharing: The Role of Markets versus Sovereigns," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 253-276, 01.
  4. Niels Møller & Paul Sharp, 2014. "Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England," Journal of Economic Growth, Springer, vol. 19(1), pages 105-140, March.

2013

  1. Hatice Balli & Bent Sørensen, 2013. "Interaction effects in econometrics," Empirical Economics, Springer, vol. 45(1), pages 583-603, August.
  2. Yuliya Demyanyk & Dmytro Hryshko & María José Luengo-Prado & Bent Sorensen, 2013. "Keeping the house or moving for a job," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jul.
  3. Girardi, Riccardo & Paruolo, Paolo, 2013. "Wages and prices in Europe before and after the onset of the Monetary Union," Economic Modelling, Elsevier, vol. 35(C), pages 643-653.
  4. Paolo Paruolo & Michaela Saisana & Andrea Saltelli, 2013. "Ratings and rankings: voodoo or science?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 609-634, 06.
  5. Søren Johansen & Bent Nielsen, 2013. "Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator," Econometrics, MDPI, Open Access Journal, vol. 1(1), pages 53-70, May.
  6. Sharp, Paul & Weisdorf, Jacob, 2013. "Globalization revisited: Market integration and the wheat trade between North America and Britain from the eighteenth century," Explorations in Economic History, Elsevier, vol. 50(1), pages 88-98.
  7. Markus Lampe & Paul Sharp, 2013. "Tariffs and income: a time series analysis for 24 countries," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 7(3), pages 207-235, September.
  8. Giovanni Federico & Paul Sharp, 2013. "The cost of railroad regulation: the disintegration of American agricultural markets in the interwar period," Economic History Review, Economic History Society, vol. 66(4), pages 1017-1038, November.
  9. Marc Klemp & Chris Minns & Patrick Wallis & Jacob Weisdorf, 2013. "Picking winners? The effect of birth order and migration on parental human capital investments in pre-modern England," European Review of Economic History, Oxford University Press, vol. 17(2), pages 210-232, May.
  10. Nikolaj Malchow-Møller & James R. Markusen & Bertel Schjerning, 2013. "Foreign Firms, Domestic Wages," Scandinavian Journal of Economics, Wiley Blackwell, vol. 115(2), pages 292-325, 04.
  11. le Maire, Daniel & Schjerning, Bertel, 2013. "Tax bunching, income shifting and self-employment," Journal of Public Economics, Elsevier, vol. 107(C), pages 1-18.

2012

  1. Hryshko Dmytro & Luengo-Prado Maria & Sorensen Bent E., 2012. "The Effect of Education on Equity Holdings," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-41, March.
  2. Faruk Balli & Sebnem Kalemli-Ozcan & Bent E. Sørensen, 2012. "Risk sharing through capital gains," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 472-492, May.
  3. Kalemli-Ozcan, Sebnem & Sorensen, Bent & Yesiltas, Sevcan, 2012. "Leverage across firms, banks, and countries," Journal of International Economics, Elsevier, vol. 88(2), pages 284-298.
  4. Cahit Guven & Bent Sørensen, 2012. "Subjective Well-Being: Keeping Up with the Perception of the Joneses," Social Indicators Research, Springer, vol. 109(3), pages 439-469, December.
  5. Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David, 2012. "Corporate bond liquidity before and after the onset of the subprime crisis," Journal of Financial Economics, Elsevier, vol. 103(3), pages 471-492.
  6. Tom Engsted & Bent Nielsen, 2012. "Testing for rational bubbles in a coexplosive vector autoregression," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 226-254, 06.
  7. Paul R. Sharp & Jacob L. Weisdorf, 2012. "French revolution or industrial revolution? A note on the contrasting experiences of England and France up to 1800," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(1), pages 79-88, January.
  8. Ingrid Henriksen & Markus Lampe & Paul Sharp, 2012. "The strange birth of liberal Denmark: Danish trade protection and the growth of the dairy industry since the mid‐nineteenth century," Economic History Review, Economic History Society, vol. 65(2), pages 770-788, 05.
  9. Henriksen, Ingrid & Hviid, Morten & Sharp, Paul, 2012. "Law and Peace: Contracts and the Success of the Danish Dairy Cooperatives," The Journal of Economic History, Cambridge University Press, vol. 72(01), pages 197-224, March.
  10. Sharp, Paul & Strulik, Holger & Weisdorf, Jacob, 2012. "The determinants of income in a Malthusian equilibrium," Journal of Development Economics, Elsevier, vol. 97(1), pages 112-117.
  11. Marc P. B. Klemp, 2012. "Prices, wages and fertility in pre-industrial England," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(1), pages 63-77, January.
  12. Marc P. B. Klemp, 2012. "Erratum to: Prices, wages and fertility in pre-industrial England," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(2), pages 221, May.
  13. Marc Klemp & Jacob Weisdorf, 2012. "The lasting damage to mortality of early-life adversity: evidence from the English famine of the late 1720s," European Review of Economic History, Oxford University Press, vol. 16(3), pages 233-246, August.
  14. Klinge Jacobsen, Henrik & Schröder, Sascha Thorsten, 2012. "Curtailment of renewable generation: Economic optimality and incentives," Energy Policy, Elsevier, vol. 49(C), pages 663-675.

