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Publications

by members of

Institut for Økonomi
Aarhus Universitet
Aarhus, Denmark

(Department of Economics and Business Economics, Aarhus University)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2024

  1. Ibsen, Kristoffer & Rosholm, Michael, 2024. "What Works? Interventions Aimed At Reducing Student Dropout in Higher Education," IZA Discussion Papers 16853, Institute of Labor Economics (IZA).
  2. Thomas Steger & Timo Trimborn, 2024. "Economic Growth and Climate Change: Many Trajectories, Many Destinations," CESifo Working Paper Series 11053, CESifo.
  3. Qazi Haque & Oscar Pavlov & Mark Weder, 2024. "Superstar Firms and Aggregate Fluctuations," School of Economics and Public Policy Working Papers 2024-01 Classification-E3, University of Adelaide, School of Economics and Public Policy.
  4. Anders Bredahl Kock & David Preinerstorfer, 2024. "Regularizing Discrimination in Optimal Policy Learning with Distributional Targets," Papers 2401.17909, arXiv.org.

2023

  1. Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2023. "Long Monthly European Temperature Series and the North Atlantic Oscillation," Economics Working Papers 2023-03, Department of Economics and Business Economics, Aarhus University.
  2. Tranberg Bodilsen, Simon & Nielsen, Søren Albeck & Rosholm, Michael, 2023. "Measuring Employment Readiness for Hard-to-Place Individuals," IZA Discussion Papers 16626, Institute of Labor Economics (IZA).
  3. Simon Smith & Allan Timmermann & Jonathan H. Wright, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," NBER Working Papers 31153, National Bureau of Economic Research, Inc.
  4. Baker, Jennifer L. & Bjerregaard, Lise G. & Dahl, Christian M. & Johansen, Torben S. D. & Sørensen, Emil N. & Wüst, Miriam, 2023. "Universal Investments in Toddler Health. Learning from a Large Government Trial," IZA Discussion Papers 16270, Institute of Labor Economics (IZA).
  5. Dahl, Christian M. & Hansen, Casper W. & Jensen, Peter S. & Karlsson, Martin & Kühnle, Daniel, 2023. "School Closures, Mortality, and Human Capital: Evidence from the Universe of Closures during the 1918 Pandemic in Sweden," IZA Discussion Papers 16592, Institute of Labor Economics (IZA).
  6. Simon Calmar Andersen & Louise Beuchert & Phillip Heiler & Helena Skyt Nielsen, 2023. "A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health," Papers 2308.04963, arXiv.org.
  7. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2023. "Bootstrap-Assisted Inference for Generalized Grenander-type Estimators," Papers 2303.13598, arXiv.org, revised Jan 2024.
  8. Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023. "Closed-form approximations of moments and densities of continuous-time Markov models," Papers 2308.09009, arXiv.org.
  9. Johannes Schünemann & Holger Strulik & Timo Trimborn, 2023. "Anticipation of Future Consumption, Excessive Savings, and Long-Run Growth," Economics Working Papers 2023-10, Department of Economics and Business Economics, Aarhus University.
  10. Nabanita Datta Gupta & Jonas Jessen & C. Katharina Spiess, 2023. "Maternal Life Satisfaction and Child Development from Toddlerhood to Adolescence," SOEPpapers on Multidisciplinary Panel Data Research 1189, DIW Berlin, The German Socio-Economic Panel (SOEP).
  11. Mette Gørtz & Bent Jesper Christensen & Nabanita Datta Gupta, 2023. "Long-term Care in Denmark," NBER Working Papers 31889, National Bureau of Economic Research, Inc.
  12. Bergh, Andreas & Bjørnskov, Christian & Öhrvall, Richard, 2023. "Nonresponse Bias in Trust Surveys," Working Paper Series 1455, Research Institute of Industrial Economics.
  13. Berggren, Niclas & Bjørnskov, Christian, 2023. "Does Capitalism Disfavor Women? Evidence from Life Satisfaction," Working Paper Series 1471, Research Institute of Industrial Economics.
  14. Bjørnskov, Christian & Mchangama, Jacob, 2023. "Freedom of Expression and Social Conflict," Working Paper Series 1473, Research Institute of Industrial Economics.
  15. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
  16. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Papers 2301.04527, arXiv.org, revised Feb 2023.
  17. Scott Condie & Lars Stentoft & Marie-Louise Vierø, 2023. "Unawareness Premia," Economics Working Papers 2023-09, Department of Economics and Business Economics, Aarhus University.
  18. Frederik Almar & Benjamin Friedrich & Ana Reynoso & Bastian Schulz & Rune Vejlin, 2023. "Marital Sorting and Inequality: How Educational Categorization Matters," CESifo Working Paper Series 10265, CESifo.
  19. François Fontaine & Janne Nyborg Jensen & Rune Vejlin, 2023. "Wealth, Portfolios, and Unemployment Duration," Post-Print halshs-03957323, HAL.
  20. Bertheau, Antoine & Vejlin, Rune Majlund, 2023. "Job Ladders by Firm Wage and Productivity," IZA Discussion Papers 15872, Institute of Labor Economics (IZA).
  21. Alexander K. Koch & Dan Mønster & Julia Nafziger, 2023. "Nudging in complex environments," Economics Working Papers 2023-06, Department of Economics and Business Economics, Aarhus University.
  22. Anders Bredahl Kock & David Preinerstorfer, 2023. "A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations," Papers 2310.12863, arXiv.org, revised Feb 2024.
  23. Lucas Molleman & Daniele Nosenzo & Tina Venema, 2023. "Ambiguity induces opportunistic rule breaking and erodes social norms," Economics Working Papers 2023-11, Department of Economics and Business Economics, Aarhus University.
  24. Luise Goerges & Tom Lane & Daniele Nosenzo & Silvia Sonderegger, 2023. "Equal before the (expressive power of) law?," Economics Working Papers 2023-12, Department of Economics and Business Economics, Aarhus University.
  25. Torben G. Andersen & Viktor Todorov & Bo Zhou, 2023. "Real-Time Detection of Local No-Arbitrage Violations," Papers 2307.10872, arXiv.org.
  26. Julie Berry Cullen & Maria K. Humlum & Agne Suziedelyte & Peter Rønø Thingholm, 2023. "Direct and Spillover Effects of Provider Vaccination Facilitation," NBER Working Papers 30951, National Bureau of Economic Research, Inc.
  27. Engsted, Tom & Schneider, Jesper W., 2023. "Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective," SocArXiv nztk8, Center for Open Science.
  28. Frederik Almar & Bastian Schulz, 2023. "Optimal Weights for Marital Sorting Measures," CESifo Working Paper Series 10604, CESifo.
  29. Schulz, Bastian, 2023. "Labor Market Dynamics with Sorting," IZA Discussion Papers 16467, Institute of Labor Economics (IZA).

2022

  1. S{o}ren Johansen & Morten {O}rregaard Nielsen, 2022. "Weak convergence to derivatives of fractional Brownian motion," Papers 2208.02516, arXiv.org, revised Oct 2022.
  2. Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022. "A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model," CREATES Research Papers 2022-01, Department of Economics and Business Economics, Aarhus University.
  3. Nafziger, Julia & Hvidman, Charlotte & Koch, Alexander K & Albeck Nielsen, Søren & Rosholm, Michael, 2022. "An intensive, school-based learning camp targeting academic and non-cognitive skills evaluated in a randomized trial," CEPR Discussion Papers 16859, C.E.P.R. Discussion Papers.
  4. Houmark, Mikkel Aagaard & Ronda, Victor & Agerbo, Esben & Mortensen, Preben Bo & Rosholm, Michael, 2022. "Genetic and Socioeconomic Achievement Gaps in Elementary School," IZA Discussion Papers 15418, Institute of Labor Economics (IZA).
  5. Simon Calmar Andersen & Simon Tranberg Bodilsen & Mikkel Aagaard Houmark & Helena Skyt Nielsen & Helena Skyt Nielsen, 2022. "Fade-Out of Educational Interventions: Statistical and Substantive Sources," CESifo Working Paper Series 10094, CESifo.
  6. Andersen, Carsten & Houmark, Mikkel Aagaard & Nielsen, Helena Skyt & Svarer, Michael, 2022. "Children in the Aftermath of the Great Recession," IZA Discussion Papers 15389, Institute of Labor Economics (IZA).
  7. Matias D. Cattaneo & Rajita Chandak & Michael Jansson & Xinwei Ma, 2022. "Boundary Adaptive Local Polynomial Conditional Density Estimators," Papers 2204.10359, arXiv.org, revised Dec 2023.
  8. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
  9. Samuel Brien & Michael Jansson & Morten Ørregaard Nielsen, 2022. "Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order," Working Paper 1429, Economics Department, Queen's University.
  10. Emmanuel Dhyne & Amil Petrin & Valerie Smeets & Frederic Warzynski, 2022. "Theory for Extending Single-Product Production Function Estimation to Multi-Product Settings," NBER Working Papers 30784, National Bureau of Economic Research, Inc.
  11. Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022. "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers 2022-12, Department of Economics and Business Economics, Aarhus University.
  12. Claus Thustrup Kreiner & Michael Svarer, 2022. "Danish Flexicurity: Rights and Duties," CEBI working paper series 22-16, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  13. Berggren, Niclas & Bjørnskov, Christian, 2022. "Does Legal Freedom Satisfy?," Working Paper Series 1436, Research Institute of Industrial Economics.
  14. Bjørnskov, Christian, 2022. "Coups and Economic Crises," Working Paper Series 1449, Research Institute of Industrial Economics.
  15. B. Ravikumar & Raymond G. Riezman & Yuzhe Zhang, 2022. "Private Information and Optimal Infant Industry Protection," CESifo Working Paper Series 9772, CESifo.
  16. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
  17. Morten Ørregaard Nielsen & Wonk-ki Seo & Dakyung Seong, 2022. "Inference on the dimension of the nonstationary subspace in functional time series," CREATES Research Papers 2022-04, Department of Economics and Business Economics, Aarhus University.
  18. Javier Hualde & Morten Ørregaard Nielsen, 2022. "Truncated sum-of-squares estimation of fractional time series models with generalized power law trend," CREATES Research Papers 2022-07, Department of Economics and Business Economics, Aarhus University.
  19. James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
  20. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Papers 2205.03288, arXiv.org, revised Nov 2023.
  21. Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022. "Bootstrap inference in the presence of bias," Papers 2208.02028, arXiv.org, revised Nov 2023.
  22. Edi Karni & Marie-Louise Vierø, 2022. "Comparative Incompleteness: Measurement, Behavioral Manifestations and Elicitation," Economics Working Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
  23. Marie-Louise Vierø, 2022. "Lost in objective translation: Awareness of unawareness when unknowns are not simply unknowns," Economics Working Papers 2022-06, Department of Economics and Business Economics, Aarhus University.
  24. Bertheau, Antoine & Vejlin, Rune Majlund, 2022. "Employer-to-Employer Transitions and Time Aggregation Bias," IZA Discussion Papers 15030, Institute of Labor Economics (IZA).
  25. Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis, 2022. "A Ridge-Regularised Jackknifed Anderson-Rubin Test," Papers 2209.03259, arXiv.org, revised Nov 2023.
  26. Daniele Nosenzo & Erte Xiao & Nina Xue, 2022. "Norm-Signalling Punishment," Economics Working Papers 2022-07, Department of Economics and Business Economics, Aarhus University.
  27. Humlum, Maria Knoth & Morthorst, Marius Opstrup & Thingholm, Peter Rønø, 2022. "Sibling Spillovers and the Choice to Get Vaccinated: Evidence from a Regression Discontinuity Design," IZA Discussion Papers 15109, Institute of Labor Economics (IZA).
  28. Bent Jesper Christensen & Malene Kallestrup-Lamb & John Kennan, 2022. "Consumption and Saving after Retirement," NBER Working Papers 29826, National Bureau of Economic Research, Inc.
  29. Lenka Fiala & John Eric Humphries & Juanna Joensen & Uditi Karna & John List & Gregory Veramendi, 2022. "How Early Adolescent Skills and Preferences Shape Economics Education Choices," Framed Field Experiments 00745, The Field Experiments Website.
  30. Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris, 2022. "Realized Illiquidity," Swiss Finance Institute Research Paper Series 22-90, Swiss Finance Institute.
  31. Hao Dong & Taisuke Otsu & Luke Taylor, 2022. "Bandwidth selection for nonparametric regression with errors-in-variables," STICERD - Econometrics Paper Series 620, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  32. Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2022. "Nonparametric estimation of additive models with errors-in-variables," LSE Research Online Documents on Economics 116007, London School of Economics and Political Science, LSE Library.
  33. Olga Balakina & Claes Bäckman & Andreas Hackethal & Tobin Hanspal & Dominique M. Lammer, 2022. "Good Peers, Good Apples? Peer Effects in Portfolio Quality," Economics Working Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
  34. Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16, Federal Reserve Bank of Atlanta.
  35. Robert C. Feenstra & Luca Macedoni & Mingzhi Xu, 2022. "Large Firms, Consumer Heterogeneity and the Rising Share of Profits," NBER Working Papers 29646, National Bureau of Economic Research, Inc.

2021

  1. Søren Johansen & Anders Ryghn Swensen, 2021. "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," CREATES Research Papers 2021-10, Department of Economics and Business Economics, Aarhus University.
  2. Roman Frydman & Soren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2021. "Asset Prices Under Knightian Uncertainty," Working Papers Series inetwp172, Institute for New Economic Thinking.
  3. Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021. "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers 2021-13, Department of Economics and Business Economics, Aarhus University.
  4. Chang Liu & Tor Eriksson & Fujin Yi, 2021. "Offspring Migration and Nutritional Status of Left-behind Older Adults in Rural China," Economics Working Papers 2021-03, Department of Economics and Business Economics, Aarhus University.
  5. Christian M. Dahl & Torben Johansen & Emil N. S{o}rensen & Simon Wittrock, 2021. "HANA: A HAndwritten NAme Database for Offline Handwritten Text Recognition," Papers 2101.10862, arXiv.org, revised Mar 2022.
  6. Christian M. Dahl & Emil N. S{o}rensen, 2021. "Time Series (re)sampling using Generative Adversarial Networks," Papers 2102.00208, arXiv.org.
  7. Christian M. Dahl & Torben S. D. Johansen & Emil N. S{o}rensen & Christian E. Westermann & Simon F. Wittrock, 2021. "Applications of Machine Learning in Document Digitisation," Papers 2102.03239, arXiv.org.
  8. Borowiecki, Karol Jan & Dahl, Christian Møller, 2021. "What makes an artist? The evolution and clustering of creative activity in the US since 1850," Discussion Papers on Economics 1/2021, University of Southern Denmark, Department of Economics.
  9. Nafziger, Julia & Kaiser, Jonas P. & Koch, Alexander K, 2021. "Self-Set Goals Are Effective Self-Regulation Tools -- Despite Goal Revision," CEPR Discussion Papers 15716, C.E.P.R. Discussion Papers.
  10. Johannes Schünemann & Holger Strulik & Timo Trimborn, 2021. "Optimal Demand for Medical and Long-Term Care," Economics Working Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
  11. Bart H. L. Overes & Michel van der Wel, 2021. "Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques," Papers 2101.12684, arXiv.org, revised Jul 2021.
  12. Schrimpf, Paul & Parra-Alvarez, Juan Carlos & Posch, Olaf, 2021. "Peso Problems in the Estimation of the C-CAPM," CEPR Discussion Papers 16299, C.E.P.R. Discussion Papers.
  13. Oscar Pavlov & Mark Weder, 2021. "Endogenous Product Scope: Market Interlacing and Aggregate Business Cycle Dynamics," Economics Working Papers 2021-01, Department of Economics and Business Economics, Aarhus University.
  14. Dou Jiang & Mark Weder, 2021. "American Business Cycles 1889-1913: An Accounting Approach," Economics Working Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
  15. Berggren, Niclas & Bjørnskov, Christian, 2021. "Political Institutions and Academic Freedom: Evidence from Across the World," Working Paper Series 1388, Research Institute of Industrial Economics.
  16. Berggren, Niclas & Bjørnskov, Christian, 2021. "Academic Freedom, Institutions and Productivity," Working Paper Series 1405, Research Institute of Industrial Economics.
  17. Bjørnskov, Christian & Voigt, Stefan & Khesali, Mahdi, 2021. "Unconstitutional States of Emergency," ILE Working Paper Series 51, University of Hamburg, Institute of Law and Economics.
  18. Fabrizio Iacone & Morten Ørregaard Nielsen & Robert Taylor, 2021. "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," CREATES Research Papers 2021-04, Department of Economics and Business Economics, Aarhus University.
  19. Andersen, Torben M & Soerensen, Allan, 2021. "The interdependencies between the private and public sectors in open economies," CEPR Discussion Papers 15822, C.E.P.R. Discussion Papers.
  20. Moen, Espen R. & Bagger, Jesper & Vejlin, Rune, 2021. "Equilibrium Worker-Firm Allocations and the Deadweight Losses of Taxation," CEPR Discussion Papers 16735, C.E.P.R. Discussion Papers.
  21. Maibom, Jonas & Vejlin, Rune Majlund, 2021. "Passthrough of Firm Performance to Income and Employment Stability," IZA Discussion Papers 14131, Institute of Labor Economics (IZA).
  22. Koch, Alexander K. & Nafziger, Julia, 2021. "Motivational Goal Bracketing with Non-rational Goals," IZA Discussion Papers 14142, Institute of Labor Economics (IZA).
  23. Anders Bredahl Kock & David Preinerstorfer, 2021. "Superconsistency of Tests in High Dimensions," Papers 2106.03700, arXiv.org, revised Jan 2022.
  24. Tom Lane & Daniele Nosenzo & Silvia Sonderegger, 2021. "Law and Norms: Empirical Evidence," Economics Working Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
  25. Francesco Fallucchi & Daniele Nosenzo & Ernesto Reuben, 2021. "Measuring preferences for competition with experimentally-validated survey questions," LISER Working Paper Series 2021-12, Luxembourg Institute of Socio-Economic Research (LISER).
  26. Torben G. Andersen & Rasmus T. Varneskov, 2021. "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers 28568, National Bureau of Economic Research, Inc.
  27. Torben G. Andersen & Rasmus T. Varneskov, 2021. "Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions," NBER Working Papers 28569, National Bureau of Economic Research, Inc.
  28. Torben G. Andersen & Rasmus T. Varneskov, 2021. "Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions," NBER Working Papers 28570, National Bureau of Economic Research, Inc.
  29. Humlum, Maria Knoth & Thorsager, Mette, 2021. "The Importance of Peer Quality for Completion of Higher Education," IZA Discussion Papers 14136, Institute of Labor Economics (IZA).
  30. Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021. "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
  31. Giuseppe Cavaliere & Zeng-Hua Lu & Anders Rahbek & Yuhong Yang, 2021. "MinP Score Tests with an Inequality Constrained Parameter Space," Papers 2107.06089, arXiv.org.
  32. Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021. "Specification tests for GARCH processes," Papers 2105.14081, arXiv.org.
  33. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev, 2021. "Bootstrapping Non-Stationary Stochastic Volatility," Papers 2101.03562, arXiv.org.
  34. Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob St{ae}rk-{O}stergaard, 2021. "Bootstrap Inference for Hawkes and General Point Processes," Papers 2104.03122, arXiv.org, revised Sep 2021.
  35. Stefano Grassi & Francesco Violante, 2021. "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers 2021-05, Center for Research in Economics and Statistics.
  36. Benjamin Lochner & Bastian Schulz, 2021. "Firm Productivity, Wages, and Sorting," Economics Working Papers 2021-04, Department of Economics and Business Economics, Aarhus University.
  37. Kim Christensen & Mathias Siggaard & Bezirgen Veliyev, 2021. "A machine learning approach to volatility forecasting," CREATES Research Papers 2021-03, Department of Economics and Business Economics, Aarhus University.
  38. Nickolas Gagnon & Henrik W. Zaunbrecher, 2021. "Decreasing Incomes Increase Selfishness," "Marco Fanno" Working Papers 0274, Dipartimento di Scienze Economiche "Marco Fanno".
  39. Jorge Luis García & James J. Heckman & Victor Ronda, 2021. "The Lasting Effects of Early Childhood Education on Promoting the Skills and Social Mobility of Disadvantaged African Americans," NBER Working Papers 29057, National Bureau of Economic Research, Inc.
  40. Daniel Borup & David E. Rapach & Erik Christian Montes Schütte, 2021. "Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data," CREATES Research Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
  41. Timmermann, Allan & Møller, Stig & Pedersen, Thomas & Schütte, Erik Christian Montes, 2021. "Search and Predictability of Prices in the Housing Market," CEPR Discussion Papers 15875, C.E.P.R. Discussion Papers.
  42. Luca Macedoni & Ariel Weinberger, 2021. "Quality Misallocation, Trade, and Regulations," CESifo Working Paper Series 9041, CESifo.

2020

  1. Paul, Alexander & Bleses, Dorthe & Rosholm, Michael, 2020. "Efficient Targeting in Childhood Interventions," IZA Discussion Papers 12989, Institute of Labor Economics (IZA).
  2. Ronda, Victor & Agerbo, Esben & Bleses, Dorthe & Mortensen, Preben Bo & Børglum, Anders & Hougaard, David M. & Mors, Ole & Nordentoft, Merete & Werge, Thomas & Rosholm, Michael, 2020. "Family Disadvantage, Gender and the Returns to Genetic Human Capital," IZA Discussion Papers 13441, Institute of Labor Economics (IZA).
  3. Pons Rotger, Gabriel & Rosholm, Michael, 2020. "The Role of Beliefs in Long Sickness Absence: Experimental Evidence from a Psychological Intervention," IZA Discussion Papers 13582, Institute of Labor Economics (IZA).
  4. Houmark, Mikkel Aagaard & Ronda, Victor & Rosholm, Michael, 2020. "The Nurture of Nature and the Nature of Nurture: How Genes and Investments Interact in the Formation of Skills," IZA Discussion Papers 13780, Institute of Labor Economics (IZA).
  5. Anna Piil Damm & Helena Skyt Nielsen & Elena Mattana & Benedicte Rouland, 2020. "Effects of Busing on Test Scores and the Wellbeing of Bilingual Pupils: Resources Matter," Economics Working Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
  6. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020. "Local Regression Distribution Estimators," Papers 2009.14367, arXiv.org, revised Jan 2021.
  7. Mogens Fosgerau & Dennis Kristensen, 2020. "Identification of a class of index models: A topological approach," Papers 2004.07900, arXiv.org.
  8. Andrew B. Bernard & Teresa C. Fort & Valerie Smeets & Frederic Warzynski, 2020. "Heterogeneous Globalization: Offshoring and Reorganization," NBER Working Papers 26854, National Bureau of Economic Research, Inc.
  9. Engelmann, Dirk & Koch, Alexander K. & Frank, Jeff & Valente, Marieta, 2020. "Second-Chance Offers and Buyer Reputation: Theory and Evidence on Auctions with Default," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224641, Verein für Socialpolitik / German Economic Association.
  10. Johannes Schünemann & Holger Strulik & Timo Trimborn, 2020. "Anticipation of Deteriorating Health and Information Avoidance," Economics Working Papers 2020-14, Department of Economics and Business Economics, Aarhus University.
  11. Anna M. Dugan & Timo Trimborn, 2020. "The Optimal Extraction of Non-Renewable Resources under Hyperbolic Discounting," Economics Working Papers 2020-17, Department of Economics and Business Economics, Aarhus University.
  12. van der Wel, M., 2020. "Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein," ERIM Inaugural Address Series Research in Management 124748, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
  13. Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers 2020-02, Department of Economics and Business Economics, Aarhus University.
  14. Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
  15. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2020. "Optimal Asset Allocation for Commodity Sovereign Wealth Funds," CREATES Research Papers 2020-10, Department of Economics and Business Economics, Aarhus University.
  16. Bent Jesper Christensen & Juan Carlos Parra-Alvarez & Rafael Serrano, 2020. "Optimal control of investment, premium and deductible for a non-life insurance company," CREATES Research Papers 2020-11, Department of Economics and Business Economics, Aarhus University.
  17. Datta Gupta, Nabanita & Nilsson, Anton, 2020. "Legal Drinking, Injury and Harm: Evidence from the Introduction and Modifications of Age Limits in Denmark," IZA Discussion Papers 13401, Institute of Labor Economics (IZA).
  18. Ritwik Banerjee & Nabanita Datta Gupta & Marie Claire Villeval, 2020. "Feedback spillovers across tasks, self-confidence and competitiveness," Post-Print halshs-02908182, HAL.
  19. Andersen, Torben M. & Schröder, Philipp J. H. & Svarer, Michael, 2020. "Designing Reopening Strategies in the Aftermath of COVID-19 Lockdowns: Some Principles with an Application to Denmark," IZA Policy Papers 158, Institute of Labor Economics (IZA).
  20. Qazi Haque & Nicolas Groshenny & Mark Weder, 2020. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," Economics Working Papers 2020-10, Department of Economics and Business Economics, Aarhus University.
  21. Bjørnskov, Christian, 2020. "Economic Freedom and the CO2 Kuznets Curve," Working Paper Series 1331, Research Institute of Industrial Economics.
  22. Christian Bjørnskov & Martin Rode, 2020. "Late colonial antecedents of modern democracy," Working Papers 824, Economic Research Southern Africa.
  23. Bjørnskov, Christian & Voigt, Stefan, 2020. "This Time is Different? - On the Use of Emergency Measures During the Corona Pandemic," ILE Working Paper Series 36, University of Hamburg, Institute of Law and Economics.
  24. Charlotte Christiansen & Ran Xing & Yue Xu, 2020. "Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies," CREATES Research Papers 2020-14, Department of Economics and Business Economics, Aarhus University.
  25. Aslanidis, Nektarios & Christiansen, Charlotte & Kouretas, George, 2020. "Uncertainty and Downside Risk in International Stock Returns," Working Papers 2072/376032, Universitat Rovira i Virgili, Department of Economics.
  26. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2020. "Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing," IRTG 1792 Discussion Papers 2020-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  27. Wan-Jung Cheng & Raymond G. Riezman & Ping Wang, 2020. "The Dynamics of Outsourcing: From Labor Cost-Saving to Preference-Based Outsourcing," CESifo Working Paper Series 8264, CESifo.
  28. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
  29. Javier Hualde & Morten Ørregaard Nielsen, 2020. "Truncated sum of squares estimation of fractional time series models with deterministic trends," CREATES Research Papers 2020-07, Department of Economics and Business Economics, Aarhus University.
  30. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020. "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers 2020-08, Department of Economics and Business Economics, Aarhus University.
  31. Morten Ørregaard Nielsen & Antoine L. Noël, 2020. "To infinity and beyond: Efficient computation of ARCH(1) models," CREATES Research Papers 2020-13, Department of Economics and Business Economics, Aarhus University.
  32. Morten Ørregaard Nielsen & Antoine L. Noël, 2020. "To infinity and beyond: Efficient computation of ARCH(\infty) models," Working Paper 1425, Economics Department, Queen's University.
  33. Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020. "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers 2020-19, Department of Economics and Business Economics, Aarhus University.
  34. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020. "A statistical model of the global carbon budget," CREATES Research Papers 2020-18, Department of Economics and Business Economics, Aarhus University.
  35. ADACHI Daisuke & SAITO Yukiko, 2020. "Multinational Production and Labor Share," Discussion papers 20012, Research Institute of Economy, Trade and Industry (RIETI).
  36. ADACHI Daisuke & FUKAI Taiyo & KAWAGUCHI Daiji & SAITO Yukiko, 2020. "Commuting Zones in Japan," Discussion papers 20021, Research Institute of Economy, Trade and Industry (RIETI).
  37. ADACHI Daisuke & KAWAGUCHI Daiji & SAITO Yukiko, 2020. "Robots and Employment: Evidence from Japan, 1978-2017," Discussion papers 20051, Research Institute of Economy, Trade and Industry (RIETI).
  38. Erland Hejn Nielsen & Steen Nielsen, 2020. "Preparing students for careers using business analytics and data-driven decision making," Economics Working Papers 2020-08, Department of Economics and Business Economics, Aarhus University.
  39. Steen Nielsen, 2020. "Management accounting and the idea of machine learning," Economics Working Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
  40. Rune Vejlin & Gregory F. Veramendi, 2020. "Sufficient Statistics for Frictional Wage Dispersion and Growth," CESifo Working Paper Series 8722, CESifo.
  41. Bertheau, Antoine & Bunzel, Henning & Vejlin, Rune Majlund, 2020. "Employment Reallocation over the Business Cycle: Evidence from Danish Data," IZA Discussion Papers 13681, Institute of Labor Economics (IZA).
  42. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2020. "Functional Sequential Treatment Allocation with Covariates," Papers 2001.10996, arXiv.org.
  43. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2020. "Treatment recommendation with distributional targets," Papers 2005.09717, arXiv.org, revised Apr 2022.
  44. Francesco Fallucchi & Daniele Nosenzo, 2020. "The Coordinating Power of Social Norms," Economics Working Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
  45. Cristina Bicchieri & Eugen Dimant & Simon Gächter & Daniele Nosenzo, 2020. "Observability, Social Proximity, and the Erosion of Norm Compliance," ECONtribute Discussion Papers Series 009, University of Bonn and University of Cologne, Germany.
  46. Bicchieri, Cristina & Dimant, Eugen & Gächter, Simon & Nosenzo, Daniele, 2020. "Social Proximity and the Erosion of Norm Compliance," IZA Discussion Papers 13864, Institute of Labor Economics (IZA).
  47. Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
  48. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020. "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers 20-02, University of Copenhagen. Department of Economics.
  49. Kanaya, Shin & Taylor, Luke, 2020. "Type I and Type II Error Probabilities in the Courtroom," MPRA Paper 100217, University Library of Munich, Germany.
  50. J. Eduardo Vera-Valdés, 2020. "Temperature Anomalies, Long Memory, and Aggregation," CREATES Research Papers 2020-16, Department of Economics and Business Economics, Aarhus University.
  51. Carlos Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2020. "Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?," CREATES Research Papers 2020-15, Department of Economics and Business Economics, Aarhus University.
  52. Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020. "Predicting bond return predictability," CREATES Research Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
  53. A. Fronzetti Colladon & S. Grassi & F. Ravazzolo & F. Violante, 2020. "Forecasting financial markets with semantic network analysis in the COVID-19 crisis," Papers 2009.04975, arXiv.org, revised Jul 2023.
  54. Tine L. Mundbjerg Eriksen & Amanda Gaulke & Niels Skipper & Jannet Svensson, 2020. "The Impact of Childhood Health Shocks on Parental Labor Supply," Economics Working Papers 2020-02, Department of Economics and Business Economics, Aarhus University.
  55. Bastian Schulz & Fabian Siuda, 2020. "Marriage and Divorce: The Role of Labor Market Institutions," CESifo Working Paper Series 8508, CESifo.
  56. Anine E. Bolko & Kim Christensen & Mikko S. Pakkanen & Bezirgen Veliyev, 2020. "Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures," CREATES Research Papers 2020-12, Department of Economics and Business Economics, Aarhus University.
  57. Anine E. Bolko & Kim Christensen & Mikko S. Pakkanen & Bezirgen Veliyev, 2020. "A GMM approach to estimate the roughness of stochastic volatility," Papers 2010.04610, arXiv.org, revised Apr 2022.
  58. Hao Dong & Luke Taylor, 2020. "Nonparametric Significance Testing in Measurement Error Models," Departmental Working Papers 2003, Southern Methodist University, Department of Economics.
  59. Claes Bäckman & Peter van Santen, 2020. "The Amortization Elasticity of Mortgage Demand," Economics Working Papers 2020-16, Department of Economics and Business Economics, Aarhus University.
  60. Bäckman, Claes & Khorunzhina, Natalia, 2020. "Interest-Only Mortgages and Consumption Growth: Evidence from a Mortgage Market Reform," MPRA Paper 98524, University Library of Munich, Germany.
  61. Gagnon, Nickolas & Bosmans, Kristof & Riedl, Arno, 2020. "The Effect of Unfair Chances and Gender Discrimination on Labor Supply," IZA Discussion Papers 12912, Institute of Labor Economics (IZA).
  62. Zaunbrecher, Henrik & Gagnon, Nickolas, 2020. "Declining Wages Increase Selfish Redistribution in an Environment with Fixed Income Inequality," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
  63. Amanda M. Dettmer & James J. Heckman & Juan Pantano & Victor Ronda & Stephen J. Suomi, 2020. "Intergenerational Effects of Early-Life Advantage: Lessons from a Primate Study," NBER Working Papers 27737, National Bureau of Economic Research, Inc.
  64. Sarah Schroeder, 2020. "Exporters, Multinationals and Residual Wage Inequality: Evidence and Theory," CESifo Working Paper Series 8701, CESifo.

2019

  1. Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers 2019-06, Department of Economics and Business Economics, Aarhus University.
  2. Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
  3. Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
  4. Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019. "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers 19-02, University of Copenhagen. Department of Economics.
  5. Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2019. "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes," Working Papers Series 92, Institute for New Economic Thinking.
  6. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
  7. Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-18, Department of Economics and Business Economics, Aarhus University.
  8. Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-19, Department of Economics and Business Economics, Aarhus University.
  9. Matias D. Cattaneo & Michael Jansson, 2019. "Average Density Estimators: Efficiency and Bootstrap Consistency," Papers 1904.09372, arXiv.org, revised Dec 2020.
  10. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2019. "lpdensity: Local Polynomial Density Estimation and Inference," Papers 1906.06529, arXiv.org, revised Feb 2021.
  11. Dennis Kristensen & Young Jun Lee, 2019. "Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models," Papers 1904.05209, arXiv.org, revised Aug 2023.
  12. Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning, 2019. "Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods," Papers 1904.05232, arXiv.org, revised Feb 2020.
  13. Leonidas Enrique de la Rosa & Nikolaj Kirkeby Niebuhr, 2019. "Loss aversion and the zero-earnings discontinuity," Economics Working Papers 2019-09, Department of Economics and Business Economics, Aarhus University.
  14. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2019. "Medical and long-term care with endogenous health and longevity," FSES Working Papers 505, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, revised 20 Jan 2020.
  15. Serratos-Sotelo, Luis & Bengtsson, Tommy & Nilsson, Anton, 2019. "The Long-Term Economic Effects of Polio: Evidence from the Introduction of the Polio Vaccine to Sweden in 1957," IZA Discussion Papers 12112, Institute of Labor Economics (IZA).
  16. Marianne Simonsen & Lars Skipper & Niels Skipper & Peter Rønø Thingholm, 2019. "Discontinuity in Care: Practice Closures among Primary Care Providers and Patient Health," Economics Working Papers 2019-08, Department of Economics and Business Economics, Aarhus University.
  17. Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2019. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," Bank of Finland Research Discussion Papers 20/2019, Bank of Finland.
  18. Bergh, Andreas & Bjørnskov, Christian, 2019. "Does Economic Freedom Boost Growth for Everyone?," Working Paper Series 1276, Research Institute of Industrial Economics.
  19. Bennett, Daniel L. & Bjørnskov, Christian & Gohmann, Stephan F., 2019. "Coups, Regime Transitions, and Institutional Change," Working Paper Series 1281, Research Institute of Industrial Economics.
  20. Bjørnskov, Christian & Borrella-Mas, Miguel Ángel & Rode, Martin, 2019. "The Economics of Change and Stability in Social Trust: Evidence from (and for) Catalan Secession," Working Paper Series 1301, Research Institute of Industrial Economics.
  21. Berggren, Niclas & Bjørnskov, Christian, 2019. "Corruption, Judicial Accountability and Inequality: Unfair Procedures May Benefit the Worst-Off," Working Paper Series 1311, Research Institute of Industrial Economics.
  22. Bjørnskov, Christian & Voigt, Stefan, 2019. "Terrorism and Emergency Constitutions in the Muslim World," ILE Working Paper Series 27, University of Hamburg, Institute of Law and Economics.
  23. Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019. "The Economic Value of VIX ETPs," CREATES Research Papers 2019-14, Department of Economics and Business Economics, Aarhus University.
  24. Ching-mu Chen & Wan-Jung Cheng & Shin-Kun Peng & Raymond Riezman & Ping Wang, 2019. "Trade Wars, Technology and Productivity," NBER Working Papers 26468, National Bureau of Economic Research, Inc.
  25. Wen-Tai Hsu & Raymond G. Riezman & Ping Wang, 2019. "Innovation, Growth, and Dynamic Gains from Trade," NBER Working Papers 26470, National Bureau of Economic Research, Inc.
  26. Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
  27. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
  28. ADACHI Daisuke & KAINUMA Shuhei & KAWAGUCHI Daiji & SAITO Yukiko, 2019. "Adoption of Automation Technology and Labor Substitution (Japanese)," Policy Discussion Papers (Japanese) 19010, Research Institute of Economy, Trade and Industry (RIETI).
  29. Bandick, Roger, 2019. "Global sourcing, firm size and export survival," Economics Discussion Papers 2019-62, Kiel Institute for the World Economy (IfW Kiel).
  30. Glitz, Albrecht & Vejlin, Rune Majlund, 2019. "Learning through Coworker Referrals," IZA Discussion Papers 12270, Institute of Labor Economics (IZA).
  31. Hanna Fromell & Daniele Nosenzo & Trudy Owens & Fabio Tufano, 2019. "One Size Doesn’t Fit All: Plurality of Social Norms and Saving Behavior in Kenya," Discussion Papers 2019-12, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  32. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019. "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers 26329, National Bureau of Economic Research, Inc.
  33. Simon Calmar Andersen & Thorbjørn Sejr Guul & Maria Knoth Humlum, 2019. "Instruction Time, Information, and Student Achievement: Evidence from a Field Experiment," Working Papers 2019-049, Human Capital and Economic Opportunity Working Group.
  34. Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
  35. Simon Hetland & Rasmus Søndergaard Pedersen & Anders Rahbek, 2019. "Dynamic Conditional Eigenvalue GARCH," Discussion Papers 19-13, University of Copenhagen. Department of Economics.
  36. Giuseppe Cavaliere & Anders Rahbek, 2019. "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers 19-03, University of Copenhagen. Department of Economics.
  37. Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CREATES Research Papers 2019-09, Department of Economics and Business Economics, Aarhus University.
  38. Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
  39. Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average derivative estimation under measurement error," STICERD - Econometrics Paper Series 602, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  40. Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Estimation of Varying Coefficient Models with Measurement Error," STICERD - Econometrics Paper Series 607, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  41. Grohmann, Antonia & Menkhoff, Lukas & Merkle, Christoph & Schmacker, Renke, 2019. "Earn More Tomorrow: Overconfident Income Expectations and Consumer Indebtedness," Rationality and Competition Discussion Paper Series 152, CRC TRR 190 Rationality and Competition.
  42. Daniel Borup & Erik Christian Montes Schütte, 2019. "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers 2019-13, Department of Economics and Business Economics, Aarhus University.
  43. Macedoni, Luca & Weinberger, Ariel, 2019. "Quality Heterogeneity and Misallocation: The Welfare Benefits of Raising your Standards," MPRA Paper 95529, University Library of Munich, Germany.

2018

  1. Søren Johansen & Morten Ørregaard Nielsen, 2018. "Nonstationary cointegration in the fractionally cointegrated VAR model," CREATES Research Papers 2018-17, Department of Economics and Business Economics, Aarhus University.
  2. Soeren Johansen, 2018. "Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models," Discussion Papers 18-05, University of Copenhagen. Department of Economics.
  3. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
  4. Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018. "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers 2018-15, Department of Economics and Business Economics, Aarhus University.
  5. Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers 2018-31, Department of Economics and Business Economics, Aarhus University.
  6. Frederiksen, Anders & Kato, Takao & Smith, Nina, 2018. "Working Hours and Top Management Appointments: Evidence from Linked Employer-Employee Data," IZA Discussion Papers 11675, Institute of Labor Economics (IZA).
  7. Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018. "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers 12687, C.E.P.R. Discussion Papers.
  8. Kai Rehwald & Michael Rosholm & Bénédicte Rouland, 2018. "Labour market effects of activating sick-listed workers," Post-Print hal-03701057, HAL.
  9. Jahn, Elke J. & Rosholm, Michael, 2018. "The Cyclicality of the Stepping-Stone Effect of Temporary Agency Employment," IZA Discussion Papers 11377, Institute of Labor Economics (IZA).
  10. Eva Rye Johansen & Helena Skyt Nielsen & Mette Verner, 2018. "Long-term Consequences of Early Parenthood," Economics Working Papers 2018-01, Department of Economics and Business Economics, Aarhus University.
  11. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
  12. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Simple Local Polynomial Density Estimators," Papers 1811.11512, arXiv.org, revised Jun 2019.
  13. Rune V. Lesner & Anna Piil Damm & Preben Bertelsen & Mads Uffe Pedersen, 2018. "Life Skills Development of Teenagers through Spare-Time Jobs," Economics Working Papers 2018-09, Department of Economics and Business Economics, Aarhus University.
  14. Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," CREATES Research Papers 2018-20, Department of Economics and Business Economics, Aarhus University.
  15. Strulik, Holger & Trimborn, Timo, 2018. "Hyperbolic discounting can be good for your health," University of Göttingen Working Papers in Economics 335, University of Goettingen, Department of Economics.
  16. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2018. "The marriage gap: Optimal aging and death in partnerships," University of Göttingen Working Papers in Economics 339, University of Goettingen, Department of Economics.
  17. Schünemann, Johannes & Trimborn, Timo, 2018. "Boosting taxes for boasting about houses? Status concerns in the housing market," University of Göttingen Working Papers in Economics 344, University of Goettingen, Department of Economics.
  18. Max Ole Liemen & Michel van der Wel & Olaf Posch, 2018. "Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data," 2018 Meeting Papers 1049, Society for Economic Dynamics.
  19. Ritwik Banerjee & Nabanita Datta Gupta & Marie Claire Villeval, 2018. "Self Confidence Spillovers and Motivated Beliefs," Economics Working Papers 2018-02, Department of Economics and Business Economics, Aarhus University.
  20. Ninja Ritter Klejnstrup & Anna Folke Larsen & Helene Bie Lilleør & Marianne Simonsen, 2018. "Social emotional learning in the classroom: Study protocol for a randomized controlled trial of PERSPEKT 2.0," Economics Working Papers 2018-11, Department of Economics and Business Economics, Aarhus University.
  21. Gørtz, Mette & Johansen, Eva Rye & Simonsen, Marianne, 2018. "Academic Achievement and the Gender Composition of Preschool Staff," IZA Discussion Papers 11913, Institute of Labor Economics (IZA).
  22. Christian Bjørnskov & Andreas Freytag & Jerg Gutmann, 2018. "Coups, Regime Transition, and the Dynamics of Press Freedom," CESifo Working Paper Series 7198, CESifo.
  23. Berggren, Niclas & Bjørnskov, Christian, 2018. "Do Voters Dislike Liberalizing Reforms? New Evidence Using Data on Satisfaction with Democracy," Working Paper Series 1197, Research Institute of Industrial Economics.
  24. Berggren, Niclas & Bergh, Andreas & Bjørnskov, Christian & Tanaka, Shiori, 2018. "How Persistent Is Life Satisfaction? Evidence from European Immigration," Working Paper Series 1206, Research Institute of Industrial Economics.
  25. Berggren, Niclas & Bjørnskov, Christian, 2018. "Regulation and Government Debt," Working Paper Series 1239, Research Institute of Industrial Economics.
  26. Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018. "Mutual Fund Selection for Realistically Short Samples," CREATES Research Papers 2018-36, Department of Economics and Business Economics, Aarhus University.
  27. Niels Haldrup & Carsten P. T. Rosenskjold, 2018. "A Parametric Factor Model of the Term Structure of Mortality," CREATES Research Papers 2018-06, Department of Economics and Business Economics, Aarhus University.
  28. B Ravikumar & Raymond Riezman & Yuzhe Zhang, 2018. "Optimal Infant Industry Protection," 2018 Meeting Papers 1016, Society for Economic Dynamics.
  29. James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018. "Fast and Wild: Bootstrap Inference in Stata Using boottest," CREATES Research Papers 2018-34, Department of Economics and Business Economics, Aarhus University.
  30. Morten Ø. Nielsen & Michal Ksawery Popiel, 2018. "A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model," Working Paper 1330, Economics Department, Queen's University.
  31. Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers 201903, University of California at Riverside, Department of Economics.
  32. Riccardo Borghi & Eric Hillebrand & Jakob Mikkelsen & Giovanni Urga, 2018. "The dynamics of factor loadings in the cross-section of returns," CREATES Research Papers 2018-38, Department of Economics and Business Economics, Aarhus University.
  33. Jun Aoyagi & Daisuke Adachi, 2018. "Economic Implications of Blockchain Platforms," Papers 1802.10117, arXiv.org, revised Oct 2018.
  34. Tue Gorgens & Allan H. Würtz, 2018. "Threshold regression with endogeneity for short panels," ANU Working Papers in Economics and Econometrics 2018-665, Australian National University, College of Business and Economics, School of Economics.
  35. Edi Karni & Quitze Valenzuela-Stookey & Marie-Louise Vierø, 2018. "Reverse Bayesianism: A Generalization," Working Paper 1400, Economics Department, Queen's University.
  36. Jesper Bagger & Mads Hejlesen & Kazuhiko Sumiya & Rune Vejlin, 2018. "Income Taxation and the Equilibrium Allocation of Labor," Economics Working Papers 2018-06, Department of Economics and Business Economics, Aarhus University.
  37. Bødker, Jonas Ehn & Maibom, Jonas & Vejlin, Rune Majlund, 2018. "Decomposing the Exporter Wage Gap: Selection or Differential Returns?," IZA Discussion Papers 11998, Institute of Labor Economics (IZA).
  38. Jesper Bagger & Espen Moen & Rune Vejlin, 2018. "Optimal Taxation with On-the-Job Search," 2018 Meeting Papers 805, Society for Economic Dynamics.
  39. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2018. "Functional Sequential Treatment Allocation," Papers 1812.09408, arXiv.org, revised Aug 2020.
  40. Hanna Fromell & Daniele Nosenzo & Trudy Owens, 2018. "Altruism, Fast and Slow? Evidence from a Meta-Analysis and a New Experiment," Discussion Papers 2018-13, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  41. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers 2018-02, Department of Economics and Business Economics, Aarhus University.
  42. Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers 2018-03, Department of Economics and Business Economics, Aarhus University.
  43. Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Option Panels in Pure-Jump Settings," CREATES Research Papers 2018-04, Department of Economics and Business Economics, Aarhus University.
  44. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018. "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers 2018-05, Department of Economics and Business Economics, Aarhus University.
  45. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers 2018-08, Department of Economics and Business Economics, Aarhus University.
  46. Torben G. Andersen & Rasmus T. Varneskov, 2018. "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers 2018-09, Department of Economics and Business Economics, Aarhus University.
  47. Tom Engsted, 2018. "Frekvensbaserede versus bayesianske metoder i empirisk økonomi," Economics Working Papers 2018-07, Department of Economics and Business Economics, Aarhus University.
  48. Tom Engsted & Thomas Q. Pedersen, 2018. "Disappearing money illusion," CREATES Research Papers 2018-24, Department of Economics and Business Economics, Aarhus University.
  49. Dominique Guegan & Kruse-Becher Robin & Hans-Jörg Mettenheim, Von & Wegener Christoph, 2018. "Measuring risk an explosive environment," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01896907, HAL.
  50. Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers 18-10, University of Copenhagen. Department of Economics.
  51. Bhattacharya, D. & Dupas, P. & Kanaya, S., 2018. "Demand and Welfare Analysis in Discrete Choice Models under Social Interactions," Cambridge Working Papers in Economics 1885, Faculty of Economics, University of Cambridge.
  52. John Humphries & Gregory Veramendi & Juanna Joensen, 2018. "Multidimensional Ability Sorting, Education Choices, and Labor Market Outcomes," 2018 Meeting Papers 1301, Society for Economic Dynamics.
  53. J. Eduardo Vera-Vald'es, 2018. "Nonfractional Memory: Filtering, Antipersistence, and Forecasting," Papers 1801.06677, arXiv.org.
  54. Angelo Ranaldo & Paolo Santucci de Magistris, 2018. "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance 1823, University of St. Gallen, School of Finance, revised Oct 2019.
  55. Kim Christensen & Martin Thyrsgaard & Bezirgen Veliyev, 2018. "The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing," CREATES Research Papers 2018-19, Department of Economics and Business Economics, Aarhus University.
  56. Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2018. "Edgeworth expansion for Euler approximation of continuous diffusion processes," CREATES Research Papers 2018-28, Department of Economics and Business Economics, Aarhus University.
  57. Bäckman, Claes & Hanspal, Tobin, 2018. "Participation and Losses in Multi-Level Marketing: Evidence from an FTC Settlement," Working Papers 2018:13, Lund University, Department of Economics, revised 22 Aug 2019.
  58. Erik Christian Montes Schütte, 2018. "In Search of a Job: Forecasting Employment Growth in the US using Google Trends," CREATES Research Papers 2018-25, Department of Economics and Business Economics, Aarhus University.

2017

  1. Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," CREATES Research Papers 2017-11, Department of Economics and Business Economics, Aarhus University.
  2. Lukasz Gatarek & Søren Johansen, 2017. "The role of cointegration for optimal hedging with heteroscedastic error term," CREATES Research Papers 2017-12, Department of Economics and Business Economics, Aarhus University.
  3. Massimo Franchi & Søren Johansen, 2017. "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles," CREATES Research Papers 2017-17, Department of Economics and Business Economics, Aarhus University.
  4. Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," CREATES Research Papers 2017-23, Department of Economics and Business Economics, Aarhus University.
  5. Søren Johansen & Morten Ørregaard Nielsen, 2017. "Testing the CVAR in the fractional CVAR model," CREATES Research Papers 2017-37, Department of Economics and Business Economics, Aarhus University.
  6. Timo Teräsvirta, 2017. "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers 2017-04, Department of Economics and Business Economics, Aarhus University.
  7. Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
  8. Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers 2017-28, Department of Economics and Business Economics, Aarhus University.
  9. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," CREATES Research Papers 2017-29, Department of Economics and Business Economics, Aarhus University.
  10. Timo Teräsvirta, 2017. "Nonlinear models in macroeconometrics," CREATES Research Papers 2017-32, Department of Economics and Business Economics, Aarhus University.
  11. Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017. "Panel Smooth Transition Regression Models," CREATES Research Papers 2017-36, Department of Economics and Business Economics, Aarhus University.
  12. Eriksson, Tor & Smith, Nina & Smith, Valdemar, 2017. "Gender Stereotyping and Self-Stereotyping Attitudes: A Large Field Study of Managers," IZA Discussion Papers 10932, Institute of Labor Economics (IZA).
  13. Humlum, Maria Knoth & Nandrup, Anne Brink & Smith, Nina, 2017. "Closing or Reproducing the Gender Gap? Parental Transmission, Social Norms and Education Choice," IZA Discussion Papers 10790, Institute of Labor Economics (IZA).
  14. Marc Gurgand & Michael Rosholm, 2017. "Social experiments in labour and social policies: A thriving research field," Post-Print hal-01631075, HAL.
  15. Dahl, Christian M. & Huber, Martin & Mellace, Giovanni, 2017. "It's never too LATE: A new look at local average treatment effects with or without defiers," Discussion Papers on Economics 2/2017, University of Southern Denmark, Department of Economics.
  16. Rasmus Landersø & Helena Skyt Nielsen & Marianne Simonsen, 2017. "How Going to School Affects the Family," Economics Working Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
  17. Mette Trier Damgaard & Helena Skyt Nielsen, 2017. "Nudging in education," Economics Working Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
  18. Anna Piil Damm & Britt Østergaard Larsen & Helena Skyt Nielsen & Marianne Simonsen, 2017. "Lowering the minimum age of criminal responsibility: Consequences for juvenile crime and education," Economics Working Papers 2017-10, Department of Economics and Business Economics, Aarhus University.
  19. Sandra E. Black & Sanni Breining & David N. Figlio & Jonathan Guryan & Krzysztof Karbownik & Helena Skyt Nielsen & Jeffrey Roth & Marianne Simonsen & Helena Skyt Nielsen, 2017. "Sibling Spillovers," CESifo Working Paper Series 6348, CESifo.
    • Sandra E. Black & Sanni Breining & David N. Figlio & Jonathan Guryan & Krzysztof Karbownik & Helena Skyt Nielsen & Jeffrey Roth & Marianne Simonsen, 2017. "Sibling Spillovers," NBER Working Papers 23062, National Bureau of Economic Research, Inc.
  20. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2017. "Spillovers in Education Choice," Working Papers id:12272, eSocialSciences.
  21. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017. "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers 2017-18, Department of Economics and Business Economics, Aarhus University.
  22. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017. "Bootstrap-Based Inference for Cube Root Asymptotics," Papers 1704.08066, arXiv.org, revised May 2020.
  23. Michael Jansson & Demian Pouzo, 2017. "Towards a General Large Sample Theory for Regularized Estimators," Papers 1712.07248, arXiv.org, revised Jul 2020.
  24. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
  25. Emmanuel Dhyne & Amil Petrin & Valerie Smeets & Frederic Warzynski, 2017. "Multi Product Firms, Import Competition, and the Evolution of Firm-product Technical Efficiencies," NBER Working Papers 23637, National Bureau of Economic Research, Inc.
  26. Alexander K. Koch & Julia Nafziger, 2017. "Motivational Goal Bracketing: An Experiment," Economics Working Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
  27. Helgertz, Jonas & Nilsson, Anton, 2017. "The Effects of Birth Weight on Hospitalizations and Sickness Absences," Lund Papers in Economic History 157, Lund University, Department of Economic History.
  28. Knapik, Oskar & Exterkate, Peter, 2017. "A regime-switching stochastic volatility model for forecasting electricity prices," Working Papers 2017-02, University of Sydney, School of Economics.
  29. Leslie S. Stratton & Nabanita Datta Gupta & David Reimer & Anders Holm, 2017. "Modeling Enrollment in and Completion of Vocational Education: The role of cognitive and non-cognitive skills by program type," Economics Working Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
  30. Nabanita Datta Gupta & Anton Nielsson, 2017. "Short- and Long-Term Effects of Adolescent Alcohol Access: Evidence from Denmark," Economics Working Papers 2017-03, Department of Economics and Business Economics, Aarhus University.
  31. Marianne Simonsen & Lars Skipper & Niels Skipper, 2017. "Piling Pills? Forward-Looking Behavior and Stockpiling of Prescription Drugs," Economics Working Papers 2017-08, Department of Economics and Business Economics, Aarhus University.
  32. Michael C. Burda & Mark Weder, 2017. "The Economics of German Unification after Twenty-Five Years: Lessons for Korea," School of Economics and Public Policy Working Papers 2017-07, University of Adelaide, School of Economics and Public Policy.
  33. Wei Dai & Mark Weder & Bo Zhang, 2017. "Animal Spirits, Financial Markets and Aggregate Instability," School of Economics and Public Policy Working Papers 2017-08, University of Adelaide, School of Economics and Public Policy.
  34. Oscar Pavlov & Mark Weder, 2017. "Online Appendix to "Product Scope and Endogenous Fluctuations"," Online Appendices 15-129, Review of Economic Dynamics.
  35. Berggren, Niclas & Bjørnskov, Christian, 2017. "The Market-Promoting and Market-Preserving Role of Social Trust in Reforms of Policies and Institutions," Working Paper Series 1152, Research Institute of Industrial Economics.
  36. Berggren, Niclas & Bjørnskov, Christian & Nilsson, Therese, 2017. "Do Equal Rights for a Minority Affect General Life Satisfaction?," Working Paper Series 1156, Research Institute of Industrial Economics.
  37. Bjørnskov, Christian, 2017. "Why Do Military Dictatorships Become Presidential Democracies? Mapping the Democratic Interests of Autocratic Regimes," Working Paper Series 1194, Research Institute of Industrial Economics.
  38. Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
  39. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou & Weining Wang, 2017. "Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing," CREATES Research Papers 2017-34, Department of Economics and Business Economics, Aarhus University.
  40. Nektarios Aslanidis & Charlotte Christiansen, 2017. "Flight to Safety from European Stock Markets," CREATES Research Papers 2017-38, Department of Economics and Business Economics, Aarhus University.
  41. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017. "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers 2018-12, Department of Economics and Business Economics, Aarhus University.
  42. Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017. "Spikes and memory in (Nord Pool) electricity price spot prices," CREATES Research Papers 2017-39, Department of Economics and Business Economics, Aarhus University.
  43. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
  44. Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2017. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," CREATES Research Papers 2018-35, Department of Economics and Business Economics, Aarhus University.
  45. Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
  46. James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
  47. Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2017. "Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability," CREATES Research Papers 2017-10, Department of Economics and Business Economics, Aarhus University.
  48. Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2017. "Variance swap payoffs, risk premia and extreme market conditions," CREATES Research Papers 2017-21, Department of Economics and Business Economics, Aarhus University.
  49. Marie-Louise Vierø, 2017. "An Intertemporal Model Of Growing Awareness," Working Paper 1388, Economics Department, Queen's University.
  50. Alex Stomper & Marie-Louise Vierø, 2017. "Risk is Risk?," Working Paper 1464, Economics Department, Queen's University.
  51. Ina C. Jäkel & Allan Sørensen, 2017. "Exporter Price Premia?," Economics Working Papers 2017-07, Department of Economics and Business Economics, Aarhus University.
  52. Gallen, Yana & Lesner, Rune V. & Vejlin, Rune Majlund, 2017. "The Labor Market Gender Gap in Denmark: Sorting Out the Past 30 Years," IZA Discussion Papers 10789, Institute of Labor Economics (IZA).
  53. Anders Bredahl Kock & Martin Thyrsgaard, 2017. "Optimal sequential treatment allocation," Papers 1705.09952, arXiv.org, revised Aug 2018.
  54. Anders Bredahl Kock & David Preinerstorfer, 2017. "Power in High-dimensional testing Problems," Working Papers ECARES ECARES 2017-42, ULB -- Universite Libre de Bruxelles.
  55. Simon Gaechter & Leonie Gerhards & Daniele Nosenzo, 2017. "The Importance of Peers for Compliance with Norms of Fair Sharing," CESifo Working Paper Series 6497, CESifo.
  56. Felix Koelle & Tom Lane & Daniele Nosenzo & Chris Starmer, 2017. "Nudging the electorate: what works and why?," Discussion Papers 2017-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  57. Daniele Nosenzo & Fabio Tufano, 2017. "The Effect of Voluntary Participation on Cooperation," Discussion Papers 2017-12, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  58. Hanna Fromell & Daniele Nosenzo & Trudy Owens & Fabio Tufano, 2017. "Are Victims Truly Worse Off in the Presence of Bystanders? Revisiting the Bystander Effect," Discussion Papers 2017-15, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  59. Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017. "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series 569, Center for Financial Studies (CFS).
  60. Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
  61. Thomas Quistgaard Pedersen & Erik Christian Montes Schütte, 2017. "Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations," CREATES Research Papers 2017-09, Department of Economics and Business Economics, Aarhus University.
  62. Eric French & Jeremy Mccauley & Maria Aragon & Pieter Bakx & Martin Chalkley & Stacey H. Chen & Bent J. Christensen & Hongwei Chuang & Aurelie Côté-Sergent & Mariacristina de Nardi & Elliott Fan & Dam, 2017. "End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported," Post-Print halshs-01631529, HAL.
  63. Malene Kallestrup-Lamb & John Kennan & Bent Jesper Christensen, 2017. "Health, Retirement and Consumption," 2017 Meeting Papers 1156, Society for Economic Dynamics.
  64. Rasmus Soendergaard Pedersen & Anders Rahbek, 2017. "Testing Garch-X Type Models," Discussion Papers 17-15, University of Copenhagen. Department of Economics.
  65. Kanaya, S. & Bhattacharya, D., 2017. "Uniform Convergence of Smoothed Distribution Functions with an Application to Delta Method for the Lorenz Curve," Cambridge Working Papers in Economics 1760, Faculty of Economics, University of Cambridge.
  66. John Eric Humphries & Juanna Joensen & Gregory Veramendi, 2017. "College Major Choice: Sorting and Differential Returns to Skills," 2017 Meeting Papers 1623, Society for Economic Dynamics.
  67. J. Eduardo Vera-Vald'es, 2017. "On Long Memory Origins and Forecast Horizons," Papers 1712.08057, arXiv.org.
  68. Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
  69. Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2017. "A Non-Structural Investigation of VIX Risk Neutral Density," CREATES Research Papers 2017-15, Department of Economics and Business Economics, Aarhus University.
  70. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017. "Does the ARFIMA really shift?," CREATES Research Papers 2017-16, Department of Economics and Business Economics, Aarhus University.
  71. Massimiliano Caporin & Gisle J. Natvik & Francesco Ravazzolo & Paolo Santucci de Magistris, 2017. "The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode," CREATES Research Papers 2017-25, Department of Economics and Business Economics, Aarhus University.
  72. Massimiliano Caporin & Fulvio Fontini & Paolo Santucci De Magistris, 2017. "Price convergence within and between the Italian electricity day-ahead and dispatching services markets," "Marco Fanno" Working Papers 0215, Dipartimento di Scienze Economiche "Marco Fanno".
  73. Elena Mattana & Ettore Panetti, 2017. "The Welfare Costs of Self-Fulfilling Bank Runs," Working Papers REM 2017/17, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  74. Robinson, Peter & Taylor, Luke, 2017. "Adaptive estimation in multiple time series with independent component errors," LSE Research Online Documents on Economics 68345, London School of Economics and Political Science, LSE Library.
  75. Beck, Thorsten & Da-Rocha-Lopes, Samuel & Silva, Andre F., 2017. "Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins," CEPR Discussion Papers 12058, C.E.P.R. Discussion Papers.
  76. Leopoldo Catania & Stefano Grassi, 2017. "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper 417, Tor Vergata University, CEIS, revised 11 Dec 2017.
  77. Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
  78. Papageorge, Nicholas W. & Ronda, Victor & Zheng, Yu, 2017. "The Economic Value of Breaking Bad: Misbehavior, Schooling and the Labor Market," IZA Discussion Papers 10822, Institute of Labor Economics (IZA).

2016

  1. Søren Johansen & Bent Nielsen, 2016. "Tightness of M-estimators for multiple linear regression in time series," CREATES Research Papers 2016-18, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Morten Ørregaard Nielsen, 2016. "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers 2016-22, Department of Economics and Business Economics, Aarhus University.
  3. Søren Johansen & Bent Nielsen, 2016. "Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series," Discussion Papers 16-05, University of Copenhagen. Department of Economics.
  4. Louise Voldby Beuchert & Maria Knoth Humlum & Helena Skyt Nielsen & Nina Smith & Helena Skyt Nielsen, 2016. "The Short-Term Effects of School Consolidation on Student Achievement: Evidence of Disruption?," CESifo Working Paper Series 6082, CESifo.
  5. Marianna Marino & Pierpaolo Parrotta & Nina Smith, 2016. "Income Support Policy and Gender Difference in Self-Employment over Business Cycle," Post-Print hal-01512827, HAL.
  6. Bredtmann, Julia & Smith, Nina, 2016. "Inequalities in Educational Outcomes: How Important Is the Family?," IZA Discussion Papers 10286, Institute of Labor Economics (IZA).
  7. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
  8. Tim Bollerslev & Jia Li & Yuan Xue, 2016. "Volume, Volatility and Public News Announcements," CREATES Research Papers 2016-19, Department of Economics and Business Economics, Aarhus University.
  9. Ingo Geishecker & Philipp J.H. Schröder & Allan Sørensen, 2016. "One-off Export Events," CESifo Working Paper Series 6207, CESifo.
  10. Barnett, Richard & Bhattacharya, Joydeep & Bunzel, Helle, 2016. "Do the Joneses make you financially vulnerable?," School of Economics Working Paper Series 2016-11, LeBow College of Business, Drexel University.
  11. Barnett, Richard & Bhattacharya, Joydeep & Bunzel, Helle, 2016. "The Fight-or-Flight Response to the Joneses," School of Economics Working Paper Series 2016-12, LeBow College of Business, Drexel University.
  12. Javier Vázquez-Grenno & Anna Piil Damm & Kristine Vasiljeva & Semih Tumen & Jesús Fernández-Huertas Moraga, 2016. "Economic considerations of the refugee crisis in Europe / Consideraciones económicas sobre la crisis de los refugiados en Europa / Consideracions econòmiques sobre la crisi dels refugiats a Europa," IEB Reports ieb_report_1_2016, Institut d'Economia de Barcelona (IEB).
  13. Christian Dustman & Kristine Vasiljeva & Anna Piil Damm, 2016. "Refugee Migration and Electoral Outcomes," RF Berlin - CReAM Discussion Paper Series 1619, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
  14. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
  15. Andrew B. Bernard & Valerie Smeets & Frederic Warzynski, 2016. "Rethinking Deindustrialization," NBER Working Papers 22114, National Bureau of Economic Research, Inc.
  16. Alexander K. Koch & Julia Nafziger, 2016. "Correlates of Narrow Bracketing," Economics Working Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
  17. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2016. "The gender gap in mortality: How much is explained by behavior?," ECON WPS - Working Papers in Economic Theory and Policy 05/2016, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
  18. Strulik, Holger & Trimborn, Timo, 2016. "Natural disasters and macroeconomic performance," ECON WPS - Working Papers in Economic Theory and Policy 07/2016, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
  19. Trimborn, Timo & Schünemann, Johannes & Strulik, Holger, 2016. "Disentangling the Gender Gap in Longevity," VfS Annual Conference 2016 (Augsburg): Demographic Change 145570, Verein für Socialpolitik / German Economic Association.
  20. Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
  21. Bengtsson, Tommy & Nilsson, Anton, 2016. "Smoking Behaviour and Early Retirement Due to Chronic Disability," IZA Discussion Papers 9881, Institute of Labor Economics (IZA).
  22. Ritwik Banerjee & Nabanita Datta Gupta & Marie Claire Villeval, 2016. "The Spillover Effects of Affirmative Action on Competitiveness and Unethical Behavior," Economics Working Papers 2016-11, Department of Economics and Business Economics, Aarhus University.
  23. Pertold-Gebicka, Barbara & Pertold, Filip & Datta Gupta, Nabanita, 2016. "Employment Adjustments around Childbirth," IZA Discussion Papers 9685, Institute of Labor Economics (IZA).
  24. Paul Bingley & Nabanita Datta Gupta & Peder Pedersen, 2016. "Health Capacity to Work at Older Ages in Denmark," NBER Working Papers 22018, National Bureau of Economic Research, Inc.
  25. Bergh, Andreas & Bjørnskov, Christian, 2016. "Burying the Bumblebee Once and for All:," Working Paper Series 1119, Research Institute of Industrial Economics.
  26. Bjørnskov, Christian & Rode, Martin, 2016. "And Yet It Grows: Crisis, Ideology, and Interventionist Policy Ratchets," Working Paper Series 1135, Research Institute of Industrial Economics.
  27. Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016. "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers 2016-29, Department of Economics and Business Economics, Aarhus University.
  28. Yoseph Yilma Getachew, 2016. "Credit Constraints, Growth and Inequality Dynamics," Working Papers 201672, University of Pretoria, Department of Economics.
  29. Niels Haldrup & Oskar Knapik & Tommaso Proietti, 2016. "A generalized exponential time series regression model for electricity prices," CREATES Research Papers 2016-08, Department of Economics and Business Economics, Aarhus University.
  30. Eric Bond & Raymond G. Riezman & Ping Wang, 2016. "Urbanization and Economic Development: A Tale of Two Barriers," CESifo Working Paper Series 5742, CESifo.
  31. Eckel, Carsten & Riezman, Raymond, 2016. "CATs and DOGs," CEPR Discussion Papers 11695, C.E.P.R. Discussion Papers.
  32. Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers 2016-30, Department of Economics and Business Economics, Aarhus University.
  33. ADACHI Daisuke & NAKATA Hiroyuki & SAWADA Yasusyuki & SEKIGUCHI Kunio, 2016. "Adverse Selection and Moral Hazard in the Corporate Insurance Market: Evidence from the 2011 Thailand floods," Discussion papers 16025, Research Institute of Economy, Trade and Industry (RIETI).
  34. Pave Sohnesen,Thomas & Stender,Niels, 2016. "Is random forest a superior methodology for predicting poverty ? an empirical assessment," Policy Research Working Paper Series 7612, The World Bank.
  35. Taber, Christopher & Vejlin, Rune Majlund, 2016. "Estimation of a Roy/Search/Compensating Differential Model of the Labor Market," IZA Discussion Papers 9975, Institute of Labor Economics (IZA).
  36. Meyer, Margaret & Moreno de Barreda, Inés & Nafziger, Julia, 2016. "Robustness of Full Revelation in Multisender Cheap Talk," CEPR Discussion Papers 11224, C.E.P.R. Discussion Papers.
  37. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
  38. Johannes Abeler & Daniele Nosenzo & Collin Raymond, 2016. "Preferences for Truth-Telling," CESifo Working Paper Series 6087, CESifo.
  39. Burks, Stephen V. & Nosenzo, Daniele & Anderson, Jon E. & Bombyk, Matthew & Ganzhorn, Derek & Götte, Lorenz & Rustichini, Aldo, 2016. "Lab Measures of Other-Regarding Preferences Can Predict Some Related On-the-Job Behavior: Evidence from a Large Scale Field Experiment," IZA Discussion Papers 9767, Institute of Labor Economics (IZA).
  40. Jonathan de Quidt & Francesco Fallucchi & Felix Koelle & Daniele Nosenzo & Simone Quercia, 2016. "Bonus versus Penalty: How Robust Are the Effects of Contract Framing?," Discussion Papers 2016-01, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  41. Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna Obizhaeva, 2016. "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers w0229, New Economic School (NES).
  42. Tom Engsted & Thomas Q. Pedersen, 2016. "The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?," CREATES Research Papers 2016-11, Department of Economics and Business Economics, Aarhus University.
  43. Martin M. Andreasen & Tom Engsted & Stig V. Møller & Magnus Sander, 2016. "Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia," CREATES Research Papers 2016-26, Department of Economics and Business Economics, Aarhus University.
  44. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
  45. Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
  46. Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2016. "A New Index of Housing Sentiment," CREATES Research Papers 2016-32, Department of Economics and Business Economics, Aarhus University.
  47. Bent Jesper Christensen & Rasmus T. Varneskov, 2016. "Dynamic Global Currency Hedging," CREATES Research Papers 2016-03, Department of Economics and Business Economics, Aarhus University.
  48. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2016. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Quaderni di Dipartimento 6, Department of Statistics, University of Bologna.
  49. Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR, 2016. "Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order," Essex Finance Centre Working Papers 17454, University of Essex, Essex Business School.
  50. Erich Gundlach & Martin Paldam, 2016. "Socioeconomic transitions as common dynamic processes," Economics Working Papers 2016-06, Department of Economics and Business Economics, Aarhus University.
  51. Martin Paldam & Erich Gundlach, 2016. "Jumps into democracy: The transition in the Polity Index," Economics Working Papers 2016-05, Department of Economics and Business Economics, Aarhus University.
  52. Shin Kanaya, 2016. "Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," CREATES Research Papers 2016-24, Department of Economics and Business Economics, Aarhus University.
  53. Shin Kanaya, 2016. "Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," KIER Working Papers 947, Kyoto University, Institute of Economic Research.
  54. Elena Mattana & Juanna Joensen, 2016. "Student Aid, Academic Achievement, and Labor Market Behavior," 2016 Meeting Papers 1102, Society for Economic Dynamics.
  55. Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2016. "Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach," CREATES Research Papers 2016-20, Department of Economics and Business Economics, Aarhus University.
  56. Girum D. Abate & Luc Anselin, 2016. "House price fluctuations and the business cycle dynamics," CREATES Research Papers 2016-06, Department of Economics and Business Economics, Aarhus University.
  57. Eriksen, Tine Louise Mundbjerg & Hogh, Annie & Hansen, Åse Marie, 2016. "Long-term Consequences of Workplace Bullying on Sickness Absence," IZA Discussion Papers 10101, Institute of Labor Economics (IZA).
  58. Benjamin Lochner & Bastian Schulz, 2016. "Labor Market Sorting in Germany," CESifo Working Paper Series 6066, CESifo.
  59. Taisuke Otsu & Luke Taylor, 2016. "Specification testing for errors-in-variables models," STICERD - Econometrics Paper Series /2015/586, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  60. Mayank Gupta & Jan Novotny, 2016. "The Dynamics of Value Comovement across Global Equity Markets," CERGE-EI Working Papers wp560, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  61. Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2016. "The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles," Economics wp72, Department of Economics, Central bank of Iceland.
  62. Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2016. "Small open economies in the vast oceanof global high finance," Economics wp73, Department of Economics, Central bank of Iceland.
  63. Mauro Bernardi & Leopoldo Catania, 2016. "Portfolio Optimisation Under Flexible Dynamic Dependence Modelling," Papers 1601.05199, arXiv.org.
  64. Leopoldo Catania, 2016. "Dynamic Adaptive Mixture Models," Papers 1603.01308, arXiv.org, revised Jan 2023.
  65. David Ardia & Kris Boudt & Leopoldo Catania, 2016. "Generalized Autoregressive Score Models in R: The GAS Package," Papers 1609.02354, arXiv.org.
  66. David Ardia & Kris Boudt & Leopoldo Catania, 2016. "Value-at-Risk Prediction in R with the GAS Package," Papers 1611.06010, arXiv.org.
  67. Leopoldo Catania & Anna Gloria Bill'e, 2016. "Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Papers 1602.02542, arXiv.org, revised Jan 2023.
  68. Leopoldo Catania & Nima Nonejad, 2016. "Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models," Papers 1605.00230, arXiv.org, revised Nov 2016.
  69. Gagnon, Nickolas & Noussair, C., 2016. "Does Reciprocity Persist Over Time?," Research Memorandum 033, Maastricht University, Graduate School of Business and Economics (GSBE).

2015

  1. Eric Hillebrand & Søren Johansen & Torben Schmith, 2015. "Data revisions and the statistical relation of global mean sea-level and temperature," CREATES Research Papers 2015-23, Department of Economics and Business Economics, Aarhus University.
  2. Annastiina Silvennoinen & Timo Teräsvirta, 2015. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers 2015-47, Department of Economics and Business Economics, Aarhus University.
  3. Tor Eriksson & Lei Mao & Marie Claire Villeval, 2015. "Saving Face and Group Identity," Working Papers 1515, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  4. Nina Smith & Pierpaolo Parrotta, 2015. "Why so few women on board of directors? Empirical evidence from Danish companies 1998-2010," Post-Print hal-01507895, HAL.
  5. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, Department of Economics and Business Economics, Aarhus University.
  6. Kai Rehwald & Michael Rosholm & Bénédicte Rouland, 2015. "Does Activating Sick-Listed Workers Work? Evidence from a Randomized Experiment," Working Papers hal-01228454, HAL.
  7. Rehwald, Kai & Rosholm, Michael & Svarer, Michael, 2015. "Are Public or Private Providers of Employment Services More Effective? Evidence from a Randomized Experiment," IZA Discussion Papers 9365, Institute of Labor Economics (IZA).
  8. Gumede, Kamilla & Rosholm, Michael, 2015. "Your Move: The Effect of Chess on Mathematics Test Scores," IZA Discussion Papers 9370, Institute of Labor Economics (IZA).
  9. Landerso, Rasmus & Nielsen, Helena Skyt & Simonsen, Marianne, 2015. "School Starting Age and the Crime-Age Profile," IZA Discussion Papers 9279, Institute of Labor Economics (IZA).
  10. Cascio, Elizabeth U. & Haider, Steven J. & Nielsen, Helena Skyt, 2015. "The Effectiveness of Policies that Promote Labor Force Participation of Women with Children: A Collection of National Studies," IZA Discussion Papers 9297, Institute of Labor Economics (IZA).
  11. Helena Nielsen & Juanna Joensen, 2015. "Peer Effects in Math and Science," 2015 Meeting Papers 1343, Society for Economic Dynamics.
  12. Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Treatment Effects with Many Covariates and Heteroskedasticity," CREATES Research Papers 2015-31, Department of Economics and Business Economics, Aarhus University.
  13. Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Inference in Linear Regression Models with Many Covariates and Heteroskedasticity," Papers 1507.02493, arXiv.org, revised Jan 2017.
  14. Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers 2015-11, Department of Economics and Business Economics, Aarhus University.
  15. Michael Creel & Dennis Kristensen, 2015. "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers 950.15, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 27 Feb 2015.
  16. Koch, Alexander K. & Nafziger, Julia, 2015. "A Real-Effort Experiment on Gift Exchange with Temptation," IZA Discussion Papers 9084, Institute of Labor Economics (IZA).
  17. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2015. "Going from bad to worse: Adaptation to poor health, health spending, longevity, and the value of life," University of Göttingen Working Papers in Economics 268, University of Goettingen, Department of Economics.
  18. Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev, 2015. "Inference from high-frequency data: A subsampling approach," CREATES Research Papers 2015-45, Department of Economics and Business Economics, Aarhus University.
  19. Didier Nibbering & Richard Paap & Michel van der Wel, 2015. "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers 15-095/III, Tinbergen Institute, revised 13 Oct 2017.
  20. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015. "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers 2015-13, Department of Economics and Business Economics, Aarhus University.
  21. Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015. "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers 15-082/III, Tinbergen Institute.
  22. Alfonso Irarrazabal & Juan Carlos Parra-Alvarez, 2015. "Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis," CREATES Research Papers 2015-08, Department of Economics and Business Economics, Aarhus University.
  23. Mugdha Vaidya & Meghna Katoch & Nabanita Datta Gupta, 2015. "The Impact of Household Participation in Community Based Organizations on Child Health and Education in Rural India," Economics Working Papers 2015-08, Department of Economics and Business Economics, Aarhus University.
  24. Paola A. Barrientos Q. & Niels-Hugo Blunch & Nabanita Datta Gupta, 2015. "Income Convergence and the Flow out of Poverty in India, 1994-2005," Economics Working Papers 2015-09, Department of Economics and Business Economics, Aarhus University.
  25. Datta Gupta, Nabanita & Simonsen, Marianne, 2015. "Academic Performance and Type of Early Childhood Care," IZA Discussion Papers 9045, Institute of Labor Economics (IZA).
  26. Andersen, Torben M. & Kristoffersen, Mark Strom & Svarer, Michael, 2015. "Benefit Reentitlement Conditions in Unemployment Insurance Schemes," IZA Discussion Papers 8991, Institute of Labor Economics (IZA).
  27. Breining, Sanni & Daysal, N. Meltem & Simonsen, Marianne & Trandafir, Mircea, 2015. "Spillover Effects of Early-Life Medical Interventions," IZA Discussion Papers 9086, Institute of Labor Economics (IZA).
  28. Mark Weder & Oscar Pavlov, 2015. "Product Scope and Endogenous Fluctuations," School of Economics and Public Policy Working Papers 2015-03, University of Adelaide, School of Economics and Public Policy.
  29. Firmin Doko Tchatoka & Nicolas Groshenny & Qazi Haque & Mark Weder, 2015. "Monetary Policy and Indeterminacy after the 2001 Slump," School of Economics and Public Policy Working Papers 2015-21, University of Adelaide, School of Economics and Public Policy.
  30. Bjørnskov, Christian, 2015. "Economic Freedom and Economic Crisis," Working Paper Series 1056, Research Institute of Industrial Economics.
  31. Mangaard Jørgensen, Christina & Bjørnskov, Christian, 2015. "Did Africa’s First Choices Matter? Growth Legacies of Leaders at Independence," Working Paper Series 1090, Research Institute of Industrial Economics.
  32. Berggren, Niclas & Nilsson, Therese & Bjørnskov, Christian, 2015. "What Aspects of Society Affect the Quality of Life of a Minority? Global Evidence from the New Gay Happiness Index," Working Paper Series 1101, Research Institute of Industrial Economics.
  33. Hariri,Jacob Gerner & Bjørnskov,Christian & Justesen,Mogens K., 2015. "Economic shocks and subjective well-being : evidence from a quasi-experiment," Policy Research Working Paper Series 7209, The World Bank.
  34. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2015. "Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets," CREATES Research Papers 2015-15, Department of Economics and Business Economics, Aarhus University.
  35. Girum D. Abate & Niels Haldrup, 2015. "Space-time modeling of electricity spot prices," CREATES Research Papers 2015-22, Department of Economics and Business Economics, Aarhus University.
  36. Yunus Emre Ergemen & Niels Haldrup & Carlos Vladimir Rodríguez-Caballero, 2015. "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads," CREATES Research Papers 2015-58, Department of Economics and Business Economics, Aarhus University.
  37. Niels Haldrup & J. Eduardo Vera-Valdés, 2015. "Long Memory, Fractional Integration, and Cross-Sectional Aggregation," CREATES Research Papers 2015-59, Department of Economics and Business Economics, Aarhus University.
  38. Shin-Kun Peng & Raymond Riezman & Ping Wang, 2015. "Intermediate Goods Trade, Technology Choice and Productivity," CESifo Working Paper Series 5637, CESifo.
  39. Ting-Wei Lai & Raymond Riezman & Ping Wang, 2015. "China's Gains from WTO Accession: Imports versus Exports," CESifo Working Paper Series 5668, CESifo.
  40. Rydzek, Benedikt & Egger, Peter & Riezman, Raymond, 2015. "The effects of cultural distance on multi-unit firms," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112925, Verein für Socialpolitik / German Economic Association.
  41. Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2015. "A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets," Working Paper 1327, Economics Department, Queen's University.
  42. Jean-Guy Simonato & Lars Stentoft, 2015. "Which pricing approach for options under GARCH with non-normal innovations?," CREATES Research Papers 2015-32, Department of Economics and Business Economics, Aarhus University.
  43. Tommaso Proietti & Eric Hillebrand, 2015. "Seasonal Changes in Central England Temperatures," CREATES Research Papers 2015-28, Department of Economics and Business Economics, Aarhus University.
  44. Lorenzo Boldrini & Eric Hillebrand, 2015. "The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach," CREATES Research Papers 2015-39, Department of Economics and Business Economics, Aarhus University.
  45. Lorenzo Boldrini & Eric Hillebrand, 2015. "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers 2015-38, Department of Economics and Business Economics, Aarhus University.
  46. Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015. "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers 2015-61, Department of Economics and Business Economics, Aarhus University.
  47. Jensen, Bente & Jensen, Peter & Rasmussen, Astrid Würtz, 2015. "Does Professional Development of Preschool Teachers Improve Child Socio-Emotional Outcomes?," IZA Discussion Papers 8957, Institute of Labor Economics (IZA).
  48. Alex Stomper & Marie-Louise Vierø, 2015. "Iterated Expectations Under Rank-dependent Expected Utility And Model Consistency," Working Paper 1228, Economics Department, Queen's University.
  49. Christian Giødesen Lund & Rune Vejlin, 2015. "Documenting and Improving the Hourly Wage Measure in the Danish IDA Database," Economics Working Papers 2015-06, Department of Economics and Business Economics, Aarhus University.
  50. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, Department of Economics and Business Economics, Aarhus University.
  51. Giovanna D'Adda & Michalis Drouvelis & Daniele Nosenzo, 2015. "Norm Elicitation in Within-Subject Designs: Testing for Order Effects," Discussion Papers 2015-02, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  52. Daniele Nosenzo & Fabio Tufano, 2015. "Entry or Exit? The Effect of Voluntary Participation on Cooperation," Discussion Papers 2015-04, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  53. Michalis Drouvelis & Daniele Nosenzo & Martin Sefton, 2015. "Team Incentives and Leadership," Discussion Papers 2015-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  54. Enrique Fatas & Daniele Nosenzo & Martin Sefton & Daniel John Zizzo, 2015. "A Self-Funding Reward Mechanism for Tax Compliance," Discussion Papers 2015-16, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  55. Abigail Barr & Tom Lane & Daniele Nosenzo, 2015. "On the social appropriateness of discrimination," Discussion Papers 2015-25, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  56. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015. "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers 21491, National Bureau of Economic Research, Inc.
  57. Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen, 2015. "Explosive bubbles in house prices? Evidence from the OECD countries," CREATES Research Papers 2015-01, Department of Economics and Business Economics, Aarhus University.
  58. Jürgen Bitzer & Erkan Gören & Sanne Hiller, 2015. "Absorption of Foreign Knowledge: Firms’ Benefits of Employing Immigrants," Working Papers V-386-15, University of Oldenburg, Department of Economics, revised Oct 2015.
  59. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
  60. Demetrescu, Matei & Kruse, Robinson, 2015. "Testing heteroskedastic time series for normality," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
  61. Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
  62. Nina Munkholt Jakobsen & Michael Sørensen, 2015. "Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval," CREATES Research Papers 2015-33, Department of Economics and Business Economics, Aarhus University.
  63. Bent Jesper Christensen & Rasmus T. Varneskov, 2015. "Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination," CREATES Research Papers 2015-25, Department of Economics and Business Economics, Aarhus University.
  64. Rasmus Søndergaard Pedersen & Anders Rahbek, 2015. "Nonstationary ARCH and GARCH with t-Distributed Innovations," Discussion Papers 15-07, University of Copenhagen. Department of Economics.
  65. Ella Paldam & Martin Paldam, 2015. "The political economy of churches in Denmark over 700 years," Economics Working Papers 2015-11, Department of Economics and Business Economics, Aarhus University.
  66. Paldam, Martin, 2015. "Meta-analysis in a nutshell: Techniques and general findings," Economics Discussion Papers 2015-3, Kiel Institute for the World Economy (IfW Kiel).
  67. Martin Paldam, 2015. "The rational economist in research: A model," Economics Working Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
  68. Eichhorst, Werner & Arni, Patrick & Buhlmann, Florian & Isphording, Ingo E. & Tobsch, Verena, 2015. "Wandel der Beschäftigung: Polarisierungstendenzen auf dem deutschen Arbeitsmarkt," IZA Research Reports 68, Institute of Labor Economics (IZA).
  69. Arni, Patrick, 2015. "Opening the Blackbox: How Does Labor Market Policy Affect the Job Seekers' Behavior? A Field Experiment," IZA Discussion Papers 9617, Institute of Labor Economics (IZA).
  70. Arni, Patrick & Schiprowski, Amelie, 2015. "Die Rolle von Erwartungshaltungen in der Stellensuche und der RAV-Beratung - Teilprojekt 2: Pilotprojekt Jobchancen-Barometer," IZA Research Reports 70, Institute of Labor Economics (IZA).
  71. Arni, Patrick & van den Berg, Gerard J. & Lalive, Rafael, 2015. "Treatment versus Regime Effects of Carrots and Sticks," IZA Discussion Papers 9457, Institute of Labor Economics (IZA).
  72. Arni, Patrick & Schiprowski, Amelie, 2015. "The Effects of Binding and Non-Binding Job Search Requirements," IZA Discussion Papers 8951, Institute of Labor Economics (IZA).
  73. Shin Kanaya, 2015. "Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach," CREATES Research Papers 2015-50, Department of Economics and Business Economics, Aarhus University.
  74. Kenneth Lykke Sørensen, 2015. "Heterogeneous Impacts on Earnings from an Early Effort in Labor Market Programs," Economics Working Papers 2015-17, Department of Economics and Business Economics, Aarhus University.
  75. Karl Fritjof Krassel & Kenneth Lykke Sørensen, 2015. "Childhood and Adulthood Skill Acquisition - Importance for Labor Market Outcomes," Economics Working Papers 2015-20, Department of Economics and Business Economics, Aarhus University.
  76. Kennethh Lykke Sørensen, 2015. "Active Labor Market Programs and Reservation Wages: Its a Hazard," Economics Working Papers 2015-27, Department of Economics and Business Economics, Aarhus University.
  77. Daniela Osterrieder & Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés, 2015. "Unbalanced Regressions and the Predictive Equation," CREATES Research Papers 2015-09, Department of Economics and Business Economics, Aarhus University.
  78. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers 2015-30, Department of Economics and Business Economics, Aarhus University.
  79. Jonas Nygaard Eriksen, 2015. "Expected Business Conditions and Bond Risk Premia," CREATES Research Papers 2015-44, Department of Economics and Business Economics, Aarhus University.
  80. Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015. "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers 2015-03, Department of Economics and Business Economics, Aarhus University.
  81. Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.
  82. Bastian Schulz, 2015. "Wage Rigidity and Labor Market Dynamics with Sorting," ifo Working Paper Series 199, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  83. Ulrich Hounyo & Bezirgen Veliyev, 2015. "Validity of Edgeworth expansions for realized volatility estimators," CREATES Research Papers 2015-21, Department of Economics and Business Economics, Aarhus University.
  84. Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2015. "Edgeworth expansion for the pre-averaging estimator," CREATES Research Papers 2015-60, Department of Economics and Business Economics, Aarhus University.
  85. Wei Wei & Denis Pelletier, 2015. "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers 2015-34, Department of Economics and Business Economics, Aarhus University.
  86. Asger Lunde & Anne Floor Brix & Wei Wei, 2015. "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers 2015-46, Department of Economics and Business Economics, Aarhus University.
  87. Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2015. "The long history of financial boom-bust cycles in Iceland - Part I: Financial crises," Economics wp68, Department of Economics, Central bank of Iceland.
  88. Mauro Bernardi & Leopoldo Catania, 2015. "Switching-GAS Copula Models With Application to Systemic Risk," Papers 1504.03733, arXiv.org, revised Jan 2016.
  89. Peschel, Anne O. & Scholderer, Joachim & Zielke, Stephan, 2015. "The role of activation format in price information transfer between categories-Abstract," 143rd Joint EAAE/AAEA Seminar, March 25-27, 2015, Naples, Italy 202726, European Association of Agricultural Economists.