2011

  1. Henrik Hansen & Ole Winckler Andersen & Howard White, 2011. "Impact evaluation of infrastructure interventions," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 3(1), pages 1-8.
  2. Dmytro Hryshko & María José Luengo‐Prado & Bent E. Sørensen, 2011. "Childhood determinants of risk aversion: The long shadow of compulsory education," Quantitative Economics, Econometric Society, vol. 2(1), pages 37-72, 03.
  3. Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
  4. Nielsen, Bent & Sohkanen, Jouni S., 2011. "Asymptotic Behavior Of The Cusum Of Squares Test Under Stochastic And Deterministic Time Trends," Econometric Theory, Cambridge University Press, vol. 27(04), pages 913-927, August.
  5. Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2011. "Forecasting in an Extended Chain‐Ladder‐Type Model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(2), pages 345-359, 06.
  6. Boberg-Fazlic, Nina & Sharp, Paul & Weisdorf, Jacob, 2011. "Survival of the richest? Social status, fertility and social mobility in England 1541-1824," European Review of Economic History, Cambridge University Press, vol. 15(03), pages 365-392, December.
  7. Henriksen, Ingrid & Lampe, Markus & Sharp, Paul, 2011. "The role of technology and institutions for growth: Danish creameries in the late nineteenth century," European Review of Economic History, Cambridge University Press, vol. 15(03), pages 475-493, December.
  8. Nikolaj Malchow-Møller & Bertel Schjerning & Anders Sørensen, 2011. "Entrepreneurship, job creation and wage growth," Small Business Economics, Springer, vol. 36(1), pages 15-32, January.

2010

  1. Henrik Hansen & Derek Headey, 2010. "The Short-Run Macroeconomic Impact of Foreign Aid to Small States: An Agnostic Time Series Analysis," Journal of Development Studies, Taylor & Francis Journals, vol. 46(5), pages 877-896.
  2. Sebnem Kalemli-Ozcan & Ariell Reshef & Bent E Sørensen & Oved Yosha, 2010. "Why Does Capital Flow to Rich States?," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 769-783, November.
  3. Hryshko, Dmytro & José Luengo-Prado, María & Sørensen, Bent E., 2010. "House prices and risk sharing," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 975-987, November.
  4. Lando, David & Nielsen, Mads Stenbo, 2010. "Correlation in corporate defaults: Contagion or conditional independence?," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 355-372, July.
  5. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
  6. Nielsen, Bent, 2010. "Analysis Of Coexplosive Processes," Econometric Theory, Cambridge University Press, vol. 26(03), pages 882-915, June.
  7. Klinge Jacobsen, Henrik & Zvingilaite, Erika, 2010. "Reducing the market impact of large shares of intermittent energy in Denmark," Energy Policy, Elsevier, vol. 38(7), pages 3403-3413, July.

2009

  1. Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  2. Henrik Hansen & John Rand & Finn Tarp, 2009. "Enterprise Growth and Survival in Vietnam: Does Government Support Matter?," Journal of Development Studies, Taylor & Francis Journals, vol. 45(7), pages 1048-1069.
  3. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, vol. 18(2), pages 169-191, July.
  4. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May.
  5. E ric E ngler & B ent N ielsen, 2009. "The empirical process of autoregressive residuals," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 367-381, 07.
  6. Jacob Weisdorf & Paul Sharp, 2009. "From preventive to permissive checks: the changing nature of the Malthusian relationship between nuptiality and the price of provisions in the nineteenth century," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 3(1), pages 55-70, January.
  7. Paul R Sharp & Jacob L Weisdorf, 2009. "A malthusian model for all seasons," Economics Bulletin, AccessEcon, vol. 29(2), pages 769-774.
  8. Henrik Jacobsen, 2009. "Energy intensities and the impact of high energy prices on producing and consuming sectors in Malaysia," Environment, Development and Sustainability, Springer, vol. 11(1), pages 137-160, February.

2008

  1. Bob Baulch & Henrik Hansen & Le Dang Trung & Tran Ngo Minh Tam, 2008. "The Spatial Integration of Paddy Markets in Vietnam," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(2), pages 271-295, 06.
  2. Jurgen A. Doornik & Henrik Hansen, 2008. "An Omnibus Test for Univariate and Multivariate Normality," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 927-939, December.
  3. María José Luengo-Prado & Bent E. Sørensen, 2008. "What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 65-80, February.
  4. Feldhütter, Peter & Lando, David, 2008. "Decomposing swap spreads," Journal of Financial Economics, Elsevier, vol. 88(2), pages 375-405, May.
  5. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(21), pages 1-29.
  6. Bent Nielsen, 2008. "Power of Tests for Unit Roots in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 619-644, October.
  7. D. Kuang & B. Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Biometrika, Biometrika Trust, vol. 95(4), pages 987-991.
  8. D. Kuang & B. Nielsen & J. P. Nielsen, 2008. "Identification of the age-period-cohort model and the extended chain-ladder model," Biometrika, Biometrika Trust, vol. 95(4), pages 979-986.
  9. Anders Sørensen & Bertel Schjerning, 2008. "Productivity Measurement in Manufacturing and the Expenditure Approach," Review of International Economics, Wiley Blackwell, vol. 16(2), pages 327-340, 05.

2007

  1. Yuliya Demyanyk & Charlotte Ostergaard & Bent Sorensen, 2007. "Banking deregulation helps small business owners stabilize their income," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  2. Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007. "Home bias and international risk sharing: Twin puzzles separated at birth," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 587-605, June.
  3. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sørensen, 2007. "U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income," Journal of Finance, American Finance Association, vol. 62(6), pages 2763-2801, December.
  4. Bent E. Sørensen & Oved Yosha, 2007. "Producer Prices versus Consumer Prices in the Measurement of Risk Sharing," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 53(1), pages 3-17.
  5. Bent Nielsen & J. James Reade, 2007. "Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 26(5), pages 487-501.

2006

  1. Henrik Hansen & John Rand, 2006. "On the Causal Links Between FDI and Growth in Developing Countries," The World Economy, Wiley Blackwell, vol. 29(1), pages 21-41, 01.
  2. Thomas Barnebeck Andersen & Henrik Hansen & Thomas Markussen, 2006. "US politics and World Bank IDA-lending," Journal of Development Studies, Taylor & Francis Journals, vol. 42(5), pages 772-794.
  3. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
  4. Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
  5. Bent Nielsen, 2006. "Correlograms for non-stationary autoregressions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 707-720.
  6. Klinge Jacobsen, Henrik & Fristrup, Peter & Munksgaard, Jesper, 2006. "Integrated energy markets and varying degrees of liberalisation: Price links, bundled sales and CHP production exemplified by Northern European experiences," Energy Policy, Elsevier, vol. 34(18), pages 3527-3537, December.