2014

  1. Søren Johansen, 2014. "Times Series: Cointegration," CREATES Research Papers 2014-38, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, Department of Economics and Business Economics, Aarhus University.
  3. Søren Johansen & Lukasz Gatarek, 2014. "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers 2014-40, Department of Economics and Business Economics, Aarhus University.
  4. Lukasz Gatarek & Søren Johansen, 2014. "Optimal Hedging with the Vector Autoregressive Model," Tinbergen Institute Discussion Papers 14-022/III, Tinbergen Institute.
  5. Paul Catani & Timo Teräsvirta & Meiqun Yin, 2014. "A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model," CREATES Research Papers 2014-03, Department of Economics and Business Economics, Aarhus University.
  6. Timo Teräsvirta & Yukai Yang, 2014. "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers 2014-04, Department of Economics and Business Economics, Aarhus University.
  7. Timo Teräsvirta & Yukai Yang, 2014. "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers 2014-08, Department of Economics and Business Economics, Aarhus University.
  8. A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2014. "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," CREATES Research Papers 2014-09, Department of Economics and Business Economics, Aarhus University.
  9. Tor Eriksson & Zhihua Qin & Wenjing Wang, 2014. "Firm-level Innovation Activity, Employee Turnover and HRM Practices – Evidence from Chinese Firms," Economics Working Papers 2014-09, Department of Economics and Business Economics, Aarhus University.
  10. Cavaco, Sandra & Eriksson, Tor & Skalli, Ali, 2014. "Life Cycle Development of Obesity and Its Determinants in Six European Countries," CEI Working Paper Series 2013-08, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  11. Eriksson, Tor & Ortega, Jaime, 2014. "Organizational Structure and Firms' Demand for HRM Practices," CEI Working Paper Series 2013-09, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  12. Pierpaolo Parrotta & Nina Smith, 2014. "Female-led firms : Performance and risk attitudes," Post-Print hal-01513939, HAL.
  13. Humlum, Maria Knoth & Smith, Nina, 2014. "Long-Term Effects of School Size on Students' Outcomes," IZA Discussion Papers 8032, Institute of Labor Economics (IZA).
  14. Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014. "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers 2014-48, Department of Economics and Business Economics, Aarhus University.
  15. Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, Department of Economics and Business Economics, Aarhus University.
  16. van den Berg, Gerard J. & Back Kjaersgaard, Lene & Rosholm, Michael, 2014. "To meet or not to meet, that is the question - short-run effects of high-frequency meetings with case workers," Working Paper Series 2014:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  17. Maibom, Jonas & Rosholm, Michael & Svarer, Michael, 2014. "Can Active Labour Market Policies Combat Youth Unemployment?," IZA Discussion Papers 7912, Institute of Labor Economics (IZA).
  18. Ingo Geishecker & Philipp J.H. Schröder & Allan Sörensen, 2014. "Explaining the Size Differences of Exporter Productivity Premia: Theory and Evidence," CESifo Working Paper Series 4630, CESifo.
  19. Jørgensen, Jan Guldager & Schröder, Philipp J.H., 2014. "Harmonization versus Mutual Recognition: Some pitfalls for the coordination of product standards under imperfect competition," Discussion Papers on Economics 23/2014, University of Southern Denmark, Department of Economics.
  20. Jannie H.G. Kristoffersen & Author-Name: Morten Visby Krægpøth & Helena Skyt Nielsen & Marianne Simonsen, 2014. "Disruptive School Peers and Student Outcomes," Economics Working Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
  21. Dalsgaard, Søren & Nielsen, Helena Skyt & Simonsen, Marianne, 2014. "Consequences of ADHD Medication Use for Children's Outcomes," IZA Discussion Papers 8208, Institute of Labor Economics (IZA).
  22. Koch, Alexander K. & Nafziger, Julia & Nielsen, Helena Skyt, 2014. "Behavioral Economics of Education," IZA Discussion Papers 8470, Institute of Labor Economics (IZA).
  23. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
  24. Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
  25. Ben J. Heijdra & Jochen O. Mierau & Timo Trimborn, 2014. "Stimulating Annuity Markets," CESifo Working Paper Series 4827, CESifo.
  26. Strulik, Holger & Trimborn, Timo, 2014. "Natural disasters and macroeconomic performance: The role of residential investment," University of Göttingen Working Papers in Economics 194, University of Goettingen, Department of Economics.
  27. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
  28. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014. "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers 14-090/III, Tinbergen Institute.
  29. Sait Ozturk & Michel van der Wel, 2014. "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers 14-027/III, Tinbergen Institute.
  30. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo.
  31. Paul, Alexander & Nilsson, Anton, 2014. "The Effect of Copayments on Children's and Adolescents' Demand for Medical Care," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100403, Verein für Socialpolitik / German Economic Association.
  32. Ritwik Banerjee & Nabanita Datta Gupta, 2014. "Awareness programs and change in taste-based caste prejudice," Economics Working Papers 2014-19, Department of Economics and Business Economics, Aarhus University.
  33. Niels-Hugo Blunch & Nabanita Datta Gupta, 2014. "Social Networks and Health Knowledge in India: Who You Know or Who You Are?," Economics Working Papers 2014-24, Department of Economics and Business Economics, Aarhus University.
  34. Paul Bingley & Nabanita Datta Gupta & Michael Jorgensen & Peder Pedersen, 2014. "Health, Disability Insurance and Retirement in Denmark," NBER Working Papers 20114, National Bureau of Economic Research, Inc.
  35. Berggren, Niclas & Bjørnskov, Christian & Lipka, David, 2014. "Legitimacy and the Cost of Government," Working Paper Series 1045, Research Institute of Industrial Economics.
  36. Bjornskov, Christian & Bogetic, Zeljko & Hillman, Arye L. & Popovic, Milenko, 2014. "Trust and identity in a small, post-socialist, post-crisis society," Policy Research Working Paper Series 6828, The World Bank.
  37. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers 2014-13, Department of Economics and Business Economics, Aarhus University.
  38. Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers 2014-45, Department of Economics and Business Economics, Aarhus University.
  39. Niels Haldrup & Robinson Kruse, 2014. "Discriminating between fractional integration and spurious long memory," CREATES Research Papers 2014-19, Department of Economics and Business Economics, Aarhus University.
  40. Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, Department of Economics and Business Economics, Aarhus University.
  41. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
  42. Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers 2014-23, Department of Economics and Business Economics, Aarhus University.
  43. Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2014. "A fractionally cointegrated VAR analysis of price discovery in commodity futures markets," CREATES Research Papers 2014-24, Department of Economics and Business Economics, Aarhus University.
  44. Morten Ørregaard Nielsen, 2014. "Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models," CREATES Research Papers 2014-34, Department of Economics and Business Economics, Aarhus University.
  45. Morten Ø. Nielsen & Lealand Morin, 2014. "Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model," Working Paper 1273, Economics Department, Queen's University.
  46. Manuel Lukas & Eric Hillebrand, 2014. "Bagging Weak Predictors," CREATES Research Papers 2014-01, Department of Economics and Business Economics, Aarhus University.
  47. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
  48. Edi Karni & Marie-Louise Viero, 2014. "Awareness Of Unawareness: A Theory Of Decision Making In The Face Of Ignorance," Working Paper 1322, Economics Department, Queen's University.
  49. Louise Voldby Beuchert & Maria Knoth Humlum & Rune Vejlin, 2014. "The Length of Maternity Leave and Family Health," Economics Working Papers 2014-12, Department of Economics and Business Economics, Aarhus University.
  50. Julia Nafziger, 2014. "Packaging of Sin Goods - Commitment or Exploitation?," Economics Working Papers 2014-05, Department of Economics and Business Economics, Aarhus University.
  51. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
  52. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, Department of Economics and Business Economics, Aarhus University.
  53. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
  54. Hanna Fromell & Daniele Nosenzo & Trudy Owens, 2014. "Tradeoffs between Self-interest and Other-Regarding Preferences Cause Willpower Depletion," Discussion Papers 2014-14, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  55. Hande Erkut & Daniele Nosenzo & Martin Sefton, 2014. "Identifying Social Norms Using Coordination Games: Spectators vs. Stakeholders," Discussion Papers 2014-16, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  56. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
  57. Tom Engsted, 2014. "Fama on bubbles," CREATES Research Papers 2014-28, Department of Economics and Business Economics, Aarhus University.
  58. Jürgen Bitzer & Erkan Gören & Sanne Hiller, 2014. "International Knowledge Spillovers: The Benefits from Employing Immigrants," Working Paper Series in Economics 323, University of Lüneburg, Institute of Economics.
  59. Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
  60. Mogens Bladt & Samuel Finch & Michael Sørensen, 2014. "Simulation of multivariate diffusion bridges," CREATES Research Papers 2014-16, Department of Economics and Business Economics, Aarhus University.
  61. Bent Christensen & Jesper Bagger, 2014. "Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity," 2014 Meeting Papers 473, Society for Economic Dynamics.
  62. Martin Paldam, 2014. "The public choice of university organization. A stylized story of a constitutional reform," Economics Working Papers 2014-08, Department of Economics and Business Economics, Aarhus University.
  63. Hristos Doucouliagos & Martin Paldam, 2014. "Finally a breakthrough? The recent rise in the size of the estimates of aid effectiveness," Economics Working Papers 2014-07, Department of Economics and Business Economics, Aarhus University.
  64. Arni, Patrick & Eichhorst, Werner & Spermann, Alexander & Zimmermann, Klaus F., 2014. "Mindestlohnevaluation jetzt und nicht erst 2020," IZA Standpunkte 70, Institute of Labor Economics (IZA).
  65. Arni, Patrick & Eichhorst, Werner & Pestel, Nico & Spermann, Alexander & Zimmermann, Klaus F., 2014. "Kein Mindestlohn ohne unabhängige wissenschaftliche Evaluation," IZA Standpunkte 65, Institute of Labor Economics (IZA).
  66. Arni, Patrick & Wunsch, Conny, 2014. "Die Rolle von Erwartungshaltungen in der Stellensuche und der RAV-Beratung (Teilprojekt 1)," IZA Research Reports 62, Institute of Labor Economics (IZA).
  67. Bonoli, Giuliano & Lalive, Rafael & Oesch, Daniel & Turtschi, Nicolas & von Ow, Anna & Arni, Patrick & Parrotta, Pierpaolo, 2014. "L’impact des réseaux sociaux sur le retour à l’emploi des chômeurs (The impact of social networks on re-employment)," IZA Research Reports 60, Institute of Labor Economics (IZA).
  68. Arni, Patrick & Caliendo, Marco & Künn, Steffen & Zimmermann, Klaus F., 2014. "The IZA Evaluation Dataset Survey: A Scientific Use File," IZA Discussion Papers 7971, Institute of Labor Economics (IZA).
  69. Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014. "Are University Admissions Academically Fair?," CREATES Research Papers 2014-06, Department of Economics and Business Economics, Aarhus University.
  70. Jalava, Nina & Joensen, Juanna Schrøter & Pellas, Elin, 2014. "Grades and Rank: Impacts of Non-Financial Incentives on Test Performance," IZA Discussion Papers 8412, Institute of Labor Economics (IZA).
  71. Elena Mattana & Juanna Joensen, 2014. "Student Aid, Academic Achievement, and Labor Market Behavior: Grants or Loans?," 2014 Meeting Papers 707, Society for Economic Dynamics.
  72. Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014. "Forecasting with the Standardized Self-Perturbed Kalman Filter," CREATES Research Papers 2014-12, Department of Economics and Business Economics, Aarhus University.
  73. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Volatility jumps and their economic determinants," CREATES Research Papers 2014-27, Department of Economics and Business Economics, Aarhus University.
  74. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Chasing volatility - A persistent multiplicative error model with jumps," CREATES Research Papers 2014-29, Department of Economics and Business Economics, Aarhus University.
  75. Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Indirect inference with time series observed with error," CREATES Research Papers 2014-57, Department of Economics and Business Economics, Aarhus University.
  76. Mattana, Elena & Panetti, Ettore, 2014. "A dynamic quantitative macroeconomic model of bank runs," LIDAM Discussion Papers CORE 2014068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  77. MATTANA, Elena & PANETTI, Ettore, 2014. "Bank liquidity, stock market participation, and economic growth," LIDAM Reprints CORE 2639, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  78. Taisuke Otsu & Luke Taylor, 2014. "Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors," STICERD - Econometrics Paper Series 575, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  79. Mauro Bernardi & Leopoldo Catania, 2014. "The Model Confidence Set package for R," Papers 1410.8504, arXiv.org.
  80. Mauro Bernardi & Leopoldo Catania & Lea Petrella, 2014. "Are news important to predict large losses?," Papers 1410.6898, arXiv.org, revised Oct 2014.

2013

  1. Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," CREATES Research Papers 2013-05, Department of Economics and Business Economics, Aarhus University.
  2. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
  3. Kappler, Marcus & Schleer, Frauke & Semmler, Willi & Teräsvirta, Timo & Winker, Peter, 2013. "Financial sector and output dynamics in the euro area countries," ZEW policy briefs 9/2013, ZEW - Leibniz Centre for European Economic Research.
  4. Tor Eriksson & Jay Pan & Xuezheng Qin, 2013. "The Intergenerational Inequality of Health in China," Economics Working Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
  5. Pierpaolo Parrotta & Marianna Marino & Nina Smith, 2013. "Gender Differences in Self-Employment over the Business Cycle," Post-Print hal-01514521, HAL.
  6. Kristoffersen, Jannie H. G. & Smith, Nina, 2013. "Gender Differences in the Effects of Behavioral Problems on School Outcomes," IZA Discussion Papers 7410, Institute of Labor Economics (IZA).
  7. Parrotta, Pierpaolo & Smith, Nina, 2013. "Why So Few Women on Boards of Directors? Empirical Evidence from Danish Companies 1997-2007," IZA Discussion Papers 7678, Institute of Labor Economics (IZA).
  8. Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013. "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers 13-29, Duke University, Department of Economics.
  9. Georgios Effraimidis & Christian M. Dahl, 2013. "Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure," CREATES Research Papers 2013-50, Department of Economics and Business Economics, Aarhus University.
  10. Sanne Hiller & Philipp J.H. Schroeder & Allan Sorensen, 2013. "Export market exit and firm survival: theory and first evidence," Working Paper Series in Economics 262, University of Lüneburg, Institute of Economics.
  11. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2013. "Math and Gender: Is Math a Route to a High-Powered Career?," Economics Working Papers 2013-01, Department of Economics and Business Economics, Aarhus University.
  12. Rasmus Landersø & Helena Skyt Nielsen & Marianne Simonsen, 2013. "School Starting Age and Crime," Economics Working Papers 2013-03, Department of Economics and Business Economics, Aarhus University.
  13. , Helena Skyt Nielsen & Ciliberto, Federico & Miller, Amalia R & Simonsen, Marianne, 2013. "Playing the Fertility Game at Work: An Equilibrium Model of Peer Effects," CEPR Discussion Papers 9429, C.E.P.R. Discussion Papers.
  14. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2013. "Deviant Generations, Ricardian Equivalence, and Growth Cycles," Staff General Research Papers Archive 12939, Iowa State University, Department of Economics.
  15. Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N., 2013. "A Nonstandard Empirical Likelihood for Time Series," Staff General Research Papers Archive 37203, Iowa State University, Department of Economics.
  16. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2013. "Voting for income-immiserizing redistribution in the Meltzer-Richard model," Staff General Research Papers Archive 36600, Iowa State University, Department of Economics.
  17. Anna Piil Damm & Christian Dustmann, 2013. "Does Growing Up in a High Crime Neighborhood Affect Youth Criminal Behavior?," Economics Working Papers 2013-17, Department of Economics and Business Economics, Aarhus University.
  18. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  19. Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers 45/13, Institute for Fiscal Studies.
  20. Strulik, Holger & Trimborn, Timo, 2013. "The dark side of fiscal stimulus," University of Göttingen Working Papers in Economics 150, University of Goettingen, Department of Economics.
  21. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013. "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers 13-113/III, Tinbergen Institute.
  22. Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013. "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers 13-156/IV/DSF64, Tinbergen Institute.
  23. Juan Carlos Parra-Alvarez, 2013. "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers 2013-39, Department of Economics and Business Economics, Aarhus University.
  24. Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
  25. Nabanita Datta Gupta & Lene Kromann, 2013. "An Equilibrium Search Model of the Labor Market Entry of Second-Generation Immigrants and Ethnic Danes," Economics Working Papers 2013-04, Department of Economics and Business Economics, Aarhus University.
  26. Nabanita Datta Gupta & Mona Larsen & Lars Brink Thomsen, 2013. "Do wage subsidies for disabled workers result in deadweight loss? – evidence from the Danish Flexjob scheme," Economics Working Papers 2013-24, Department of Economics and Business Economics, Aarhus University.
  27. Nabanita Datta Gupta & Anders Poulsen & Marie Claire Villeval, 2013. "Gender matching and competitiveness: experimental evidence," Post-Print halshs-00661770, HAL.
  28. Andersen, Torben M. & Maibom, Jonas & Svarer, Michael & Sørensen, Allan, 2013. "Do Business Cycles Have Long-Term Impact for Particular Cohorts?," IZA Discussion Papers 7817, Institute of Labor Economics (IZA).
  29. Christian Bjørnskov, 2013. "Types of Foreign Aid," Economics Working Papers 2013-08, Department of Economics and Business Economics, Aarhus University.
  30. Christian Bjørnskov & Jacob Mchangama, 2013. "Do Social Rights Affect Social Outcomes?," Economics Working Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
  31. Christian Bjørnskov & Niklas Potrafke, 2013. "The Size and Scope of Government in the US States: Does Party Ideology Matter?," CESifo Working Paper Series 4246, CESifo.
  32. Bergh, Andreas & Bjørnskov, Christian, 2013. "Trust, Welfare States and Income Equality: What Causes What?," Working Paper Series 994, Research Institute of Industrial Economics.
  33. Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, Department of Economics and Business Economics, Aarhus University.
  34. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013. "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers 2013-31, Department of Economics and Business Economics, Aarhus University.
  35. Charlotte Christiansen, 2013. "Classifying Returns as Extreme: European Stock and Bond Markets," CREATES Research Papers 2013-37, Department of Economics and Business Economics, Aarhus University.
  36. Piyusha Mutreja & B. Ravikumar & Raymond Riezman & Michael J. Sposi, 2013. "Price Equalization Does Not Imply Free Trade," CESifo Working Paper Series 4099, CESifo.
  37. Wenbiao Cai & B. Ravikumar & Raymond Riezman, 2013. "The Quantitative Importance of Openness in Development," CESifo Working Paper Series 4412, CESifo.
  38. Andreas Noack Jensen & Morten Ørregaard Nielsen, 2013. "A fast fractional difference algorithm," Discussion Papers 13-04, University of Copenhagen. Department of Economics.
  39. Maxence Soumare & J{o}rgen Vitting Andersen & Francis Bouchard & Alain Elkaim & Dominique Gu'egan & Justin Leroux & Michel Miniconi & Lars Stentoft, 2013. "A theoretical framework for trading experiments," Papers 1306.2073, arXiv.org.
  40. Edi Karni & Marie-Louise Viero, 2013. "Probabilistic Sophistication And Reverse Bayesianism," Working Paper 1303, Economics Department, Queen's University.
  41. Torben M. Andersen & Allan Sørensen, 2013. "Product market integration, tax distortions and public sector size," Economics Working Papers 2013-28, Department of Economics and Business Economics, Aarhus University.
  42. Niels Skipper & Rune Vejlin, 2013. "Determinants of Generic vs. Brand Drug Choice: Evidence from Population-wide Danish Data," Economics Working Papers 2013-05, Department of Economics and Business Economics, Aarhus University.
  43. Almut E. D. Veraart & Luitgard A. M. Veraart, 2013. "Risk premia in energy markets," CREATES Research Papers 2013-02, Department of Economics and Business Economics, Aarhus University.
  44. Ole E. Barndorff-Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2013. "Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes," Papers 1307.6332, arXiv.org.
  45. Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
  46. Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2013. "Lassoing the Determinants of Retirement," CREATES Research Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
  47. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, Department of Economics and Business Economics, Aarhus University.
  48. Abeler, Johannes & Nosenzo, Daniele, 2013. "Self-Selection into Economics Experiments Is Driven by Monetary Rewards," IZA Discussion Papers 7374, Institute of Labor Economics (IZA).
  49. Torben G. Andersen & Oleg Bondarenko, 2013. "Reflecting on the VPIN Dispute," CREATES Research Papers 2013-42, Department of Economics and Business Economics, Aarhus University.
  50. Torben G. Andersen & Oleg Bondarenko, 2013. "Assessing Measures of Order Flow Toxicity via Perfect Trade Classification," CREATES Research Papers 2013-43, Department of Economics and Business Economics, Aarhus University.
  51. Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen, 2013. "The Fine Structure of Equity-Index Option Dynamics," CREATES Research Papers 2013-52, Department of Economics and Business Economics, Aarhus University.
  52. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2013. "A robust neighborhood truncation approach to estimation of integrated quarticity," International Finance Discussion Papers 1078, Board of Governors of the Federal Reserve System (U.S.).
  53. Tom Engsted & Thomas Q. Pedersen, 2013. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers 2013-04, Department of Economics and Business Economics, Aarhus University.
  54. Tom Engsted & Stig V. Møller & Magnus Sander, 2013. "Bond return predictability in expansions and recessions," CREATES Research Papers 2013-13, Department of Economics and Business Economics, Aarhus University.
  55. Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.
  56. Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
  57. Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen, 2013. "A unified framework for testing in the linear regression model under unknown order of fractional integration," CREATES Research Papers 2013-35, Department of Economics and Business Economics, Aarhus University.
  58. Johannes Tang Kristensen, 2013. "Diffusion Indexes with Sparse Loadings," CREATES Research Papers 2013-22, Department of Economics and Business Economics, Aarhus University.
  59. von Essen, Emma & Karlsson, Jonas Karlsson, 2013. "A matter of transient anonymity: Discrimination by gender and foreignness in online auctions," Research Papers in Economics 2013:6, Stockholm University, Department of Economics.
  60. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
  61. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A.M.Robert Taylor, 2013. "A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  62. Martin Paldam, 2013. "Simulating publication bias," Economics Working Papers 2013-27, Department of Economics and Business Economics, Aarhus University.
  63. Martin Paldam, 2013. "How do partly omitted control variables influence the averages used in meta-analysis in economics?," Economics Working Papers 2013-22, Department of Economics and Business Economics, Aarhus University.
  64. T.D. Stanley & Hristos Doucouliagos & Margaret Giles & Jost H. Heckemeyer & Robert J. Johnston & Patrice Laroche & Jon P. Nelson & Martin Paldam & Jacques Poot & Geoff Pugh & Randall S. Rosenberger & , 2013. "Meta-analysis of Economics Research Reporting Guidelines," Post-Print hal-01369455, HAL.
  65. Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," CREATES Research Papers 2013-06, Department of Economics and Business Economics, Aarhus University.
  66. Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  67. Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  68. Stefano Grassi & Paolo Santucci de Magistris, 2013. "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers 2013-03, Department of Economics and Business Economics, Aarhus University.
  69. Federico Carlini & Paolo Santucci de Magistris, 2013. "On the identification of fractionally cointegrated VAR models with the F(d) condition," CREATES Research Papers 2013-44, Department of Economics and Business Economics, Aarhus University.
  70. Rajkamal Iyer & Samuel Da-Rocha-Lopes & José-Luis Peydró & Antoinette Schoar, 2013. "Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis," Working Papers 687, Barcelona School of Economics.
  71. Rachel Dunifon & Anne Toft Hansen & Sean Nicholson & Lisbeth Palmhøj Nielsen, 2013. "The Effect of Maternal Employment on Children's Academic Performance," NBER Working Papers 19364, National Bureau of Economic Research, Inc.

2012

  1. Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012. "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers 2012-46, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Morten Ørregaard Nielsen, 2012. "The role of initial values in nonstationary fractional time series models," CREATES Research Papers 2012-47, Department of Economics and Business Economics, Aarhus University.
  3. David Hendry & Soren Johansen, 2012. "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers 598, University of Oxford, Department of Economics.
  4. Morten Ø. Nielsen & S Johansen, 2012. "The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models," Working Paper 1300, Economics Department, Queen's University.
  5. Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
  6. Annastiina Silvennoinen & Timo Teräsvirta, 2012. "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers 2012-09, Department of Economics and Business Economics, Aarhus University.
  7. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
  8. Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.
  9. Tor Eriksson & Marie Claire Villeval, 2012. "Respect and relational contracts," Post-Print halshs-00642527, HAL.
  10. Tor Eriksson & Lei Mao & Marie Claire Villeval, 2012. "Losing face - An experiment on image and image reciprocity," Post-Print halshs-00725952, HAL.
  11. Eriksson, Tor, 2012. "Progression of HR Practices in Danish Firms during Two Decades," Working Papers 11-11, University of Aarhus, Aarhus School of Business, Department of Economics.
  12. Tor Eriksson, 2012. "Flexicurity and the Economic Crisis 2008-2009: Evidence from Denmark," OECD Social, Employment and Migration Working Papers 139, OECD Publishing.
  13. Tim Bollerslev & Lai Xu & Hao Zhou, 2012. "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers 2012-51, Department of Economics and Business Economics, Aarhus University.
  14. Jonas Maibom Pedersen & Michael Rosholm & Michael Svarer, 2012. "Experimental Evidence on the Effects of Early Meetings and Activation," Economics Working Papers 2012-26, Department of Economics and Business Economics, Aarhus University.
  15. Pieter Gautier & Paul Muller & Bas van der Klaauw, & Michael Rosholm & Michael Svarer, 2012. "Estimating Equilibrium Effects of Job Search Assistance," Economics Working Papers 2012-27, Department of Economics and Business Economics, Aarhus University.
  16. Jahn, Elke J. & Rosholm, Michael, 2012. "Is Temporary Agency Employment a Stepping Stone for Immigrants?," IZA Discussion Papers 6405, Institute of Labor Economics (IZA).
  17. van den Berg, Gerard J. & Kjaersgaard, Lene & Rosholm, Michael, 2012. "To Meet or Not to Meet (Your Case Worker) – That is the Question," IZA Discussion Papers 6476, Institute of Labor Economics (IZA).
  18. Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
  19. Robert F. Engle & Martin Klint Hansen & Asger Lunde, 2012. "And Now, The Rest of the News: Volatility and Firm Specific News Arrival," CREATES Research Papers 2012-56, Department of Economics and Business Economics, Aarhus University.
  20. Tine Louise Mundbjerg Eriksen & Helena Skyt Nielsen & Marianne Simonsen, 2012. "The Effects of Bullying in Elementary School," Economics Working Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
  21. Dalsgaard, Søren & Nielsen, Helena Skyt & Simonsen, Marianne, 2012. "The Effects of Pharmacological Treatment of ADHD on Children's Health," IZA Discussion Papers 6714, Institute of Labor Economics (IZA).
  22. Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
  23. H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen, 2012. "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," CREATES Research Papers 2012-39, Department of Economics and Business Economics, Aarhus University.
  24. Barnett, Richard & Bhattacharya, Joydeep & Bunzel, Helle, 2012. "Voting for immiserizing income redistribution in the Meltzer-Richard model," School of Economics Working Paper Series 2012-15, LeBow College of Business, Drexel University.
  25. Anna Piil Damm, 2012. "Neighborhood Quality and Labor Market Outcomes: Evidence from Quasi-Random Neighborhood Assignment of Immigrants," Norface Discussion Paper Series 2012025, Norface Research Programme on Migration, Department of Economics, University College London.
  26. Heejoon Han & Dennis Kristensen, 2012. "Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates," CREATES Research Papers 2012-25, Department of Economics and Business Economics, Aarhus University.
  27. Alexander K. Koch, & Julia Nafziger & Anton Suvorov & Jeroen van de Ven, 2012. "Self-Rewards and Personal Motivation," Economics Working Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
  28. Sofie Kragh Pedersen & Alexander K. Koch & Julia Nafziger, 2012. "Who wants paternalism?," Economics Working Papers 2012-22, Department of Economics and Business Economics, Aarhus University.
  29. Klaus Prettner & Timo Trimborn, 2012. "Demographic Change and R&D-based Economic Growth: Reconciling Theory and Evidence," DEGIT Conference Papers c017_006, DEGIT, Dynamics, Economic Growth, and International Trade.
  30. Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012. "On the Effects of Private Information on Volatility," CREATES Research Papers 2012-08, Department of Economics and Business Economics, Aarhus University.
  31. Lei Pan & Olaf Posch & Michel van der Wel, 2012. "Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces," CREATES Research Papers 2012-26, Department of Economics and Business Economics, Aarhus University.
  32. Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
  33. Lundborg, Petter & Nilsson, Anton & Rooth, Dan-Olof, 2012. "Parental Education and Offspring Outcomes: Evidence from the Swedish Compulsory Schooling Reform," IZA Discussion Papers 6570, Institute of Labor Economics (IZA).
  34. Peter Exterkate, 2012. "Model Selection in Kernel Ridge Regression," CREATES Research Papers 2012-10, Department of Economics and Business Economics, Aarhus University.
  35. Nabanita Datta Gupta & Mette Lausten & Dario Pozzoli, 2012. "Does Mother Know Best? Parental Discrepancies in Assessing Child Functioning," Economics Working Papers 2012-24, Department of Economics and Business Economics, Aarhus University.
  36. Nabanita Datta Gupta & Daniel Lau & Dario Pozzoli, 2012. "The Impact of Education and Occupation on Temporary and Permanent Work Incapacity," Economics Working Papers 2012-25, Department of Economics and Business Economics, Aarhus University.
  37. Andersson Joona, Pernilla & Datta Gupta, Nabanita & Wadensjö, Eskil, 2012. "Overeducation among Immigrants in Sweden: Incidence, Wage Effects and State-dependence," SULCIS Working Papers 2012:2, Stockholm University, Linnaeus Center for Integration Studies - SULCIS.
  38. Bruze, Gustaf & Svarer, Michael & Weiss, Yoram, 2012. "The Dynamics of Marriage and Divorce," IZA Discussion Papers 6379, Institute of Labor Economics (IZA).
  39. Jang-Ting Guo & Anca-Ioana Sirbu & Mark Weder, 2012. "News about Aggregate Demand and the Business Cycle," School of Economics and Public Policy Working Papers 2012-01, University of Adelaide, School of Economics and Public Policy.
  40. Niclas Berggren & Christian Bjørnskov, 2012. "Does Religiosity Promote Property Rights and the Rule of Law?," Economics Working Papers 2012-08, Department of Economics and Business Economics, Aarhus University.
  41. C. Bjørnskov & I. Neamtu & N. Westergård-Nielsen, 2012. "GINI Country Report: Growing Inequalities and their Impacts in Denmark," GINI Country Reports denmark, AIAS, Amsterdam Institute for Advanced Labour Studies.
  42. Bjørnskov, Christian, 2012. "Constitutional Property Rights Protection and Economic Growth: Evidence from the Post-Communist Transition," Ratio Working Papers 189, The Ratio Institute.
  43. Bjørnskov, Christian & Potrafke, Niklas, 2012. "Political ideology and economic freedom across Canadian provinces," Munich Reprints in Economics 20277, University of Munich, Department of Economics.
  44. Christian Bjørnskov & Pierre-Guillaume Méon, 2012. "Trust as the missing root of institutions, education, and development," Working Papers CEB 12-031, ULB -- Universite Libre de Bruxelles.
  45. Charlotte Christiansen, 2012. "Integration of European Bond Markets," CREATES Research Papers 2012-33, Department of Economics and Business Economics, Aarhus University.
  46. Nektarios Aslanidis & Charlotte Christiansen, 2012. "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers 2012-34, Department of Economics and Business Economics, Aarhus University.
  47. Raymond Riezman & Ping Wang & Eric Bond, 2012. "Trade, Urbanization and Capital Accumulation in a Labor Surplus Economy," 2012 Meeting Papers 776, Society for Economic Dynamics.
  48. Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012. "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers 2012-19, Department of Economics and Business Economics, Aarhus University.
  49. Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  50. M. Martin Boyer & Lars Stentoft, 2012. "If we can simulate it, we can insure it: An application to longevity risk management," CIRANO Working Papers 2012s-08, CIRANO.
  51. Eric Hillebrand & Marcelo C. Medeiros, 2012. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers 2012-30, Department of Economics and Business Economics, Aarhus University.
  52. Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
  53. Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers 2012-31, Department of Economics and Business Economics, Aarhus University.
  54. Mihaela Craioveanu & Eric Hillebrand, 2012. "Why It Is Ok To Use The Har-Rv(1,5,21) Model," Working Papers 1201, University of Central Missouri, Department of Economics & Finance, revised Aug 2012.
  55. Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012. "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers 2012-41, Department of Economics and Business Economics, Aarhus University.
  56. Edi Karni & Marie-Louise Vierø, 2012. ""Reverse Bayesianism": A Choice-Based Theory of Growing Awareness," Economics Working Paper Archive 591, The Johns Hopkins University,Department of Economics.
  57. Allen Sørensen, 2012. "Additive versus multiplicative trade costs and the gains from trade," Economics Working Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
  58. Maria K. Humlum & Jannie H.G. Kristoffersen & Rune Vejlin, 2012. "Timing of College Enrollment and Family Formation Decisions," Economics Working Papers 2012-01, Department of Economics and Business Economics, Aarhus University.
  59. Kenneth L. Sørensen & Rune Vejlin, 2012. "Return to Experience and Initial Wage Level: Do Low Wage Workers Catch Up?," Economics Working Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
  60. Jesper Bagger & Rune Vejlin & Kenneth L. Sørensen, 2012. "Wage Sorting Trends," Economics Working Papers 2012-17, Department of Economics and Business Economics, Aarhus University.
  61. Almut E. D. Veraart & Luitgard A. M. Veraart, 2012. "Modelling electricity day–ahead prices by multivariate Lévy semistationary processes," CREATES Research Papers 2012-13, Department of Economics and Business Economics, Aarhus University.
  62. Anders Bredahl Kock, 2012. "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers 2012-05, Department of Economics and Business Economics, Aarhus University.
  63. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
  64. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, Department of Economics and Business Economics, Aarhus University.
  65. Gächter, Simon & Nosenzo, Daniele & Sefton, Martin, 2012. "Peer Effects in Pro-Social Behavior: Social Norms or Social Preferences?," IZA Discussion Papers 6345, Institute of Labor Economics (IZA).
  66. Michalis Drouvelis & Daniele Nosenzo, 2012. "Group Identity and Leading-by-Example," Discussion Papers 2012-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  67. Daniele Nosenzo & Martin Sefton, 2012. "Promoting Cooperation: the Distribution of Reward and Punishment Power," Discussion Papers 2012-08, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  68. Daniele Nosenzo & Theo Offerman & Martin Sefton & Ailko van der Veen, 2012. "Discretionary Sanctions and Reward in the Repeated Inspection Game," Discussion Papers 2012-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  69. Daniele Nosenzo, 2012. "Pay Secrecy and effort provision," Discussion Papers 2012-13, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  70. D Nosenzo & Jon Anderson & Stephen V Burks & Jeffrey Carpenter & Lorenz Gotte & Karsten Maurer & Ruth Potter & Kim Rocha & Aldo Rustichini, 2012. "Self-Selection and Variations in the Laboratory Measurment of Other-Regarding Preferences Across Subject Pools: Evidence from One College Student and Two Adult Samples," Discussion Papers 2012-14, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  71. Daniele Nosenzo & Simone Quercia & Martin Sefton, 2012. "Cooperation in Small Groups: The Effect of Group Size," Discussion Papers 2012-17, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  72. Lasse Frisgaard Gunnersen & Bo Sandemann Rasmussen, 2012. "Optimal Tax-Transfer Policies, Life-Cycle Labour Supply and Present-Biased Preferences," Economics Working Papers 2012-12, Department of Economics and Business Economics, Aarhus University.
  73. Tom Engsted & Thomas Q. Pedersen, 2012. "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers 2012-58, Department of Economics and Business Economics, Aarhus University.
  74. Matei Demetrescu & Robinson Kruse, 2012. "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers 2012-01, Department of Economics and Business Economics, Aarhus University.
  75. Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen, 2012. "On tests for linearity against STAR models with deterministic trends," CREATES Research Papers 2012-20, Department of Economics and Business Economics, Aarhus University.
  76. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "A simple specification procedure for the transition function in persistent nonlinear time series models," Hannover Economic Papers (HEP) dp-500, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  77. Johannes Tang Kristensen, 2012. "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers 2012-28, Department of Economics and Business Economics, Aarhus University.
  78. Albrecht, Konstanze & von Essen, Emma & Falk, Armin & Fliessbach, Klaus & Ranehill, Eva, 2012. "Social context and fairness perceptions: The role of status," Research Papers in Economics 2012:10, Stockholm University, Department of Economics.
  79. Rasmus Søndergaard Pedersen & Anders Rahbek, 2012. "Multivariate Variance Targeting in the BEKK-GARCH Model," CREATES Research Papers 2012-53, Department of Economics and Business Economics, Aarhus University.
  80. Anders Rahbek & Heino Bohn Nielsen, 2012. "Unit Root Vector Autoregression with volatility Induced Stationarity," CREATES Research Papers 2012-29, Department of Economics and Business Economics, Aarhus University.
  81. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2012. "Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models," Discussion Papers 12-11, University of Copenhagen. Department of Economics.
  82. Erich Gundlach & Martin Paldam, 2012. "Some Empirics of Socio-Economic Transitions. Estimating the Common Pattern," DEGIT Conference Papers c017_025, DEGIT, Dynamics, Economic Growth, and International Trade.
  83. Andreas Freytag & Martin Paldam, 2012. "Comparing good and bad borrowing in developing countries - a study of twin cases," Global Financial Markets Working Paper Series 2012-31, Friedrich-Schiller-University Jena.
  84. Doucouliagos, Hristos & Paldam, Martin, 2012. "The robust result in meta-analysis of aid effectiveness: a response to Mekasha and Tarp," Working Papers eco_2012_4, Deakin University, Department of Economics.
  85. Arni, Patrick, 2012. "Kausale Evaluation von Pilotprojekten: Die Nutzung von Randomisierung in der Praxis," IZA Standpunkte 52, Institute of Labor Economics (IZA).
  86. Kenneth L. Sørensen, 2012. "Effects of Intensifying Labor Market Programs on Post-Unemployment Wages: Evidence From a Controlled Experiment," Economics Working Papers 2012-20, Department of Economics and Business Economics, Aarhus University.
  87. Matt P. Dziubinski, 2012. "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers 2012-03, Department of Economics and Business Economics, Aarhus University.
  88. Christian Bach & Matt P. Dziubinski, 2012. "Commodity derivatives pricing with inventory effects," CREATES Research Papers 2012-06, Department of Economics and Business Economics, Aarhus University.
  89. Matt P. Dziubinski & Stefano Grassi, 2012. "Heterogeneous Computing in Economics: A Simplified Approach," CREATES Research Papers 2012-15, Department of Economics and Business Economics, Aarhus University.
  90. Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
  91. BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco, 2012. "Dynamic conditional correlation models for realized covariance matrices," LIDAM Discussion Papers CORE 2012060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  92. LAURENT, Sébastien & VIOLANTE, Francesco, 2012. "Volatility forecasts evaluation and comparison," LIDAM Reprints CORE 2414, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  93. Christian Bayer & Bezirgen Veliyev, 2012. "Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process," Papers 1209.5175, arXiv.org.
  94. Mattana, Elena & Panetti, Ettore, 2012. "Bank Liquidity, Market Participation, and Economic Growth," MPRA Paper 43800, University Library of Munich, Germany, revised Nov 2012.
  95. Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.

2011

  1. Søren Johansen, 2011. "An extension of cointegration to fractional autoregressive processes," CREATES Research Papers 2011-06, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Theis Lange, 2011. "Some econometric results for the Blanchard-Watson bubble model," CREATES Research Papers 2011-17, Department of Economics and Business Economics, Aarhus University.
  3. David F. Hendry & Søren Johansen, 2011. "The Properties of Model Selection when Retaining Theory Variables," CREATES Research Papers 2011-36, Department of Economics and Business Economics, Aarhus University.
  4. Torben Schmith & Søren Johansen & Peter Thejll, 2011. "Statistical analysis of global surface air temperature and sea level using cointegration methods," CREATES Research Papers 2011-39, Department of Economics and Business Economics, Aarhus University.
  5. Søren Johansen & Bent Nielsen, 2011. "Asymptotic theory for iterated one-step Huber-skip estimators," CREATES Research Papers 2011-40, Department of Economics and Business Economics, Aarhus University.
  6. Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," CREATES Research Papers 2011-01, Department of Economics and Business Economics, Aarhus University.
  7. Timo Teräsvirta, 2011. "Nonlinear models for autoregressive conditional heteroskedasticity," CREATES Research Papers 2011-02, Department of Economics and Business Economics, Aarhus University.
  8. Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers 2011-24, Department of Economics and Business Economics, Aarhus University.
  9. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, Department of Economics and Business Economics, Aarhus University.
  10. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
  11. Cristini, Annalise & Eriksson, Tor & Pozzoli, Dario, 2011. "High-Performance Management Practices and Employee Outcomes in Denmark," Working Papers 11-1, University of Aarhus, Aarhus School of Business, Department of Economics.
  12. Cavaco, Sandra & Eriksson, Tor & Skalli, Ali, 2011. "Life Cycle Development of Obesity and Its Determinants," Working Papers 11-7, University of Aarhus, Aarhus School of Business, Department of Economics.
  13. Smith, Nina & Smith, Valdemar & Verner, Mette, 2011. "Why Are So Few Females Promoted into CEO and Vice-President Positions? Danish Empirical Evidence 1997-2007," IZA Discussion Papers 5961, Institute of Labor Economics (IZA).
  14. Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011. "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series 2011-52, Board of Governors of the Federal Reserve System (U.S.).
  15. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
  16. Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011. "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers 2011-51, Department of Economics and Business Economics, Aarhus University.
  17. Vikström, Johan & Rosholm, Michael & Svarer, Michael, 2011. "The Relative Efficiency of Active Labour Market Policies: Evidence From a Social Experiment and Non-Parametric Methods," Working Papers 11-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  18. Blasco, Sylvie & Rosholm, Michael, 2011. "The Impact of Active Labour Market Policy on Post-Unemployment Outcomes: Evidence from a Social Experiment in Denmark," Working Papers 11-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  19. Vikström, Johan & Rosholm, Michael & Svarer, Michael, 2011. "The relative efficiency of active labour market policy: evidence from a social experiment and non-parametric methods," Working Paper Series 2011:7, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  20. Jahn, Elke J. & Rosholm, Michael, 2011. "Arbeitnehmerüberlassung: In Dänemark ist Zeitarbeit ein Sprungbrett in Beschäftigung (Is temporary agency employment a stepping stone in Denmark?)," IAB-Kurzbericht 201101, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  21. Heinesen, Eskil & Husted, Leif & Rosholm, Michael, 2011. "The Effects of Active Labour Market Policies for Immigrants Receiving Social Assistance in Denmark," IZA Discussion Papers 5632, Institute of Labor Economics (IZA).
  22. Gerdes, Christer & Gränsmark, Patrik & Rosholm, Michael, 2011. "Chicken or Checkin'? Rational Learning in Repeated Chess Games," IZA Discussion Papers 5862, Institute of Labor Economics (IZA).
  23. Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
  24. Timmermann, Allan & Ang, Andrew, 2011. "Regime Changes and Financial Markets," CEPR Discussion Papers 8480, C.E.P.R. Discussion Papers.
  25. Christian M. Dahl & Daniel le Maire & Jakob R. Munch, 2011. "Wage Dispersion and Decentralization of Wage Bargaining," CREATES Research Papers 2011-48, Department of Economics and Business Economics, Aarhus University.
  26. Philipp J.H. Schröder & Allan Sørensen, 2011. "Firm Exit, Technological Progress and Trade," Economics Working Papers 2011-17, Department of Economics and Business Economics, Aarhus University.
  27. Philipp J.H. Schröder & Allan Sørensen, 2011. "A welfare ranking of multilateral reductions in real and tariff trade barriers when firms are heterogenous," Economics Working Papers 2011-18, Department of Economics and Business Economics, Aarhus University.
  28. Herbert Brücker & Philipp J.H. Schroeder, 2011. "International Migration with Heterogeneous Agents: Theory and Evidence for Germany, 1967-2009," Norface Discussion Paper Series 2011027, Norface Research Programme on Migration, Department of Economics, University College London.
  29. Anette Primdal Kvist & Helena Skyt Nielsen & Marianne Simonsen, 2011. "The effects of Children’s ADHD on Parents’ Relationship Dissolution and Labor Supply," Economics Working Papers 2011-14, Department of Economics and Business Economics, Aarhus University.
  30. Helena Skyt Nielsen & Beatrice Schindler Rangvid, 2011. "The Impact of Parents’ Years since Migration on Children’s Academic Achievement," Economics Working Papers 2011-16, Department of Economics and Business Economics, Aarhus University.
  31. Helena Skyt Nielsen & Juanna Schrøter Joensen, 2011. "More Successful because of Math: Combining a Natural Experiment and a Structural Dynamic Model to Explore the Underlying Channels," 2011 Meeting Papers 995, Society for Economic Dynamics.
  32. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2011. "Generalized Jackknife Estimators of Weighted Average Derivatives," CREATES Research Papers 2011-12, Department of Economics and Business Economics, Aarhus University.
  33. Dennis Kristensen, 2011. "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers 2011-13, Department of Economics and Business Economics, Aarhus University.
  34. Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  35. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011. "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers CWP21/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  37. Jeremy T. Fox & Valérie Smeets, 2011. "Does Input Quality Drive Measured Differences in Firm Productivity?," NBER Working Papers 16853, National Bureau of Economic Research, Inc.
  38. Koch, Alexander K. & Nafziger, Julia, 2011. "Goals and Psychological Accounting," IZA Discussion Papers 5802, Institute of Labor Economics (IZA).
  39. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo.
  40. Volker Grossmann & Thomas Steger & Timo Trimborn, 2011. "The Macroeconomics of TANSTAAFL," CESifo Working Paper Series 3651, CESifo.
  41. Holger Strulik & Timo Trimborn, 2011. "Laffer Strikes Again: Dynamic Scoring of Capital Taxes," DEGIT Conference Papers c016_074, DEGIT, Dynamics, Economic Growth, and International Trade.
  42. Kim Christensen & Roel Oomen & Mark Podolskij, 2011. "Fact or friction: Jumps at ultra high frequency," CREATES Research Papers 2011-19, Department of Economics and Business Economics, Aarhus University.
  43. Kim Christensen & Mark Podolskij, 2011. "Asymptotic theory of range-based multipower variation," CREATES Research Papers 2011-47, Department of Economics and Business Economics, Aarhus University.
  44. Kim Christensen & Mark Podolskij & Mathias Vetter, 2011. "On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes," CREATES Research Papers 2011-53, Department of Economics and Business Economics, Aarhus University.
  45. Mark Podolskij & Mathieu Rosenbaum, 2011. "Testing the local volatility assumption: a statistical approach," CREATES Research Papers 2011-04, Department of Economics and Business Economics, Aarhus University.
  46. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011. "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers 2011-21, Department of Economics and Business Economics, Aarhus University.
  47. B. Jungbacker & S.J. Koopman & M. van Der Wel, 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Post-Print hal-00828980, HAL.
  48. Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
  49. Lundborg, Petter & Nilsson, Anton & Rooth, Dan-Olof, 2011. "Does Early Life Health Predict Schooling Within Twin Pairs?," IZA Discussion Papers 5803, Institute of Labor Economics (IZA).
  50. Lundborg, Petter & Nilsson, Anton & Rooth, Dan-Olof, 2011. "Early Life Health and Adult Earnings: Evidence from a Large Sample of Siblings and Twins," IZA Discussion Papers 5804, Institute of Labor Economics (IZA).
  51. Peter Exterkate, 2011. "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-138/4, Tinbergen Institute.
  52. Christophe Croux & Peter Exterkate, 2011. "Sparse and Robust Factor Modelling," Tinbergen Institute Discussion Papers 11-122/4, Tinbergen Institute.
  53. Datta Gupta, Nabanita & Kleinjans, Kristin J. & Larsen, Mona, 2011. "The Effect of an Acute Health Shock on Work Behavior: Evidence from Different Health Care Regimes," IZA Discussion Papers 5843, Institute of Labor Economics (IZA).
  54. Datta Gupta, Nabanita & Simonsen, Marianne, 2011. "Where to Put the Kids? Effects of Type of Non-parental Child Care on Pre-teen Skills and Risky Behavior," IZA Discussion Papers 5848, Institute of Labor Economics (IZA).
  55. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2011. "Disability Programs, Health and Retirement in Denmark since 1960," NBER Working Papers 17138, National Bureau of Economic Research, Inc.
  56. Oscar Pavlov & Mark Weder, 2011. "Variety Matters," School of Economics and Public Policy Working Papers 2011-23, University of Adelaide, School of Economics and Public Policy.
  57. Oscar Pavlov & Mark Weder, 2011. "Countercyclical Markups and News-Driven Business Cycles," School of Economics and Public Policy Working Papers 2011-28, University of Adelaide, School of Economics and Public Policy.
  58. Andreas Freytag & C. Björnskov, 2011. "An Offer You Can't Refuse: Murdering Journalists as an Enforcement Mechanism of Corrupt Deals," Jena Economics Research Papers 2011-014, Friedrich-Schiller-University Jena.
  59. Bjørnskov, Christian & Potrafke, Niklas, 2011. "Politics and privatization in Central and Eastern Europe: A panel data analysis Bjørnskov and Potrafke Politics and Privatization in Central and Eastern Europe," Munich Reprints in Economics 20287, University of Munich, Department of Economics.
  60. Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, Department of Economics and Business Economics, Aarhus University.
  61. Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Quantiles of the Realized Stock-Bond Correlation," Working Papers 2072/151809, Universitat Rovira i Virgili, Department of Economics.
  62. Beyza Ural Marchand & Ray Rees & Raymond Riezman, 2011. "Globalization, Gender and Development: The Effect of Parental Labor Supply on Child Schooling," CESifo Working Paper Series 3341, CESifo.
  63. Ural Marchand, Beyza & Rees, Ray & Riezman, Raymond, 2011. "The Effect of Parental Labor Supply on Child Schooling: Evidence from Trade Liberalization in India," Working Papers 2011-21, University of Alberta, Department of Economics, revised 01 Aug 2012.
  64. Lars Stentoft, 2011. "American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison," CREATES Research Papers 2011-34, Department of Economics and Business Economics, Aarhus University.
  65. Lars Stentoft, 2011. "What we can learn from pricing 139,879 Individual Stock Options," CREATES Research Papers 2011-52, Department of Economics and Business Economics, Aarhus University.
  66. M. Martin Boyer & Joanna Mejza & Lars Stentoft, 2011. "Measuring Longevity Risk for a Canadian Pension Fund," CIRANO Working Papers 2011s-43, CIRANO.
  67. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011. "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers 2012-17, Department of Economics and Business Economics, Aarhus University.
  68. Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
  69. Paola Andrea Barrientos Quiroga, 2011. "Convergence Clubs in Latin America: A Hisotical Appoach," Development Research Working Paper Series 01/2011, Institute for Advanced Development Studies.
  70. Rune Vejlin, 2011. "Optimal Unemployment Insurance: How Important is the Demand Side?," Economics Working Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
  71. Kaiser, Ulrich & Kuhn, Johan Moritz, 2011. "Long-Run Effects of Public-Private Research Joint Ventures: The Case of the Danish Innovation Consortia Support Scheme," IZA Discussion Papers 5986, Institute of Labor Economics (IZA).
  72. Alessia Isopi & Daniele Nosenzo & Chris Starmer, 2011. "Does consultation improve decision making?," Discussion Papers 2011-08, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  73. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers 2011-23, Department of Economics and Business Economics, Aarhus University.
  74. Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez, 2011. "Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX," CREATES Research Papers 2011-49, Department of Economics and Business Economics, Aarhus University.
  75. Torben G. Andersen & Oleg Bondarenko, 2011. "VPIN and the Flash Crash," CREATES Research Papers 2011-50, Department of Economics and Business Economics, Aarhus University.
  76. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2011. "Parametric Inference and Dynamic State Recovery from Option Panels," CREATES Research Papers 2012-11, Department of Economics and Business Economics, Aarhus University.
  77. Tom Engsted & Stig V. Møller, 2011. "Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises," CREATES Research Papers 2011-07, Department of Economics and Business Economics, Aarhus University.
  78. Tom Engsted & Thomas Q. Pedersen, 2011. "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers 2011-18, Department of Economics and Business Economics, Aarhus University.
  79. Sanne Hiller, 2011. "The Export Promoting Effect of Emigration: Evidence from Denmark," FIW Working Paper series 070, FIW.
  80. Hiller, Sanne, 2011. "The export promoting effect of emigration: Evidence from Denmark," University of Göttingen Working Papers in Economics 126, University of Goettingen, Department of Economics.
  81. Hiller, Sanne, 2011. "Does Immigrant Employment Matter for Exports? Evidence From Denmark," Working Papers 11-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  82. M. Frömmel & R. Kruse, 2011. "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/722, Ghent University, Faculty of Economics and Business Administration.
  83. Michael Sørensen, 2011. "Prediction-based estimating functions: review and new developments," CREATES Research Papers 2011-05, Department of Economics and Business Economics, Aarhus University.
  84. Christian Bach & Bent Jesper Christensen, 2011. "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers 2010-61, Department of Economics and Business Economics, Aarhus University.
  85. von Essen, Emma & Ranehill, Eva, 2011. "Dominance and Submission: Social Status Biases Economic Sanctions," Research Papers in Economics 2011:1, Stockholm University, Department of Economics, revised Feb 2011.
  86. Cárdenas, Juan-Camilo & Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2011. "Gender and Cooperation in Children: Experiments in Colombia and Sweden," SSE/EFI Working Paper Series in Economics and Finance 735, Stockholm School of Economics, revised 12 Jun 2012.
  87. Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2011. "Age at pubertal onset and educational outcomes," Research Papers in Economics 2011:26, Stockholm University, Department of Economics.
  88. Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2011. "Gender and Competition in Adolescence: Task Matter," Research Papers in Economics 2011:14, Stockholm University, Department of Economics, revised 08 Mar 2013.
  89. Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2011. "In Bloom: Gender Differences in Preferences among Adolescents," SSE/EFI Working Paper Series in Economics and Finance 734, Stockholm School of Economics, revised 12 Jul 2012.
  90. Albrecht, Konstanze & von Essen, Emma & Parys, Juliane & Szech, Nora, 2011. "Updating, Self-Confidence and Discrimination," IZA Discussion Papers 6203, Institute of Labor Economics (IZA).
  91. Giuseppe Cavaliere & Anders Rahbek & Taylor A.M.Robert, 2011. "Bootstrap determination of the co-integration rank in VAR models," Quaderni di Dipartimento 9, Department of Statistics, University of Bologna.
  92. Shin Kanaya & Taisuke Otsu, 2011. "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers 1798, Cowles Foundation for Research in Economics, Yale University.
  93. Matt P. Dziubinski, 2011. "Option valuation with the simplified component GARCH model," CREATES Research Papers 2011-09, Department of Economics and Business Economics, Aarhus University.
  94. Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Online Appendices 11-84, Review of Economic Dynamics.
  95. Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
  96. Andreasen , Martin & Zabczyk, Pawel, 2011. "An efficient method of computing higher-order bond price perturbation approximations," Bank of England working papers 416, Bank of England.
  97. Eduardo Rossi & Paolo Santucci de Magistris, 2011. "Estimation of long memory in integrated variance," CREATES Research Papers 2011-11, Department of Economics and Business Economics, Aarhus University.
  98. Stefano Grassi & Paolo Santucci de Magistris, 2011. "When Long Memory Meets the Kalman Filter: A Comparative Study," CREATES Research Papers 2011-14, Department of Economics and Business Economics, Aarhus University.
  99. Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
  100. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011. "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers 0138, Dipartimento di Scienze Economiche "Marco Fanno".
  101. Thorvardur Tjörvi Ólafsson & Ásgerdur Pétursdóttir & Karen Á. Vignisdóttir, 2011. "Price setting in turbulent times," Economics wp54, Department of Economics, Central bank of Iceland.
  102. Van Wezemael, Lynn & Verbeke, Wim & Kugler, Jens O. & Scholderer, Joachim & Ueland, Oydis, 2011. "European Consumers’ Acceptance of Beef Safety-Improving Interventions at Different Stages of the Beef Chain: Primary Production, Slaughtering, Processing and Packaging," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria 122016, International European Forum on System Dynamics and Innovation in Food Networks.

2010

  1. 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, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Morten Ørregaard Nielsen, 2010. "Likelihood inference for a fractionally cointegrated vector autoregressive model," CREATES Research Papers 2010-24, Department of Economics and Business Economics, Aarhus University.
  3. Søren Johansen, 2010. "The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level," CREATES Research Papers 2010-69, Department of Economics and Business Economics, Aarhus University.
  4. Søren Johansen & Morten Ørregaard Nielsen, 2010. "A necessary moment condition for the fractional functional central limit theorem," CREATES Research Papers 2010-70, Department of Economics and Business Economics, Aarhus University.
  5. Søren Johansen & Katarina Juselius, 2010. "An invariance property of the common trends under linear transformations of the data," CREATES Research Papers 2010-72, Department of Economics and Business Economics, Aarhus University.
  6. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
  7. Tor Eriksson & Marie-Claire Villeval, 2010. "Respect as an Incentive," Working Papers 1023, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  8. Eriksson, Tor & Zhang, Yingqiang, 2010. "The Role of Family Background for Earnings in Rural China," Working Papers 10-14, University of Aarhus, Aarhus School of Business, Department of Economics.
  9. Eriksson, Tor & Kristensen, Nicolai, 2010. "Wages or Fringes? Some Evidence on Trade-offs and Sorting," Working Papers 10-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  10. Bentzen, Jan & Smith, Valdemar, 2010. "Alcohol consumption and liver cirrhosis mortality: New evidence from a panel data analysis for sixteen European countries," Working Papers 10-9, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Smith, Nina & Smith, Valdemar & Verner, Mette, 2010. "The Gender Pay Gap in Top Corporate Jobs in Denmark: Glass Ceilings, Sticky Floors or Both?," IZA Discussion Papers 4848, Institute of Labor Economics (IZA).
  12. Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  13. Tim Bollerslev & Viktor Todorov, 2010. "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers 2010-64, Department of Economics and Business Economics, Aarhus University.
  14. Jahn, Elke J. & Rosholm, Michael, 2010. "Looking Beyond the Bridge: How Temporary Agency Employment Affects Labor Market Outcomes," Working Papers 10-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  15. Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
  16. Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers 7656, C.E.P.R. Discussion Papers.
  17. Timmermann, Allan & Aiolfi, Marco & Catão, Luís, 2010. "Common Factors in Latin America?s Business Cycles," CEPR Discussion Papers 7671, C.E.P.R. Discussion Papers.
  18. Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
  19. Kenny, Geoff & Genre, Véronique & Meyler, Aidan & Timmermann, Allan, 2010. "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series 1277, European Central Bank.
  20. Christian M. Dahl & Hans Christian Kongsted & Anders Sørensen, 2010. "ICT and Productivity Growth in the 1990's: Panel Data Evidence on Europe," CREATES Research Papers 2010-47, Department of Economics and Business Economics, Aarhus University.
  21. Christian M. Dahl & Emma M. Iglesias, 2010. "Asymptotic normality of the QMLE in the level-effect ARCH model," CREATES Research Papers 2010-48, Department of Economics and Business Economics, Aarhus University.
  22. Peter R. Hansen & Asger Lunde & Valeri Voev, 2010. "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers 2010-74, Department of Economics and Business Economics, Aarhus University.
  23. Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
  24. Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
  25. Philipp J.H. Schröder & Allan Sørensen, 2010. "The Theoretical Equivalent of Empirically Measurable Exporter Productivity when Firms are Heterogeneous," Economics Working Papers 2010-06, Department of Economics and Business Economics, Aarhus University.
  26. Philipp J.H. Schröder & Allan Sørensen, 2010. "Ad valorem versus unit taxes: Monopolistic competition, heterogeneous firms, and intra-industry reallocations," Economics Working Papers 2010-10, Department of Economics and Business Economics, Aarhus University.
  27. Brücker, Herbert & Schröder, Philipp J.H., 2010. "Migration Regulation Contagion," Working Papers 10-22, University of Aarhus, Aarhus School of Business, Department of Economics.
  28. Bjørnskov, Christian & Schröder, Philipp J.H., 2010. "Are Debt Repayment Incentives Undermined by Foreign Aid?," Working Papers 10-20, University of Aarhus, Aarhus School of Business, Department of Economics.
  29. Juergen Bitzer & Ingo Geishecker & Philipp Schroeder, 2010. "Returns to Open Source Software Engagement: An Empirical Test of the Signaling Hypothesis," Working Papers V-321-10, University of Oldenburg, Department of Economics, revised Jan 2010.
  30. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers 2010-23, Department of Economics and Business Economics, Aarhus University.
  31. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2010. "Resurrecting Equilibria Through Cycles in an Overlapping Generations Model of Money," Staff General Research Papers Archive 32099, Iowa State University, Department of Economics.
  32. Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
  33. Shin Kanaya & Dennis Kristensen, 2010. "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers 2010-67, Department of Economics and Business Economics, Aarhus University.
  34. Dennis Kristensen & Anders Rahbek, 2010. "Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models," CREATES Research Papers 2010-68, Department of Economics and Business Economics, Aarhus University.
  35. Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  36. Gergaud, Olivier & Smeets, Valérie & Warzynski, Frédéric, 2010. "Stars War in French Gastronomy: Prestige of Restaurants and Chefs’ Careers," MPRA Paper 21045, University Library of Munich, Germany, revised Feb 2010.
  37. Smeets, Valérie & Warzynski, Frédéric, 2010. "Learning by Exporting, Importing or Both? Estimating productivity with multi-product firms, pricing heterogeneity and the role of international trade," Working Papers 10-13, University of Aarhus, Aarhus School of Business, Department of Economics.
  38. Frederiksen, Anders & Halliday, Timothy J. & Koch, Alexander K., 2010. "Within- and Cross-Firm Mobility and Earnings Growth," IZA Discussion Papers 5163, Institute of Labor Economics (IZA).
  39. Frederiksen, Anders & Halliday, Timothy J. & Koch, Alexander K., 2010. "What Do We Work For? An Anatomy of Pre- and Post-Tax Earnings Growth," IZA Discussion Papers 5298, Institute of Labor Economics (IZA).
  40. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
  41. Volker Grossmann & Thomas Steger & Timo Trimborn, 2010. "Quantifying Optimal Growth Policy," CESifo Working Paper Series 3092, CESifo.
  42. Volker Grossmann & Thomas Steger & Timo Trimborn, 2010. "Dynamically Optimal R&D Subsidization," CESifo Working Paper Series 3153, CESifo.
  43. Ivan Nourdin & Giovanni Peccati & Mark Podolskij, 2010. "Quantitative Breuer-Major Theorems," CREATES Research Papers 2010-22, Department of Economics and Business Economics, Aarhus University.
  44. Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
  45. Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010. "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia 628, Banco de la Republica de Colombia.
  46. Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010. "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Research Papers EI 2010-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  47. Nabanita Datta Gupta & Marianne Simonsen, 2010. "Effects of Universal Child Care Participation on Pre-teen Skills and Risky Behaviors," Economics Working Papers 2010-07, Department of Economics and Business Economics, Aarhus University.
  48. Datta Gupta, Nabanita & Deding, Mette & Lausten, Mette, 2010. "Medium-term consequences of low birth weight on health and behavioral deficits – is there a catch-up effect?," Working Papers 10-3, University of Aarhus, Aarhus School of Business, Department of Economics.
  49. Marianne Simonsen & Lars Skipper & Niels Skipper, 2010. "Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design," Economics Working Papers 2010-03, Department of Economics and Business Economics, Aarhus University.
  50. Cáceres-Delpiano, Julio & Simonsen, Marianne, 2010. "The toll of fertility on mothers’ wellbeing," UC3M Working papers. Economics we100603, Universidad Carlos III de Madrid. Departamento de Economía.
  51. Sharon G. Harrison & Mark Weder, 2010. "Sunspots and Credit Frictions," School of Economics and Public Policy Working Papers 2010-02, University of Adelaide, School of Economics and Public Policy.
  52. Mark Weder, 2010. "Economic Crisis and Economic Theory," School of Economics and Public Policy Working Papers 2010-14, University of Adelaide, School of Economics and Public Policy.
  53. Michael C. Burda & Mark Weder, 2010. "Payroll Taxes, Social Insurance and Business Cycles," School of Economics and Public Policy Working Papers 2010-17, University of Adelaide, School of Economics and Public Policy.
  54. Bjørnskov, Christian & Dreher, Axel & Fischer, Justina A. V. & Schnellenbach, Jan, 2010. "On the relation between income inequality and happiness: Do fairness perceptions matter?," Working Papers 0495, University of Heidelberg, Department of Economics.
  55. Christian Bjørnskov & Axel Dreher & Justina A.V. Fischer & Jan Schnellenbach, 2010. "Inequality and Happiness: When Perceived Social Mobility and Economic Reality do not Match," CESifo Working Paper Series 3216, CESifo.
  56. Christian Bjørnskov & Pierre-Guillaume Méon, 2010. "The productivity of trust," Working Papers CEB 10-042, ULB -- Universite Libre de Bruxelles.
  57. Jahn, Elke J. & Bentzen, Jan, 2010. "What Drives the Demand for Temporary Agency Workers?," IZA Discussion Papers 5333, Institute of Labor Economics (IZA).
  58. Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, Department of Economics and Business Economics, Aarhus University.
  59. Charlotte Christiansen, 2010. "Intertemporal Risk-Return Trade-off in Foreign Exchange Rates," CREATES Research Papers 2010-20, Department of Economics and Business Economics, Aarhus University.
  60. Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, Department of Economics and Business Economics, Aarhus University.
  61. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2010. "The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk?," CREATES Research Papers 2010-57, Department of Economics and Business Economics, Aarhus University.
  62. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
  63. Spiros Bougheas & Raymond Riezman, 2010. "Market Entry Costs, Underemployment and International Trade," CESifo Working Paper Series 3263, CESifo.
  64. Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010. "The log-linear return approximation, bubbles, and predictability," CREATES Research Papers 2010-37, Department of Economics and Business Economics, Aarhus University.
  65. Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010. "Pitfalls in VAR based return decompositions: A clarification," CREATES Research Papers 2010-09, Department of Economics and Business Economics, Aarhus University.
  66. Morten Ørregaard Nielsen & Per Frederiksen, 2010. "Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration," CREATES Research Papers 2010-31, Department of Economics and Business Economics, Aarhus University.
  67. James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
  68. Jeroen V.K. Rombouts & Lars Stentoft, 2010. "Multivariate Option Pricing with Time Varying Volatility and Correlations," CREATES Research Papers 2010-19, Department of Economics and Business Economics, Aarhus University.
  69. Jeroen V.K. Rombouts & Lars Stentoft, 2010. "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CREATES Research Papers 2010-44, Department of Economics and Business Economics, Aarhus University.
  70. Eric Hillebrand & Marcelo Cunha Medeiros, 2010. "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão 578, Department of Economics PUC-Rio (Brazil).
  71. Peter Sandholt Jensen & Allan H. Würtz, 2010. "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers 2010-73, Department of Economics and Business Economics, Aarhus University.
  72. Bandick, Roger & Görg, Holger & Karpaty, Patrik, 2010. "Foreign Acquisitions, Domestic Multinationals, and R&D," IZA Discussion Papers 5252, Institute of Labor Economics (IZA).
  73. Bandick, Roger, 2010. "Foreign Acquisition, Wages and Productivity," Working Papers 10-21, University of Aarhus, Aarhus School of Business, Department of Economics.
  74. Bandick, Roger & Görg, Holger & Karpaty, Patrik, 2010. "Foreign acquisitions, domestic multinationals, and R&D," Kiel Working Papers 1651, Kiel Institute for the World Economy (IfW Kiel).
  75. Rasmus Tangsgaard Varneskov & Valeri Voev, 2010. "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers 2010-45, Department of Economics and Business Economics, Aarhus University.
  76. Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
  77. Allan Sørensen, 2010. "Welfare Effects of Trade Liberalization with Intra-industry Reallocations: The Importance of Preferences and Market Failures," Economics Working Papers 2010-02, Department of Economics and Business Economics, Aarhus University.
  78. Torben M. Andersen & Allan Sørensen, 2010. "Product market integration, rents and wage inequality," Economics Working Papers 2010-04, Department of Economics and Business Economics, Aarhus University.
  79. Torben M. Andersen & Allan Sørensen, 2010. "Globalization, tax distortions and public sector retrenchment," Economics Working Papers 2010-09, Department of Economics and Business Economics, Aarhus University.
  80. Paola Andrea Barrientos Quiroga, 2010. "Convergence Patterns in Latin America," Economics Working Papers 2010-15, Department of Economics and Business Economics, Aarhus University.
  81. Kenneth L. Sørensen & Rune M. Vejlin, 2010. "Worker and Firm Heterogeneity in Wage Growth: An AKM approach," Economics Working Papers 2010-13, Department of Economics and Business Economics, Aarhus University.
  82. Rune M. Vejlin, 2010. "Residential Location, Job Location, and Wages: Theory and Empirics," Economics Working Papers 2010-14, Department of Economics and Business Economics, Aarhus University.
  83. Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010. "Ambit processes and stochastic partial differential equations," CREATES Research Papers 2010-17, Department of Economics and Business Economics, Aarhus University.
  84. Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010. "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers 2010-18, Department of Economics and Business Economics, Aarhus University.
  85. Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010. "Modelling electricity forward markets by ambit fields," CREATES Research Papers 2010-41, Department of Economics and Business Economics, Aarhus University.
  86. Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
  87. Anders Bredahl Kock, 2010. "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers 2010-56, Department of Economics and Business Economics, Aarhus University.
  88. Anderson, Jon E. & Burks, Stephen V. & Carpenter, Jeffrey P. & Götte, Lorenz & Maurer, Karsten & Nosenzo, Daniele & Potter, Ruth & Rocha, Kim & Rustichini, Aldo, 2010. "Self Selection Does Not Increase Other-Regarding Preferences among Adult Laboratory Subjects, but Student Subjects May Be More Self-Regarding than Adults," IZA Discussion Papers 5389, Institute of Labor Economics (IZA).
  89. Daniele Nosenzo, 2010. "The Impact of Pay Comparisons on Effort Behavior," Discussion Papers 2010-03, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  90. Daniele Nosenzo & Theo Offerman & Martin Sefton & Ailko van der Veen, 2010. "Inducing Good Behavior: Bonuses versus Fines in Inspection Games," Discussion Papers 2010-21, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  91. Torben G. Andersen & Luca Benzoni, 2010. "Stochastic Volatility," CREATES Research Papers 2010-10, Department of Economics and Business Economics, Aarhus University.
  92. Tom Engsted & Bent Nielsen, 2010. "Testing for rational bubbles in a co-explosive vector autoregression," CREATES Research Papers 2010-25, Department of Economics and Business Economics, Aarhus University.
  93. Robinson Kruse & Sanne Hiller, 2010. "Milestones of European Integration: Which matters most for Export Openness?," CREATES Research Papers 2010-27, Department of Economics and Business Economics, Aarhus University.
  94. Robinson Kruse, 2010. "On European monetary integration and the persistence of real effective exchange rates," CREATES Research Papers 2010-26, Department of Economics and Business Economics, Aarhus University.
  95. Robinson Kruse & Rickard Sandberg, 2010. "Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency," CREATES Research Papers 2010-36, Department of Economics and Business Economics, Aarhus University.
  96. Robinson Kruse & Philipp Sibbertsen, 2010. "Long memory and changing persistence," CREATES Research Papers 2010-42, Department of Economics and Business Economics, Aarhus University.
  97. Thomas Q. Pedersen, 2010. "Predictable return distributions," CREATES Research Papers 2010-38, Department of Economics and Business Economics, Aarhus University.
  98. Fernando Baltazar-Larios & Michael Sørensen, 2010. "Maximum likelihood estimation for integrated diffusion processes," CREATES Research Papers 2010-33, Department of Economics and Business Economics, Aarhus University.
  99. Mogens Bladt & Michael Sørensen, 2010. "Simple simulation of diffusion bridges with application to likelihood inference for diffusions," CREATES Research Papers 2010-32, Department of Economics and Business Economics, Aarhus University.
  100. Bent Jesper Christensen & Petra Posedel, 2010. "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers 2010-50, Department of Economics and Business Economics, Aarhus University.
  101. Bent Jesper Christensen & Paolo Santucci de Magistris, 2010. "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers 2010-60, Department of Economics and Business Economics, Aarhus University.
  102. Bent Jesper Christensen & Malene Kallestrup Lamb, 2010. "The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior," CREATES Research Papers 2010-62, Department of Economics and Business Economics, Aarhus University.
  103. Dale T. Mortensen & Bent Jesper Christensen & Jesper Bagger, 2010. "Wage and Productivity Dispersion: Labor Quality or Rent Sharing?," 2010 Meeting Papers 758, Society for Economic Dynamics.
  104. Cárdenas, Juan-Camilo & Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2010. "Gender Differences in Competitiveness and Risk Taking: Comparing Children in Colombia and Sweden," Research Papers in Economics 2010:18, Stockholm University, Department of Economics.
  105. Martin Paldam & Laurent Callot, 2010. "Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis," Economics Working Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
  106. Laurent A.F. Callot, 2010. "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers 2010-75, Department of Economics and Business Economics, Aarhus University.
  107. Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010. "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," CREATES Research Papers 2010-07, Department of Economics and Business Economics, Aarhus University.
  108. Martin Paldam, 2010. "A check of Maddison’s gdp data. Benford’s Law with some range problems," Economics Working Papers 2010-18, Department of Economics and Business Economics, Aarhus University.
  109. Stefan Holst Bache, 2010. "Minimax Regression Quantiles," CREATES Research Papers 2010-54, Department of Economics and Business Economics, Aarhus University.
  110. Juanna Schrøter Joensen, 2010. "Timing and Incentives: Impacts of Student Aid on Academic Achievement," 2010 Meeting Papers 823, Society for Economic Dynamics.
  111. Martin M. Andreasen, 2010. "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers 2010-63, Department of Economics and Business Economics, Aarhus University.
  112. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers 2010-30, Department of Economics and Business Economics, Aarhus University.
  113. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
  114. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  115. Mathias Beiglbock & Walter Schachermayer & Bezirgen Veliyev, 2010. "A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage," Papers 1004.5559, arXiv.org.
  116. Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2010. "Weathering the financial storm: The importance of fundamentals and flexibility," Economics Working Papers 2010-17, Department of Economics and Business Economics, Aarhus University.

2009

  1. Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers 2009-01, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Anders Rygh Swensen, 2009. "On a numerical and graphical technique for evaluating some models involving rational expectations," CREATES Research Papers 2009-19, Department of Economics and Business Economics, Aarhus University.
  3. Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009. "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
  4. Eriksson, Tor & Pytliková, Mariola & Warzynski, Frederic, 2009. "Increased Sorting and wage Inequality in the Czech Republic: New Evidence Using Linked Employer-Employee Dataset," Working Papers 09-5, University of Aarhus, Aarhus School of Business, Department of Economics.
  5. Chen, Longhwa & Eriksson, Tor, 2009. "Vacancy Duration, Wage Offers, and Job Requirements - Pre-Match Data Evidence," Working Papers 09-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  6. Eriksson, Tor & Smeets, Valerie & Warzynski, Frederic, 2009. "Small Open Economy Firms in International Trade: Evidence from Danish Transactions-Level Data," Working Papers 09-7, University of Aarhus, Aarhus School of Business, Department of Economics.
  7. Eriksson, Tor & Pylikowa, Mariola, 2009. "Foreign Ownership Wage Premia in Emerging Economies: Evidence from Czech Republic," Working Papers 09-14, University of Aarhus, Aarhus School of Business, Department of Economics.
  8. Eriksson, Tor, 2009. "How Many Danish Jobs Can (Potentially) Be Done Elsewhere?," Working Papers 09-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  9. Zhang, Yingqiang & Eriksson, Tor, 2009. "Inequality of Opportunity and Income Inequality in Nine Chinese Provinces, 1989-2006," Working Papers 09-18, University of Aarhus, Aarhus School of Business, Department of Economics.
  10. Bentzen, Jan & Smith, Valdemar, 2009. "Wine production in Denmark Do the characteristics of the vineyards affect the chances for awards?," Working Papers 09-21, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  12. Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  13. Kyyrä, Tomi & Parrotta, Pierpaolo & Rosholm, Michael, 2009. "The effect of receiving supplementary UI benefits on unemployment duration," Working Papers 1, VATT Institute for Economic Research.
  14. Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge.
  15. Timmermann, Allan & Liu, Jun, 2009. "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers 7188, C.E.P.R. Discussion Papers.
  16. Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2009. "The performance of European equity mutual funds," CFR Working Papers 09-03, University of Cologne, Centre for Financial Research (CFR).
  17. Christian M. Dahl & Emma M. Iglesias, 2009. "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers 2009-59, Department of Economics and Business Economics, Aarhus University.
  18. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
  19. Philipp J.H. Schröeder & Allan Sørensen, 2009. "Second Thoughts on Exporter Productivity," Economics Working Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
  20. Davide Sala & Philipp J.H. Schröder & Erdal Yalcin, 2009. "Market Access through Bound Tariffs," CESifo Working Paper Series 2858, CESifo.
  21. Helena Skyt Nielsen, 2009. "Causes and Consequences of a Father’s Child Leave: Evidence from a Reform of Leave Schemes," Economics Working Papers 2009-08, Department of Economics and Business Economics, Aarhus University.
  22. Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers 2009-37, Department of Economics and Business Economics, Aarhus University.
  23. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
  24. Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," CREATES Research Papers 2009-55, Department of Economics and Business Economics, Aarhus University.
  25. Dennis Kristensen & Andrew Ang, 2009. "Testing Conditional Factor Models," CREATES Research Papers 2009-09, Department of Economics and Business Economics, Aarhus University.
  26. Dennis Kristensen & Antonio Mele, 2009. "Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models," CREATES Research Papers 2009-14, Department of Economics and Business Economics, Aarhus University.
  27. Dennis Kristensen, 2009. "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers 2009-41, Department of Economics and Business Economics, Aarhus University.
  28. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
  29. Michael Creel & Dennis Kristensen, 2009. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 792.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  30. Michael Creel & Dennis Kristensen, 2009. "SNM Guide," UFAE and IAE Working Papers 793.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  31. Alexander K. Koch & Albrecht Morgenstern & Philippe Raab, 2009. "Career concerns incentives: An experimental test," Economics Working Papers 2009-01, Department of Economics and Business Economics, Aarhus University.
  32. Koch, Alexander K. & Morgenstern, Albrecht, 2009. "Coordination under the Shadow of Career Concerns," IZA Discussion Papers 4039, Institute of Labor Economics (IZA).
  33. Koch, Alexander K. & Nafziger, Julia, 2009. "Commitment to Self-Rewards," IZA Discussion Papers 4049, Institute of Labor Economics (IZA).
  34. Koch, Alexander K. & Nafziger, Julia, 2009. "Motivational Goal Bracketing," IZA Discussion Papers 4471, Institute of Labor Economics (IZA).
  35. Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2009. "Preferences and Beliefs in a Sequential Social Dilemma: A Within-Subjects Analysis," IZA Discussion Papers 4624, Institute of Labor Economics (IZA).
  36. Strulik, Holger & Trimborn, Timo, 2009. "Fiscal Stimulus: A Neoclassical Perspective," Hannover Economic Papers (HEP) dp-421, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  37. Hirth, Stefan & Uhrig-Homburg, Marliese, 2009. "Investment Timing, Liquidity, and Agency Costs of Debt," Finance Research Group Working Papers F-2009-04, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  38. Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers 2009-45, Department of Economics and Business Economics, Aarhus University.
  39. Kim Christensen & Roel Oomen & Mark Podolskij, 2009. "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers 2009-27, Department of Economics and Business Economics, Aarhus University.
  40. Theis Lange, 2009. "First and second order non-linear cointegration models," CREATES Research Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
  41. Anders Tolver Jensen & Theis Lange, 2009. "On IGARCH and convergence of the QMLE for misspecified GARCH models," CREATES Research Papers 2009-06, Department of Economics and Business Economics, Aarhus University.
  42. Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009. "Multipower Variation for Brownian Semistationary Processes," CREATES Research Papers 2009-21, Department of Economics and Business Economics, Aarhus University.
  43. Mark Podolskij & Mathias Vetter, 2009. "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers 2009-47, Department of Economics and Business Economics, Aarhus University.
  44. Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009. "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes," CREATES Research Papers 2009-60, Department of Economics and Business Economics, Aarhus University.
  45. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
  46. Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009. "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports 395, Federal Reserve Bank of New York.
  47. B. Jungbacker & S.J. Koopman & M. van der Wel, 2009. "Dynamic Factor Analysis in The Presence of Missing Data," Tinbergen Institute Discussion Papers 09-010/4, Tinbergen Institute, revised 11 Mar 2011.
  48. Martha Misas A. & Enrique López E. & Juan Carlos Parra A., 2009. "La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa," Borradores de Economia 569, Banco de la Republica de Colombia.
  49. Martha Misas Arango & Enrique López Enciso & Juan Carlos Parra, 2009. "La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa," Borradores de Economia 5735, Banco de la Republica.
  50. Datta Gupta, Nabanita & Kristensen, Nicolai & Pozzoli, Dario, 2009. "External Validation of the Use of Vignettes in Cross-Country Health Studies," IZA Discussion Papers 3989, Institute of Labor Economics (IZA).
  51. Datta Gupta, Nabanita & Greve, Jane, 2009. "Overweight and Obesity and the Demand for Primary Physician Care," IZA Discussion Papers 4098, Institute of Labor Economics (IZA).
  52. Andersen, Torben M & Svarer, Michael, 2009. "Business Cycle Dependent Unemployment Insurance," CEPR Discussion Papers 7334, C.E.P.R. Discussion Papers.
  53. Nisar Ahmad & Michael Svarer, 2009. "The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment," Economics Working Papers 2009-14, Department of Economics and Business Economics, Aarhus University.
  54. Marianne Simonsen & Lars Skipper, 2009. "The Family Gap Reconsidered: What Wombmates Reveal," Economics Working Papers 2009-09, Department of Economics and Business Economics, Aarhus University.
  55. Simonsen, Marianne & Skipper, Lars, 2009. "The Family Gap in Wages: What Wombmates Reveal," IZA Discussion Papers 4650, Institute of Labor Economics (IZA).
  56. Sharon Harrison & Mark Weder, 2009. "Technological Change and the Roaring Twenties: A Neoclassical Perspective," School of Economics and Public Policy Working Papers 2009-29, University of Adelaide, School of Economics and Public Policy.
  57. Nopphawan Photphisutthiphong & Mark Weder, 2009. "Capital-Labor Substitution, Sector-Specific Externalities and Indeterminacy," School of Economics and Public Policy Working Papers 2009-36, University of Adelaide, School of Economics and Public Policy.
  58. Christian Bjørnskov & Martin Paldam, 2009. "The spirits of capitalism and socialism. A cross-country study of ideology," Economics Working Papers 2009-18, Department of Economics and Business Economics, Aarhus University.
  59. Bjørnskov, Christian & Dreher, Axel & Fischer, Justina A. V. & Schnellenbach, Jan, 2009. "On the relation between income inequality and happiness: Do fairness perceptions matter?," University of Göttingen Working Papers in Economics 91, University of Goettingen, Department of Economics.
  60. Berggren, Niclas & Bergh, Andreas & Bjørnskov, Christian, 2009. "The growth effects of institutional instability," Working Papers 2009:8, Lund University, Department of Economics.
  61. Berggren, Niclas & Bjørnskov, Christian, 2009. "Is the Importance of Religion in Daily Life Related to Social Trust? Cross-Country and Cross-State Comparisons," Ratio Working Papers 142, The Ratio Institute.
  62. Bergh, Andreas & Bjørnskov, Christian, 2009. "Historical Trust Levels Predict Current Welfare State Design," Ratio Working Papers 144, The Ratio Institute.
  63. Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
  64. Niels Haldrup & Antonio Montañés & Andreu Sansó, 2009. "Detection of additive outliers in seasonal time series," CREATES Research Papers 2009-40, Department of Economics and Business Economics, Aarhus University.
  65. Spiros Bougheas & Richard Kneller & Raymond Riezman, 2009. "Optimal Education Policies and Comparative Advantage," CESifo Working Paper Series 2631, CESifo.
  66. Carsten Kowalczyk & Raymond Riezman, 2009. "Trade Agreements," CESifo Working Paper Series 2660, CESifo.
  67. Yuezhou Cai & Raymond Riezman & John Whalley, 2009. "International Trade and the Negotiability of Global Climate Change Agreements," NBER Working Papers 14711, National Bureau of Economic Research, Inc.
  68. Morten Ørregaard Nielsen, 2009. "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," CREATES Research Papers 2009-02, Department of Economics and Business Economics, Aarhus University.
  69. Jeroen V.K. Rombouts & Lars Stentoft, 2009. "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CREATES Research Papers 2009-07, Department of Economics and Business Economics, Aarhus University.
  70. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
  71. Tue Gørgens & Allan Würtz, 2009. "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers 2009-54, Department of Economics and Business Economics, Aarhus University.
  72. Bandick, Roger & Görg, Holger, 2009. "Foreign acquisition, plant survival, and employment growth," Working Papers 09-10, University of Aarhus, Aarhus School of Business, Department of Economics.
  73. Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, Department of Economics and Business Economics, Aarhus University.
  74. Valeri Voev, 2009. "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers 2009-56, Department of Economics and Business Economics, Aarhus University.
  75. Marie-Louise Vierø, 2009. "Bait Contracts," Working Paper 1212, Economics Department, Queen's University.
  76. Maria Knoth Humlum & Rune Majlund Vejlin, 2009. "The Effects of Financial Aid in High School on Academic and Labor Market Outcomes: A Quasi-Experimental Study," Economics Working Papers 2009-02, Department of Economics and Business Economics, Aarhus University.
  77. Torben Sørensen & Rune Vejlin, 2009. "The Importance of Worker, Firm and Match Fixed Effects in the Formation of Wages," Economics Working Papers 2009-11, Department of Economics and Business Economics, Aarhus University.
  78. Almut E. D. Veraart & Luitgard A. M. Veraart, 2009. "Stochastic volatility and stochastic leverage," CREATES Research Papers 2009-20, Department of Economics and Business Economics, Aarhus University.
  79. Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009. "Stochastic volatility of volatility in continuous time," CREATES Research Papers 2009-25, Department of Economics and Business Economics, Aarhus University.
  80. Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, Department of Economics and Business Economics, Aarhus University.
  81. Simon Gaechter & Daniele Nosenzo & Elke Renner & Martin Sefton, 2009. "Sequential versus Simultaneous Contributions to Public Goods: Experimental Evidence," CESifo Working Paper Series 2602, CESifo.
  82. Simon Gaechter & Daniele Nosenzo & Elke Renner & Martin Sefton, 2009. "Who Makes a Good Leader? Social Preferences and Leading-by-Example," Levine's Working Paper Archive 814577000000000099, David K. Levine.
  83. Daniele Nosenzo & Martin Sefton, 2009. "Endogenous Move Structure And Voluntary Provision Of Public Goods: Theory And Experiment," Discussion Papers 2009-09, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  84. Simon Gaechter & Daniele Nosenzo & Elke Renner & Martin Sefton, 2009. "Who Makes A Good Leader? Cooperativeness, Optimism And Leading-By-Example," Discussion Papers 2009-19, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  85. Torben G. Andersen & Viktor Todorov, 2009. "Realized Volatility and Multipower Variation," CREATES Research Papers 2009-49, Department of Economics and Business Economics, Aarhus University.
  86. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers 2009-52, Department of Economics and Business Economics, Aarhus University.
  87. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Duration-Based Volatility Estimation," Global COE Hi-Stat Discussion Paper Series gd08-034, Institute of Economic Research, Hitotsubashi University.
  88. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
  89. Tom Engsted & Thomas Q. Pedersen, 2009. "The dividend-price ratio does predict dividend growth: International evidence," CREATES Research Papers 2009-36, Department of Economics and Business Economics, Aarhus University.
  90. Hiller, Sanne & Yalcin, Erdal, 2009. "Switching between Domestic Market Activity, Export and FDI," Working Papers 09-13, University of Aarhus, Aarhus School of Business, Department of Economics.
  91. Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, Department of Economics and Business Economics, Aarhus University.
  92. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009. "What do we know about real exchange rate non-linearities?," CREATES Research Papers 2009-50, Department of Economics and Business Economics, Aarhus University.
  93. Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009. "Forecasting long memory time series under a break in persistence," CREATES Research Papers 2009-53, Department of Economics and Business Economics, Aarhus University.
  94. Frank S. Nielsen, 2009. "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers 2009-38, Department of Economics and Business Economics, Aarhus University.
  95. Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2009. "Outrunning the Gender Gap – Boys and Girls Compete Equally," SSE/EFI Working Paper Series in Economics and Finance 709, Stockholm School of Economics, revised 25 Mar 2011.
  96. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, Department of Economics and Business Economics, Aarhus University.
  97. Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application," CREATES Research Papers 2009-28, Department of Economics and Business Economics, Aarhus University.
  98. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  99. Erich Gundlach & Martin Paldam, 2009. "The religious transition - A long-run perspective," Economics Working Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
  100. Martin Paldam, 2009. "The welfare state and Baumol’s law," Economics Working Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  101. Erich Gundlach & Martin Paldam, 2009. "The agricultural and the democratic transitions - Causality and the Roundup model," Economics Working Papers 2009-06, Department of Economics and Business Economics, Aarhus University.
  102. Hristos Doucouliagos & Martin Paldam, 2009. "Development Aid and Growth: An association converging to zero," Economics Working Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
  103. Arni, Patrick & Lalive, Rafael & van Ours, Jan C., 2009. "How effective are unemployment benefit sanctions? Looking beyond unemployment exit," Working Paper Series 2009:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  104. van Ours, Jan C. & Lalive, Rafael & Arni, Patrick, 2009. "How Effective Are Unemployment Benefit Sanctions?," CEPR Discussion Papers 7541, C.E.P.R. Discussion Papers.
  105. Martin M. Andreasen, 2009. "Stochastic Volatility and DSGE Models," CREATES Research Papers 2009-29, Department of Economics and Business Economics, Aarhus University.
  106. Eduardo Rossi & Paolo Santucci de Magistris, 2009. "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers 2009-30, Department of Economics and Business Economics, Aarhus University.
  107. Eduardo Rossi & Paolo Santucci de Magistris, 2009. "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers 2009-31, Department of Economics and Business Economics, Aarhus University.
  108. LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009. "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE 2009002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  109. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
  110. SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009. "Understanding volatility dynamics in the EU-ETS market: lessons from the future," LIDAM Discussion Papers CORE 2009024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  111. Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph, 2009. "Low risk and high return - how emotions shape expectations on the stock market," CFR Working Papers 09-10, University of Cologne, Centre for Financial Research (CFR).

2008

  1. Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008. "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers 2008-03, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Bent Nielsen, 2008. "An analysis of the indicator saturation estimator as a robust regression estimator," CREATES Research Papers 2008-09, Department of Economics and Business Economics, Aarhus University.
  3. 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.
  4. Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers 2008-05, Department of Economics and Business Economics, Aarhus University.
  5. Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Multivariate GARCH models," CREATES Research Papers 2008-06, Department of Economics and Business Economics, Aarhus University.
  6. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Parameterizing unconditional skewness in models for financial time series," CREATES Research Papers 2008-07, Department of Economics and Business Economics, Aarhus University.
  7. Christina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers 2008-08, Department of Economics and Business Economics, Aarhus University.
  8. Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008. "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers 2008-19, Department of Economics and Business Economics, Aarhus University.
  9. Tor Eriksson & Anders Poulsen & Marie-Claire Villeval, 2008. "Feedback and Incentives : Experimental Evidence," Working Papers 0812, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  10. Tor Eriksson & Marie Claire Villeval, 2008. "Performance Pay, Sorting and Social Motivation," Post-Print halshs-00331753, HAL.
  11. Smith, Nina & Smith, Valdemar & Verner, Mette, 2008. "Women in Top Management and Firm Performance," Working Papers 08-12, University of Aarhus, Aarhus School of Business, Department of Economics.
  12. Bell, Linda & Smith, Nina & Smith, Valdemar & Verner, Mette, 2008. "Gender differences in promotion into top-management jobs," Working Papers 08-21, University of Aarhus, Aarhus School of Business, Department of Economics.
  13. Bentzen, Jan & Smith, Valdemar, 2008. "An empirical analysis of the relationship between the consumption of alcohol and liver cirrhosis mortality," Working Papers 08-22, University of Aarhus, Aarhus School of Business, Department of Economics.
  14. Madsen, Erik Strøjer & Smith, Valdemar, 2008. "Commercialization of Innovations and Firm Performance," Working Papers 08-26, University of Aarhus, Aarhus School of Business, Department of Economics.
  15. Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008. "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper 1173, Economics Department, Queen's University.
  16. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
  17. Rosholm, Michael, 2008. "Experimental Evidence on the Nature of the Danish Employment Miracle," Working Papers 08-14, University of Aarhus, Aarhus School of Business, Department of Economics.
  18. Clausen, Jens & Heinesen, Eskil & Hummelgaard, Hans & Husted, Leif & Rosholm, Michael, 2008. "The Effect of Integration Policies on the Time until Regular Employment of Newly Arrived Immigrants: Evidence from Denmark," IZA Discussion Papers 3849, Institute of Labor Economics (IZA).
  19. Andrew J. Patton & Allan Timmermann, 2008. "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers 2008-54, Department of Economics and Business Economics, Aarhus University.
  20. Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
  21. Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
  22. Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008. "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers 37, Brandeis University, Department of Economics and International Business School.
  23. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, Department of Economics and Business Economics, Aarhus University.
  24. Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, Department of Economics and Business Economics, Aarhus University.
  25. Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
  26. Christian M. Dahl & Yu Qin, 2008. "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers 2008-45, Department of Economics and Business Economics, Aarhus University.
  27. Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008. "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers 2008-46, Department of Economics and Business Economics, Aarhus University.
  28. Jurgen Bitzer & Holger Görg & Philipp J.H. Schröder, 2008. "Can Trade Really Hurt? An Empirical Follow-up on Samuelson’s Controversial Paper," Discussion Papers 08/34, University of Nottingham, GEP.
  29. Bitzer, Jürgen & Görg, Holger & Schröder, Philipp J. H., 2008. "Can trade really hurt? An empirical follow-up on Samuelson's controversial paper," Kiel Working Papers 1451, Kiel Institute for the World Economy (IfW Kiel).
  30. Helena Skyt Nielsen & Torben Sørensen & Christopher Taber, 2008. "Estimating the Effect of Student Aid on College Enrollment: Evidence from a Government Grant Policy Reform," Economics Working Papers 2008-14, Department of Economics and Business Economics, Aarhus University.
  31. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, Department of Economics and Business Economics, Aarhus University.
  32. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2008. "Choosing to Keep Up with the Joneses and Income Inequality," Staff General Research Papers Archive 12862, Iowa State University, Department of Economics.
  33. Richard Barnett & Joydeep Bhattacharya & Helle Bunzel, 2008. "Choosing to keep up with the Joneses," Economics Working Papers 2008-01, Department of Economics and Business Economics, Aarhus University.
  34. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2008. "Are the Joneses Making You Financially Vulnerable?," Staff General Research Papers Archive 12909, Iowa State University, Department of Economics.
  35. Bunzel, Helle & Iglesias, Emma M., 2008. "Extending the Use of the Block-Block Bootstrap to AR(∞) Processes," Staff General Research Papers Archive 12965, Iowa State University, Department of Economics.
  36. Damm, Anna Piil & Schultz-Nielsen, Marie Louise, 2008. "The Construction of Neighbourhoods and its Relevance for the Measurement of Social and Ethnic Segregation: Evidence from Denmark," IZA Discussion Papers 3719, Institute of Labor Economics (IZA).
  37. Dennis Kristensen, 2008. "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers 2008-37, Department of Economics and Business Economics, Aarhus University.
  38. Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
  39. Alexander K. Koch & Eloïc Peyrache, 2008. "Aligning Ambition and Incentives," Economics Working Papers 2008-16, Department of Economics and Business Economics, Aarhus University.
  40. Alexander K. Koch & Eloïc Peyrache, 2008. "Moral hazard contracts: Does one size fit all?," Post-Print hal-00463445, HAL.
  41. Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008. "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers 3517, Institute of Labor Economics (IZA).
  42. Koch, Alexander K. & Nafziger, Julia, 2008. "Self-Regulation through Goal Setting," IZA Discussion Papers 3893, Institute of Labor Economics (IZA).
  43. Leonidas Enrique De La Rosa, 2008. "Overconfidence in a Career-Concerns Setting," CESifo Working Paper Series 2405, CESifo.
  44. Omar Feraboli & Tim Trimborn, 2008. "Trade Liberalization and Income Distribution: A CGE Model for Jordan," International Trade and Finance Association Conference Papers 1117, International Trade and Finance Association.
  45. Strulik, Holger & Trimborn, Timo, 2008. "Anticipated Tax Reforms and Temporary Tax Cuts: A General Equilibrium Analysis," Hannover Economic Papers (HEP) dp-406, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  46. Mark Podolskij & Daniel Ziggel, 2008. "A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models," CREATES Research Papers 2008-22, Department of Economics and Business Economics, Aarhus University.
  47. Mark Podolskij & Mathias Vetter, 2008. "Bipower-type estimation in a noisy diffusion setting," CREATES Research Papers 2008-25, Department of Economics and Business Economics, Aarhus University.
  48. Mark Podolskij & Daniel Ziggel, 2008. "New tests for jumps: a threshold-based approach," CREATES Research Papers 2008-34, Department of Economics and Business Economics, Aarhus University.
  49. Silja Kinnebrock & Mark Podolskij, 2008. "An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models," OFRC Working Papers Series 2008fe25, Oxford Financial Research Centre.
  50. Christian Dahl Winther, 2008. "Popularity and Debut," Economics Working Papers 2008-02, Department of Economics and Business Economics, Aarhus University.
  51. Christian Dahl Winther, 2008. "Brand popularity, endogenous leadership, and product introduction in industries with word of mouth communication," Economics Working Papers 2008-11, Department of Economics and Business Economics, Aarhus University.
  52. Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008. "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series 2008/47, Center for Financial Studies (CFS).
  53. Lavan Mahadeva & Juan Carlos Parra Alvarez, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 479, Banco de la Republica de Colombia.
  54. Juan Carlos Parra Alvarez, 2008. "Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE," Borradores de Economia 509, Banco de la Republica de Colombia.
  55. Juan Carlos Parra Alvarez, 2008. "Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medición de Largo Plazo," Borradores de Economia 542, Banco de la Republica de Colombia.
  56. Juan Carlos Parra Alvarez, 2008. "Hechos Estilizados de la Economía Colombiana:Fundamentos Empíricos para la Construcción y Evaluación de un Modelo DSGE," Borradores de Economia 4602, Banco de la Republica.
  57. Juan Carlos Parra Alvarez, 2008. "Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medición de Largo Plazo," Borradores de Economia 5211, Banco de la Republica.
  58. Gupta, Nabanita Datta & Kristensen, Nicolai & Pozzoli, Dario, 2008. "The validity of vignettes in cross country health studies," Working Papers 08-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  59. Datta Gupta, Nabanita & Stratton, Leslie S., 2008. "Institutions, Social Norms, and Bargaining Power: An Analysis of Individual Leisure Time in Couple Households," IZA Discussion Papers 3773, Institute of Labor Economics (IZA).
  60. Torben M. Andersen & Michael Svarer, 2008. "The role of workfare in striking a balance between incentives and insurance in the labour market," Economics Working Papers 2008-05, Department of Economics and Business Economics, Aarhus University.
  61. Michael Svarer, 2008. "Crime and Partnerships," Economics Working Papers 2008-06, Department of Economics and Business Economics, Aarhus University.
  62. Marianne Simonsen & Lars Skipper, 2008. "The Incidence and Intensity of Formal Lifelong Learning," Economics Working Papers 2008-07, Department of Economics and Business Economics, Aarhus University.
  63. Bjørnskov, Christian & Kurrild-Klitgaard, Peter, 2008. "Economic Growth and Institutional Reform in Modern Monarchies and Republics: : A Historical Cross-Country Perspective 1820-2000," Working Papers 08-15, University of Aarhus, Aarhus School of Business, Department of Economics.
  64. Bjørnskov, Christian & Dreher, Axel & Fischer, Justina AV, 2008. "Formal Institutions and Subjective Well-Being: Revisiting the Cross-Country Evidence," SSE/EFI Working Paper Series in Economics and Finance 699, Stockholm School of Economics.
  65. Brix, Louise Lykke & Bentzen, Jan, 2008. "Waste Generation in Denmark 1994-2005 : An Environmental and Economic Analysis," Working Papers 08-27, University of Aarhus, Aarhus School of Business, Department of Economics.
  66. Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, Department of Economics and Business Economics, Aarhus University.
  67. Ping Wang & Raymond Riezman, 2008. "Preference Bias and Outsourcing to Market: A Steady-State Analysis," CESifo Working Paper Series 2222, CESifo.
  68. Atsushi Oshima & B. Ravikumar & Raymond Riezman, 2008. "Entrepreneurship, Organization Capital and the Evolution of the Firm," CESifo Working Paper Series 2242, CESifo.
  69. Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen, 2008. "Local polynomial Whittle estimation of perturbed fractional processes," CREATES Research Papers 2008-29, Department of Economics and Business Economics, Aarhus University.
  70. Per Frederiksen & Morten Ørregaard Nielsen, 2008. "Bias-reduced estimation of long memory stochastic volatility," CREATES Research Papers 2008-35, Department of Economics and Business Economics, Aarhus University.
  71. Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, Department of Economics and Business Economics, Aarhus University.
  72. Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics.
  73. Morten Ø. Nielsen & Per Houmann Frederiksen, 2008. "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper 1171, Economics Department, Queen's University.
  74. Lars Stentoft, 2008. "Option Pricing using Realized Volatility," CREATES Research Papers 2008-13, Department of Economics and Business Economics, Aarhus University.
  75. Lars Stentoft, 2008. "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers 2008-41, Department of Economics and Business Economics, Aarhus University.
  76. Jie Zhu, 2008. "FIEGARCH-M and and International Crises: A Cross-Country Analysis," CREATES Research Papers 2008-16, Department of Economics and Business Economics, Aarhus University.
  77. Jie Zhu, 2008. "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers 2008-14, Department of Economics and Business Economics, Aarhus University.
  78. Jie Zhu, 2008. "Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach," CREATES Research Papers 2008-15, Department of Economics and Business Economics, Aarhus University.
  79. Ingmar Nolte & Valeri Voev, 2008. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers 2008-31, Department of Economics and Business Economics, Aarhus University.
  80. Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
  81. Andrea Craig & Marie-Louise Viero, 2008. "Academia Or The Private Sector? Sorting Of Agents Into Institutions And An Outside Sector," Working Paper 1198, Economics Department, Queen's University.
  82. Torben M. Andersen & Allan Sørensen, 2008. "Globalisation squeezes the public sector - is it so obvious?," Economics Working Papers 2008-08, Department of Economics and Business Economics, Aarhus University.
  83. Nafziger, Julia, 2008. "Job Assignments, Intrinsic Motivation and Explicit Incentives," Bonn Econ Discussion Papers 5/2008, University of Bonn, Bonn Graduate School of Economics (BGSE).
  84. Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.
  85. Almut E. D. Veraart, 2008. "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers 2008-57, Department of Economics and Business Economics, Aarhus University.
  86. Gächter, Simon & Nosenzo, Daniele & Sefton, Martin, 2008. "The Impact of Social Comparisons on Reciprocity," IZA Discussion Papers 3639, Institute of Labor Economics (IZA).
  87. Torben G. Andersen & Luca Benzoni, 2008. "Realized volatility," Working Paper Series WP-08-14, Federal Reserve Bank of Chicago.
  88. Neil Shephard & Torben Andersen, 2008. "Stochastic Volatility: Origins and Overview," Economics Papers 2008-W04, Economics Group, Nuffield College, University of Oxford.
  89. Maria Knoth Humlum, 2008. "Timing of Family Income, Borrowing Constraints and Child Achievement," Economics Working Papers 2008-12, Department of Economics and Business Economics, Aarhus University.
  90. Tom Engsted & Stig V. Møller, 2008. "An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns," CREATES Research Papers 2008-12, Department of Economics and Business Economics, Aarhus University.
  91. Tom Engsted & Thomas Q. Pedersen, 2008. "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," CREATES Research Papers 2008-27, Department of Economics and Business Economics, Aarhus University.
  92. Gabriel J Felbermayr & Sanne Hiller & Davide Sala, 2008. "Does Immigration Boost Per Capita Income?," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 300/2008, Department of Economics, University of Hohenheim, Germany.
  93. Kruse, Robinson, 2008. "Rational bubbles and fractional integration," Hannover Economic Papers (HEP) dp-394, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  94. Kruse, Robinson, 2008. "A new unit root test against ESTAR based on a class of modified statistics," Hannover Economic Papers (HEP) dp-398, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  95. Thomas Q. Pedersen, 2008. "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers 2008-60, Department of Economics and Business Economics, Aarhus University.
  96. Frank S. Nielsen, 2008. "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers 2008-28, Department of Economics and Business Economics, Aarhus University.
  97. Michael Sørensen, 2008. "Parametric inference for discretely sampled stochastic differential equations," CREATES Research Papers 2008-18, Department of Economics and Business Economics, Aarhus University.
  98. Bent Jesper Christensen & Michael Sørensen, 2008. "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers 2008-51, Department of Economics and Business Economics, Aarhus University.
  99. Michael Sørensen, 2008. "Efficient estimation for ergodic diffusions sampled at high frequency," CREATES Research Papers 2007-46, Department of Economics and Business Economics, Aarhus University.
  100. Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008. "Poisson Autoregression," Discussion Papers 08-35, University of Copenhagen. Department of Economics, revised Dec 2008.
  101. Frédérique Bec & Anders Rahbek & Neil Shephard, 2008. "The ACR model: a multivariate dynamic mixture autoregression," THEMA Working Papers 2008-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  102. Erich Gundlach & Martin Paldam, 2008. "Income and Democracy: A Comment on Acemoglu, Johnson, Robinson, and Yared (2008)," Economics Working Papers 2008-13, Department of Economics and Business Economics, Aarhus University.
  103. Erich Gundlach & Martin Paldam, 2008. "The Democratic Transition. A study of the causality between income and the Gastil democracy index," Economics Working Papers 2008-15, Department of Economics and Business Economics, Aarhus University.
  104. Erich Gundlach & Martin Paldam, 2008. "A farewell to critical junctures: Sorting out long-run causality of income and democracy," Economics Working Papers 2008-04, Department of Economics and Business Economics, Aarhus University.
  105. Martin Paldam, 2008. "Development and foreign debt: The stylized facts 1970-2006," Economics Working Papers 2008-10, Department of Economics and Business Economics, Aarhus University.
  106. Gundlach, Erich & Paldam, Martin, 2008. "The transition of corruption: From poverty to honesty," Kiel Working Papers 1411, Kiel Institute for the World Economy (IfW Kiel).
  107. Jørgensen, Peter Løchte & De Giovanni, Domenico, 2008. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Finance Research Group Working Papers F-2008-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  108. Martin Møller Andreasen, 2008. "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers 2008-33, Department of Economics and Business Economics, Aarhus University.
  109. Martin Møller Andreasen, 2008. "Ensuring the Validity of the Micro Foundation in DSGE Models," CREATES Research Papers 2008-26, Department of Economics and Business Economics, Aarhus University.
  110. Martin Møller Andreasen, 2008. "How to Maximize the Likelihood Function for a DSGE Model," CREATES Research Papers 2008-32, Department of Economics and Business Economics, Aarhus University.
  111. Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
  112. Pieniak, Zuzanna & Verbeke, Wim & Scholderer, Joachim & Brunso, Karen & Olsen, Svein Ottar, 2008. "How do affective health-related and cognitive determinants influence fish consumption? A consumer survey in five European countries," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44326, European Association of Agricultural Economists.
  113. Perez-Cueto, Federico J.A. & Verbeke, Wim & Chryssochoidis, George M. & Grunert, Klaus G. & Scholderer, Joachim, 2008. "Occasions, people and places for pork consumption in Europe. Empirical findings from the Q-Porkchains pan-European consumer survey," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44236, European Association of Agricultural Economists.