2005

  1. Robert A. Jarrow & David Lando & Fan Yu, 2005. "Default Risk And Diversification: Theory And Empirical Implications," Mathematical Finance, Wiley Blackwell, vol. 15(1), pages 1-26.
  2. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
  3. Paruolo, Paolo, 2005. "Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes Solution," Econometric Theory, Cambridge University Press, vol. 21(03), pages 665-666, June.
  4. Paruolo, Paolo, 2005. "Automated Inference And The Future Of Econometrics: A Comment," Econometric Theory, Cambridge University Press, vol. 21(01), pages 78-84, February.
  5. Nielsen, Bent, 2005. "Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 21(03), pages 534-561, June.
  6. Munksgaard, Jesper & Pade, Lise-Lotte & Fristrup, Peter, 2005. "Efficiency gains in Danish district heating. Is there anything to learn from benchmarking?," Energy Policy, Elsevier, vol. 33(15), pages 1986-1997, October.
  7. Wier, Mette & Birr-Pedersen, Katja & Jacobsen, Henrik Klinge & Klok, Jacob, 2005. "Are CO2 taxes regressive? Evidence from the Danish experience," Ecological Economics, Elsevier, vol. 52(2), pages 239-251, January.

2004

  1. Carl-Johan Dalgaard & Henrik Hansen & Finn Tarp, 2004. "On The Empirics of Foreign Aid and Growth," Economic Journal, Royal Economic Society, vol. 114(496), pages F191-F216, 06.
  2. Karsten Albæk & Henrik Hansen, 2004. "The Rise in Danish Unemployment: Reallocation or Mismatch?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(4), pages 515-536, 09.
  3. Christensen, Jens H.E. & Hansen, Ernst & Lando, David, 2004. "Confidence sets for continuous-time rating transition probabilities," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2575-2602, November.
  4. Paruolo, Paolo, 2004. "04.3.1 An I(2) Model for VAR(1) Processes," Econometric Theory, Cambridge University Press, vol. 20(03), pages 639-640, June.
  5. Paruolo, Paolo & Phillips, Peter C.B., 2004. "NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August.
  6. Bent Nielsen, 2004. "On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 1-23.

2003

  1. Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
  2. Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg, 2003. "The Influence of Var Dimensions on Estimator Biases: Comment," Econometrica, Econometric Society, vol. 71(1), pages 377-383, January.
  3. B. Nielsen & N. Shephard, 2003. "Likelihood analysis of a first-order autoregressive model with exponential innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 337-344, 05.
  4. Fristrup, Peter, 2003. "Some challenges related to introducing tradable green certificates," Energy Policy, Elsevier, vol. 31(1), pages 15-19, January.
  5. Henrik Klinge Jacobsen & Katja Birr-Pedersen & Mette Wier, 2003. "Distributional Implications of Environmental Taxation in Denmark," Fiscal Studies, Institute for Fiscal Studies, vol. 24(4), pages 477-499, December.

2002

  1. Charlotte Ostergaard & Bent E. Serensen & Oved Yosha, 2002. "Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces," Journal of Political Economy, University of Chicago Press, vol. 110(3), pages 634-645, June.
  2. Lando, David & Skodeberg, Torben M., 2002. "Analyzing rating transitions and rating drift with continuous observations," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 423-444, March.
  3. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
  4. Paolo Paruolo, 2002. "On Monte Carlo estimation of relative power," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June.
  5. Paruolo, Paolo, 2002. "Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems," Econometric Theory, Cambridge University Press, vol. 18(03), pages 673-690, June.