2007

  1. Søren Johansen, 2007. "Some identification problems in the cointegrated vector autoregressive model," CREATES Research Papers 2007-32, Department of Economics and Business Economics, Aarhus University.
  2. Søren Johansen & Morten Ørregaard Nielsen, 2007. "Likelihood inference for a nonstationary fractional autoregressive model," CREATES Research Papers 2007-33, Department of Economics and Business Economics, Aarhus University.
  3. Søren Johansen, 2007. "Correlation, regression, and cointegration of nonstationary economic time series," CREATES Research Papers 2007-35, Department of Economics and Business Economics, Aarhus University.
  4. Søren Johansen & David F. Hendry & Carlos Santos, 2007. "Selecting a Regression Saturated by Indicators," CREATES Research Papers 2007-36, Department of Economics and Business Economics, Aarhus University.
  5. Søren Johansen & Anders Rygh Swensen, 2007. "Exact rational expectations, cointegration, and reduced rank regression," CREATES Research Papers 2007-41, Department of Economics and Business Economics, Aarhus University.
  6. Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers 07-35, University of Copenhagen. Department of Economics.
  7. Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance 649, Stockholm School of Economics, revised 04 May 2008.
  8. Teräsvirta, Timo & Zhao, Zhenfang, 2007. "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 662, Stockholm School of Economics, revised 01 Aug 2007.
  9. Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," SSE/EFI Working Paper Series in Economics and Finance 675, Stockholm School of Economics, revised 14 Feb 2008.
  10. Eriksson, Tor & Ortega, Jaime, 2007. "Performance Pay and the "Time Squeeze"," Working Papers 07-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Raaum, Oddbjørn & Bratsberg, Bernt & Røed, Knut & Österbacka , Eva & Eriksson, Tor & Jäntti, Markus & Naylor, Robin, 2007. "Marital Sorting, Household Labor Supply, and Intergenerational Earnings Mobility across Countries," Memorandum 17/2007, Oslo University, Department of Economics.
  12. Tor Eriksson & Niels Westergaard-Nielsen, 2007. "Wage and Labor Mobility in Denmark, 1980-2000," NBER Working Papers 13064, National Bureau of Economic Research, Inc.
  13. Bentzen, Jan & Smith, Valdemar, 2007. "Explaining champagne prices in Scandinavia - what is the best predictor?," Working Papers 07-7, University of Aarhus, Aarhus School of Business, Department of Economics.
  14. Helena Skyt Nielsen & Nina Smith & Aycan Celikaksoy, 2007. "The Effect of Marriage on Education of Immigrants: Evidence from a Policy Reform Restricting Spouse Import," Economics Working Papers 2007-07, Department of Economics and Business Economics, Aarhus University.
  15. Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc.
  16. Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers 2007-22, Department of Economics and Business Economics, Aarhus University.
  17. Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007. "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers 2007-14, Department of Economics and Business Economics, Aarhus University.
  18. Viktor Todorov & Tim Bollerslev, 2007. "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers 2007-15, Department of Economics and Business Economics, Aarhus University.
  19. Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007. "Risk, Jumps, and Diversification," CREATES Research Papers 2007-19, Department of Economics and Business Economics, Aarhus University.
  20. Michael Rosholm & Jonas Staghøj & Michael Svarer, 2007. "A Statistical Programme Assignment Model," Economics Working Papers 2007-16, Department of Economics and Business Economics, Aarhus University.
  21. Rosholm, Michael & Scheuer, Christian & Sørensen, Anders, 2007. "The Implications of Globalization for Firms? Demand for Skilled and Unskilled Labor," Working Papers 20-2007, Copenhagen Business School, Department of Economics.
  22. Rosholm, Michael & Vejlin, Rune Majlund, 2007. "Reducing Income Transfers to Refugee Immigrants: Does Starthelp Help You Start?," IZA Discussion Papers 2720, Institute of Labor Economics (IZA).
  23. Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
  24. Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
  25. Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
  26. Allan Timmermann & Bruce N. Lehmann, 2007. "Performance Measurement and Evaluation," FMG Discussion Papers dp604, Financial Markets Group.
  27. Schröder, Philipp J.H. & Jørgensen, Jan G., 2007. "Fixed Export Cost heterogeneity, Trade and Welfare," MPRA Paper 7397, University Library of Munich, Germany.
  28. Maria Knoth Humlum & Kristin J. Kleinjans & Helena Skyt Nielsen, 2007. "An Economic Analysis of Identity and Career Choice," Economics Working Papers 2007-14, Department of Economics and Business Economics, Aarhus University.
  29. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
  30. Michael Jansson, 2007. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," CREATES Research Papers 2007-12, Department of Economics and Business Economics, Aarhus University.
  31. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2007. "Minimum Consumption Requirements and Cycles in an Overlapping Generations Model of Money," Staff General Research Papers Archive 12834, Iowa State University, Department of Economics.
  32. Bhattacharya, Joydeep & Bunzel, Helle & Qiao, Xue, 2007. "Unsafe Sex, AIDS, and Development," Staff General Research Papers Archive 12832, Iowa State University, Department of Economics.
  33. Richard C. Barnett & Joydeep Bhattacharya & Helle Bunzel, 2007. "Resurrecting Equilibria Through Cycles," Economics Working Papers 2007-12, Department of Economics and Business Economics, Aarhus University.
  34. Dennis Kristensen, 2007. "Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2007-01, Department of Economics and Business Economics, Aarhus University.
  35. Dennis Kristensen, 2007. "Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach," CREATES Research Papers 2007-02, Department of Economics and Business Economics, Aarhus University.
  36. Dennis Kristensen & Anders Rahbek, 2007. "Likelihood-Based Inference in Nonlinear Error-Correction Models," CREATES Research Papers 2007-38, Department of Economics and Business Economics, Aarhus University.
  37. Fox, Jeremy T. & Smeets, Valérie, 2007. "Do Input Quality and Structural Productivity Estimates Drive Measured Differences in Firm Productivity?," Working Papers 07-2, University of Aarhus, Aarhus School of Business, Department of Economics.
  38. Alexander K. Koch & Hui-Fai Shing, 2007. "Bookmaker and pari-mutuel betting: Is a (reverse) favourite-longshot bias built-in?," Royal Holloway, University of London: Discussion Papers in Economics 07/04, Department of Economics, Royal Holloway University of London.
  39. Koch, Alexander K. & Nafziger, Julia, 2007. "Job Assignments under Moral Hazard: The Peter Principle Revisited," IZA Discussion Papers 2973, Institute of Labor Economics (IZA).
  40. Leonidas Enrique de la Rosa, 2007. "Overconfidence and Moral Hazard," Economics Working Papers 2007-08, Department of Economics and Business Economics, Aarhus University.
  41. Trimborn, Timo, 2007. "Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution," Hannover Economic Papers (HEP) dp-363, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  42. Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2007. "Power variation for Gaussian processes with stationary increments," CREATES Research Papers 2007-42, Department of Economics and Business Economics, Aarhus University.
  43. Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter, 2007. "Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9," CREATES Research Papers 2007-43, Department of Economics and Business Economics, Aarhus University.
  44. Mark Podolskij & Mathias Vetter, 2007. "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," CREATES Research Papers 2007-27, Department of Economics and Business Economics, Aarhus University.
  45. Silja Kinnebrock & Mark Podolskij, 2007. "A Note on the Central Limit Theorem for Bipower Variation of General Functions," OFRC Working Papers Series 2007fe03, Oxford Financial Research Centre.
  46. Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias, 2007. "Microstructure noise in the continuous case: the pre-averaging approach," Technical Reports 2007,41, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  47. Christian Dahl Winther, 2007. "Optimal research effort and product differentiation in network industries," Economics Working Papers 2007-19, Department of Economics and Business Economics, Aarhus University.
  48. Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York.
  49. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
  50. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute.
  51. Nabanita Datta Gupta & Marianne Simonsen, 2007. "Non-cognitive Child Outcomes and Universal High Quality Child Care," Economics Working Papers 2007-17, Department of Economics and Business Economics, Aarhus University.
  52. Bach, Henning & Datta Gupta, Nabanita & Høgelund, Jan, 2007. "Employment Effects of Educational Measures for Work-Injured People," IZA Discussion Papers 2657, Institute of Labor Economics (IZA).
  53. Christensen, Vibeke T. & Datta Gupta, Nabanita & Rasmussen, Martin V., 2007. "Hearing Loss and Disability Exit: Measurement Issues and Coping Strategies," IZA Discussion Papers 3196, Institute of Labor Economics (IZA).
  54. Datta Gupta, Nabanita & Larsen, Mona, 2007. "Health Shocks and Retirement: The Role of Welfare State Institutions," MPRA Paper 15497, University Library of Munich, Germany.
  55. Teulings, Coen & Gautier, Pieter & Svarer, Michael, 2007. "Sin City?," CEPR Discussion Papers 6170, C.E.P.R. Discussion Papers.
  56. Svarer, Michael, 2007. "The Effect of Sanctions on the Job Finding Rate: Evidence from Denmark," IZA Discussion Papers 3015, Institute of Labor Economics (IZA).
  57. Torben Andersen & Michael Svarer, 2007. "Flexicurity – Labour Market Performance in Denmark," CESifo Working Paper Series 2108, CESifo.
  58. Mark Weder, 2007. "Higher Order Approximations of Indeterminacy," School of Economics and Public Policy Working Papers 2007-03, University of Adelaide, School of Economics and Public Policy.
  59. Sharon Harrison & Mark Weder, 2007. "Technology, Credit and Confidence during the Roaring Twenties," Working Papers 0901, Barnard College, Department of Economics.
  60. Bjerg, Christina & Bjørnskov, Christian & Holm, Anne, 2007. "Growth, Debt Burdens and Alleviating Effects of Foreign Aid in Least Developed Countries," Working Papers 07-1, University of Aarhus, Aarhus School of Business, Department of Economics.
  61. Bjørnskov, Christian, 2007. "Social trust and the growth of schooling," Working Papers 07-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  62. Bjørnskov, Christian & Dreher, Axel & Fischer, Justina AV, 2007. "On Gender Inequality and Life Satisfaction: Does Discrimination Matter?," SSE/EFI Working Paper Series in Economics and Finance 657, Stockholm School of Economics.
  63. Charlotte Christiansen, 2007. "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers 2007-05, Department of Economics and Business Economics, Aarhus University.
  64. Charlotte Christiansen, 2007. "Decomposing European Bond and Equity Volatility," CREATES Research Papers 2007-06, Department of Economics and Business Economics, Aarhus University.
  65. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," CREATES Research Papers 2007-08, Department of Economics and Business Economics, Aarhus University.
  66. Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, Department of Economics and Business Economics, Aarhus University.
  67. Morten Jensen & Bjorn Johnson & Edward Lorenz & B.-A. Lundvall, 2007. "Forms of knowledge and modes of innovation," Post-Print halshs-00483642, HAL.
  68. Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen, 2007. "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching," CREATES Research Papers 2007-29, Department of Economics and Business Economics, Aarhus University.
  69. Noussair, C.N. & Plott, C. & Riezman, R., 2007. "Production, trade and exchange rates in large experimental economies," Other publications TiSEM 3bf683fe-0650-4e8a-8682-c, Tilburg University, School of Economics and Management.
  70. Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Effect of Long Memory in Volatility on Stock Market Fluctuations," CREATES Research Papers 2007-03, Department of Economics and Business Economics, Aarhus University.
  71. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, Department of Economics and Business Economics, Aarhus University.
  72. Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2007. "Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model," CREATES Research Papers 2007-10, Department of Economics and Business Economics, Aarhus University.
  73. Eric Hillebrand & Marcelo Cunha Medeiros, 2007. "Forecasting realized volatility models:the benefits of bagging and nonlinear specifications," Textos para discussão 547, Department of Economics PUC-Rio (Brazil).
  74. Bandick, Roger & Karpaty, Patrick, 2007. "Foregin Acquisition and Employment Effects in Swedish Manufacturing," Working Papers 2007:10, Örebro University, School of Business.
  75. Bandick, Roger, 2007. "Multinationals and Plant Survivals in Swedish Manufacturing," Working Papers 2007:7, Örebro University, School of Business.
  76. Voev, Valeri, 2007. "Dynamic modeling of large dimensional covariance matrices," CoFE Discussion Papers 07/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
  77. Nolte, Ingmar & Voev, Valeri, 2007. "Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market," CoFE Discussion Papers 07/02, University of Konstanz, Center of Finance and Econometrics (CoFE).
  78. Torben Andersen & Allan Sørensen, 2007. "Product Market Integration and Income Taxation: Distortions and Gains from Trade," CESifo Working Paper Series 2170, CESifo.
  79. Andersen, Torben M. & Sørensen, Allan, 2007. "Product Market Integration and Labour Markets: Aggregate Gains at the Cost of More Inequality?," IZA Discussion Papers 2556, Institute of Labor Economics (IZA).
  80. Paola Barrientos, 2007. "Analysis of International Migration and its Impacts on Developing Countries," Development Research Working Paper Series 12/2007, Institute for Advanced Development Studies.
  81. Paola Barrientos, 2007. "Theory, History and Evidence of Economic Convergence in Latin America," Development Research Working Paper Series 13/2007, Institute for Advanced Development Studies.
  82. Ludwig, Sandra & Nafziger, Julia, 2007. "Do You Know That I Am Biased? An Experiment," Bonn Econ Discussion Papers 11/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).
  83. Kuhn, Johan Moritz, 2007. "My Pay is Too Bad (I Quit). Your Pay is Too Good (You're Fired)," Working Papers 07-5, University of Aarhus, Aarhus School of Business, Department of Economics.
  84. Almut Elisabeth Dorothea Veraart, 2007. "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series 2007fe02, Oxford Financial Research Centre.
  85. Torben G. Andersen & Oleg Bondarenko, 2007. "Construction and Interpretation of Model-Free Implied Volatility," CREATES Research Papers 2007-24, Department of Economics and Business Economics, Aarhus University.
  86. Torben G. Andersen & Luca Benzoni, 2007. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers 2007-25, Department of Economics and Business Economics, Aarhus University.
  87. Tom Engsted & Stuart Hyde & Stig V. Møller, 2007. "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers 2007-31, Department of Economics and Business Economics, Aarhus University.
  88. Sibbertsen, Philipp & Kruse, Robinson, 2007. "Testing for a break in persistence under long-range dependencies," Hannover Economic Papers (HEP) dp-381, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  89. Michael Sørensen & Julie Lyng Forman, 2007. "The Pearson diffusions: A class of statistically tractable diffusion processes," CREATES Research Papers 2007-28, Department of Economics and Business Economics, Aarhus University.
  90. Bent Jesper Christensen & Thomas Elgaard Jensen & Rune Mølgaard, 2007. "Market Power in Power Markets: Evidence from Forward Prices of Electricity," CREATES Research Papers 2007-30, Department of Economics and Business Economics, Aarhus University.
  91. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2007. "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers 07/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  92. Hristos Doucouliagos & Martin Paldam, 2007. "Explaining development aid allocation by growth: A meta study," Economics Working Papers 2007-13, Department of Economics and Business Economics, Aarhus University.
  93. Martin Paldam, 2007. "An essay on the Muslim Gap. Religiosity and the political system," Economics Working Papers 2007-04, Department of Economics and Business Economics, Aarhus University.
  94. Martin Paldam & Erich Gundlach, 2007. "Two Views on Institutions and Development: The Grand Transition vs the Primacy of Institutions," Economics Working Papers 2007-02, Department of Economics and Business Economics, Aarhus University.
  95. Doucouliagos , H. & Paldam, M., 2007. "The aid effectiveness literature: The sad results of 40 years of research," Cambridge Working Papers in Economics 0773, Faculty of Economics, University of Cambridge.
  96. Hristos Doucouliagos & Martin Paldam, 2007. "A meta-analysis of development aid allocation: The effects of income level and population size," Economics Working Papers 2007-15, Department of Economics and Business Economics, Aarhus University.
  97. Martin Paldam & Erich Gundlach, 2007. "Two Views on Institutional Development: The Grand Transition vs the Primacy of Institutions," DEGIT Conference Papers c012_004, DEGIT, Dynamics, Economic Growth, and International Trade.

2006

  1. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 420, Banco de la Republica de Colombia.
  2. Teräsvirta, Timo, 2006. "An introduction to univariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 646, Stockholm School of Economics.
  3. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
  4. Bratsberg, Bernt & Roed, Knut & Raaum, Oddbjorn & Naylor, Robin & Jantti, Markus & Eriksson, Tor & Osterbacka, Eva, 2006. "Nonlinearities in Intergenerational Earnings Mobility: Consequences for Cross-Country Comparisons," Economic Research Papers 269753, University of Warwick - Department of Economics.
  5. Tor Eriksson & Sabrina Teyssier & Marie-Claire Villeval, 2006. "Self-Selection and the Efficiency of Tournaments," Working Papers 0603, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  6. Tor Eriksson & Sabrina Teyssier & Marie Claire Villeval, 2006. "Effort Self-Selection and the Efficiency of Tournaments," Post-Print halshs-00142876, HAL.
  7. Datta Gupta, Nabanita & Eriksson, Tor, 2006. "New Workplace Practices and the Gender Wage Gap: Can the New Economy be the Great Equalizer?," IZA Discussion Papers 2038, Institute of Labor Economics (IZA).
  8. Bentzen, Jan & Madsen, Erik Strøjer & Smith, Valdemar, 2006. "The Growth Opportunities for SMEs?," Working Papers 06-3, University of Aarhus, Aarhus School of Business, Department of Economics.
  9. Datta Gupta, Nabanita & Smith, Nina & Verner, Mette, 2006. "Child Care and Parental Leave in the Nordic Countries: A Model to Aspire to?," IZA Discussion Papers 2014, Institute of Labor Economics (IZA).
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.).
  11. Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
  12. Jakob Roland Munch & Michael Rosholm & Michael Svarer, 2006. "Home Ownership, Job Duration, and Wages," Economics Working Papers 2006-06, Department of Economics and Business Economics, Aarhus University.
  13. Anna Piil Damm & Michael Rosholm, 2006. "Employment Effects of Spatial Dispersal of Refugees," RF Berlin - CReAM Discussion Paper Series 0605, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
  14. Frederiksen, Anders & Ibsen, Rikke & Rosholm, Michael & Westergård-Nielsen, Niels C., 2006. "Labour Market Signalling and Unemployment Duration: An Empirical Analysis Using Employer-Employee Data," IZA Discussion Papers 2132, Institute of Labor Economics (IZA).
  15. Rosholm, Michael & Roed, Marianne & Schone, Pal, 2006. "Are New Work Practices and New Technologies Biased against Immigrant Workers?," IZA Discussion Papers 2135, Institute of Labor Economics (IZA).
  16. Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge.
  17. Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
  18. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers 2006-W03, Economics Group, Nuffield College, University of Oxford.
  19. Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006. "Subsampling realised kernels," Economics Series Working Papers 278, University of Oxford, Department of Economics.
  20. Brücker, Herbert & Schröder, Philipp J. H., 2006. "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers 2049, Institute of Labor Economics (IZA).
  21. Paul R. Gregory & Philipp J.H. Schr oder & Konstantin Sonin, 2006. "Dictators, Repression and the Median Citizen: An “Eliminations Model” of Stalin’s Terror (Data from the NKVD Archives)," Working Papers w0091, Center for Economic and Financial Research (CEFIR).
  22. Bitzer, Jürgen & Schrettl, Wolfram & Schröder, Philipp J.H., 2006. "Intrinsic Motivation versus Signaling in Open Source Software Development," Working Papers 06-7, University of Aarhus, Aarhus School of Business, Department of Economics.
  23. Charlotte Christiansen & Juanna Schröter Joensen, 2006. "The Risk-Return Trade-Off in Human Capital Investment," Economics Working Papers 2006-02, Department of Economics and Business Economics, Aarhus University.
  24. Michael Svarer & Helena Skyt Nielsen, 2006. "Educational Homogamy: Preferences or Opportunities?," Economics Working Papers 2006-10, Department of Economics and Business Economics, Aarhus University.
  25. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2006. "Is there a Causal Effect of High School Math on Labor Market Outcomes?," Economics Working Papers 2006-11, Department of Economics and Business Economics, Aarhus University.
  26. Bunzel, Helle, 2006. "Habit Persistence, Money, and Overlapping Generations," Staff General Research Papers Archive 12405, Iowa State University, Department of Economics.
  27. Bunzel, Helle & Iglesias, Emma M., 2006. "Testing for Breaks Using Alternating Observations," Staff General Research Papers Archive 12694, Iowa State University, Department of Economics.
  28. Bontems, P. & Meunier, V., 2006. "Advertising and price signaling of quality in a duopoly with endogenous locations," Economics Working Paper Archive (Toulouse) 200603, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
  29. Damm, Anna Piil, 2006. "Ethnic Enclaves and Immigrant Labour Market Outcomes: Quasi-Experimental Evidence," Working Papers 06-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  30. Smeets, Valerie & Ierulli, Kathryn & Gibbs, Michael, 2006. "Mergers of Equals and Unequals," IZA Discussion Papers 2426, Institute of Labor Economics (IZA).
  31. Smeets, Valérie, 2006. "Job Mobility and Wage Dynamics," Working Papers 06-9, University of Aarhus, Aarhus School of Business, Department of Economics.
  32. Smeets, Valérie & Warzynski, Frederic, 2006. "Testing Models of Hierarchy: Span of Control, Compensation and Career Dynamics," Working Papers 06-10, University of Aarhus, Aarhus School of Business, Department of Economics.
  33. Smeets, Valérie & Ierulli, Kathryn & Gibbs, Michael, 2006. "Mergers of Equals & Unequals," Working Papers 06-8, University of Aarhus, Aarhus School of Business, Department of Economics.
    • Smeets, Valerie & Ierulli, Kathryn & Gibbs, Michael, 2008. "Mergers of Equals & Unequals," Working Papers 221, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
  34. Timo Trimborn & Karl-Josef Koch & Thomas Steger, 2006. "Multi-Dimensional Transitional Dynamics: A Simple Numberical Procedure," CESifo Working Paper Series 1745, CESifo.
  35. Christensen, Kim & Podolskij, Mark, 2006. "Range-Based Estimation of Quadratic Variation," Technical Reports 2006,37, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  36. Christensen, Kim & Podolskij, Mark & Vetter, Mathias, 2006. "Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise," Technical Reports 2006,52, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  37. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006. "La Tasa de Interés Natural en Colombia," Borradores de Economia 412, Banco de la Republica de Colombia.
  38. Nabanita Datta Gupta & Anders Poulsen & Marie Claire Villeval, 2006. "Male and Female Competitive Behavior," Post-Print halshs-00175475, HAL.
  39. Blume, Kræn & Verner, Mette, 2006. "Welfare Dependency among Danish Immigrants," Working Papers 06-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  40. Michael Svarer, 2006. "Working Late: Do Workplace Sex Ratios Affect Partnership Formation and Dissolution?," CAM Working Papers 2006-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  41. Mark Weder, 2006. "Interest Rate Rules and Macroeconomic Stabilization," School of Economics and Public Policy Working Papers 2006-01, University of Adelaide, School of Economics and Public Policy.
  42. Mark Weder, 2006. "Sticky Prices and Indeterminacy," School of Economics and Public Policy Working Papers 2006-02, University of Adelaide, School of Economics and Public Policy.
  43. Christian Bjørnskov & Nicolai J. Foss, 2006. "Economic Freedom and entrepreneurial Activity Some Cross-Country Evidence," DRUID Working Papers 06-18, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  44. Christian Bjørnskov & Axel Dreher & Justina A. V. Fischer, 2006. "Cross-Country Determinants of Life Satisfaction:Exploring Different Determinants across Groups inSociety," STICERD - Political Economy and Public Policy Paper Series 21, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  45. Bjørnskov, Christian, 2006. "How Does Social Trust Affect Economic Growth?," Working Papers 06-2, University of Aarhus, Aarhus School of Business, Department of Economics.
  46. Bjørnskov, Christian, 2006. "The Determinants of Trust," Ratio Working Papers 86, The Ratio Institute.
  47. Toke Reichstein & Michael S. Dahl & Bernd Ebersberger, & Morten Jensen, 2006. "The Devil Dwells in the Tails A Quantile Regression Approach to Firm Growth," DRUID Working Papers 06-34, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  48. Niels Haldrup & Andreu Sansó, 2006. "A Note on the Vogelsang Test for Additive Outliers," Economics Working Papers 2006-01, Department of Economics and Business Economics, Aarhus University.
  49. Gunnar Bårdsen & Niels Haldrup, 2006. "A Gaussian IV estimator of cointegrating relations," Economics Working Papers 2006-03, Department of Economics and Business Economics, Aarhus University.
  50. Didier Laussel & Raymond Riezman, 2006. "Fixed Transport Costs and International Trade," CESifo Working Paper Series 1764, CESifo.
  51. Riezman, Raymond & Perroni, Carlo & Conconi, Paola, 2006. "Is Partial Tax Harmonization Desirable?," CEPR Discussion Papers 5761, C.E.P.R. Discussion Papers.
  52. Asaf Zussman & Noam Zussman & Morten Nielsen, 2006. "Asset Market Perspectives on the Israeli-Palestinian Conflict," Bank of Israel Working Papers 2006.02, Bank of Israel.
  53. Morten Ø. Nielsen & Katsumi Shimotsu, 2006. "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper 1029, Economics Department, Queen's University.
  54. Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2006. "The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps," Working Paper 1188, Economics Department, Queen's University.
  55. Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006. "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series 1766, CESifo.
  56. Schnabl, Gunther & Hillebrand, Eric, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 650, European Central Bank.
  57. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.
  58. Nielsen, Steen & Nielsen, Erland Hejn, 2006. "System Dynamic Modelling for a Balanced Scorecard: With a Special Emphasis on Skills, Customer Base, and WIP," Management Accounting Research Group Working Papers M-2006-04, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  59. Voev, Valeri, 2006. "A trade-by-trade surprise measure and its relation to observed spreads on the NYSE," CoFE Discussion Papers 06/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
  60. Graversen, Brian Krogh & Jensen, Peter, 2006. "A Reappraisal of the Virtues of Private Sector Employment Programmes," IZA Discussion Papers 2230, Institute of Labor Economics (IZA).
  61. Marie-Louise Viero, 2006. "Exactly What Happens After The Anscombe-aumann Race? Representing Preferences In Vague Environments," Working Paper 1094, Economics Department, Queen's University.
  62. Marie-Louise Viero, 2006. "Contracting In Vague Environments," Working Paper 1106, Economics Department, Queen's University.
  63. Henning Bunzel & Bent J. Christensen & Georges R. Neumann & Jean-Marc Robin, 2006. "Structural Models of Wage and Employment Dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308804, HAL.
  64. Vani K. Borooah & Martin Paldam, 2006. "Why is the World Short of Democracy? A Cross-Country Ananlysis of Barriers to Representative Government," ICER Working Papers 28-2006, ICER - International Centre for Economic Research.
  65. Løchte, Peter, 2006. "Traffic Light Options," Finance Research Group Working Papers F-2006-08, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  66. Jørgensen, Peter Løchte, 2006. "Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs," Finance Research Group Working Papers F-2006-09, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  67. Ágeir Daníelsson & Lúdvík Elíasson & Magnús F. Gudmundsson & Björn A. Hauksson & Ragnhildur Jónsdóttir & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2006. "QMM A Quarterly Macroeconomic Model of the Icelandic Economy," Economics wp32, Department of Economics, Central bank of Iceland.
  68. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.

2005

  1. Katarina Juselius & Søren Johansen, 2005. "Extracting Information from the Data: A Popperian View on Empirical Macro," Discussion Papers 05-05, University of Copenhagen. Department of Economics.
  2. Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005.
  3. Strikholm, Birgit & Teräsvirta, Timo, 2005. "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," SSE/EFI Working Paper Series in Economics and Finance 578, Stockholm School of Economics, revised 11 Feb 2005.
  4. Teräsvirta, Timo, 2005. "Univariate nonlinear time series models," SSE/EFI Working Paper Series in Economics and Finance 593, Stockholm School of Economics.
  5. Teräsvirta, Timo, 2005. "Forecasting economic variables with nonlinear models," SSE/EFI Working Paper Series in Economics and Finance 598, Stockholm School of Economics, revised 29 Dec 2005.
  6. González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
  7. Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-03, Department of Economics and Business Economics, Aarhus University.
  8. Jantti, Markus & Bratsberg, Bernt & Roed, Knut & Raaum, Oddbjorn & Naylor, Robin & Osterbacka, Eva & Bjorklund, Anders & Eriksson, Tor, 2005. "American exceptionalism in a new light: a comparison of intergenerational earnings mobility in the Nordic countries, the United Kingdom and the United States," Economic Research Papers 269752, University of Warwick - Department of Economics.
  9. Datta Gupta, Nabanita & Tor, Eriksson, 2005. "New workplace practices and the gender wage gap," Working Papers 04-18, University of Aarhus, Aarhus School of Business, Department of Economics.
  10. Eriksson, Tor & Werwatz, Axel, 2005. "The Prevalence of Internal Labour Markets - New Evidence from Panel Data," Working Papers 04-19, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Eriksson, Tor & Bratsberg, Bernt & Raaum, Oddbjørn, 2005. "Earnings persistence across generations: Transmission through health?," Memorandum 35/2005, Oslo University, Department of Economics.
  12. Kossowska, Anna Maria & Smith, Nina & Smith, Valdemar & Verner, Mette, 2005. "Til gavn for bundlinjen: Forbedrer kvinder i topledelse og bestyrelse danske virksomheders bundlinje?," Working Papers 05-5, University of Aarhus, Aarhus School of Business, Department of Economics.
  13. Smith, Nina & Smith, Valdemar & Verner, Mette, 2005. "Do Women in Top Management Affect Firm Performance? A Panel Study of 2500 Danish Firms," IZA Discussion Papers 1708, Institute of Labor Economics (IZA).
  14. Datta Gupta, Nabanita & Smith, Nina & Stratton, Leslie S., 2005. "Is Marriage Poisonous? Are Relationships Taxing? An Analysis of the Male Marital Wage Differential in Denmark," IZA Discussion Papers 1591, Institute of Labor Economics (IZA).
  15. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc.
  16. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  17. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," NBER Working Papers 11134, National Bureau of Economic Research, Inc.
  18. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc.
  19. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
  20. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series 2005/02, Center for Financial Studies (CFS).
  21. Per Baltzer Overgaard & Peter Møllgaard, 2005. "Information Exchange, Market Transparency and Dynamic Oligopoly," CIE Discussion Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  22. René Kirkegaard & Per Baltzer Overgaard, 2005. "Pre-Auction Offers in Asymmetric First-Price and Second-Price Auctions," CIE Discussion Papers 2005-04, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  23. Kyle Bagwell & Per Baltzer Overgaard, 2005. "Look How Little I’m Advertising!," CIE Discussion Papers 2005-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  24. Poulsen, Odile & Svendsen, Gert Tinggaard, 2005. "The Long and Winding Road: Social Capital and Commuting," Working Papers 05-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  25. Poulsen, Odile & Svendsen, Gert Tinggaard, 2005. "Love Thy Neighbor: Bonding versus Bridging Trust," Working Papers 05-7, University of Aarhus, Aarhus School of Business, Department of Economics.
  26. Teresa Casey & Christian Dustmann, 2005. "Intergenerational transmission of language capital and economic outcomes," RF Berlin - CReAM Discussion Paper Series 0506, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
  27. Piil Damm, Anna & Rosholm, Michael, 2005. "Employment Effects of Dispersal Policies on Refugee Immigrants: Empirical Evidence," Working Papers 04-20, University of Aarhus, Aarhus School of Business, Department of Economics.
  28. Piil Damm, Anna & Rosholm, Michael, 2005. "Employment Effects of Dispersal Policies on Refugee Immigrants: Theory," Working Papers 05-1, University of Aarhus, Aarhus School of Business, Department of Economics.
  29. Rosholm, Michael & Toomet, Ott, 2005. "A Search Model of Discouragement," IZA Discussion Papers 1633, Institute of Labor Economics (IZA).
  30. Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, Department of Economics, Mathematics & Statistics.
  31. Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo, 2005. "The Forecasing time series subject to multiple structure breaks," Money Macro and Finance (MMF) Research Group Conference 2005 33, Money Macro and Finance Research Group.
  32. Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal, 2005. "Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis," CFR Working Papers 05-14, University of Cologne, Centre for Financial Research (CFR).
  33. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," FRB Atlanta Working Paper 2005-02, Federal Reserve Bank of Atlanta.
  34. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," FRB Atlanta Working Paper 2005-07, Federal Reserve Bank of Atlanta.
  35. Jürgen Bitzer & Wolfram Schrettl & Philipp J.H. Schröder, 2005. "Intrinsic Motivation in Open Source Software Development," Development and Comp Systems 0505007, University Library of Munich, Germany.
  36. Jan Guldager Jorgensen & Philipp J.H. Schröder, 2005. "Welfare Effects of Tariff Reduction Formulas," International Trade 0506006, University Library of Munich, Germany.
  37. Jan G. Jorgensen & Philipp J. H. Schröder, 2005. "Tariffs and Firm-Level Heterogeneous Fixed Export Costs," Discussion Papers of DIW Berlin 496, DIW Berlin, German Institute for Economic Research.
  38. Jürgen Bitzer & Philipp J.H. Schröder, 2005. "The Impact of Entry and Competition by Open Source Software on Innovation Activity," Industrial Organization 0512001, University Library of Munich, Germany.
  39. Susanne Dröge & Philipp J. H. Schröder, 2005. "Corrective Ad Valorem and Unit Taxes: A Welfare Comparison," Discussion Papers of DIW Berlin 534, DIW Berlin, German Institute for Economic Research.
  40. Bitzer, Jürgen & Schröder, Philipp J.H., 2005. "The Impact of Entry and Competition by Open Source Software on Innovation," Working Papers 2005-12, University of Aarhus, Aarhus School of Business, Department of Management.
  41. Niels Haldrup & Michael Jansson, 2005. "Improving Size and Power in Unit Root Testing," Economics Working Papers 2005-02, Department of Economics and Business Economics, Aarhus University.
  42. Bunzel, Helle & Enders, Walter, 2005. "The Taylor Rule and 'Opportunistic' Monetary Policy," Staff General Research Papers Archive 12301, Iowa State University, Department of Economics.
  43. Piil Damm, Anna, 2005. "The Danish Dispersal Policy on Refugee Immigrants 1986-1998: A Natural Experiment?," Working Papers 05-3, University of Aarhus, Aarhus School of Business, Department of Economics.
  44. Piil Damm, Anna, 2005. "Immigrants’ Location Preferences: Exploiting a Natural Experiment," Working Papers 05-2, University of Aarhus, Aarhus School of Business, Department of Economics.
  45. Anna Piil Damm, 2005. "Determinants of Recent Immigrants’ Location Choices: Quasi-Experimental Evidence," CAM Working Papers 2005-17, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  46. Alexander K. Koch & Zdravetz Lazarov, 2005. "Clustering of Trading Activity in the DAX Index Options Market," Royal Holloway, University of London: Discussion Papers in Economics 05/02, Department of Economics, Royal Holloway University of London, revised Mar 2005.
  47. Alexander K. Koch & Albrecht Morgenstern, 2005. "From Team Spirit to Jealousy: The Pitfalls of Too Much Transparency," Royal Holloway, University of London: Discussion Papers in Economics 05/08, Department of Economics, Royal Holloway University of London, revised Jul 2005.
  48. Alexander K. Koch & Hans-Theo Normann, 2005. "Giving in Dictator Games: Regard for Others or Regard by Others?," Royal Holloway, University of London: Discussion Papers in Economics 05/09, Department of Economics, Royal Holloway University of London, revised Aug 2005.
  49. Koch, Alexander K. & Peyrache, Eloic, 2005. "Tournaments, Individualized Contracts and Career Concerns," IZA Discussion Papers 1841, Institute of Labor Economics (IZA).
  50. Christensen, Kim & Podolski, Mark, 2005. "Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale," Technical Reports 2005,18, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  51. Dette, Holger & Podolskij, Mark, 2005. "Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach," Technical Reports 2005,50, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  52. Marie-Claire Villeval & Nabanita Datta Gupta & Anders Poulsen, 2005. "Male and Female Competitive Behavior - Experimental Evidence," Working Papers 0512, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  53. Nabanita Datta Gupta & Anders Poulsen & Marie Claire Villeval, 2005. "Male and Female Competitive Behavior: Experimental," Post-Print halshs-00175039, HAL.
  54. Nabanita Datta Gupta & Anders Poulsen & Marie Claire Villeval, 2005. "Do (Wo)Men Prefer (Non)Competitive Jobs?," Post-Print halshs-00176709, HAL.
  55. Bjørnskov, Christian & Datta Gupta, Nabanita & Pedersen, Peder J., 2005. "What Buys Happiness? Analyzing Trends in Subjective Well-Being in 15 European Countries, 1973-2002," IZA Discussion Papers 1716, Institute of Labor Economics (IZA).
  56. Blume Jensen, Kræn & Gustafsson, Björn Anders & Pedersen, Peder J. & Verner, Mette, 2005. "At the Lower End of the Table: Determinants of Poverty among Immigrants to Denmark and Sweden," IZA Discussion Papers 1551, Institute of Labor Economics (IZA).
  57. Verner, Dorte & Verner, Mette, 2005. "Economic impacts of professional training in the informal sector : the case of the labor force training program in Cote d'Ivoire," Policy Research Working Paper Series 3668, The World Bank.
  58. Gautier, Pieter A. & Svarer, Michael & Teulings, Coen, 2005. "Marriage and the City," IZA Discussion Papers 1491, Institute of Labor Economics (IZA).
  59. Marianne Simonsen, 2005. "Availability and Price of High Quality Day Care and Female Employment," Economics Working Papers 2005-08, Department of Economics and Business Economics, Aarhus University.
  60. Mark Weder, 2005. "Indeterminacy Revisited: Variable Capital Utilization and Returns to Scale," School of Economics and Public Policy Working Papers 2005-12, University of Adelaide, School of Economics and Public Policy.
  61. Mark Weder, 2005. "A Heliocentric Journey into Germany's Great Depression," School of Economics and Public Policy Working Papers 2005-13, University of Adelaide, School of Economics and Public Policy.
  62. Christian Bjørnskov & Axel Dreher & Justina A. V. Fischer, 2005. "The bigger the better? Evidence of the effect of government size on life satisfaction around the world," CER-ETH Economics working paper series 05/44, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  63. Bjørnskov, Christian, 2005. "Political Ideology and Economic Freedom," Working Papers 05-8, University of Aarhus, Aarhus School of Business, Department of Economics.
  64. Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005. "Do More Economists Hold Stocks?," Economics Working Papers 2005-06, Department of Economics and Business Economics, Aarhus University.
  65. Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  66. Haldrup, Niels & Møllgaard, Peter & Nielsen, Claus Kastberg, 2005. "Sequential versus simultaneous market," Working Papers 02-2005, Copenhagen Business School, Department of Economics.
  67. Haldrup; Niels & Morten Oerregaard Nielsen, 2005. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Economics Working Papers 2005-18, Department of Economics and Business Economics, Aarhus University.
  68. Niels Haldrup & Peter Mollgaard & Claus Kastberg Nielsen, 2005. "Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon," Working Papers 05-2, Centre for Competition Policy, University of East Anglia.
  69. Alessandra Casella & Thomas Palfrey & Raymond Riezman, 2005. "Minorities and Storable Votes," Economics Working Papers 0059, Institute for Advanced Study, School of Social Science.
  70. Raymond Riezman & John Whalley & Shunming Zhang, 2005. "Metrics Capturing the Degree to which Individual Economies are Globalized," CESifo Working Paper Series 1450, CESifo.
  71. Spiros Bougheas & Raymond Riezman, 2005. "Trade and the Distribution of Human Capital," CESifo Working Paper Series 1475, CESifo.
  72. Bent Jesper Christensen & Morten Ø. Nielsen, 2005. "The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices," Working Paper 1186, Economics Department, Queen's University.
  73. Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2005. "Forecasting Exchange Rate Volatility In The Presence Of Jumps," Working Paper 1187, Economics Department, Queen's University.
  74. Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper 1189, Economics Department, Queen's University.
  75. Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Accuracy Of Integrated Volatility Estimators," Working Paper 1225, Economics Department, Queen's University.
  76. Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, University Library of Munich, Germany.
  77. Eric Hillebrand, 2005. "Overlaying Time Scales in Financial Volatility Data," Econometrics 0501015, University Library of Munich, Germany.
  78. Tue Gørgens & Martin Paldam & Allan H. Würtz, 2005. "Growth, Income and Regulation: a Non-Linear Approach," CAM Working Papers 2005-12, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  79. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  80. Roger, Bandick & Hansson, Pär, 2005. "Inward FDI and Demand for Skills in Sweden," Working Paper Series 208, Trade Union Institute for Economic Research.
  81. Andersen, Torben M & Sorensen, Allan, 2005. "Product Market Integration, Wages and Inequality," CEPR Discussion Papers 4963, C.E.P.R. Discussion Papers.
  82. Eberlein, Marion & Ludwig, Sandra & Nafziger, Julia, 2005. "Effects of Feedback on Self-Assessment," Bonn Econ Discussion Papers 39/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
  83. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2005. "A framework for exploring the macroeconomic determinants of systematic risk," CFS Working Paper Series 2005/04, Center for Financial Studies (CFS).
  84. Frédérique Bec & Anders Rahbek & Neil Shephard, 2005. "The Autoregressive Conditional Root (ACR) Model," Working Papers 2005-26, Center for Research in Economics and Statistics.
  85. Hristos Doucouliagos & Martin Paldam, 2005. "Conditional Aid Effectiveness. A Meta Study," Economics Working Papers 2005-14, Department of Economics and Business Economics, Aarhus University.
  86. Hristos Doucouliagos & Martin Paldam, 2005. "Aid Effectiveness on Growth. A Meta Study," Economics Working Papers 2005-13, Department of Economics and Business Economics, Aarhus University.
  87. Hristos Doucouliagos & Martin Paldam, 2005. "Aid Effectiveness on Accumulation. A Meta Study," Economics Working Papers 2005-12, Department of Economics and Business Economics, Aarhus University.
  88. Herbertsson, Tryggvi Thor & Martin Paldam, 2005. "Does development aid help poor countries catch up?," Economics Working Papers 2005-16, Department of Economics and Business Economics, Aarhus University.