2001

  1. Anders Warne & Henrik Hansen, 2001. "The cause of Danish unemployment: Demand or supply shocks?," Empirical Economics, Springer, vol. 26(3), pages 461-486.
  2. Hansen, Henrik & Tarp, Finn, 2001. "Aid and growth regressions," Journal of Development Economics, Elsevier, vol. 64(2), pages 547-570, April.
  3. C-J. Dalgaard & H. Hansen, 2001. "On Aid, Growth and Good Policies," Journal of Development Studies, Taylor & Francis Journals, vol. 37(6), pages 17-41.
  4. Kalemli-Ozcan, Sebnem & Sorensen, Bent E. & Yosha, Oved, 2001. "Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations," Journal of International Economics, Elsevier, vol. 55(1), pages 107-137, October.
  5. Sorensen, Bent E. & Wu, Lisa & Yosha, Oved, 2001. "Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994," European Economic Review, Elsevier, vol. 45(7), pages 1271-1310.
  6. Bent E. Sorensen & Oved Yosha, 2001. "Is state fiscal policy asymmetric over the business cycle?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 43-64.
  7. Duffie, Darrell & Lando, David, 2001. "Term Structures of Credit Spreads with Incomplete Accounting Information," Econometrica, Econometric Society, vol. 69(3), pages 633-64, May.
  8. Paruolo, Paolo, 2001. " The Power of Lambda Max," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 395-403, July.
  9. Nielsen, Bent, 2001. "The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes," Econometrica, Econometric Society, vol. 69(1), pages 211-19, January.
  10. Peter Fristrup & Hans Keiding, 2001. "Strongly implementable social choice correspondences and the supernucleus," Social Choice and Welfare, Springer, vol. 18(2), pages 213-226.
  11. Jacobsen, Henrik Klinge, 2001. "Technological progress and long-term energy demand -- a survey of recent approaches and a Danish case," Energy Policy, Elsevier, vol. 29(2), pages 147-157, January.

2000

  1. Henrik Hansen & Finn Tarp, 2000. "Aid effectiveness disputed," Journal of International Development, John Wiley & Sons, Ltd., vol. 12(3), pages 375-398.
  2. Perraudin, William R. M. & Sorensen, Bent E., 2000. "The demand for risky assets: Sample selection and household portfolios," Journal of Econometrics, Elsevier, vol. 97(1), pages 117-144, July.
  3. Bent E. Sorensen & Oved Yosha, 2000. "Is risk sharing in the United States a regional phenomenon?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 33-47.
  4. Paruolo, Paolo, 2000. "Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems," Econometric Theory, Cambridge University Press, vol. 16(04), pages 524-550, August.
  5. Nielsen, Bent & Rahbek, Anders, 2000. " Similarity Issues in Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 5-22, February.
  6. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
  7. Henrik Klinge Jacobsen, 2000. "Technology Diffusion in Energy-Economy Models: The Case of Danish Vintage Models," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 43-71.
  8. Henrik Jacobsen, 2000. "Energy Demand, Structural Change and Trade: A Decomposition Analysis of the Danish Manufacturing Industry," Economic Systems Research, Taylor & Francis Journals, vol. 12(3), pages 319-343.

1999

  1. Henrik Hansen & Søren Johansen, 1999. "Some tests for parameter constancy in cointegrated VAR-models," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 306-333.
  2. Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999. "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 91(1), pages 61-87, July.
  3. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.

1998

  1. Sorensen, Bent E. & Yosha, Oved, 1998. "International risk sharing and European monetary unification," Journal of International Economics, Elsevier, vol. 45(2), pages 211-238, August.
  2. Albaek, Karsten & Sorensen, Bent E, 1998. "Worker Flows and Job Flows in Danish Manufacturing, 1980-91," Economic Journal, Royal Economic Society, vol. 108(451), pages 1750-71, November.
  3. Paolo Paruolo, 1998. "Tests of integration in circular autoregressive models," Statistical Methods and Applications, Springer, vol. 7(3), pages 297-306, December.
  4. Doornik, Jurgen A & Hendry, David F & Nielsen, Bent, 1998. " Inference in Cointegrating Models: UK M1 Revisited," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 533-72, December.
  5. Harbo, Ingrid, et al, 1998. "Asymptotic Inference on Cointegrating Rank in Partial Systems," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 388-99, October.
  6. Peter Fristrup & Hans Keiding, 1998. "Minimal manipulability and interjacency for two-person social choice functions," Social Choice and Welfare, Springer, vol. 15(3), pages 455-467.
  7. Klinge Jacobsen, Henrik, 1998. "Integrating the bottom-up and top-down approach to energy-economy modelling: the case of Denmark," Energy Economics, Elsevier, vol. 20(4), pages 443-461, September.