2004

  1. Timo Terasvirta, 2004. "A Time Series Model for an Exchange Rate in a Target Zone with Applications," Econometric Society 2004 Australasian Meetings 340, Econometric Society.
  2. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004.
  3. Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 09 Nov 2004.
  4. Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004.
  5. Svend Hylleberg, 2004. "On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam," Economics Working Papers 2004-5, Department of Economics and Business Economics, Aarhus University.
  6. Marie-Claire Villeval & Tor Eriksson, 2004. "Other-Regarding Preferences and Performance Pay – An Experiment on Incentives and Sorting," Working Papers 0408, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  7. Eriksson, Tor & Ortega, Jaime, 2004. "The Adoption of Job Rotation: Testing the Theories," Working Papers 04-3, University of Aarhus, Aarhus School of Business, Department of Economics.
  8. Eriksson, Tor & Kuhn, Johan Moritz, 2004. "Firm Spin-offs in Denmark 1981-2000 - Patterns of Entry and Exit," Working Papers 04-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  9. Björklund, Anders & Bratsberg, Bernt & Eriksson, Tor & Jäntti, Markus & Raaum, Oddbjørn, 2004. "Inter-Industry Wage Differentials and Unobserved Ability: Siblings Evidence from Five Countries," IZA Discussion Papers 1080, Institute of Labor Economics (IZA).
  10. Bentzen, Jan & Smith, Valdemar, 2004. "Short-run and long-run relationships in the consumption of alcohol in the Scandinavian countries," Working Papers 04-14, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Bentzen, Jan & Madsen, Erik Strøjer & Smith, Valdemar & Dilling-Hansen, Mogens, 2004. "Persistence in Corporate Performance? - Empirical Evidence from Panel Unit Root Tests," Working Papers 04-15, University of Aarhus, Aarhus School of Business, Department of Economics.
  12. Pylkkänen, Elina & Smith, Nina, 2004. "Career Interruptions due to Parental Leave - A Comparative Study of Denmark and Sweden," Working Papers 04-1, University of Aarhus, Aarhus School of Business, Department of Economics.
  13. Pylkkänen, Elina & Smith, Nina, 2004. "The Impact of Family-Friendly Policies in Denmark and Sweden on Mothers' Career Interruptions Due to Childbirth," IZA Discussion Papers 1050, Institute of Labor Economics (IZA).
  14. Pedersen, Peder J. & Pytlikova, Mariola & Smith, Nina, 2004. "Selection or Network Effects? Migration Flows into 27 OECD Countries, 1990-2000," IZA Discussion Papers 1104, Institute of Labor Economics (IZA).
  15. Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
  16. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2004. "Realized beta: Persistence and predictability," CFS Working Paper Series 2004/16, Center for Financial Studies (CFS).
  17. Brandt, Urs Steiner & Svendsen, Gert Tinggaard, 2004. "Switch Point and First-Mover Advantage: The Case of the Wind Turbine Industry," Working Papers 04-2, University of Aarhus, Aarhus School of Business, Department of Economics.
  18. Poulsen, Odile & Svendsen, Gert Tinggaard, 2004. "Social Capital and Market Centralisation: A Two-Sector Model," Working Papers 04-12, University of Aarhus, Aarhus School of Business, Department of Economics.
  19. Michael Rosholm & Michael Svarer & Bo Hammer, 2004. "A Danish Profiling System," Economics Working Papers 2004-13, Department of Economics and Business Economics, Aarhus University.
  20. Michael Rosholm & Michael Svarer, 2004. "Estimating the Threat Effect of Active Labour Market Programmes," Economics Working Papers 2004-6, Department of Economics and Business Economics, Aarhus University.
  21. Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
  22. Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
  23. Timmermann, Allan & Catão, Luís, 2004. "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers 4368, C.E.P.R. Discussion Papers.
  24. Timmermann, Allan & Guidolin, Massimo, 2004. "Term Structure of Risk Under Alternative Econometric Specifications," CEPR Discussion Papers 4645, C.E.P.R. Discussion Papers.
  25. Timmermann, Allan & Elliott, Graham, 2004. "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers 4649, C.E.P.R. Discussion Papers.
  26. Massimo Guidolin, University of Virginia & Allan Timmermann, 2004. "Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching," Econometric Society 2004 Australasian Meetings 349, Econometric Society.
  27. Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
  28. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Papers 2004-W28, Economics Group, Nuffield College, University of Oxford.
  29. Asger Lunde & Peter Reinhard Hansen, 2004. "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings 526, Econometric Society.
  30. Philipp J. H. Schröder, 2004. "Cartel Stability and Economic Integration," Discussion Papers of DIW Berlin 432, DIW Berlin, German Institute for Economic Research.
  31. Dorothea Lucke & Philipp J. H. Schröder & Dieter Schumacher, 2004. "R&D and Price Elasticity of Demand," Discussion Papers of DIW Berlin 430, DIW Berlin, German Institute for Economic Research.
  32. Jan Joergensen & Philipp Schroder, 2004. "Technical Barriers, Import Licenses And Tariffs As Means Of Limiting Market Access," Royal Economic Society Annual Conference 2004 35, Royal Economic Society.
  33. Elliott, Graham & Jansson, Michael & Pesavento, Elena, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series qt2bv7n071, Department of Economics, UC San Diego.
  34. Michael Jansson & Marcelo J. Moreira, 2004. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Harvard Institute of Economic Research Working Papers 2047, Harvard - Institute of Economic Research.
  35. Bunzel, Helle & Qiao, Xue, 2004. "Endogenous Lifetime and Economic Growth Revisited," Staff General Research Papers Archive 12197, Iowa State University, Department of Economics.
  36. Helle Bunzel, 2004. "Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand," Econometric Society 2004 North American Summer Meetings 219, Econometric Society.
  37. Kristensen, Dennis, 2004. "Estimation of partial differential equations with applications in finance," LSE Research Online Documents on Economics 24738, London School of Economics and Political Science, LSE Library.
  38. Kristensen, Dennis, 2004. "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics 24739, London School of Economics and Political Science, LSE Library.
  39. Kristensen, Dennis, 2004. "A semiparametric single-factor model of the term structure," LSE Research Online Documents on Economics 24741, London School of Economics and Political Science, LSE Library.
  40. Smeets, Valerie, 2004. "Are There Fast Tracks in Economic Departments? Evidence from a Sample of Top Economists," Working Papers 04-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  41. Alexander K. Koch & Eloic Peyrache, 2004. "Mixed up? That's good for motivation," Royal Holloway, University of London: Discussion Papers in Economics 04/22, Department of Economics, Royal Holloway University of London, revised Sep 2004.
  42. Alexander K. Koch & Albrecht Morgenstern & Philippe Raab, 2004. "An experimental test of career concerns," Royal Holloway, University of London: Discussion Papers in Economics 04/31, Department of Economics, Royal Holloway University of London, revised Nov 2004.
  43. Ole Barndorff-Nielsen & Svend Erik Graversen & Jean Jacod & Mark Podolskij & Neil Shephard, 2004. "A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales," Economics Papers 2004-W29, Economics Group, Nuffield College, University of Oxford.
  44. Vetter, Mathias & Podolskij, Mark & Dette, Holger, 2004. "Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing," Technical Reports 2004,32, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  45. Larsen, Mona & Datta Gupta, Nabanita, 2004. "The Impact of Health on Individual Retirement Plans: a Panel Analysis comparing Selfreported versus Diagnostic Measures," Working Papers 04-7, University of Aarhus, Aarhus School of Business, Department of Economics.
  46. Michael Svarer & Mette Verner, 2004. "Do Children Stabilize Danish Marriages?," CAM Working Papers 2004-16, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  47. Marianne Simonsen & Lars Skipper, 2004. "Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators," Discussion Papers 03-023, Stanford Institute for Economic Policy Research.
  48. Mark Weder, 2004. "Taylor Rules: intercepting expectations," Money Macro and Finance (MMF) Research Group Conference 2003 110, Money Macro and Finance Research Group.
  49. Bjørnskov, Christian, 2004. "Inequality, Tolerance, and Growth," Working Papers 04-8, University of Aarhus, Aarhus School of Business, Department of Economics.
  50. Bjørnskov, Christian, 2004. "Legal Quality, Inequality, and Tolerance," Working Papers 04-9, University of Aarhus, Aarhus School of Business, Department of Economics.
  51. Niels Haldrup & Morten O. Nielsen, 2004. "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers 2004-2, Department of Economics and Business Economics, Aarhus University.
  52. Niels Haldrup & Antonio Montañés & Andreu Sansó, 2004. "Testing for Additive Outliers in Seasonally Integrated Time Series," Economics Working Papers 2004-14, Department of Economics and Business Economics, Aarhus University.
  53. Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, University Library of Munich, Germany.
  54. Eric Hillebrand, 2004. "Neglecting Parameter Changes in Autoregressive Models," Departmental Working Papers 2004-04, Department of Economics, Louisiana State University.
  55. Bandick, Roger, 2004. "Do Workers Benefit from Foreign Ownership? Evidence from Swedish manufacturing," Working Paper Series 201, Trade Union Institute for Economic Research.
  56. Osvaldo Nina & Oscar Molina & Paola Barrientos & Paloma Aguilar, 2004. "Análisis de Equidad en la Asignación del Gasto Educativo en Bolivia," Development Research Working Paper Series 07/2004, Institute for Advanced Development Studies.
  57. Jesper Lund & Torben G. Andersen & Luca Benzoni, 2004. "Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature," Econometric Society 2004 North American Winter Meetings 432, Econometric Society.
  58. Engsted, Tom & Tanggaard, Carsten, 2004. "Speculative bubbles in stock prices? Tests based on the price-dividend ratio," Finance Working Papers 04-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  59. Christensen, Bent Jesper & Raahauge, Peter, 2004. "Latent Utility Shocks in a Structural Empirical Asset Pricing Model," Working Papers 2004-7, Copenhagen Business School, Department of Finance.
  60. Henrik Christoffersen & Martin Paldam, 2004. "Privatization in Denmark, 1980-2002," CESifo Working Paper Series 1127, CESifo.
  61. Sheetal K. Chand & Martin Paldam, 2004. "The economics of immigration into a Nordic welfare state - and a comparison to an immigration state and a guest worker state," Economics Working Papers 2004-4, Department of Economics and Business Economics, Aarhus University.

2003

  1. Søren Johansen & Anders Rygh Swensen, 2003. "More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms," Discussion Papers 348, Statistics Norway, Research Department.
  2. Granger, Clive W. J. & Terasvirta, Timo & Patton, Andrew J., 2003. "Common factors in conditional distributions for Bivariate time series," LSE Research Online Documents on Economics 24854, London School of Economics and Political Science, LSE Library.
  3. Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006.
  4. Eriksson, Tor, 2003. "Managerial Pay and Executive Turnover in the Czech and Slovak Republics," Working Papers 03-3, University of Aarhus, Aarhus School of Business, Department of Economics.
  5. Eriksson, Tor, 2003. "The Managerial Power Impact on Compensation - Some Further Evidence," Working Papers 03-12, University of Aarhus, Aarhus School of Business, Department of Economics.
  6. Eriksson, Tor & Jensen, Peter, 2003. "Tidsbegränsade anställningar - danska erfarenheter," Working Papers 03-15, University of Aarhus, Aarhus School of Business, Department of Economics.
  7. Anna Cristina D’Addio & Tor Eriksson & Paul Frijters, 2003. "An Analysis of the Determinants of Job Satisfaction when Individuals’ Baseline Satisfaction Levels May Differ," CAM Working Papers 2003-16, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  8. Bentzen, Jan & Smith, Valdemar, 2003. "Regional income convergence in the Scandinavian countries," Working Papers 03-20, University of Aarhus, Aarhus School of Business, Department of Economics.
  9. Bentzen, Jan & Smith, Valdemar, 2003. "A Comparative Study of Wine Auction Prices: Mouton Rothschild Premier Cru Classé," Working Papers 03-22, University of Aarhus, Aarhus School of Business, Department of Economics.
  10. Strøjer Madsen, Erik & Smith, Valdemar & Dilling-Hansen, Mogens, 2003. "Industrial clusters, firm location and productivity – Some empirical evidence for Danish firms," Working Papers 03-26, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Jakobsen, Vibeke & Smith, Nina, 2003. "The educational attainment of the children of the Danish ‘guest worker’ immigrants," Working Papers 03-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  12. Datta Gupta, Nabanita & Oaxaca, Ronald L. & Smith, Nina, 2003. "Swimming Upstream, Floating Downstream: Comparing Women's Relative Wage Positions in the U.S. and Denmark," IZA Discussion Papers 756, Institute of Labor Economics (IZA).
  13. Bonke, Jens & Datta Gupta, Nabanita & Smith, Nina, 2003. "Timing and Flexibility of Housework and Men and Women's Wages," IZA Discussion Papers 860, Institute of Labor Economics (IZA).
  14. Tim Bollerslev & Hao Zhou, 2003. "Volatility puzzles: a unified framework for gauging return-volatility regressions," Finance and Economics Discussion Series 2003-40, Board of Governors of the Federal Reserve System (U.S.).
  15. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004.
  16. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive 04-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jun 2004.
  17. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," PIER Working Paper Archive 03-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Sep 2003.
  18. Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
  19. Bjørnskov, Christian & Svendsen, Gert Tinggaard, 2003. "Measuring social capital – Is there a single underlying explanation?," Working Papers 03-5, University of Aarhus, Aarhus School of Business, Department of Economics.
  20. Poulsen, Anders & Svendsen, Gert Tinggaard, 2003. "Rise and Decline of Social Capital," Working Papers 03-10, University of Aarhus, Aarhus School of Business, Department of Economics.
  21. Brandt, Urs Steiner & Svendsen, Gert Tinggaard, 2003. "The coalition of industrialists and environmentalists in the climate change issue," Working Papers 03-18, University of Aarhus, Aarhus School of Business, Department of Economics.
  22. Svendsen, Gert Tinggaard, 2003. "Social Capital, Corruption and Economic Growth: Eastern and Western Europe," Working Papers 03-21, University of Aarhus, Aarhus School of Business, Department of Economics.
  23. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2003. "Fighting windmills? EU industrial interests and global climate negotiations," Working Papers 37/03, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  24. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2003. "Hot Air as an Implicit Side Payment Arrangement: Could a Hot Air Provision have Saved the Kyoto-Agreement?," Working Papers 42/03, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  25. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2003. "Bureaucratic Rent-Seeking in the European Union," Working Papers 46/03, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  26. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2003. "The Political Economy of Climate Change Policy in the EU: Auction and Grandfathering," Working Papers 51/03, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  27. Rosholm, Michael & Skipper, Lars, 2003. "Is Labour Market Training a Curse for the Unemployed? Evidence from a Social Experiment," IZA Discussion Papers 716, Institute of Labor Economics (IZA).
  28. Bolvig, Iben & Jensen, Peter & Rosholm, Michael, 2003. "The Employment Effects of Active Social Policy," IZA Discussion Papers 736, Institute of Labor Economics (IZA).
  29. Jakobsen, Vibeke & Rosholm, Michael, 2003. "Dropping out of School? A Competing Risks Analysis of Young Immigrants’ Progress in the Educational System," IZA Discussion Papers 918, Institute of Labor Economics (IZA).
  30. Damm, Anna Piil & Rosholm, Michael, 2003. "Employment Effects of Dispersal Policies on Refugee Immigrants, Part I: Theory," IZA Discussion Papers 924, Institute of Labor Economics (IZA).
  31. Damm, Anna Piil & Rosholm, Michael, 2003. "Employment Effects of Dispersal Policies on Refugee Immigrants, Part II: Empirical Evidence," IZA Discussion Papers 925, Institute of Labor Economics (IZA).
  32. Pesaran, H.M. & Timmermann, A., 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics 0306, Faculty of Economics, University of Cambridge.
  33. Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
  34. Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
  35. Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
  36. Timmermann, Allan & Lunde, Asger, 2003. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers 4104, C.E.P.R. Discussion Papers.
  37. Guidolin, Massimo & Allan Timmermann, 2003. "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003 95, Royal Economic Society.
  38. Peter Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers 2003-05, Brown University, Department of Economics.
  39. Asger Lunde & Esben Hoeg, 2003. "Wavelet Estimation of Integrated Volatility," Computing in Economics and Finance 2003 274, Society for Computational Economics.
  40. Philipp J. H. Schröder, 2003. "The Comparison between Ad Valorem and Unit Taxes under Monopolistic Competition," Discussion Papers of DIW Berlin 333, DIW Berlin, German Institute for Economic Research.
  41. Susanne Dröge & Philipp J. H. Schröder, 2003. "How to Turn an Industry Green: Taxes versus Subsidies," Discussion Papers of DIW Berlin 341, DIW Berlin, German Institute for Economic Research.
  42. Herbert Brücker & Philipp J. H. Schröder & Christian Weise, 2003. "Can EU Conditionality Remedy Soft Budget Constraints in Transition Countries?," Discussion Papers of DIW Berlin 375, DIW Berlin, German Institute for Economic Research.
  43. Herbert Brücker & Philipp J. H. Schröder & Christian Weise, 2003. "Doorkeepers and Gatecrashers: EU Enlargement and Negotiation Strategies," Discussion Papers of DIW Berlin 342, DIW Berlin, German Institute for Economic Research.
  44. Jürgen Bitzer & Philipp J. H. Schröder, 2003. "Competition and Innovation in a Technology Setting Software Duopoly," Discussion Papers of DIW Berlin 363, DIW Berlin, German Institute for Economic Research.
  45. Philipp J. H. Schröder & Harald Trabold & Parvati Trübswetter, 2003. "Intermediation in Foreign Trade: When Do Exporters Rely on Intermediaries?," Discussion Papers of DIW Berlin 336, DIW Berlin, German Institute for Economic Research.
  46. Christiansen, Charlotte & Nielsen, Helena Skyt, 2003. "The Educational Asset Market: A Finance Perspective on Human Capital Investment," Finance Working Papers 02-9, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  47. Helena Skyt, Nielsen & Verner, Mette, 2003. "Why are Well-educated Women not Full-timers?," Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Economics.
  48. Celikaksoy, Aycan & Nielsen, Helena Skyt & Verner, Mette, 2003. "Marriage Migration: Just another case of positive assortative matching?," Working Papers 03-27, University of Aarhus, Aarhus School of Business, Department of Economics.
  49. Diaz-Serrano, Luis & Hartog, Joop & Nielsen, Helena Skyt, 2003. "Compensating Wage Differentials for Schooling Risk in Denmark," IZA Discussion Papers 963, Institute of Labor Economics (IZA).
  50. Bhattacharya, Joydeep & Bunzel, Helle, 2003. "Dynamics of the Planning Solution in the Discrete-Time Textbook Model of Labor Market Search and Matching," Staff General Research Papers Archive 10253, Iowa State University, Department of Economics.
  51. Bunzel, Helle & Marcoul, Philippe, 2003. "Can Racially Unbiased Police Perpetuate Long-Run Discrimination?," Staff General Research Papers Archive 10200, Iowa State University, Department of Economics.
  52. Bunzel, Helle, 2003. "Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors," Staff General Research Papers Archive 10685, Iowa State University, Department of Economics.
  53. Bunzel, Helle & Vogelsang, Timothy J., 2003. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis," Staff General Research Papers Archive 10353, Iowa State University, Department of Economics.
  54. Bhattacharya, Joydeep & Bunzel, Helle & Haslag, Joseph, 2003. "The Non-Monotonic Relationship Between Seigniorage and Inequality," Staff General Research Papers Archive 10252, Iowa State University, Department of Economics.
  55. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2003. "Nonparametric IV estimation of shape-invariant Engel curves," CeMMAP working papers CWP15/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Coupé, Tom & Smeets, Valérie & Warzynski, Frédéric, 2003. "Incentives, Sorting and Productivity along the Career: Evidence from a Sample of Top Economists," Working Papers 03-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  57. Val俽ie Smeets & Frederic Warzynski, 2003. "Job Creation, Job Destruction and Voting Behavior in Poland," LICOS Discussion Papers 13903, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  58. Coupé, Tom & Smeets, Valerie & Warzynski, Frederic, 2003. "Incentives in Economic Departments: Testing Tournaments?," Working Papers 03-25, University of Aarhus, Aarhus School of Business, Department of Economics.
  59. Gupta, Nabanita Datta & Dubey, Amaresh, 2003. "Poverty and Fertility - An Instrumental Variables Analysis on Indian Micro Data," Working Papers 03-11, University of Aarhus, Aarhus School of Business, Department of Economics.
  60. Kraen Blume & Björn Gustafsson & Peder J. Pedersen & Mette Verner, 2003. "A Tale of Two Countries: Poverty among Immigrants in Denmark and Sweden since 1984," WIDER Working Paper Series DP2003-36, World Institute for Development Economic Research (UNU-WIDER).
  61. Weder, Mark, 2003. "Some Observations on the Great Depression in Germany," CEPR Discussion Papers 3716, C.E.P.R. Discussion Papers.
  62. Weder, Mark, 2003. "Taylor Rules in Practice: How Central Banks can Intercept Sunspot Expectations," CEPR Discussion Papers 3899, C.E.P.R. Discussion Papers.
  63. Weder, Mark, 2003. "Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot Expectations," SFB 373 Discussion Papers 2003,49, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  64. Christian, Bjørnskov, 2003. "Corruption and Social Capital," Working Papers 03-13, University of Aarhus, Aarhus School of Business, Department of Economics.
  65. Bentzen, Jan, 2003. "An empirical analysis of gasoline price convergence for 20 OECD countries," Working Papers 03-19, University of Aarhus, Aarhus School of Business, Department of Economics.
  66. Christiansen, Charlotte, 2003. "Multivariate Term Structure Models with Level and Heteroskedasticity Effects," Finance Working Papers 02-19, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  67. Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003. "An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002," Finance Working Papers 03-2, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  68. Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003. "Denmark - A chapter on the Danish Bond Market," Finance Working Papers 03-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  69. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  70. Toke Reichstein & Morten Berg Jensen, 2003. "Analyzing the Distributions of the Stochastic Firm Growth Approach," DRUID Working Papers 03-12, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  71. Ngo Van Long & Raymond Riezman & Antoine Soubeyran & Ngo Van Long, 2003. "Trade, Wage Gaps, and Specific Human Capital Accumulation," CESifo Working Paper Series 911, CESifo.
  72. Noussair, Charles & Plott, Charles & Riezman, Raymond, 2003. "Production, trade, prices, exchange rates and equilibration in large experimental economies," Working Papers 1188, California Institute of Technology, Division of the Humanities and Social Sciences.
  73. Eric Hillebrand, 2003. "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics 0301003, University Library of Munich, Germany.
  74. Nielsen, Steen & Melander, Preben & Jakobsen, Morten, 2003. "Undersøgelse af Moderne Økonomistyringsværktøjer i Danmark 2001," Working Papers 03-15, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  75. Nielsen, Steen & Sørensen, René, 2003. "Motiver, Udbredelse og Anvendelse af The Balanced Scorecard i Danmark," Working Papers 03-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  76. Røed, Knut & Jensen, Peter & Thoursie, Anna, 2003. "Unemployment Duration, Incentives and Institutions - A Micro-Econometric Analysis Based on Scandinavian Data," Memorandum 09/2002, Oslo University, Department of Economics.
  77. Andersen, Torben M & Sorensen, Allan, 2003. "International Product Market Integration, Rents and Wage Formation," CEPR Discussion Papers 3995, C.E.P.R. Discussion Papers.
  78. Engsted, Tom, 2003. "Aktiemarkedet," Finance Working Papers 02-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  79. Belter, Klaus & Engsted, Tom & Tanggaard, Carsten, 2003. "A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability," Finance Working Papers 03-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  80. Leah Kelly & Eckhard Platen & Michael Sorensen, 2003. "Estimating for Discretely Observed Diffusions Using Transform Functions," Research Paper Series 96, Quantitative Finance Research Centre, University of Technology, Sydney.
  81. Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2003. "On the Job Search and the Wage Distribution," CAM Working Papers 2004-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  82. Heino Bohn Nielsen & Anders Rahbek, 2003. "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models," Discussion Papers 03-42, University of Copenhagen. Department of Economics.
  83. Bechmann, Ken L. & Jørgensen, Peter Løchte, 2003. "The Value and Incentives of Option-based Compensation in Danish Listed Companies," Working Papers 2003-2, Copenhagen Business School, Department of Finance.

2002

  1. Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J, 2002. "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series qt3bd1n1x5, Department of Economics, UC San Diego.
  2. He, Changli & Teräsvirta, Timo & González, Andres, 2002. "Testing parameter constancy in stationary vector autoregressive models against continuous change," SSE/EFI Working Paper Series in Economics and Finance 507, Stockholm School of Economics, revised 11 Jul 2005.
  3. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
  4. He, Changli & Teräsvirta, Timo, 2002. "An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure," SSE/EFI Working Paper Series in Economics and Finance 509, Stockholm School of Economics.
  5. He, Changli & Teräsvirta, Timo, 2002. "An application of the analogy between vector ARCH and vector random coefficient autoregressive models," SSE/EFI Working Paper Series in Economics and Finance 516, Stockholm School of Economics.
  6. Eliasson, Ann-Charlotte & Teräsvirta, Timo, 2002. "Error correction in DHSY," SSE/EFI Working Paper Series in Economics and Finance 517, Stockholm School of Economics.
  7. Jan Bentzen & Valdemar Smith, 2002. "Wine prices in the Nordic countries: Are they lower than in the region of origin?," Centre for International Economic Studies Working Papers 2002-23, University of Adelaide, Centre for International Economic Studies.
  8. Jan Bentzen & Valdemar Smith & Søren Leth-Sørensen, 2002. "Prices of French Icon Wines and the Business Cycle: Empirical Evidence from Danish Wine Auctions," Centre for International Economic Studies Working Papers 2002-24, University of Adelaide, Centre for International Economic Studies.
  9. Bentzen, Jan & Smith, Valdemar, 2002. "What does California have in common with Finland, Norway and Sweden?," Working Papers 02-6, University of Aarhus, Aarhus School of Business, Department of Economics.
  10. Bentzen, Jan & Smith, Valdemar, 2002. "An empirical analysis of the interrelations among the export of red wine from France, Italy and Spain," Working Papers 02-8, University of Aarhus, Aarhus School of Business, Department of Economics.
  11. Bentzen, Jan & Smith, Valdemar, 2002. "An empirical analysis of the effect of labour market characteristics on marital dissolution rates," Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Economics.
  12. Valdemar Smith & Erik Strøjer Madsen & Mogens Dilling-Hansen, 2002. "Do R&D Investments Affect Export Performance?," CIE Discussion Papers 2002-09, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  13. Mogens Dilling-Hansen & Erik Strøjer Madsen & Valdemar Smith, 2002. "Does the New Economy Create Higher Productivity?," CIE Discussion Papers 2002-10, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  14. Pedersen, Peder J. & Smith, Nina, 2002. "Unemployment Traps: Do Financial Dis-incentives matter?," CLS Working Papers 01-1, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  15. Graversen, Ebbe Krogh & Smith, Nina, 2002. "Tax Evasion and Work in the Underground Sector," CLS Working Papers 01-2, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  16. Gubta, Nabanita Datta & Oaxaca, Ronald L. & Smith, Nina, 2002. "Swimming Upstream, Floating Downstream: Trends in the U.S. and Danish Gender Wage Gaps," CLS Working Papers 01-6, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  17. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers 2002s-90, CIRANO.
  18. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," CIRANO Working Papers 2002s-91, CIRANO.
  19. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics.
  20. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc.
  21. Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
  22. René Kirkegaard & Per Baltzer Overgaard, 2002. "Buy-Out Prices in Online Auctions: Multi-Unit Demand," CIE Discussion Papers 2003-01, University of Copenhagen. Department of Economics. Centre for Industrial Economics, revised Feb 2003.
  23. Markussen, Peter & Svendsen, Gert Tinggaard & Vesterdal, Morten, 2002. "The political economy of a tradable GHG permit market in the European Union," Working Papers 02-3, University of Aarhus, Aarhus School of Business, Department of Economics.
  24. Svendsen, Gert Tinggaard & Vesterdal, Morten, 2002. "CO2 trade and market power in the EU electricity sector," Working Papers 02-11, University of Aarhus, Aarhus School of Business, Department of Economics.
  25. Ueda, Yoshifumi & Svendsen, Gert Tinggaard, 2002. "How to Solve the Tragedy of the Commons? - Social Entrepreneurs and Global Public Goods," Working Papers 02-13, University of Aarhus, Aarhus School of Business, Department of Economics.
  26. Bjørnskov, Christian & Svendsen, Gert Tinggaard, 2002. "Why Does the Northern Light Shine So Brightly? Decentralisation, social capital and the economy," Working Papers 02-15, University of Aarhus, Aarhus School of Business, Department of Economics.
  27. Svendsen, Gert Tinggaard, 2002. "Lobbyism and CO2 trade in the EU," Working Papers 02-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  28. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2002. "Rent-seeking and grandfathering: The case of GHG trade in the EU," Working Papers 35/02, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  29. Anna Cristina d'Addio & Isabelle De Greef & Michael Rosholm, 2002. "Assessing Unemployment Traps in Belgium using Panel Data Sample Selection models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C1-3, International Conferences on Panel Data.
  30. Rosholm, Michael & Husted, Leif & Skyt Nielsen, Helena, 2002. "Integration over generationer? Andengenerationsindvandrernes uddannelse," CLS Working Papers 02-1, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  31. Elliott, Graham & Timmermann, Allan, 2002. "Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions," University of California at San Diego, Economics Working Paper Series qt15r9t2q2, Department of Economics, UC San Diego.
  32. Paye, Bradley S. & Timmermann, Allan, 2002. "How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data," University of California at San Diego, Economics Working Paper Series qt74v515fr, Department of Economics, UC San Diego.
  33. Blake, David & Timmermann, Allan, 2002. "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers 3464, C.E.P.R. Discussion Papers.
  34. Timmermann, Allan & Granger, Clive, 2002. "Efficient Market Hypothesis and Forecasting," CEPR Discussion Papers 3593, C.E.P.R. Discussion Papers.
  35. Allan Timmermann & M. Hashem Pesaran, 2002. "Market Timing and Return Prediction under Model Instability," FMG Discussion Papers dp412, Financial Markets Group.
  36. Allan Timmermann, 2002. "(UBS Pensions Series 2) International Asset Allocation with Time-Varying Investment Opportunities," FMG Discussion Papers dp424, Financial Markets Group.
  37. Bruce N. Lehmann & Allan Timmermann, 2002. "(UBS Pensions Series 3) Performance Clustering and Incentives in the UK Pension Fund Industry," FMG Discussion Papers dp425, Financial Markets Group.
  38. Allan Timmermann, 2002. "(UBS Pensions Series 4) Returns from Active Management in International Equity Markets; Evidence from a Panel of UK Pension Funds," FMG Discussion Papers dp426, Financial Markets Group.
  39. Jürgen Bitzer & Philipp J. H. Schröder, 2002. "Bug-Fixing and Code-Writing: The Private Provision of Open Source Software," Discussion Papers of DIW Berlin 296, DIW Berlin, German Institute for Economic Research.
  40. Jan G. Jorgensen & Philipp J. H. Schröder, 2002. "Effects of Tariffication: Tariffs, Quotas and VERs under Monopolistic Competition," Discussion Papers of DIW Berlin 269, DIW Berlin, German Institute for Economic Research.
  41. Datta Gupta, Nabanita, 2002. "Gender, pay and development: a cross-country analysis," MPRA Paper 15311, University Library of Munich, Germany.
  42. Weder, Mark & Harrison, Sharon G, 2002. "Did Sunspot Forces Cause the Great Depression?," CEPR Discussion Papers 3267, C.E.P.R. Discussion Papers.
  43. Harrison, Sharon G. & Weder, Mark, 2002. "Did sunspot cause the Great Depression?," SFB 373 Discussion Papers 2002,35, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  44. Bjornskov, Christian & Lind, Kim Martin, 2002. "Where Do Developing Countries Go After Doha? An analysis of WTO positions and potential alliances," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24915, European Association of Agricultural Economists.
  45. Christiansen, Charlotte & Lund, Jesper, 2002. "Revisiting the shape of the yield curve: the effect of interest rate volatility," Finance Working Papers 02-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  46. Christiansen, Charlotte, 2002. "Regime Switching in the Yield Curve," Finance Working Papers 02-13, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  47. Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  48. Lisandro Abrego & Raymond Riezman & John Whalley, 2002. "How Often Are Propositions On The Effects Of Regional Trade Agreements Theoretical Curiosa And When Should They Guide Policy?," University of Western Ontario, Departmental Research Report Series 20024, University of Western Ontario, Department of Economics.
  49. N.E. Savin & Allan H. Würtz, 2002. "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  50. Nielsen, Steen & Melander, Preben & Jakobsen, Morten, 2002. "A Survey of Modern Management Models in Danish Privately Owned Companies," Working Papers 02-11, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  51. Engsted, Tom & Tanggaard, Carsten, 2002. "The comovement of US and UK stock markets," Finance Working Papers 02-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  52. Engsted, Tom, 2002. "Misspecification versus bubbles in hyperinflation data: Comment," Finance Working Papers 02-2, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  53. Bechmann, Ken L. & Løchte Jørgensen, Peter, 2002. "Optionsaflønning i danske børsnoterede selskaber," Working Papers 2002-7, Copenhagen Business School, Department of Finance.

2001

  1. Soren JOHANSEN, 2001. "The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model," Economics Working Papers ECO2001/01, European University Institute.
  2. Soren JOHANSEN & Katarina JUSELIUS, 2001. "Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data," Economics Working Papers ECO2001/02, European University Institute.
  3. van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Marcelo C. Medeiros & Timo Terasvirta, 2001. "Statistical methods for modelling neural networks," Textos para discussão 445, Department of Economics PUC-Rio (Brazil).
  5. Bingley, P. & Eriksson, T, 2001. "Pay Spread and Skewness. Employee Effort and Firm Productivity," Papers 01-2, Aarhus School of Business - Department of Economics.
  6. Eriksson, T., 2001. "How Common Are The New Compensation and Work Organization Practices and Who Adopts Them?," Papers 01-8, Aarhus School of Business - Department of Economics.
  7. Jan Bentzen & Tor Eriksson & Valdemar Smith, 2001. "Alcohol Consumption in European Countries Time series based tests of convergence," Post-Print hal-01200998, HAL.
  8. Bentzen, J. & Smith, V., 2001. "Did the French Nuclear Tests under the Muroroa Atoll Affect the Export of French Wine to Denmark?," Papers 01-9, Aarhus School of Business - Department of Economics.
  9. Bentzen, Jan & Smith, Valdemar, 2001. "Sakker de danske, offentlige forskningsbevillinger bagud? En komparativ analyse af kort- og langsigtstendenser i Finanslovens forskningsbevillinger," Working Papers 01-11, University of Aarhus, Aarhus School of Business, Department of Economics.
  10. Frederiksen, A. & Graversen, E.K. & Smith, N., 2001. "Overtime Work, Dual Job Holding and Taxation," Papers 01-7, Aarhus School of Business - Department of Economics.
  11. Nielsen, Helena Skyt & Rosholm, Michael & Smith, Nina & Husted, Leif, 2001. "Intergenerational transmissions and the school-to-work transition of 2. generation immigrants," CLS Working Papers 01-4, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  12. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  13. Nielsen, Helena Skyt & Rosholm, Michael & Smith, Nina & Husted, Leif, 2001. "Qualifications, Discrimination, or Assimilation? An Extended Framework for Analysing Immigrant Wage Gaps," IZA Discussion Papers 365, Institute of Labor Economics (IZA).
  14. Tim Bollerslev & Hao Zhou, 2001. "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Finance and Economics Discussion Series 2001-49, Board of Governors of the Federal Reserve System (U.S.).
  15. Møllgaard, H. Peter & Overgaard, Per Baltzer, 2001. "Market Transparency And Competition Policy," Working Papers 06-2001, Copenhagen Business School, Department of Economics.
  16. Mark N. Herzendorf & Per Baltzer Overgaard, 2001. "Prices as Signals of Quality in Duopoly," CIE Discussion Papers 2001-01, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  17. Ram Orzach & Per Baltzer Overgaard & Yair Tauman, 2001. "Modest Advertising Signals Strength," CIE Discussion Papers 2001-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  18. Hjøllund, Lene & Paldam, Martin & Svendsen, Gert Tinggaard, 2001. "Social Capital in Russia and Denmark: A Comparative Study," Working Papers 01-13, University of Aarhus, Aarhus School of Business, Department of Economics.
  19. Svendsen, Gert Tinggaard & Vesterdal, Morten, 2001. "How to design Greenhouse Gas Trading in the EU?," Working Papers 01-16, University of Aarhus, Aarhus School of Business, Department of Economics.
  20. Daugbjerg, Carsten & Svendsen, Gert Tinggaard, 2001. "Designing green taxes in a political context: From optimal to feasible environmental regulation," Working Papers 01-17, University of Aarhus, Aarhus School of Business, Department of Economics.
  21. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2001. "Hot air in Kyoto, cold air in The Hague," Working Papers 22/01, University of Southern Denmark, Department of Sociology, Environmental and Business Economics.
  22. Bolvig, Iben & Jensen, Peter & Rosholm, Michael, 2001. "Effekter af aktiveringsindsatsen i Århus Kommune," CLS Working Papers 01-99, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  23. Rosholm, Michael, 2001. "An Analysis of the Processes of Labour Market Exclusion and (Re-) Inclusion," IZA Discussion Papers 332, Institute of Labor Economics (IZA).
  24. Allan Timmerman & Massimo Guidolin, 2001. "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001 P3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  25. Timmermann, Allan, 2001. "Structural Breaks, Incomplete Information and Stock Prices," University of California at San Diego, Economics Working Paper Series qt1sn269d7, Department of Economics, UC San Diego.
  26. Timmermann, Allan & Guidolin, Massimo, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers.
  27. White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers.
  28. Dahl, Christian M. & Nielsen, Steen, 2001. "The Random Walk Of Stock Prices: Implications Of Recent Nonpara-Metric Tests," Working Papers 07-2001, Copenhagen Business School, Department of Economics.
  29. Asger Lunde & Peter Reinhard Hansen, 2001. "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers 2001-04, Brown University, Department of Economics.
  30. Schröder, Philipp J.H. & Jørgensen, Jan G., 2001. "Reductions in Real versus Tariff Barriers: The Effects on Industry Concentration," MPRA Paper 124, University Library of Munich, Germany.
  31. Nielsen, H.S. & Dubey, A., 2001. "Child Labor: A Microeconomic Perspective," Papers 01-10, Aarhus School of Business - Department of Economics.
  32. Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy, 2001. "Simple Robust Testing of Hypothesis in Non-Linear Models," Staff General Research Papers Archive 5214, Iowa State University, Department of Economics.
  33. Bingley, Paul & Gubta, Nabanita Datta & Pedersen, Peder J., 2001. "The Effects of Pension Programme Incentives on Retirement Behavior in Denmark," CLS Working Papers 01-8, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  34. Gubta, Nabanita Datta & Rothstein, Donna S., 2001. "The Impact of Worker and Establishment-level Characteristics on Male-Female Wage Differentials: Evidence from Danish Matched Employee-Employer Data," CLS Working Papers 01-9, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  35. Burda, Michael C. & Weder, Mark, 2001. "Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles," Discussion Paper Series 26367, Hamburg Institute of International Economics.
  36. Weder, Mark, 2001. "The Great Demand Depression," CEPR Discussion Papers 3067, C.E.P.R. Discussion Papers.
  37. Chloupkova, Jarka & Bjornskov, Christian, 2001. "Reaping the Gains from Trade: Constraints and Opportunities of Agricultural Credit Markets," Unit of Economics Working Papers 24189, Royal Veterinary and Agricultural University, Food and Resource Economic Institute.
  38. Bentzen, Jan & Linderoth, Hans, 2001. "Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?," Working Papers 01-5, University of Aarhus, Aarhus School of Business, Department of Economics.
  39. Christiansen, Charlotte, 2001. "Long Maturity Forward Rates," Finance Working Papers 01-12, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  40. Didier Laussel & Raymond Riezman, 2001. "The Sources of Protectionist Drift in Representative Democracies," CESifo Working Paper Series 426, CESifo.
  41. Ngo Van Long & Ray Riezman & Antoine Soubeyran, 2001. "Fragmentation, Outsourcing and the Service Sector," CIRANO Working Papers 2001s-43, CIRANO.
  42. Lisandro Abrego & Raymond Riezman & John Whalley, 2001. "How Reasonable Are Assumptions Used in Theoretical Models?: Computational Evidence on the Likelihood of Trade Pattern Changes," NBER Working Papers 8169, National Bureau of Economic Research, Inc.
  43. Lisandro Abrego & Raymond Riezman & John Whalley, 2001. "How Often Are Propositions on the Effects of Customs Unions Theoretical Curiosa and When Should They Guide Policy?," NBER Working Papers 8304, National Bureau of Economic Research, Inc.
  44. Savin, N.E. & Wurtz, Allan H., 2001. "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers 2001-01, University of Iowa, Department of Economics.
  45. Nielsen, Steen & Høg, Esben, 2001. "Dynamic Cost Managenent: Combining ABC, the Theory of the Firm and Cubic Splines," Working Papers 01-9, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  46. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001. "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers 8510, National Bureau of Economic Research, Inc.
  47. Engsted, Tom & Tanggaard, Carsten, 2001. "A New Test for Speculative Bubbles Based on Return Variance Decompositions," Finance Working Papers 01-9, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  48. Anders Rahbek & Neil Shephard, 2001. "Autoregressive conditional root model," Economics Papers 2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002.
  49. Grosen, Anders & Løchte Jørgensen, Peter, 2001. "Life Insurance Liabilities at Market Value," Finance Working Papers 01-4, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  50. Grosen, Anders & Jensen, Bjarke & Løchte Jørgensen, Peter, 2001. "A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities," Finance Working Papers 01-5, University of Aarhus, Aarhus School of Business, Department of Business Studies.

2000

  1. Johansen, S., 2000. "A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model," Economics Working Papers eco2000/15, European University Institute.
  2. van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000. "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 376, Stockholm School of Economics.
  4. Lundbergh, Stefan & Teräsvirta, Timo, 2000. "Forecasting with smooth transition autoregressive models," SSE/EFI Working Paper Series in Economics and Finance 390, Stockholm School of Economics.
  5. Madsen, Erik Strøjer & Eriksson, Tor & Smith, Valdemar & Dilling-Hansen, Mogens, 2000. "Produktivitetsforskelle mellem danske virksomheder - afhængighed af brancheforhold," Working Papers 00-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  6. Björklund, Anders & Eriksson, Tor & Jäntti, Markus & Raaum, Oddbjørn & Österbacka, Eva, 2000. "Brother Correlations in Earnings in Denmark, Finland, Norway and Sweden Compared to the United States," IZA Discussion Papers 158, Institute of Labor Economics (IZA).
  7. Valdemar Smith & Mogens Dilling-Hansen & Tor Eriksson & Erik Strøjer Madsen, 2000. "R&D and Productivity in Danish Firms: Some Empirical Evidence," CIE Discussion Papers 2000-05, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  8. Tor Eriksson & Jaromir Gottvald & Pavel Mrazek, 2000. "Determinants of Managerial Pay in the Czech Republic," William Davidson Institute Working Papers Series 310, William Davidson Institute at the University of Michigan.
  9. Smith, Nina & Rosholm, Michael & , Helena Skyt Nielsen, 2000. "Hit Twice? Danish Evidence on the Double-Negative Effect on the Wages of Immigrant Women," CEPR Discussion Papers 2502, C.E.P.R. Discussion Papers.
  10. Husted, L. & Nielsen, H.S. & Rosholm, M. & Smith, N., 2000. "Employment and Wage Assimilation of Male First Generation Immigrants in Denmark," Papers 00-01, Centre for Labour Market and Social Research, Danmark-.
  11. Gupta, N.D. & Smith, N., 2000. "Children and Career Interruptions: the Family Gap in Denmark," Papers 00-03, Centre for Labour Market and Social Research, Danmark-.
  12. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000. "The Distribution of Stock Return Volatility," NBER Working Papers 7933, National Bureau of Economic Research, Inc.
  13. Paldam, M. & Svendsen, G.T., 2000. "Missing Social Capital and the Transition in Eastern Europe," Papers 00-5, Aarhus School of Business - Department of Economics.
  14. Christoffersen, H. & Svendsen, G.T., 2000. "Bureaucratic Tax-seeking: The Danish Waste Tax," Papers 00-8, Aarhus School of Business - Department of Economics.
  15. Hjollund, L. & Svendsen, G.T., 2000. "Social Capital: A Standard Method of Measurement," Papers 00-9, Aarhus School of Business - Department of Economics.
  16. Jan Tjeerd Boom & Gert Tinggaard Svendsen, 2000. "The Political Economy of International Emissions Trading Scheme Choice: Empirical Evidence," Discussion Papers 00-19, University of Copenhagen. Department of Economics.
  17. Rosholm, M. & Scott, K. & Husted, L., 2000. "The Times they Are A-Changin' . Organizational Change and Immigrnat Employment Opportunities in Scandinavia," Papers 00-07, Centre for Labour Market and Social Research, Danmark-.
  18. Massimo Guidolin & Allan Timmermann, 2000. "Implied Learning Paths from Option Prices," Econometric Society World Congress 2000 Contributed Papers 0447, Econometric Society.
  19. Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
  20. Schröder, Philipp J.H., 2000. "On Privatisation and Restructuring," MPRA Paper 89, University Library of Munich, Germany, revised 2006.
  21. Jansson, Michael & Haldrup, Niels Prof., 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Department of Economics, Working Paper Series qt5b13w0rp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  22. Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle, 2000. "Simple Robust Testing of Regression Hypotheses," Staff General Research Papers Archive 1832, Iowa State University, Department of Economics.
  23. Weder, Mark, 2000. "Indeterminacy in a Small Open Economy Ramsey Growth Model," CEPR Discussion Papers 2585, C.E.P.R. Discussion Papers.
  24. Burda, Michael & Weder, Mark, 2000. "Complementarity of Labour Market Institutions, Equilibrium Unemployment and the Persistence of Business Cycles," CEPR Discussion Papers 2592, C.E.P.R. Discussion Papers.
  25. Christiansen, Charlotte & Strunk Hansen, Charlotte, 2000. "Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model," Finance Working Papers 00-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  26. Christiansen, Charlotte, 2000. "Credit Spreads and the Term Structure of Interest Rates," Finance Working Papers 00-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  27. M. Ayhan Kose & Raymond Riezman, 2000. "Small Countries and Preferential Trade Agreements "How Severe is the Innocent Bystander Problem?"," CESifo Working Paper Series 253, CESifo.
  28. Nielsen, Steen, 2000. "Product Costing in FMT: Comparing Deterministic and Stochastic Models Using Computer-based Simulation for an Actual Case Study," Working Papers 00-4, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  29. Engsted, Tom, 2000. "Measuring Noise in the Permanent Income Hypothesis," Finance Working Papers 00-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  30. Engsted, Tom & Tanggaard, Carsten, 2000. "The Relation Between Asset Returns and Inflation at Short and Long Horizons," Finance Working Papers 00-9, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  31. Engsted, Tom & Mammen, Enno & Tanggaard, Carsten, 2000. "Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach," Finance Working Papers 00-10, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  32. Christensen, Bent J. & Kiefer, Nicholas M., 2000. "Statistical Manifolds and Separate Inference," Working Papers 00-05, Cornell University, Center for Analytic Economics.
  33. Bent Jesper Christensen & Nicholas Kiefer, 2000. "Panel Data, Local Cuts, and Orthogeodesic Models," Econometric Society World Congress 2000 Contributed Papers 1108, Econometric Society.
  34. Frewer, Lynn & Scholderer, Joachim & Downs, Clive & Bredahl, Lone, 2000. "Communicating about the risks and benefits of genetically modified foods. Effects of different information strategies," MAPP Working Papers 71, University of Aarhus, Aarhus School of Business, The MAPP Centre.

1999

  1. Johansen, S., 1999. "A Bartlett Correction Factor for Tests on the Cointegrating Relations," Economics Working Papers eco99/10, European University Institute.
  2. Johansen, S., 1999. "A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors," Economics Working Papers eco99/9, European University Institute.
  3. Peguin-Feissolle, A. & Terasvirta, T., 1999. "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M. 99a42, Universite Aix-Marseille III.
  4. Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999. "A simple variable selection technique for nonlinear models," SSE/EFI Working Paper Series in Economics and Finance 296, Stockholm School of Economics, revised 06 Apr 2000.
  5. He, Changli & Teräsvirta, Timo, 1999. "Higher-order dependence in the general Power ARCH process and a special case," SSE/EFI Working Paper Series in Economics and Finance 315, Stockholm School of Economics.
  6. Persson, Anna & Teräsvirta, Timo, 1999. "The Net Barter Terms Of Trade : A Smooth Transition Approach," SSE/EFI Working Paper Series in Economics and Finance 335, Stockholm School of Economics.
  7. He, Changli & Teräsvirta, Timo & Malmsten, Hans, 1999. "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," SSE/EFI Working Paper Series in Economics and Finance 345, Stockholm School of Economics.
  8. Stefan Lundbergh & Timo Teräsvirta, 1999. "Modelling Economic High-Frequency Time Series," Tinbergen Institute Discussion Papers 99-009/4, Tinbergen Institute.
  9. Eriksson, T., 1999. "Performance Related Pay: Determinants and Efefcts on Managers Pay," Papers 99-2, Aarhus School of Business - Department of Economics.
  10. Dilling-Hansen, M. & Eriksson, T. & Madsen, E.S. & Smith, V., 1999. "The Influence of Competition and Ownership Structure on the Performance of Sanish Manufacturing Firms," Papers 99-9, Aarhus School of Business - Department of Economics.
  11. Nielsen-Westergaard, N. & Agerbo, E. & Eriksson, T. & Mortensen, P.B., 1999. "Mental Illness and Labour Market Outcomes: Employment and Earnings," Papers 99-04, Centre for Labour Market and Social Research, Danmark-.
  12. Bingley, P. & Eriksson, T. & Werwatz, A. & Westergard-Nielsen, N., 1999. "Beyond "Manucentrism" - Some Fresh Facts about Job and Worker Flows," Papers 99-09, Centre for Labour Market and Social Research, Danmark-.
  13. Bentzen, J. & Smith, V., 1999. "The Impact of Government R&D - Some Empirical Evidence," Papers 99-4, Aarhus School of Business - Department of Economics.
  14. Callan, T. & Dex, S. & Smith, N. & Vlasblom, J.D., 1999. "Taxation of Spouses: a Cross-Country Study of the Effects on Maaried Women's Labour Supply," Papers 99-02, Centre for Labour Market and Social Research, Danmark-.
  15. Tim Bollerslev & Jonathan H. Wright, 1999. "High frequency data, frequency domain inference and volatility forecasting," International Finance Discussion Papers 649, Board of Governors of the Federal Reserve System (U.S.).
  16. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-059, New York University, Leonard N. Stern School of Business-.
  17. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-060, New York University, Leonard N. Stern School of Business-.
  18. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-061, New York University, Leonard N. Stern School of Business-.
  19. H. Peter Møllgaard & Per Baltzer Overgaard, 1999. "Market Transparency: A Mixed Blessing?," CIE Discussion Papers 1999-15, University of Copenhagen. Department of Economics. Centre for Industrial Economics, revised Feb 2000.
  20. Boom, J.-T. & Svendsen, G.T., 1999. "International Emission Trading Systems: Trade Level and Political Acceptability," Papers 99-11, Aarhus School of Business - Department of Economics.
  21. Svendsen, G.L.H. & Svendsen, G.T., 1999. "Social Capital in Rural Denmark," Papers 99-13, Aarhus School of Business - Department of Economics.
  22. Kurrild-Klitgaard, P. & Svendsen, G.T., 1999. "Autocracy, Collective Goods and the Vikings," Papers 99-6, Aarhus School of Business - Department of Economics.
  23. Rosholm, M., 1999. "Observed and Unobserved Heterogeneity in the Duration Dependency Parameter," Papers 99-5, Aarhus School of Business - Department of Economics.
  24. Nielsen, M.S. & Rosholm, M., 1999. "Wages, Training, and Job Turnover in a Search-Matching Model," Papers 99-03, Centre for Labour Market and Social Research, Danmark-.
  25. Jensen, P. & Nielsen, M.S. & Rosholm, M., 1999. "The Effects of Benefits, Incentives, and Sanctions on Youth Employment," Papers 99-05, Centre for Labour Market and Social Research, Danmark-.
  26. Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M., 1999. "The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data," Papers 99-12, Centre for Labour Market and Social Research, Danmark-.
  27. Pesaran, Hashem & Timmermann, Allan, 1999. "Model Instability and Choice of Observation Window," University of California at San Diego, Economics Working Paper Series qt8zx626k6, Department of Economics, UC San Diego.
  28. Allan Timmermann, 1999. "Moments of Markov Switching Models," FMG Discussion Papers dp323, Financial Markets Group.
  29. Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
  30. Canagarajah, Sudharshan & Nielsen, Helena Skyt, 1999. "Child labor and schooling in Africa : a comparative study," Social Protection Discussion Papers and Notes 20456, The World Bank.
  31. Leonidas E. de la Rosa, 1999. "Ataques Especulativos: Un Enfoque de Incertidumbre e Información," Borradores de Economia 130, Banco de la Republica de Colombia.
  32. Christensen, B.J. & Gupta, N.D., 1999. "The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples," Papers 99-1, Aarhus School of Business - Department of Economics.
  33. An, M.Y. & Christensen, B.J. & Gupta, N.D., 1999. "A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples," Papers 99-10, Centre for Labour Market and Social Research, Danmark-.
  34. Bentzen, J. & Engsted, T., 1999. "A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships," Papers 99-7, Aarhus School of Business - Department of Economics.
  35. M. Ayhan Kose & Raymond Riezman, 1999. "Trade Shocks and Macroeconomic Fluctuations in Africa," CESifo Working Paper Series 203, CESifo.
  36. M. Ayhan Kose & Raymond Riezman, 1999. "Understanding the Welfare Implications of Preferential Trade Agreements," CSGR Working papers series 45/99, Centre for the Study of Globalisation and Regionalisation (CSGR), University of Warwick.
  37. Jensen, P. & Nielsen, M.S., 1999. "Short- and Long-Term Unemployment: How do Temporary Layoffs Affect this Distinction?," Papers 99-06, Centre for Labour Market and Social Research, Danmark-.
  38. Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L., 1999. "Equilibrium Search with Human Capital Accumulation," Papers 99-11, Centre for Labour Market and Social Research, Danmark-.

1998

  1. Granger, Clive W.J. & Teräsvirta, Timo, 1998. "A simple nonlinear time series model with misleading linear properties," SSE/EFI Working Paper Series in Economics and Finance 237, Stockholm School of Economics.
  2. Skalin, Joakim & Teräsvirta, Timo, 1998. "Modelling asymmetries and moving equilibria in unemployment rates," SSE/EFI Working Paper Series in Economics and Finance 262, Stockholm School of Economics, revised Jul 1999.
  3. Hall, Anthony D. & Skalin, Joakim & Teräsvirta, Timo, 1998. "A nonlinear time series model of El Niño," SSE/EFI Working Paper Series in Economics and Finance 263, Stockholm School of Economics.
  4. Teräsvirta, Timo & Eliasson, Ann-Charlotte, 1998. "Nonlinear error-correction and the UK demand for broad money, 1878-1993," SSE/EFI Working Paper Series in Economics and Finance 265, Stockholm School of Economics, revised 30 Nov 1998.
  5. Lundbergh, Stefan & Teräsvirta, Timo, 1998. "Modelling economic high-frequency time series with STAR-STGARCH models," SSE/EFI Working Paper Series in Economics and Finance 291, Stockholm School of Economics.
  6. Lundbergh, Stefan & Teräsvirta, Timo, 1998. "Evaluating GARCH models," SSE/EFI Working Paper Series in Economics and Finance 292, Stockholm School of Economics, revised 03 Oct 2001.
  7. Eriksson, T. & Gottwald, J. & Mrazek, P., 1998. "An Analysis of the Determinants of Managerial Pay in the Czech Republic," Papers 98-8, Aarhus School of Business - Department of Economics.
  8. Agerbo, E. & Eriksson, T. & Mortensen, P.B. & Westergard-Nielsen, N., 1998. "Unemployment and Mental Disorder - An Empirical Analysis," Papers 98-02, Centre for Labour Market and Social Research, Danmark-.
  9. Mogens Dilling-Hansen & Tor Eriksson & Erik Strøjer Madsen & Valdemar Smith, 1998. "Market Structure, Publicly and Privately Financed R&D Spending. Empirical Evidence for Denmark," CIE Discussion Papers 1998-20, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  10. Lars Haagen Pedersen & Nina Smith & Peter Stephensen, 1998. "Wage Formation and Minimum Wage Contracts: Theory and Evidence from Danish Panel Data," DREAM Working Paper Series 199701, Danish Rational Economic Agents Model, DREAM.
  11. Graversen, E.K. & Smith, N., 1998. "Labour Supply, Overtime Work and Taxation in Denmark," Papers 98-06, Centre for Labour Market and Social Research, Danmark-.
  12. Gupta, N.D. & Oaxaca, R.L. & Smith, N., 1998. "Wage Dispersion, Public Sector Wages and the Stagnating Danish Gender Wage Gap," Papers 98-18, Centre for Labour Market and Social Research, Danmark-.
  13. Pedersen, P.J. & Smith, N., 1998. "Low Incomes in Denmark, 1980-1995," Papers 98-19, Centre for Labour Market and Social Research, Danmark-.
  14. Torben G. Anderson & Tim Bollerslev & Ashish Das, 1998. "Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment," NBER Working Papers 6666, National Bureau of Economic Research, Inc.
  15. Mark N. Hertzendorf & Per Baltzer Overgaard, 1998. "Will the high-quality producer please stand up?: A model of duopoly signaling," CIE Discussion Papers 1998-04, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  16. H. Peter Møllgaard & Per Baltzer Overgaard, 1998. "Temporary Partnerships as an Information Transmission Mechanism: Foreign Investment in Emerging Markets," CIE Discussion Papers 1998-13, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  17. Svend Albæk & Per Baltzer Overgaard, 1998. "Signaling and rent extraction vis contract proposals in franchising," CIE Discussion Papers 1998-03, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  18. Møllgaard, H. Peter & Overgaard, Per Baltzer, 1998. "Temporary partnerships as an information transmission mechanism," Working Papers 10-1998, Copenhagen Business School, Department of Economics.
  19. Svendsen, G.T., 1998. "Transitio to Market Economy Eastern Europe: The case of Lobbyism in Russia," Papers 98-1, Aarhus School of Business - Department of Economics.
  20. Svendsen, G.T., 1998. "The Idea of Global CO2 Trade," Papers 98-13, Aarhus School of Business - Department of Economics.
  21. Hjollund, L. & Svendsen, G.T., 1998. "The Public Choice Problem of Green Taxation: The Case of CO2 Taxation in OECD," Papers 98-14, Aarhus School of Business - Department of Economics.
  22. Christensen, J.L. & Svendsen, G.T., 1998. "The US SO2 Auction: a Policy Recommendation for Future Auctions," Papers 98-15, Aarhus School of Business - Department of Economics.
  23. Svendsen, G.T., 1998. "Social Capital, Economic Growth and Transition Economies," Papers 98-2, Aarhus School of Business - Department of Economics.
  24. Lunde, Asger & Timmermann, Allan & Blake, David, 1998. "The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis," University of California at San Diego, Economics Working Paper Series qt1pd3z1hm, Department of Economics, UC San Diego.
  25. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
  26. Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.
  27. Engle, Robert F & Lunde, Asger, 1998. "Trades and Quotes: A Bivariate Point Process," University of California at San Diego, Economics Working Paper Series qt8bh079sq, Department of Economics, UC San Diego.
  28. Møllgaard, H, Peter & Schröder, Philipp, 1998. "Bosch-Siemens' investment in Slovenia," Working Papers 02-1998, Copenhagen Business School, Department of Economics.
  29. Nielsen, H.S., 1998. "Two Notes of Discrimination and Decomposition," Papers 98-01, Centre for Labour Market and Social Research, Danmark-.
  30. Nielsen, H.S., 1998. "Low Demand for Primary Education: Tradition or Economic Incentives?," Papers 98-05, Centre for Labour Market and Social Research, Danmark-.
  31. Nielsen, H.S. & Westergard-Nielsen, N., 1998. "Returns to Schooling in LDCs: New Evidence from Zambia," Papers 98-10, Centre for Labour Market and Social Research, Danmark-.
  32. Nielsen, H.S., 1998. "Child Labor and School Attendance: Two Joint Decisions," Papers 98-15, Centre for Labour Market and Social Research, Danmark-.
  33. Burda, Michael C. & Weder, Mark, 1998. "Endogenes Wachstum, gleichgewichtige Arbeitslosigkeit und persistente Konjunkturzyklen," SFB 373 Discussion Papers 1999,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  34. M. Ayhan Kose & Raymond Riezman, 1998. "External Shocks and Economic Dynamics: The Case of African Countries," CESifo Working Paper Series 155, CESifo.
  35. Küchler, Uwe & Sørensen, Michael M., 1998. "A note on limit theorems for multivariate martingales," SFB 373 Discussion Papers 1998,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  36. An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M., 1998. "Approximate Distributions in Essentially Linear Models," Working Papers 98-10, Duke University, Department of Economics.

1997

  1. Johansen, S., 1997. "Mathematical and Statistical Modelling of Cointegration," Economics Working Papers eco97/14, European University Institute.
  2. Engsted, T. & Johansen, S., 1997. "Granger's Representation Theorem and Multicointegration," Economics Working Papers eco97/15, European University Institute.
  3. Johansen, S. & Schaumburg, E., 1997. "Likelihood Analysis of Seasonal Cointegration," Economics Working Papers eco97/16, European University Institute.
  4. He, Changli & Teräsvirta, Timo, 1997. "Fourth Moment Structure of the GARCH (p, q) Process," SSE/EFI Working Paper Series in Economics and Finance 168, Stockholm School of Economics.
  5. He, Changli & Teräsvirta, Timo, 1997. "Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints," SSE/EFI Working Paper Series in Economics and Finance 169, Stockholm School of Economics.
  6. He, Changli & Teräsvirta, Timo, 1997. "Properties of Moments of a Family of GARCH Processes," SSE/EFI Working Paper Series in Economics and Finance 198, Stockholm School of Economics.
  7. He, Changli & Teräsvirta, Timo, 1997. "Statistical Properties of the Asymmetric Power ARCH Process," SSE/EFI Working Paper Series in Economics and Finance 199, Stockholm School of Economics, revised 30 Sep 1997.
  8. Bentzen, J. & Eriksson, T. & Smith, V., 1997. "Rational Addiction and Alcohol Consumption: Evidence from the Nordic Countries," Papers 97-16, Aarhus School of Business - Department of Economics.
  9. Mogens Dilling-Hansen & Tor Eriksson & Erik Strøjer Madsen & Valdemar Smith, 1997. "Firm Productivity Growth and Competition," CIE Discussion Papers 1997-22, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  10. Bentzen, J. & Smith, V. & Nannerup, N., 1997. "Alcohol Consumption and Drunken Driving in the Scandinavian Countries," Papers 97-1, Aarhus School of Business - Department of Economics.
  11. Mogens Dilling-Hansen & Erik Strøjer Madsen & Valdemar Smith, 1997. "Entry into Danish Manufacturing Industries," CIE Discussion Papers 1997-11, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  12. Rolf Aaberge & Anders Björklund & Markus Jäntti & Peder J. Pedersen & Nina Smith & Tom Wennemo, 1997. "Unemployment Shocks and Income Distribution How Did the Nordic Countries Fare During their Crises?," Discussion Papers 201, Statistics Norway, Research Department.
  13. Torben G. Andersen & Tim Bollerslev, 1997. "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers 6023, National Bureau of Economic Research, Inc.
  14. Svend Albæk & Peter Møllgaard & Per Baltzer Overgaard, 1997. "Government-Assisted Oligopoly Coordination? A Concrete Case," CIE Discussion Papers 1997-03, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  15. Steiner, U. & Svendsen, G. T., 1997. "The use of Permit Markets for Incorporating Source Location: the Case of Acid Rain in Europe," Papers 97-10, Aarhus School of Business - Department of Economics.
  16. Rosholm, M., 1997. "The Risk of marginalization in the Labour Market: Application of the Three State Dependent Competing Risks Duration Model," Papers 97-14, Centre for Labour Market and Social Research, Danmark-.
  17. Nielsen, H.S. & Rosholm, M., 1997. "The Incidence of Unemployment: Identifying Quit and Layoffs," Papers 97-15, Centre for Labour Market and Social Research, Danmark-.
  18. Blake, David & Lehmann, Bruce N & Timmermann, Allan G, 1997. "Performance Measurement using Multiple Asset Class Portfolio Data," CEPR Discussion Papers 1618, C.E.P.R. Discussion Papers.
  19. Weder, Mark, 1997. "Indeterminacy, business cycles, and modest increasing returns to scale," SFB 373 Discussion Papers 1997,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  20. Weder, Mark, 1997. "Animal spirits, technology shocks and the business cycle," SFB 373 Discussion Papers 1997,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  21. Engsted, T & Bentzen, J, 1997. "Dynamic Modelling of Energy Demand : A Guided Tour Through the Jungle of Unit Roots and Cointegration," Papers 97-6, Aarhus School of Business - Department of Economics.
  22. Riezman, R., 1997. "Can Bilateral Trade Agreements Help Induce Free Trade," Working Papers 97-01, University of Iowa, Department of Economics.
  23. Parks, R.W. & Savin, N.E. & Wurtz, A.H., 1997. "The Power of Hessian and Outer Product Based Wald and LM Tests," Working Papers 97-02, University of Iowa, Department of Economics.
  24. Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance 209, Stockholm School of Economics.

1996

  1. Teräsvirta, Timo, 1996. "Power Properties of Linearity Tests for Time Series," SSE/EFI Working Paper Series in Economics and Finance 94, Stockholm School of Economics.
  2. Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," SSE/EFI Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
  3. Teräsvirta, Timo, 1996. "Two Stylized Facts and the Garch (1,1) Model," SSE/EFI Working Paper Series in Economics and Finance 96, Stockholm School of Economics.
  4. Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
  5. Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan, 1996. "Stylized Facts of Daily Return Series and the Hidden Markov Model," SSE/EFI Working Paper Series in Economics and Finance 117, Stockholm School of Economics.
  6. Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," SSE/EFI Working Paper Series in Economics and Finance 130, Stockholm School of Economics.
  7. Teräsvirta, Timo, 1996. "Modelling Economic Relationships with Smooth Transition Regressions," SSE/EFI Working Paper Series in Economics and Finance 131, Stockholm School of Economics.
  8. Teräsvirta, Timo, 1996. "Smooth Transition Models," SSE/EFI Working Paper Series in Economics and Finance 132, Stockholm School of Economics.
  9. Kauppi, Eija & Lassila, Jukka & Teräsvirta, Timo, 1996. "Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression," Discussion Papers 546, The Research Institute of the Finnish Economy.
  10. Eriksson, T. & Jantti, M., 1996. "The Distribution of Earnings in Finland 1971-1990," Papers 96-16, Centre for Labour Market and Social Research, Danmark-.
  11. Naur, M. & Smith, N., 1996. "Cohort Effects on the Gender Wage Gape in Danmark," Papers 96-05, Centre for Labour Market and Social Research, Danmark-.
  12. Aaberge, Rolf & Björklund, Anders & Jäntti, Markus & Palme, Mårten & Pedersen, Peder & Smith, Nina & Wennemo, Tom, 1996. "Income Inequality and Income Mobility in the Scandinavian Countries Compared to the United States," SSE/EFI Working Paper Series in Economics and Finance 98, Stockholm School of Economics, revised Aug 2002.
  13. Torben G. Andersen & Tim Bollerslev, 1996. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers 5752, National Bureau of Economic Research, Inc.
  14. Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
  15. Svendsen, G.T., 1996. "CO2 Regulation: The Case of Danmark," Papers 96-1, Aarhus School of Business - Department of Economics.
  16. Rosholm, M., 1996. "Unemployment Duration Over the Business Cycle," Papers 96-08, Centre for Labour Market and Social Research, Danmark-.
  17. Pesaran, M. H. & Timmermann, A., 1996. "A Recursive Modelling Approach to Predicting UK Stock Returns'," Cambridge Working Papers in Economics 9625, Faculty of Economics, University of Cambridge.
  18. Jensen, P. & Nielsen, H.S., 1996. "Child Labour or School Attendance? Evidence from Zambia," Papers 96-14, Centre for Labour Market and Social Research, Danmark-.
  19. Engsted, Tom & Gonzalo, Jesús & Haldrup, Niels, 1996. "Multicointegration and present value relations," DES - Working Papers. Statistics and Econometrics. WS 4540, Universidad Carlos III de Madrid. Departamento de Estadística.
  20. N.E. Savin & Allan Wurtz, 1996. "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Econometrics 9606002, University Library of Munich, Germany.
  21. N.E. Savin & Allan Wurtz, 1996. "Power of Tests in Binary Response Models," Econometrics 9606001, University Library of Munich, Germany, revised 05 Jul 1996.
  22. P. E. Kloeden & Eckhard Platen & H. Schurz & M. Sørensen, 1996. "On effects of discretization on estimators of drift parameters for diffusion processes," Published Paper Series 1996-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek, 1996. "Trend-Stationarity in the I(2) Cointegration Model," Discussion Papers 96-12, University of Copenhagen. Department of Economics.

1995

  1. Jansen, Eilev S. & Teräsvirta, Timo, 1995. "Testing Parameter Constancy and super Exogeneity in Econometric Equations," SSE/EFI Working Paper Series in Economics and Finance 53, Stockholm School of Economics.
  2. Lin, Chien-Fu & Teräsvirta, Timo, 1995. "Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters," SSE/EFI Working Paper Series in Economics and Finance 54, Stockholm School of Economics.
  3. Eitrheim, Øyvind & Teräsvirta, Timo, 1995. "Testing the Adequacy of Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 56, Stockholm School of Economics.
  4. Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
  5. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
  6. Eriksson, Tor & Fellman, Susan, 1995. "Determinants of the Firms' OperatingTimes - Some Evidence from Firm Level Data," Discussion Papers 542, The Research Institute of the Finnish Economy.
  7. Tim Callan & S. Adam & S. Dex & S. Gustafsson & J. Schupp & N. Smith, 1995. "Gender Wage Differentials: New Cross-Country Evidence," Papers WP062, Economic and Social Research Institute (ESRI).
  8. Pesaran, H. & Timmermann, A., 1995. "The Use of Recursive Model Selection Strategies in Forecasting Stock Returns," Cambridge Working Papers in Economics 9406, Faculty of Economics, University of Cambridge.
  9. C. Dahl, 1995. "Modelling U.S. Energy Demand: a Survey of Econometric Demand Elasticities," Economics Discussion / Working Papers 95-02, The University of Western Australia, Department of Economics.
  10. Noussair, Charles N. & Plott, Charles R. & Riezman, Raymond. G., 1995. "The Principles of Exchange Rate Determination in an International Finance Experiment," Working Papers 908, California Institute of Technology, Division of the Humanities and Social Sciences.
  11. Torben G. Andersen & Bent E. Sorensen, 1995. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Discussion Papers 95-19, University of Copenhagen. Department of Economics.

1994

  1. Søren Johansen & Anders Rygh Swensen, 1994. "Testing Rational Expectations in Vector Autoregressive Models," Discussion Papers 129, Statistics Norway, Research Department.
  2. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO.
  3. Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  4. Noussair, C. & Plott, C. & Riezman, R., 1994. "An Experimental Investigation about the Structure of International Commerce," Papers 94-013, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
  5. Sörensen, M., 1994. "On the moments of some first passage times for exponential families of processes," SFB 373 Discussion Papers 1994,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  6. Sörensen, M., 1994. "On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes," SFB 373 Discussion Papers 1994,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1993

  1. Baillie, R.T. & Bollerslev, T., 1993. "Cointegration, Fractional Cointegration, and Exchange RAte Dynamics," Papers 9103, Michigan State - Econometrics and Economic Theory.
  2. Baillie, R.T. & Bollerslev, T., 1993. "The Long Memory of the Foreward Premium," Papers 9203, Michigan State - Econometrics and Economic Theory.
  3. Riezman, R. & Wilson, J.D., 1993. "Politics and Trade Policy," Working Papers 93-08, University of Iowa, Department of Economics.
  4. Riezman, R. & Wilson, J.D., 1993. "Political Reform and Trade Policy," Working Papers 93-09, University of Iowa, Department of Economics.

1992

  1. Søren Johansen & Katarina Juselius, 1992. "Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model," Discussion Papers 92-04, University of Copenhagen. Department of Economics.
  2. Henrik Hansen & Søren Johansen, 1992. "Recursive Estimation in Cointegrated VAR-Models," Discussion Papers 92-13, University of Copenhagen. Department of Economics.
  3. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
  4. Svend Albæk & Per Baltzer Overgaard, 1992. "Uniqueness in Two-type Signalling Games: Finite Response Sets vs. Continuum Response Sets," Discussion Papers 94-02, University of Copenhagen. Department of Economics, revised Feb 1994.
  5. Svend Albæk & Per Baltzer Overgaard, 1992. "Signalling to Competing Retailers: Receiver Discretion and Adverse Selection," Discussion Papers 94-04, University of Copenhagen. Department of Economics, revised Feb 1994.
  6. Albaek, S. & Overgaard, P.B., 1992. "Upstream Pricing and Advertising Signal Downstream Demand," Papers 9209, Tilburg - Center for Economic Research.
  7. Pesaran, M.H. & Timmermann, A., 1992. "Forecasting Stock Returns," Cambridge Working Papers in Economics 9216, Faculty of Economics, University of Cambridge.
  8. Pesaran, M.H. & Timmermann, A.G., 1992. "A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing," Cambridge Working Papers in Economics 9218, Faculty of Economics, University of Cambridge.

1991

  1. Johansen, S., 1991. "An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States," Papers 231, Australian National University - Department of Economics.
  2. Johansen, S., 1991. "Determination of Cointegration Rank in the Presence of a Linear Trend," Papers 76a, Helsinki - Department of Economics.
  3. Johansen, S., 1991. "A Statistical Analsysis of Cointegration for I(2) Variables," Papers 77, Helsinki - Department of Economics.
  4. Johansen, S., 1991. "Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data," Papers 78, Helsinki - Department of Economics.
  5. Rahiala, Markku & Teräsvirta, Timo, 1991. "Forecasting the Outputof Finnish Forest Industries Using Business Survey Data," Discussion Papers 371, The Research Institute of the Finnish Economy.
  6. Baillie, R.T. & Bollerslev, T. & Redfearn, M., 1991. "Bear Sequeese, Volatility Spillovers and Speculative Attacks inthe Hyperinflation 1920s Foreign Exchange," Papers 9152, Tilburg - Center for Economic Research.
  7. Baillie, R.T. & Bollerslev, T. & Redfearn, M.R., 1991. "Bear Squeezes in the Hyperinflation 1920s Foreign Exchange," Papers 9006, Michigan State - Econometrics and Economic Theory.
  8. Baillie, R. & Bollerslev, T. & Redfearn, M.R., 1991. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Discussion Paper 1991-52, Tilburg University, Center for Economic Research.
  9. McKelvey, Richard D. & Riezman, Raymond., 1991. "Initial Versus Continuing Proposal Power in Legislative Seniority," Working Papers 769, California Institute of Technology, Division of the Humanities and Social Sciences.
  10. McKelvey, R.D. & Riezman, R., 1991. "Initial Versus Continuing Proposal Power in Legislative Seniority Systems," Working Papers 91-15, University of Iowa, Department of Economics.
  11. Riezman, R.G. & Whiteman, C.H., 1991. "World Business Cycles," Working Papers 91-26, University of Iowa, Department of Economics.
  12. Riezman, R.G. & Summers, P.M. & Whiteman, C.H., 1991. "The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth," Working Papers 92-27, University of Iowa, Department of Economics.

1990

  1. Søren Johansen & Katarina Juselius, 1990. "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers 90-05, University of Copenhagen. Department of Economics.
  2. Baillie, R.T. & Bollerslev, R.T., 1990. "Prediction In Dynamic Models With Time Dependent Conditional Variances," Papers 8815, Michigan State - Econometrics and Economic Theory.
  3. BALTZER, Overgaard, 1990. "On the nature of advertising and its role as a signal of quality," LIDAM Discussion Papers CORE 1990026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Pesaran, M.H. & Timmermann, A., 1990. "A Simple, Non-Parametric Test Of Predictive Performance," Cambridge Working Papers in Economics 9021, Faculty of Economics, University of Cambridge.
  5. Pesaran, M.H. & Timmermann, G., 1990. "The Statistical And Economic Significance Of The Predictability Of Exess Returns On Common Stocks," Cambridge Working Papers in Economics 9022, Faculty of Economics, University of Cambridge.
  6. Riezman, Raymond G. & Whiteman, Charles H., 1990. "Worldwide Persistence, Business Cycles, and Economic Growth," Working Papers 719, California Institute of Technology, Division of the Humanities and Social Sciences.
  7. Riezman, Raymond G., 1990. "Dynamic Tariffs with Asymmetric Information," Working Papers 720, California Institute of Technology, Division of the Humanities and Social Sciences.
  8. Mayer, Wolfgang & Riezman, Raymond G., 1990. "Voter Preference for Trade Policy Instruments," Working Papers 722, California Institute of Technology, Division of the Humanities and Social Sciences.
  9. McKelvey, Richard D. & Riezman, Raymond., 1990. "Seniority in Legislatures," Working Papers 725, California Institute of Technology, Division of the Humanities and Social Sciences.
  10. Christensen, B.J. & Kiefer, N.M., 1990. "The Exact Likelihood Function For An Empirical Job Search Model," Papers 9017, Tilburg - Center for Economic Research.

1989

  1. Søren Johansen & Katarina Juselius, 1989. "The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications," Discussion Papers 89-11, University of Copenhagen. Department of Economics.
  2. Rahiala, Markku & Teräsvirta, Timo, 1989. "Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis," Discussion Papers 282, The Research Institute of the Finnish Economy.
  3. Boucelham, Jamel & Teräsvirta, Timo, 1989. "How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production?," Discussion Papers 284, The Research Institute of the Finnish Economy.
  4. Eriksson, T. & Suvanto, A. & Vartia, P., 1989. "Wage Setting In Finland," Papers 436, Stockholm - International Economic Studies.
  5. Baillie, R.T. & Bollerslev, T., 1989. "Intra Day And Inter Market Volatility In Foreign Exchange Rates," Papers 8811, Michigan State - Econometrics and Economic Theory.

1988

  1. Søren Johansen & Katarina Juselius, 1988. "Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland," Discussion Papers 88-05, University of Copenhagen. Department of Economics.
  2. Teräsvirta, Timo, 1988. "A Review of PC-GIVE: A Statistical Package for Econometric Modelling," Discussion Papers 259, The Research Institute of the Finnish Economy.
  3. Luukkonen, Ritva & Teräsvirta, Timo, 1988. "Testing Linearity of Economic Time Series against Cyclical A symmetry," Discussion Papers 262, The Research Institute of the Finnish Economy.
  4. Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
  5. Tim Bollerslev & Jeffrey M. Wooldridge, 1988. "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers 505, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. Baillie, R.T. & Bollerslev, T., 1988. "Further Results On Unit Roots And The Cointegrability Of Daily Spot And Forward Exchange Rates," Papers 8715, Michigan State - Econometrics and Economic Theory.

1986

  1. Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.

1983

  1. E.S. Madsen & M. Paldam, 1983. "Exchange Rate Changes in the OECD-Area 1948-71 a Comparative Time Path Approach," Discussion Papers (REL - Recherches Economiques de Louvain) 1983012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1981

  1. TERÄSVIRTA, Timo, 1981. "Some results on improving the least squares estimation of linear models by mixed estimation," LIDAM Reprints CORE 434, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1980

  1. Teräsvirta, T., 1980. "The polynomial distributed lag revisited," LIDAM Reprints CORE 438, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Undated

  1. Jan Bentzen & Valdemar Smith, . "An empirical analysis of the relationship between the consumption of alcohol and liver cirrhosis mortality," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
  2. Michael Rosholm & Michael Svarer, "undated". "Structurally Dependent Competing Risks," Economics Working Papers 2000-11, Department of Economics and Business Economics, Aarhus University.
  3. Peter Jensen & Michael Rosholm & Mette Verner, "undated". "A Comparison of Different Estimators for Panel Data Sample Selection Models," Economics Working Papers 2002-1, Department of Economics and Business Economics, Aarhus University.
  4. Anna Christina D'Addio & Michael Rosholm, "undated". "Labour Market Transitions of French Youth," Economics Working Papers 2002-14, Department of Economics and Business Economics, Aarhus University.
  5. Anna Christina D'Addio & Michael Rosholm, "undated". "Left-Censoring in Duration Data: Theory and Applications," Economics Working Papers 2002-5, Department of Economics and Business Economics, Aarhus University.
  6. Svarer, Michael & Rosholm, Michael & Munch, Jacob Roland, "undated". "Rent Control and Unemployment Duration," Economics Working Papers 2003-11, Department of Economics and Business Economics, Aarhus University.
  7. Munch, Jakob Roland & Rosholm, Michael & Svarer, Michael, "undated". "Are Home Owners Really More Unemployed?," Economics Working Papers 2003-15, Department of Economics and Business Economics, Aarhus University.
  8. Stefan Holst Bache & Christian M. Dahl & Johannes Tang, "undated". "Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508," CREATES Research Papers 2008-20, Department of Economics and Business Economics, Aarhus University.
  9. Helena Skyt Nielsen & Marianne Simonsen & Mette Verner, "undated". "Does the Gap in Family-Friendly Policies Drive the Family Gap?," Economics Working Papers 2003-1, Department of Economics and Business Economics, Aarhus University.
  10. Jensen, Kraen Blume & Ejrnaes, Mette & Nielsen, Helena Skyt & Würtz, Allan, "undated". "Self-Employment among Immigrants: A Last Resort?," Economics Working Papers 2003-13, Department of Economics and Business Economics, Aarhus University.
  11. Graham Elliott & Michael Jansson, "undated". "Testing for Unit Roots with Stationary Covariates," Economics Working Papers 2000-6, Department of Economics and Business Economics, Aarhus University.
  12. Bent Jesper Christensen & Michel van der Wel, "undated". "An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses," CREATES Research Papers 2010-14, Department of Economics and Business Economics, Aarhus University.
  13. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute, revised 17 Sep 2010.
  14. Svarer, Michael & Verner, Mette, "undated". "Do Children Stabilize Marriages?," Economics Working Papers 2003-3, Department of Economics and Business Economics, Aarhus University.
  15. Svarer, Michael, "undated". "Determinants of Divorce in Denmark," Economics Working Papers 2002-19, Department of Economics and Business Economics, Aarhus University.
  16. Jakob Roland Munch & Michael Svarer, "undated". "Rent Control and Tenancy Duration," Economics Working Papers 2001-7, Department of Economics and Business Economics, Aarhus University.
  17. Jakob Roland Munch & Michael Svarer, "undated". "Mortality and Socio-economic Differences in a Competing Risks Model," Economics Working Papers 2001-1, Department of Economics and Business Economics, Aarhus University.
  18. Jan Bentzen, . "Developments in drinking patterns in OECD countries," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
  19. Haldrup, Niels, "undated". "Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis," Economics Working Papers 2003-9, Department of Economics and Business Economics, Aarhus University.
  20. Niels Haldrup & Peter Lildholdt, "undated". "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers 2000-1, Department of Economics and Business Economics, Aarhus University.
  21. Niels Haldrup & Antonio Montanés & Andreu Sanso, "undated". "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers 2000-8, Department of Economics and Business Economics, Aarhus University.
  22. Niels Haldrup & Peter Lildholdt, "undated". "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, Department of Economics and Business Economics, Aarhus University.
  23. Haldrup, Niels & Nielsen, Morten Oe., "undated". "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers 2003-10, Department of Economics and Business Economics, Aarhus University.
  24. Noussair, Charles & Plott, Charles & Riezman, Raymond., "undated". "An Experimental Investigation of the Patterns of International Trade," Working Papers 799, California Institute of Technology, Division of the Humanities and Social Sciences.
  25. Bent Jesper Christensen & Morten Ø. Nielsen, "undated". "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers 2001-4, Department of Economics and Business Economics, Aarhus University.
  26. Morten Oe. Nielsen, "undated". "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers 2001-8, Department of Economics and Business Economics, Aarhus University.
  27. Nielsen, Morten Oe., "undated". "Spectral Analysis of Fractionally Cointegrated Systems," Economics Working Papers 2002-12, Department of Economics and Business Economics, Aarhus University.
  28. Nielsen, Morten Oe., "undated". "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers 2002-16, Department of Economics and Business Economics, Aarhus University.
  29. Nielsen, Morten Oe., "undated". "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers 2002-17, Department of Economics and Business Economics, Aarhus University.
  30. Nielsen, Morten Oe., "undated". "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers 2002-18, Department of Economics and Business Economics, Aarhus University.
  31. Morten Oerregaard Nielsen, "undated". "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers 2002-6, Department of Economics and Business Economics, Aarhus University.
  32. Morten Oerregaard Nielsen, "undated". "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers 2002-7, Department of Economics and Business Economics, Aarhus University.
  33. Morten Oerregaard Nielsen, "undated". "Local Whittle Analysis of Stationary Fractional Cointegration," Economics Working Papers 2002-8, Department of Economics and Business Economics, Aarhus University.
  34. Goergens, Tue & Paldam, Martin & Würtz, Allan, "undated". "How does Public Regulation affect Growth?," Economics Working Papers 2003-14, Department of Economics and Business Economics, Aarhus University.
  35. Robinson Kruse, "undated". "Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701," CREATES Research Papers 2010-28, Department of Economics and Business Economics, Aarhus University.
  36. Martin M. Andreasen & Bent Jesper Christensen, "undated". "The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models," CREATES Research Papers 2010-12, Department of Economics and Business Economics, Aarhus University.
  37. Martin Paldam, "undated". "The Political Economy of Stopping High Inflation," EPRU Working Paper Series 93-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  38. Jensen, Peter Sandholt & Paldam, Martin, "undated". "Can the new aid-growth models be replicated," Economics Working Papers 2003-17, Department of Economics and Business Economics, Aarhus University.
  39. Chand, Sheetal K. & Paldam, Martin, "undated". "The economics of immigration into a welfare state," Economics Working Papers 2003-18, Department of Economics and Business Economics, Aarhus University.
  40. Martin Paldam, "undated". "The cycle of development in Africa. A story about the power of economic ideas," Economics Working Papers 2011-08, Department of Economics and Business Economics, Aarhus University.
  41. Thorvardur Tjörvi Ólafsson & Ásgerdur Pétursdóttir & Karen Á. Vignisdóttir, "undated". "Price setting in turbulent times. Survey evidence from Icelandic firms," Economics Working Papers 2011-09, Department of Economics and Business Economics, Aarhus University.

Journal articles

2024

  1. Mikkel Aagaard Houmark & Victor Ronda & Michael Rosholm, 2024. "The Nurture of Nature and the Nature of Nurture: How Genes and Investments Interact in the Formation of Skills," American Economic Review, American Economic Association, vol. 114(2), pages 385-425, February.
  2. Tom Engsted, 2024. "What Is the False Discovery Rate in Empirical Research?," Econ Journal Watch, Econ Journal Watch, vol. 21(1), pages 1-92–112, March.
  3. Schulz, Bastian, 2024. "Labor market dynamics with sorting," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  4. Almar, Frederik & Schulz, Bastian, 2024. "Optimal weights for marital sorting measures," Economics Letters, Elsevier, vol. 234(C).
  5. Benjamin Lochner & Bastian Schulz, 2024. "Firm Productivity, Wages, and Sorting," Journal of Labor Economics, University of Chicago Press, vol. 42(1), pages 85-119.
  6. Stig Vinther Møller & Thomas Pedersen & Erik Christian Montes Schütte & Allan Timmermann, 2024. "Search and Predictability of Prices in the Housing Market," Management Science, INFORMS, vol. 70(1), pages 415-438, January.

2023

  1. He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023. "Long monthly European temperature series and the North Atlantic Oscillation," Energy Economics, Elsevier, vol. 126(C).
  2. Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2023. "Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks," Econometrics, MDPI, vol. 11(1), pages 1-37, February.
  3. Hylleberg, Svend, 2023. "Produktivitetskrisen i den økonomiske videnskab på Aarhus Universitet fra 1946 til 1980," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2023(1), pages 1-21.
  4. Wang, Yuze & Eriksson, Tor & Luo, Nengsheng, 2023. "The health impacts of two policies regulating SO2 air pollution: Evidence from China," China Economic Review, Elsevier, vol. 78(C).
  5. Chang Liu & Tor Eriksson, 2023. "Maternal education, child health and nutrition — evidence from China’s compulsory education law," Applied Economics, Taylor & Francis Journals, vol. 55(38), pages 4455-4468, August.
  6. Emma von Essen & Nina Smith, 2023. "Network Connections and Board Seats: Are Female Networks Less Valuable?," Journal of Labor Economics, University of Chicago Press, vol. 41(2), pages 323-360.
  7. Gert Tinggaard Svendsen & N. Leila Trapp & Poul Erik Flyvholm Jørgensen & Line Skov, 2023. "The Double Molotov Cocktail of Brexit and COVID-19: Can Contact Intensity Help Explain Levels of Trust and Belief in the Future between Companies?," Business and Management Research, Business and Management Research, Sciedu Press, vol. 12(1), pages 26-35, July.
  8. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2023. "Technology Diffusion and Climate Action: A Leader–Follower Model," SN Operations Research Forum, Springer, vol. 4(4), pages 1-19, December.
  9. Dahl, Christian M. & Johansen, Torben S.D. & Sørensen, Emil N. & Wittrock, Simon, 2023. "HANA: A handwritten name database for offline handwritten text recognition," Explorations in Economic History, Elsevier, vol. 87(C).
  10. Michael Christensen & Christian M. Dahl & Thorbjørn Knudsen & Massimo Warglien, 2023. "Context and Aggregation: An Experimental Study of Bias and Discrimination in Organizational Decisions," Organization Science, INFORMS, vol. 34(6), pages 2163-2181, November.
  11. Christian M. Dahl & Torben S. D. Johansen & Emil N. Sørensen & Christian E. Westermann & Simon Wittrock, 2023. "Applications of machine learning in tabular document digitisation," Historical Methods: A Journal of Quantitative and Interdisciplinary History, Taylor & Francis Journals, vol. 56(1), pages 34-48, January.
  12. Schünemann, Johannes & Trimborn, Timo, 2023. "Boosting taxes for boasting about houses? Status concerns in the housing market," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 120-143.
  13. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2023. "Anticipation of deteriorating health and information avoidance," Journal of Health Economics, Elsevier, vol. 89(C).
  14. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023. "Optimal asset allocation for commodity sovereign wealth funds," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
  15. Carlini, Federico & Christensen, Bent Jesper & Datta Gupta, Nabanita & Santucci de Magistris, Paolo, 2023. "Climate, wind energy, and CO2 emissions from energy production in Denmark," Energy Economics, Elsevier, vol. 125(C).
  16. Nabanita Datta Gupta & Jonas Jessen, 2023. "Maternity leave versus early childcare—What are the long-term consequences for children?," IZA World of Labor, Institute of Labor Economics (IZA), pages 438-438, May.
  17. Strobl, Martin & Sáenz de Viteri, Andrea & Rode, Martin & Bjørnskov, Christian, 2023. "Populism and inequality: Does reality match the populist rhetoric?," Journal of Economic Behavior & Organization, Elsevier, vol. 207(C), pages 1-17.
  18. Berggren, Niclas & Bjørnskov, Christian, 2023. "Does globalization suppress social trust?," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 443-458.
  19. Bjørnskov, Christian & Schröder, Philipp J.H., 2023. "Press freedom, market information, and international trade," European Journal of Political Economy, Elsevier, vol. 76(C).
  20. Niclas Berggren & Christian Bjørnskov, 2023. "Does legal freedom satisfy?," European Journal of Law and Economics, Springer, vol. 55(1), pages 1-28, February.
  21. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023. "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, vol. 154(C).
  22. Christiansen, Charlotte & Jansson, Thomas & Kallestrup-Lamb, Malene & Noren, Vicke, 2023. "Households' investments in socially responsible mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 46-67.
  23. Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023. "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, vol. 39(3), pages 443-480, June.
  24. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
  25. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
  26. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LP, vol. 23(4), pages 942-982, December.
  27. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
  28. Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2023. "Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing," International Review of Financial Analysis, Elsevier, vol. 87(C).
  29. Dillon Huddleston & Fred Liu & Lars Stentoft, 2023. "Intraday Market Predictability: A Machine Learning Approach," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 485-527.
  30. Pascal Letourneau & Lars Stentoft, 2023. "Simulated Greeks for American options," Quantitative Finance, Taylor & Francis Journals, vol. 23(4), pages 653-676, April.
  31. Adachi, Daisuke & Nakata, Hiroyuki & Sawada, Yasuyuki & Sekiguchi, Kunio, 2023. "Adverse selection and moral hazard in corporate insurance markets: Evidence from the 2011 Thailand floods," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 376-386.
  32. Karni, Edi & Vierø, Marie-Louise, 2023. "Comparative incompleteness: Measurement, behavioral manifestations and elicitation," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 423-442.
  33. Andersen, Torben M. & Sørensen, Allan, 2023. "The interdependencies between the private and public sectors in open economies," European Economic Review, Elsevier, vol. 160(C).
  34. Philipp J. H. Schröder & Allan Sørensen, 2023. "Corporate taxation when firms are heterogeneous: ACE versus CBIT," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(2), pages 396-418, April.
  35. Rune Vejlin & Gregory F. Veramendi, 2023. "Sufficient statistics for frictional wage dispersion and growth," Quantitative Economics, Econometric Society, vol. 14(3), pages 935-979, July.
  36. Kock, Anders Bredahl & Preinerstorfer, David & Veliyev, Bezirgen, 2023. "Treatment recommendation with distributional targets," Journal of Econometrics, Elsevier, vol. 234(2), pages 624-646.
  37. Tom Lane & Daniele Nosenzo & Silvia Sonderegger, 2023. "Law and Norms: Empirical Evidence," American Economic Review, American Economic Association, vol. 113(5), pages 1255-1293, May.
  38. Torben Andersen & Kim Christensen & Ingmar Nolte, 2023. "Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(4), pages 336-336, July.
  39. Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023. "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, vol. 235(2), pages 1394-1418.
  40. Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
  41. Christensen, Bent Jesper & Kjær, Mads Markvart & Veliyev, Bezirgen, 2023. "The incremental information in the yield curve about future interest rate risk," Journal of Banking & Finance, Elsevier, vol. 155(C).
  42. Peter Løchte Jørgensen & Mathias Danielsen Plovst, 2023. "The cost of insuring against underperformance of ESG screened index funds," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 13(4), pages 1534-1553, October.
  43. Bastian Schulz & Fabian Siuda, 2023. "Marriage and divorce: the role of unemployment insurance," Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(4), pages 2277-2308, October.
  44. Hao Dong & Taisuke Otsu & Luke Taylor, 2023. "Bandwidth selection for nonparametric regression with errors-in-variables," Econometric Reviews, Taylor & Francis Journals, vol. 42(4), pages 393-419, April.
  45. Borup, Daniel & Rapach, David E. & Schütte, Erik Christian Montes, 2023. "Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1122-1144.
  46. Daniel Borup & Jorge Wolfgang Hansen & Benjamin Dybro Liengaard & Erik Christian Montes Schütte, 2023. "Quantifying investor narratives and their role during COVID‐19," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 512-532, June.