1997

  1. Andersen, Torben G. & Sorensen, Bent E., 1997. "GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 397-403.
  2. Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997. "A Markov Model for the Term Structure of Credit Risk Spreads," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 481-523.
  3. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-81, February.
  4. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
  5. Paruolo, Paolo, 1997. "Standard Errors for the Long-Run Variance Matrix," Econometric Theory, Cambridge University Press, vol. 13(02), pages 305-306, April.
  6. P. Paruolo & B. Nielsen, 1997. "Erratum to: The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, vol. 6(1), pages 93-95, April.
  7. Jensen, S. T. & Nielsen, B., 1997. "On convergence of multivariate Laplace transforms," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 125-128, April.

1996

  1. Ho, Mun S & Perraudin, William R M & Sorensen, Bent E, 1996. "A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 31-43, January.
  2. Asdrubali, Pierfederico & Sorensen, Bent E & Yosha, Oved, 1996. "Channels of Interstate Risk Sharing: United States 1963-1990," The Quarterly Journal of Economics, MIT Press, vol. 111(4), pages 1081-1110, November.
  3. Ho, Mun S & Sorensen, Bent E, 1996. "Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations," The Review of Economics and Statistics, MIT Press, vol. 78(4), pages 726-32, November.
  4. Andersen, Torben G & Sorensen, Bent E, 1996. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 328-52, July.
  5. Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.

1995

  1. Paruolo, Paolo, 1995. "Errata," Econometric Theory, Cambridge University Press, vol. 11(02), pages 402-402, February.

1994

  1. Nabeya, Seiji & Sørensen, Bent E., 1994. "Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend," Econometric Theory, Cambridge University Press, vol. 10(05), pages 937-966, December.
  2. Vahid, Farshid & Alvarez, Luis J. & Dolado, Juan J. & Paruolo, Paolo & Zheng, John Xu, 1994. "Deriving Restricted Least Squares without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 10(02), pages 443-448, June.
  3. Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, vol. 3(1), pages 93-123, February.

1993

  1. Paruolo, Paolo, 1993. "The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix," Econometric Theory, Cambridge University Press, vol. 9(02), pages 314-314, April.
  2. Paruolo, Paolo, 1993. "Deriving Restricted Least Squares Estimator without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-314, April.

1992

  1. Perraudin, William R M & Sorensen, Bent E, 1992. "The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 179-92, April.
  2. Sørensen, Bent E., 1992. "Continuous Record Asymptotics in Systems of Stochastic Differential Equations," Econometric Theory, Cambridge University Press, vol. 8(01), pages 28-51, March.

1989

  1. Fristrup, Peter & Kleiding, Hans, 1989. "A note on asymptotical strategy-proofness," Economics Letters, Elsevier, vol. 31(4), pages 307-312, December.

Chapters

2014

  1. Sebnem Kalemli-Ozcan & Bent E. Sørensen, 2014. "Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa," NBER Chapters, in: African Successes: Modernization and Development National Bureau of Economic Research, Inc.

2011

  1. Sebnem Kalemli-Ozcan & Bent Sorensen & Sevcan Yesiltas, 2011. "Leverage Across Firms, Banks and Countries," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.

2009

  1. Mehmet Fatih Ekinci & Şebnem Kalemli-Özcan & Bent E. Sørensen, 2009. "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 325-391 National Bureau of Economic Research, Inc.

2007

  1. David F. Hendry & Bent Nielsen, 2007. "The Bernoulli model, from Econometric Modeling: A Likelihood Approach
    [Econometric Modeling: A Likelihood Approach]
    ," Introductory Chapters, Princeton University Press.
  2. David F. Hendry & Bent Nielsen, 2007. "Preface to Econometric Modeling: A Likelihood Approach
    [Econometric Modeling: A Likelihood Approach]
    ," Introductory Chapters, Princeton University Press.

2006

  1. Faruk Balli & Bent E. Sørensen, 2006. "The Impact of the EMU on Channels of Risk Sharing between Member Countries," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Proceedings of the Conference on Human and Economic Resources, pages 399-429 Izmir University of Economics.