2022

  1. Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022. "Transition from the Taylor rule to the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(5), pages 635-647, December.
  2. Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022. "A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model," Econometrics, MDPI, vol. 10(3), pages 1-41, August.
  3. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2022. "Comprehensively testing linearity hypothesis using the smooth transition autoregressive model," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 966-984, September.
  4. Brandt, Urs Steiner & Svendsen, Gert Tinggaard, 2022. "Is the annual UNFCCC COP the only game in town?," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  5. Victor Ronda & Esben Agerbo & Dorthe Bleses & Preben Bo Mortensen & Anders Børglum & Ole Mors & Michael Rosholm & David M. Hougaard & Merete Nordentoft & Thomas Werge, 2022. "Family disadvantage, gender, and the returns to genetic human capital," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(2), pages 550-578, April.
  6. Christian Møller Dahl & Casper Worm Hansen & Peter Sandholt Jensen, 2022. "The 1918 epidemic and a V‐shaped recession: evidence from historical tax records," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(1), pages 139-163, January.
  7. Christian M Dahl & Emma M Iglesias, 2022. "The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models [Stock Returns and Volatility]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 139-159.
  8. Andersen, Torben M. & Schröder, Philipp J.H. & Svarer, Michael, 2022. "Economic policy lessons from two years with the Covid-19 pandemic," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2022(1), pages 1-37.
  9. Damm, Anna Piil & Mattana, Elena & Nielsen, Helena Skyt, 2022. "Effects of school displacement on academic achievement and wellbeing of ethnic minorities," Labour Economics, Elsevier, vol. 79(C).
  10. Andersen, Carsten & Houmark, Mikkel Aagaard & Nielsen, Helena Skyt & Svarer, Michael, 2022. "Children in the Aftermath of the Great Recession," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2022(1), pages 1-28.
  11. Cattaneo, Matias D. & Jansson, Michael, 2022. "Average Density Estimators: Efficiency And Bootstrap Consistency," Econometric Theory, Cambridge University Press, vol. 38(6), pages 1140-1174, December.
  12. Lesner, Rune Vammen & Damm, Anna Piil & Bertelsen, Preben & Pedersen, Mads Uffe, 2022. "The Effect of School-Year Employment on Cognitive Skills, Risky Behavior, and Educational Achievement," Economics of Education Review, Elsevier, vol. 88(C).
  13. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2022. "Optimal demand for medical and long-term care," The Journal of the Economics of Ageing, Elsevier, vol. 23(C).
  14. Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022. "Peso problems in the estimation of the C‐CAPM," Quantitative Economics, Econometric Society, vol. 13(1), pages 259-313, January.
  15. Pavlov, Oscar & Weder, Mark, 2022. "Endogenous product scope: Market interlacing and aggregate business cycle dynamics," European Economic Review, Elsevier, vol. 148(C).
  16. Bjørnskov, Christian & Rode, Martin, 2022. "Late colonial antecedents of modern democracy," Journal of Institutional Economics, Cambridge University Press, vol. 18(4), pages 569-586, August.
  17. Bjørnskov, Christian & Freytag, Andreas & Gutmann, Jerg, 2022. "Coups and the dynamics of media freedom," Economic Modelling, Elsevier, vol. 116(C).
  18. Douglas W. Allen & Niclas Berggren & Christian Bjørnskov & Peter Boettke & Nick Bostrom & Bryan Caplan & Joshua Gans & Terri Griffith & N. Zoe Hilton & Daniel B. Klein & Douglas Noonan & Michael Ostr, 2022. "What Are Your Most Underappreciated Works?: First Tranche of Responses," Econ Journal Watch, Econ Journal Watch, vol. 19(2), pages 320–328-3, September.
  19. Christian Bjørnskov & Stefan Voigt, 2022. "This time is different?—on the use of emergency measures during the corona pandemic," European Journal of Law and Economics, Springer, vol. 54(1), pages 63-81, August.
  20. Christian Bjørnskov & Stefan Voigt, 2022. "Emergencies: on the misuse of government powers," Public Choice, Springer, vol. 190(1), pages 1-32, January.
  21. Niclas Berggren & Christian Bjørnskov, 2022. "Political institutions and academic freedom: evidence from across the world," Public Choice, Springer, vol. 190(1), pages 205-228, January.
  22. Christian Bjørnskov & Nicolai J Foss & Tianjiao Xu, 2022. "The role of institutions in the early entrepreneurial process," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(4), pages 905-933.
  23. Christian Bjørnskov & Stefan Voigt, 2022. "Terrorism and emergency constitutions in the Muslim world," Journal of Peace Research, Peace Research Institute Oslo, vol. 59(3), pages 305-318, May.
  24. Christian Bjørnskov & Bodo Knoll & Martin Rode, 2022. "A Time to Plot, A Time to Reap: Coups, Regime Changes, and Inequality," Defence and Peace Economics, Taylor & Francis Journals, vol. 33(8), pages 912-937, November.
  25. Christian Bjørnskov & Stefan Voigt & Mahdi Khesali, 2022. "Unconstitutional States of Emergency," The Journal of Legal Studies, University of Chicago Press, vol. 51(2), pages 455-481.
  26. Niclas Berggren & Christian Bjørnskov, 2022. "Academic freedom, institutions, and productivity," Southern Economic Journal, John Wiley & Sons, vol. 88(4), pages 1313-1342, April.
  27. Christian Bjørnskov, 2022. "Social trust and patterns of growth," Southern Economic Journal, John Wiley & Sons, vol. 89(1), pages 216-237, July.
  28. Nørskov, Sladjana & Damholdt, Malene F. & Ulhøi, John P. & Jensen, Morten Berg & Mathiasen, Mia Krogager & Ess, Charles M. & Seibt, Johanna, 2022. "Employers’ and applicants’ fairness perceptions in job interviews: using a teleoperated robot as a fair proxy," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  29. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022. "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 50-65, January.
  30. Fabrizio Iacone & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022. "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 880-896, April.
  31. Alex Stomper & Marie‐Louise Vierø, 2022. "Iterated expectations under rank‐dependent expected utility and implications for common valuation methods," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 739-763, May.
  32. Allan Sørensen, 2022. "Spillovers from foreign business conditions," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(3), pages 779-814, August.
  33. Bertheau, Antoine & Vejlin, Rune, 2022. "Employer-to-Employer Transitions and Time Aggregation Bias," Labour Economics, Elsevier, vol. 75(C).
  34. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2022. "Functional Sequential Treatment Allocation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(539), pages 1311-1323, September.
  35. Bicchieri, Cristina & Dimant, Eugen & Gächter, Simon & Nosenzo, Daniele, 2022. "Social proximity and the erosion of norm compliance," Games and Economic Behavior, Elsevier, vol. 132(C), pages 59-72.
  36. Francesco Fallucchi & Daniele Nosenzo, 2022. "The coordinating power of social norms," Experimental Economics, Springer;Economic Science Association, vol. 25(1), pages 1-25, February.
  37. Andersen, Torben G. & Varneskov, Rasmus T., 2022. "Consistent Local Spectrum Inference For Predictive Return Regressions," Econometric Theory, Cambridge University Press, vol. 38(6), pages 1253-1307, December.
  38. Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022. "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, vol. 230(2), pages 510-534.
  39. Andersen, Torben G. & Varneskov, Rasmus T., 2022. "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 361-386.
  40. Simon Calmar Andersen & Thorbjørn Sejr Guul & Maria Knoth Humlum, 2022. "How first-language instruction transfers to majority-language skills," Nature Human Behaviour, Nature, vol. 6(2), pages 229-235, February.
  41. Lenka Fiala & John Eric Humphries & Juanna Schrøter Joensen & Uditi Karna & John A. List & Gregory F. Veramendi, 2022. "How Early Adolescent Skills and Preferences Shape Economics Education Choices," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 609-613, May.
  42. Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Katarzyna Łasak & Ricardo Ramírez-Vargas, 2022. "Spurious multivariate regressions under fractionally integrated processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(7), pages 2034-2056, April.
  43. Vera-Valdés, J. Eduardo, 2022. "The persistence of financial volatility after COVID-19," Finance Research Letters, Elsevier, vol. 44(C).
  44. Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022. "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, vol. 146(3), pages 859-883.
  45. Leopoldo Catania & Roberto Di Mari & Paolo Santucci de Magistris, 2022. "Dynamic Discrete Mixtures for High-Frequency Prices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 559-577, April.
  46. Dong, Hao & Taylor, Luke, 2022. "Nonparametric Significance Testing In Measurement Error Models," Econometric Theory, Cambridge University Press, vol. 38(3), pages 454-496, June.
  47. Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2022. "Estimation of varying coefficient models with measurement error," Journal of Econometrics, Elsevier, vol. 230(2), pages 388-415.
  48. Marcella Cartledge & Luke Taylor, 2022. "Incentive pay and decision quality: evidence from NCAA football coaches," Applied Economics, Taylor & Francis Journals, vol. 54(30), pages 3505-3520, June.
  49. Hao Dong & Taisuke Otsu & Luke Taylor, 2022. "Nonparametric estimation of additive models with errors-in-variables," Econometric Reviews, Taylor & Francis Journals, vol. 41(10), pages 1164-1204, November.
  50. Shiyun Zhang, 2022. "Immigration and Crime in Frictional Labor Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 152-183, April.
  51. Christian Brownlees & Guðmundur Stefán Guðmundsson & Gábor Lugosi, 2022. "Community Detection in Partial Correlation Network Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 216-226, January.
  52. Borup, Daniel & Schütte, Erik Christian Montes, 2022. "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, vol. 59(PB).
  53. Daniel Borup & Erik Christian Montes Schütte, 2022. "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 186-200, January.
  54. Luca Macedoni & Mingzhi (Jimmy) Xu, 2022. "Flexibility And Productivity: Toward The Understanding Of Firm Heterogeneity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1055-1108, August.
  55. Luca Macedoni, 2022. "Monopsonistic competition, trade, and the profit share," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(2), pages 488-515, April.
  56. Macedoni, Luca, 2022. "Large multiproduct exporters across rich and poor countries: Theory and evidence," Journal of Development Economics, Elsevier, vol. 156(C).
  57. Macedoni, Luca & Weinberger, Ariel, 2022. "Quality heterogeneity and misallocation: The welfare benefits of raising your standards," Journal of International Economics, Elsevier, vol. 134(C).
  58. Luca Macedoni, 2022. "Asymmetric information, quality, and regulations," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1180-1198, September.

2021

  1. He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2021. "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Energy Economics, Elsevier, vol. 97(C).
  2. Liu, Chang & Eriksson, Tor & Yi, Fujin, 2021. "Offspring migration and nutritional status of left-behind older adults in rural China," Economics & Human Biology, Elsevier, vol. 41(C).
  3. Michael Rosholm & Alexander Paul & Dorthe Bleses & Anders Højen & Philip S. Dale & Peter Jensen & Laura M. Justice & Michael Svarer & Simon Calmar Andersen, 2021. "Are Impacts Of Early Interventions In The Scandinavian Welfare State Consistent With A Heckman Curve? A Meta‐Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 106-140, February.
  4. Borowiecki, Karol Jan & Dahl, Christian Møller, 2021. "What makes an artist? The evolution and clustering of creative activity in the US since 1850," Regional Science and Urban Economics, Elsevier, vol. 86(C).
  5. Christian M. Dahl & Emma M. Iglesias, 2021. "Asymptotic normality of the MLE in the level-effect ARCH model," Statistical Papers, Springer, vol. 62(1), pages 117-135, February.
  6. Damm, Anna Piil & Mattana, Elena & Nielsen, Helena Skyt & Rouland, Benedicte, 2021. "Academic achievement and wellbeing of dual language learners: Evidence from a busing program," Journal of Urban Economics, Elsevier, vol. 126(C).
  7. Sandra E Black & Sanni Breining & David N Figlio & Jonathan Guryan & Krzysztof Karbownik & Helena Skyt Nielsen & Jeffrey Roth & Marianne Simonsen, 2021. "Sibling Spillovers [Endowments at birth and parents’ investment in children]," The Economic Journal, Royal Economic Society, vol. 131(633), pages 101-128.
    • Sandra E. Black & Sanni Breining & David N. Figlio & Jonathan Guryan & Krzysztof Karbownik & Helena Skyt Nielsen & Jeffrey Roth & Marianne Simonsen & Helena Skyt Nielsen, 2017. "Sibling Spillovers," CESifo Working Paper Series 6348, CESifo.
    • Sandra E. Black & Sanni Breining & David N. Figlio & Jonathan Guryan & Krzysztof Karbownik & Helena Skyt Nielsen & Jeffrey Roth & Marianne Simonsen, 2017. "Sibling Spillovers," NBER Working Papers 23062, National Bureau of Economic Research, Inc.
  8. Damm, Anna Piil & Hassani, Ahmad & Schultz‐Nielsen, Marie Louise, 2021. "Data Contruction of Danish Residential Neighbourhoods for 1986-2016," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2021(1), pages 1-53.
  9. Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021. "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, vol. 221(2), pages 616-643.
  10. Kristensen, Dennis & Mogensen, Patrick K. & Moon, Jong Myun & Schjerning, Bertel, 2021. "Solving dynamic discrete choice models using smoothing and sieve methods," Journal of Econometrics, Elsevier, vol. 223(2), pages 328-360.
  11. Mogens Fosgerau & Dennis Kristensen, 2021. "Identification of a class of index models: A topological approach," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 121-133.
  12. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  13. Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
  14. Bent Jesper Christensen & Nabanita Datta Gupta & Paolo Santucci de Magistris, 2021. "Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 118-149, January.
  15. Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2021. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," European Economic Review, Elsevier, vol. 131(C).
  16. Jiang, Dou & Weder, Mark, 2021. "American business cycles 1889–1913: An accounting approach," Journal of Macroeconomics, Elsevier, vol. 67(C).
  17. Andreas Bergh & Christian Bjørnskov, 2021. "Does economic freedom boost growth for everyone?," Kyklos, Wiley Blackwell, vol. 74(2), pages 170-186, May.
  18. Bennett, Daniel L. & Bjørnskov, Christian & Gohmann, Stephan F., 2021. "Coups, regime transitions, and institutional consequences," Journal of Comparative Economics, Elsevier, vol. 49(2), pages 627-643.
  19. Bjørnskov, Christian & Pfaff, Katharina, 2021. "Differences matter: The effect of coup types on physical integrity rights," European Journal of Political Economy, Elsevier, vol. 69(C).
  20. Bjørnskov, Christian, 2021. "Civic honesty and cultures of trust," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 92(C).
  21. Christian Bjørnskov & Stefan Voigt, 2021. "Is constitutionalized media freedom only window dressing? Evidence from terrorist attacks," Public Choice, Springer, vol. 187(3), pages 321-348, June.
  22. Christian Bjørnskov, 2021. "Did Lockdown Work? An Economist’s Cross-Country Comparison," CESifo Economic Studies, CESifo Group, vol. 67(3), pages 318-331.
  23. Andreas Bergh & Christian Bjørnskov, 2021. "Trust Us to Repay: Social Trust, Long‐Term Interest Rates, and Sovereign Credit Ratings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1151-1174, August.
  24. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021. "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  25. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2021. "Quantile Risk–Return Trade-Off," JRFM, MDPI, vol. 14(6), pages 1-14, June.
  26. Frederik J. Riar & Christoph Hienerth & Morten Berg Jensen, 2021. "Digital due diligence activities and goal setting in equity crowdfunding: exploring the differences between novice and experienced investors," International Journal of Entrepreneurial Venturing, Inderscience Enterprises Ltd, vol. 13(1), pages 1-26.
  27. Cathrine Elgaard Jensen & Sabrina Storgaard Sørensen & Claire Gudex & Morten Berg Jensen & Kjeld Møller Pedersen & Lars Holger Ehlers, 2021. "The Danish EQ-5D-5L Value Set: A Hybrid Model Using cTTO and DCE Data," Applied Health Economics and Health Policy, Springer, vol. 19(4), pages 579-591, July.
  28. Wan‐Jung Cheng & Raymond Riezman & Ping Wang, 2021. "The dynamics of outsourcing: From labor cost‐saving to preference‐based outsourcing," International Journal of Economic Theory, The International Society for Economic Theory, vol. 17(1), pages 57-73, March.
  29. Morten Ørregaard Nielsen & Antoine L. Noël, 2021. "To infinity and beyond: Efficient computation of ARCH(∞) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(3), pages 338-354, May.
  30. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021. "Wild Bootstrap and Asymptotic Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
  31. Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2021. "Option pricing with conditional GARCH models," European Journal of Operational Research, Elsevier, vol. 289(1), pages 350-363.
  32. François-Michel Boire & R. Mark Reesor & Lars Stentoft, 2021. "Efficient Variance Reduction for American Call Options Using Symmetry Arguments," JRFM, MDPI, vol. 14(11), pages 1-21, October.
  33. Francois-Michel Boire & R. Mark Reesor & Lars Stentoft, 2021. "American Option Pricing with Importance Sampling and Shifted Regressions," JRFM, MDPI, vol. 14(8), pages 1-21, July.
  34. Fred Liu & Lars Stentoft, 2021. "Regulatory Capital and Incentives for Risk Model Choice under Basel 3 [Procyclical Leverage and Value-at-Risk]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 53-96.
  35. Pascal François & Lars Stentoft, 2021. "Smile‐implied hedging with volatility risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(8), pages 1220-1240, August.
  36. Hillebrand, Eric & Lukas, Manuel & Wei, Wei, 2021. "Bagging weak predictors," International Journal of Forecasting, Elsevier, vol. 37(1), pages 237-254.
  37. Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
  38. Peter Jensen, 2021. "Immigrants in the classroom and effects on native children," IZA World of Labor, Institute of Labor Economics (IZA), pages 194-194, April.
  39. Karni Edi & Valenzuela-Stookey Quitzé & Vierø Marie-Louise, 2021. "Reverse Bayesianism: A Generalization," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(2), pages 557-569, June.
  40. Vierø, Marie-Louise, 2021. "An intertemporal model of growing awareness," Journal of Economic Theory, Elsevier, vol. 197(C).
  41. Philipp J. H. Schröder & Allan Sørensen, 2021. "Specific taxation, asymmetric costs, and endogenous quality," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(5), pages 1022-1051, October.
  42. Albrecht Glitz & Rune Vejlin, 2021. "Learning through Coworker Referrals," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 37-71, October.
  43. Koch, Alexander K. & Nafziger, Julia, 2021. "Motivational goal bracketing with non-rational goals," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 94(C).
  44. Fromell, Hanna & Nosenzo, Daniele & Owens, Trudy & Tufano, Fabio, 2021. "One size does not fit all: Plurality of social norms and saving behavior in Kenya," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 73-91.
  45. Fatas, Enrique & Nosenzo, Daniele & Sefton, Martin & Zizzo, Daniel John, 2021. "A self-funding reward mechanism for tax compliance," Journal of Economic Psychology, Elsevier, vol. 86(C).
  46. Andersen, Torben G. & Todorov, Viktor & Ubukata, Masato, 2021. "Tail risk and return predictability for the Japanese equity market," Journal of Econometrics, Elsevier, vol. 222(1), pages 344-363.
  47. Andersen, Torben G. & Varneskov, Rasmus T., 2021. "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, vol. 224(1), pages 215-244.
  48. Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov, 2021. "A Descriptive Study of High-Frequency Trade and Quote Option Data [Stealth Trading in Options Markets]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 128-177.
  49. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2021. "Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk," Quantitative Economics, Econometric Society, vol. 12(2), pages 647-682, May.
  50. Maria Knoth Humlum & Niels Skipper & Peter Rønø Thingholm, 2021. "Vaccine Hesitancy and Differential Susceptibility to Media Coverage: A Critical Documentary Led to Substantial Reductions in Human Papillomavirus Vaccine Uptake in Denmark," Medical Decision Making, , vol. 41(5), pages 550-558, July.
  51. Humlum, Maria Knoth & Thorsager, Mette, 2021. "The Importance of Peer Quality for Completion of Higher Education," Economics of Education Review, Elsevier, vol. 83(C).
  52. Martin M Andreasen & Tom Engsted & Stig V Møller & Magnus Sander & Stijn Van Nieuwerburgh, 2021. "The Yield Spread and Bond Return Predictability in Expansions and Recessions," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2773-2812.
  53. Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021. "Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
  54. Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders, 2021. "Bootstrapping non-stationary stochastic volatility," Journal of Econometrics, Elsevier, vol. 224(1), pages 161-180.
  55. J. Eduardo Vera-Valdés, 2021. "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, vol. 9(1), pages 1-22, March.
  56. J. Eduardo Vera-Valdés, 2021. "The political risk factors of COVID-19," International Review of Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 269-287, March.
  57. J. Eduardo Vera-Valdés, 2021. "Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation," Econometrics, MDPI, vol. 9(4), pages 1-18, October.
  58. C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2021. "Air Pollution and Mobility, What Carries COVID-19?," Econometrics, MDPI, vol. 9(4), pages 1-17, October.
  59. Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021. "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, vol. 128(C).
  60. Elena Mattana & Ettore Panetti, 2021. "The Welfare Costs of Self‐Fulfilling Bank Runs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 401-440, March.
  61. Otsu, Taisuke & Taylor, Luke, 2021. "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
  62. Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021. "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1004-1033, October.
  63. Guðmundsson, Guðmundur Stefán & Brownlees, Christian, 2021. "Detecting groups in large vector autoregressions," Journal of Econometrics, Elsevier, vol. 225(1), pages 2-26.
  64. Luca Macedoni, 2021. "Has the Euro Shrunk the Band? Relative Purchasing Power Parity Convergence in a Currency Union," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(2), pages 593-620, April.

2020

  1. Eric Hillebrand & Søren Johansen & Torben Schmith, 2020. "Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature," Econometrics, MDPI, vol. 8(4), pages 1-19, November.
  2. Holt, Matthew T. & Teräsvirta, Timo, 2020. "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
  3. Jan Bentzen & Valdemar Smith, 2020. "Are Tax-Free Wine Prices Attractive for Consumers? Empirical Evidence from Norway," International Business Research, Canadian Center of Science and Education, vol. 13(7), pages 130-130, July.
  4. Bollerslev, Tim & Li, Sophia Zhengzi & Zhao, Bingzhi, 2020. "Good Volatility, Bad Volatility, and the Cross Section of Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(3), pages 751-781, May.
  5. Tim Bollerslev & Jia Li & Andrew J. Patton & Rogier Quaedvlieg, 2020. "Realized Semicovariances," Econometrica, Econometric Society, vol. 88(4), pages 1515-1551, July.
  6. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2020. "Multivariate leverage effects and realized semicovariance GARCH models," Journal of Econometrics, Elsevier, vol. 217(2), pages 411-430.
  7. Gert Tinggaard Svendsen, 2020. "Two bandits or more? The case of Viking Age England," Public Choice, Springer, vol. 182(3), pages 443-457, March.
  8. Simon Calmar Andersen & Louise Beuchert & Helena Skyt Nielsen & Mette Kjærgaard Thomsen, 2020. "The Effect of Teacher's Aides in the Classroom: Evidence from a Randomized Trial," Journal of the European Economic Association, European Economic Association, vol. 18(1), pages 469-505.
  9. Rasmus Kløve Landersø & Helena Skyt Nielsen & Marianne Simonsen, 2020. "Effects of School Starting Age on the Family," Journal of Human Resources, University of Wisconsin Press, vol. 55(4), pages 1258-1286.
  10. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020. "Simple Local Polynomial Density Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1449-1455, July.
  11. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Econometrica, Econometric Society, vol. 88(5), pages 2203-2219, September.
  12. Anna Piil Damm & Cédric Gorinas, 2020. "Prison as a Criminal School: Peer Effects and Criminal Learning behind Bars," Journal of Law and Economics, University of Chicago Press, vol. 63(1), pages 149-180.
  13. Azlor, Luz & Damm, Anna Piil & Schultz-Nielsen, Marie Louise, 2020. "Local labour demand and immigrant employment," Labour Economics, Elsevier, vol. 63(C).
  14. Koch, Alexander K. & Nafziger, Julia, 2020. "Motivational goal bracketing: An experiment," Journal of Economic Theory, Elsevier, vol. 185(C).
  15. Johannes Schuenemann & Holger Strulik & Timo Trimborn, 2020. "The Marriage Gap: Optimal Aging and Death in Partnerships," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 158-176, April.
  16. Nabanita Datta Gupta & Debasish Nandy & Suddhasil Siddhanta, 2020. "“Opt out” or kept out? The effect of stigma, structure, selection, and sector on the labor force participation of married women in India," Review of Development Economics, Wiley Blackwell, vol. 24(3), pages 927-948, August.
  17. Banerjee, Ritwik & Gupta, Nabanita Datta & Villeval, Marie Claire, 2020. "Feedback spillovers across tasks, self-confidence and competitiveness," Games and Economic Behavior, Elsevier, vol. 123(C), pages 127-170.
  18. Blunch, Niels-Hugo & Datta Gupta, Nabanita, 2020. "Mothers’ health knowledge gap for children with diarrhea: A decomposition analysis across caste and religion in India," World Development, Elsevier, vol. 126(C).
  19. Niels-Hugo Blunch & Nabanita Datta Gupta, 2020. "Mothers’ health knowledge for children with diarrhea: who you are or who you know?," Review of Economics of the Household, Springer, vol. 18(4), pages 1131-1164, December.
  20. Bo Zhang & Wei Dai & Mark Weder, 2020. "A Bayesian evaluation of an efficiency-wage model with indeterminacy," Applied Economics, Taylor & Francis Journals, vol. 52(19), pages 2044-2055, April.
  21. Wei Dai & Mark Weder & Bo Zhang, 2020. "Animal Spirits, Financial Markets, and Aggregate Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2053-2083, December.
  22. Andreas Bergh & Christian Bjørnskov, 2020. "Does Big Government Hurt Growth Less In High‐Trust Countries?," Contemporary Economic Policy, Western Economic Association International, vol. 38(4), pages 643-658, October.
  23. Niclas Berggren & Andreas Bergh & Christian Bjørnskov & Shiori Tanaka, 2020. "Migrants and Life Satisfaction: The Role of the Country of Origin and the Country of Residence," Kyklos, Wiley Blackwell, vol. 73(3), pages 436-463, August.
  24. Berggren, Niclas & Bjørnskov, Christian, 2020. "Corruption, judicial accountability and inequality: Unfair procedures may benefit the worst-off," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 341-354.
  25. Andrea Sáenz de Viteri Vázquez & Christian Bjørnskov, 2020. "Constitutional power concentration and corruption: evidence from Latin America and the Caribbean," Constitutional Political Economy, Springer, vol. 31(4), pages 509-536, December.
  26. Christian Bjørnskov, 2020. "Why do military dictatorships become presidential democracies? Mapping the democratic interests of autocratic regimes," Public Choice, Springer, vol. 185(1), pages 21-43, October.
  27. Christian Bjørnskov & Nicolai J Foss, 2020. "Well-being and entrepreneurship: Using establishment size to identify treatment effects and transmission mechanisms," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-22, January.
  28. Christian Bjørnskov & Stefan Voigt, 2020. "When Does Terror Induce a State of Emergency? And What Are the Effects?," Journal of Conflict Resolution, Peace Science Society (International), vol. 64(4), pages 579-613, April.
  29. Christian Bjørnskov & Martin Rode, 2020. "Regime types and regime change: A new dataset on democracy, coups, and political institutions," The Review of International Organizations, Springer, vol. 15(2), pages 531-551, April.
  30. Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020. "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
  31. Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020. "The economic value of VIX ETPs," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 121-138.
  32. Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020. "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, vol. 35(C).
  33. Eckel, Carsten & Riezman, Raymond, 2020. "CATs and DOGs," Journal of International Economics, Elsevier, vol. 126(C).
  34. Hualde, Javier & Nielsen, Morten Ørregaard, 2020. "Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends," Econometric Theory, Cambridge University Press, vol. 36(4), pages 751-772, August.
  35. Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020. "Dynamics of variance risk premia: A new model for disentangling the price of risk," Journal of Econometrics, Elsevier, vol. 217(2), pages 312-334.
  36. Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020. "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, vol. 13(C), pages 106-124.
  37. Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020. "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, vol. 111(C).
  38. Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2020. "Affine multivariate GARCH models," Journal of Banking & Finance, Elsevier, vol. 118(C).
  39. Lars Stentoft, 2020. "Computational Finance," JRFM, MDPI, vol. 13(7), pages 1-4, July.
  40. Roger Bandick, 2020. "Global sourcing, productivity and export intensity," The World Economy, Wiley Blackwell, vol. 43(3), pages 615-643, March.
  41. Bandick, Roger, 2020. "Global sourcing, firm size and export survival," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-29.
  42. Steen Nielsen & Christian Nielsen, 2020. "The effects of performance systems and management concepts on organisational performance in the public sector in Denmark," International Journal of Business and Systems Research, Inderscience Enterprises Ltd, vol. 14(2), pages 191-216.
  43. Thellufsen, J.Z. & Lund, H. & Sorknæs, P. & Østergaard, P.A. & Chang, M. & Drysdale, D. & Nielsen, S. & Djørup, S.R. & Sperling, K., 2020. "Smart energy cities in a 100% renewable energy context," Renewable and Sustainable Energy Reviews, Elsevier, vol. 129(C).
  44. Allan Sørensen, 2020. "Export promotion and intra‐industry reallocations," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 303-319, May.
  45. Ina C. Jäkel & Allan Sørensen, 2020. "Quality‐cum‐price sorting," The World Economy, Wiley Blackwell, vol. 43(5), pages 1346-1370, May.
  46. Christopher Taber & Rune Vejlin, 2020. "Estimation of a Roy/Search/Compensating Differential Model of the Labor Market," Econometrica, Econometric Society, vol. 88(3), pages 1031-1069, May.
  47. Nafziger, Julia, 2020. "Spillover effects of nudges," Economics Letters, Elsevier, vol. 190(C).
  48. Kã–Lle, Felix & Lane, Tom & Nosenzo, Daniele & Starmer, Chris, 2020. "Promoting voter registration: the effects of low-cost interventions on behaviour and norms," Behavioural Public Policy, Cambridge University Press, vol. 4(1), pages 26-49, March.
  49. Fallucchi, Francesco & Nosenzo, Daniele & Reuben, Ernesto, 2020. "Measuring preferences for competition with experimentally-validated survey questions," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 402-423.
  50. Hanna Fromell & Daniele Nosenzo & Trudy Owens, 2020. "Altruism, fast and slow? Evidence from a meta-analysis and a new experiment," Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 979-1001, December.
  51. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020. "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 662-678, July.
  52. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020. "Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 55-67, January.
  53. J. Eduardo Vera‐Valdés, 2020. "On long memory origins and forecast horizons," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 811-826, August.
  54. C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2020. "Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment," Econometrics, MDPI, vol. 8(3), pages 1-16, September.
  55. Beuchert, Louise & Eriksen, Tine Louise Mundbjerg & Krægpøth, Morten Visby, 2020. "The impact of standardized test feedback in math: Exploiting a natural experiment in 3rd grade," Economics of Education Review, Elsevier, vol. 77(C).
  56. Bäckman, Claes & Lutz, Chandler, 2020. "The impact of interest-only loans on affordability," Regional Science and Urban Economics, Elsevier, vol. 80(C).
  57. Nickolas Gagnon & Charles N. Noussair, 2020. "Reciprocity Under Brief And Long‐Time Delays," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1517-1530, July.
  58. Christoph Merkle, 2020. "Financial Loss Aversion Illusion," Review of Finance, European Finance Association, vol. 24(2), pages 381-413.
  59. Merkle, Christoph, 2020. "Robo-advice and the future of delegated investment," Journal of Financial Transformation, Capco Institute, vol. 51, pages 20-27.
  60. Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020. "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 207-225.

2019

  1. Søren Johansen & Morten Ørregaard Nielsen, 2019. "Nonstationary Cointegration in the Fractionally Cointegrated VAR Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 519-543, July.
  2. Johansen, Søren & Nielsen, Bent, 2019. "Boundedness Of M-Estimators For Linear Regression In Time Series," Econometric Theory, Cambridge University Press, vol. 35(3), pages 653-683, June.
  3. Søren Johansen, 2019. "Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models," Econometrics, MDPI, vol. 7(1), pages 1-10, January.
  4. He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019. "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, vol. 12(C), pages 1-24.
  5. Rocio Bonet & Tor Eriksson & Jaime Ortega, 2019. "Up for Review: Unravelling the Link between Formal Evaluations and Performance‐Based Rewards," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 58(1), pages 108-137, January.
  6. Maria Knoth Humlum & Anne Brink Nandrup & Nina Smith, 2019. "Closing or reproducing the gender gap? Parental transmission, social norms and education choice," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(2), pages 455-500, April.
  7. Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge, 2019. "High-dimensional multivariate realized volatility estimation," Journal of Econometrics, Elsevier, vol. 212(1), pages 116-136.
  8. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2019. "How robust is the welfare state when facing open borders? An evolutionary game-theoretic model," Public Choice, Springer, vol. 178(1), pages 179-195, January.
  9. Erich Gundlach & Gert Tinggaard Svendsen, 2019. "How Do High and Low Levels of Social Trust Affect the Long‐run Performance of Poor Economies?," Journal of International Development, John Wiley & Sons, Ltd., vol. 31(1), pages 3-21, January.
  10. Michael Rosholm & Mai Bjørnskov Mikkelsen & Michael Svarer, 2019. "Bridging the gap from welfare to education: Propensity score matching evaluation of a bridging intervention," PLOS ONE, Public Library of Science, vol. 14(5), pages 1-20, May.
  11. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
  12. Ingo Geishecker & Philipp J. H. Schröder & Allan Srensen, 2019. "One-off export events," Canadian Journal of Economics, Canadian Economics Association, vol. 52(1), pages 93-131, February.
  13. Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
  14. Christian Dustmann & Kristine Vasiljeva & Anna Piil Damm, 2019. "Refugee Migration and Electoral Outcomes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 2035-2091.
  15. Alexander K. Koch & Julia Nafziger, 2019. "Correlates of Narrow Bracketing," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1441-1472, October.
  16. Holger Strulik & Timo Trimborn, 2019. "Natural Disasters and Macroeconomic Performance," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(4), pages 1069-1098, April.
  17. Christensen, Bent Jesper & van der Wel, Michel, 2019. "An asset pricing approach to testing general term structure models," Journal of Financial Economics, Elsevier, vol. 134(1), pages 165-191.
  18. Jonas Helgertz & Anton Nilsson, 2019. "The effect of birth weight on hospitalizations and sickness absences: a longitudinal study of Swedish siblings," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(1), pages 153-178, January.
  19. Serratos-Sotelo, Luis & Bengtsson, Tommy & Nilsson, Anton, 2019. "The long-term economic effects of polio: Evidence from the introduction of the polio vaccine to Sweden in 1957," Economics & Human Biology, Elsevier, vol. 35(C), pages 32-41.
  20. Nisar Ahmad & Michael Svarer & Amjad Naveed, 2019. "The Effect of Active Labour Market Programmes and Benefit Sanctions on Reducing Unemployment Duration," Journal of Labor Research, Springer, vol. 40(2), pages 202-229, June.
  21. Christian Bjørnskov, 2019. "Populism: Three approaches to an international problem," Economic Affairs, Wiley Blackwell, vol. 39(2), pages 273-281, June.
  22. Nicolai J. Foss & Peter G. Klein & Christian Bjørnskov, 2019. "The Context of Entrepreneurial Judgment: Organizations, Markets, and Institutions," Journal of Management Studies, Wiley Blackwell, vol. 56(6), pages 1197-1213, September.
  23. Berggren, Niclas & Bjørnskov, Christian, 2019. "Do voters dislike liberalizing reforms? New evidence using data on satisfaction with democracy," Journal of Institutional Economics, Cambridge University Press, vol. 15(4), pages 631-648, August.
  24. Niclas Berggren & Christian Bjørnskov, 2019. "Regulation and government debt," Public Choice, Springer, vol. 178(1), pages 153-178, January.
  25. Christian Bjørnskov & Jacob Mchangama, 2019. "Do Social Rights Affect Social Outcomes?," American Journal of Political Science, John Wiley & Sons, vol. 63(2), pages 452-466, April.
  26. Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019. "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, vol. 29(C), pages 193-199.
  27. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
  28. Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019. "Idiosyncratic volatility puzzle: influence of macro-finance factors," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 381-401, February.
  29. Niels Haldrup & Carsten P. T. Rosenskjold, 2019. "A Parametric Factor Model of the Term Structure of Mortality," Econometrics, MDPI, vol. 7(1), pages 1-22, March.
  30. Morten Ørregaard Nielsen & Javier Hualde, 2019. "Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 386-387, July.
  31. Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
  32. David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019. "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
  33. Lars Stentoft, 2019. "Efficient Numerical Pricing of American Call Options Using Symmetry Arguments," JRFM, MDPI, vol. 12(2), pages 1-26, April.
  34. Pascal Létourneau & Lars Stentoft, 2019. "Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method," JRFM, MDPI, vol. 12(4), pages 1-21, December.
  35. Mikkelsen, Jakob Guldbæk & Hillebrand, Eric & Urga, Giovanni, 2019. "Consistent estimation of time-varying loadings in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 208(2), pages 535-562.
  36. Tue Gørgens & Allan H. Würtz, 2019. "Threshold Regression with Endogeneity for Short Panels," Econometrics, MDPI, vol. 7(2), pages 1-8, May.
  37. Steen Nielsen & Iens Christian Pontoppidan, 2019. "Exploring the inclusion of risk in management accounting and control," Management Research Review, Emerald Group Publishing Limited, vol. 43(1), pages 82-112, August.
  38. Gallen, Yana & Lesner, Rune V. & Vejlin, Rune, 2019. "The labor market gender gap in Denmark: Sorting out the past 30 years," Labour Economics, Elsevier, vol. 56(C), pages 58-67.
  39. Meyer, Margaret & Moreno de Barreda, Inés & Nafziger, Julia, 2019. "Robustness of full revelation in multisender cheap talk," Theoretical Economics, Econometric Society, vol. 14(4), November.
  40. Veraart, Almut E.D., 2019. "Modeling, simulation and inference for multivariate time series of counts using trawl processes," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 110-129.
  41. Heinrich, Claudio & Pakkanen, Mikko S. & Veraart, Almut E.D., 2019. "Hybrid simulation scheme for volatility modulated moving average fields," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 166(C), pages 224-244.
  42. Kock, Anders Bredahl & Tang, Haihan, 2019. "Uniform Inference In High-Dimensional Dynamic Panel Data Models With Approximately Sparse Fixed Effects," Econometric Theory, Cambridge University Press, vol. 35(2), pages 295-359, April.
  43. Anders Bredahl Kock & David Preinerstorfer, 2019. "Power in High‐Dimensional Testing Problems," Econometrica, Econometric Society, vol. 87(3), pages 1055-1069, May.
  44. Hanna Fromell & Daniele Nosenzo & Trudy Owens & Fabio Tufano, 2019. "Are Victims Truly Worse Off in the Presence of Bystanders? Revisiting the Bystander Effect," Revue économique, Presses de Sciences-Po, vol. 70(6), pages 927-943.
  45. Johannes Abeler & Daniele Nosenzo & Collin Raymond, 2019. "Preferences for Truth‐Telling," Econometrica, Econometric Society, vol. 87(4), pages 1115-1153, July.
  46. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Inference For Option Panels In Pure-Jump Settings," Econometric Theory, Cambridge University Press, vol. 35(5), pages 901-942, October.
  47. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
  48. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019. "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1695-1707, October.
  49. Robinson Kruse & Christoph Wegener, 2019. "Explosive behaviour and long memory with an application to European bond yield spreads," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 139-153, February.
  50. Wegener, Christoph & Kruse, Robinson & Basse, Tobias, 2019. "The walking debt crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 382-402.
  51. Jakobsen, Nina Munkholt & Sørensen, Michael, 2019. "Estimating functions for jump–diffusions," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3282-3318.
  52. Asmussen, Søren & Christensen, Bent Jesper & Thøgersen, Julie, 2019. "Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 92-100.
  53. Søren Asmussen & Bent Jesper Christensen & Julie Thøgersen, 2019. "Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation," Risks, MDPI, vol. 7(2), pages 1-23, May.
  54. Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019. "Testing Garch-X Type Models," Econometric Theory, Cambridge University Press, vol. 35(5), pages 1012-1047, October.
  55. Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés, 2019. "The VIX, the Variance Premium, and Expected Returns," Journal of Financial Econometrics, Oxford University Press, vol. 17(4), pages 517-558.
  56. Barletta, Andrea & Santucci de Magistris, Paolo & Sloth, David, 2019. "It only takes a few moments to hedge options," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 251-269.
  57. Caporin, Massimiliano & Natvik, Gisle J. & Ravazzolo, Francesco & Santucci de Magistris, Paolo, 2019. "The bank-sovereign nexus: Evidence from a non-bailout episode," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 181-196.
  58. Morelli, Giacomo & Santucci de Magistris, Paolo, 2019. "Volatility tail risk under fractionality," Journal of Banking & Finance, Elsevier, vol. 108(C).
  59. Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019. "A non-structural investigation of VIX risk neutral density," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
  60. Federico Carlini & Paolo Santucci de Magistris, 2019. "On the Identification of Fractionally Cointegrated VAR Models With the Condition," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 134-146, January.
  61. Eriksen, Jonas N., 2019. "Cross-sectional return dispersion and currency momentum," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 91-108.
  62. Christensen, Kim & Thyrsgaard, Martin & Veliyev, Bezirgen, 2019. "The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing," Journal of Econometrics, Elsevier, vol. 212(2), pages 556-583.
  63. Luke Taylor & Taisuke Otsu, 2019. "Estimation of nonseparable models with censored dependent variables and endogenous regressors," Econometric Reviews, Taylor & Francis Journals, vol. 38(1), pages 4-24, January.
  64. Jochen Becker & Josip Medjedovic & Christoph Merkle, 2019. "The Effect of CEO Extraversion on Analyst Forecasts: Stereotypes and Similarity Bias," The Financial Review, Eastern Finance Association, vol. 54(1), pages 133-164, February.

2018

  1. Søren Johansen & Morten Ørregaard Nielsen, 2018. "Testing the CVAR in the Fractional CVAR Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 836-849, November.
  2. Johansen, Søren & Nielsen, Morten Ørregaard, 2018. "The cointegrated vector autoregressive model with general deterministic terms," Journal of Econometrics, Elsevier, vol. 202(2), pages 214-229.
  3. Weiliang Su & Tor Eriksson & Linxiu Zhang, 2018. "Off-farm employment, land renting and concentration of farmland in the process of urbanization," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 10(2), pages 338-350, May.
  4. Julia Bredtmann & Nina Smith, 2018. "Inequalities in Educational Outcomes: How Important Is the Family?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(6), pages 1117-1144, December.
  5. Beuchert, Louise & Humlum, Maria Knoth & Nielsen, Helena Skyt & Smith, Nina, 2018. "The short-term effects of school consolidation on student achievement: Evidence of disruption?," Economics of Education Review, Elsevier, vol. 65(C), pages 31-47.
  6. Nina Smith, 2018. "Gender quotas on boards of directors," IZA World of Labor, Institute of Labor Economics (IZA), pages 1-10, December.
  7. Nina Smith & Pierpaolo Parrotta, 2018. "Why so Few Women on Boards of Directors? Empirical Evidence from Danish Companies in 1998–2010," Journal of Business Ethics, Springer, vol. 147(2), pages 445-467, January.
  8. Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
  9. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018. "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, vol. 207(1), pages 71-91.
  10. Tim Bollerslev & Jia Li & Yuan Xue, 2018. "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2005-2041.
  11. Jarka CHLOUPKOVA & Gert Tinggaard SVENDSEN & Tomas ZDECHOVSKY, 2018. "A global meat tax: from big data to a double dividend," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(6), pages 256-264.
  12. Rehwald, Kai & Rosholm, Michael & Rouland, Bénédicte, 2018. "Labour market effects of activating sick-listed workers," Labour Economics, Elsevier, vol. 53(C), pages 15-32.
  13. Pieter Gautier & Paul Muller & Bas van der Klaauw & Michael Rosholm & Michael Svarer, 2018. "Estimating Equilibrium Effects of Job Search Assistance," Journal of Labor Economics, University of Chicago Press, vol. 36(4), pages 1073-1125.
  14. Damgaard, Mette Trier & Nielsen, Helena Skyt, 2018. "Nudging in education," Economics of Education Review, Elsevier, vol. 64(C), pages 313-342.
  15. Joensen, Juanna Schrøter & Nielsen, Helena Skyt, 2018. "Spillovers in education choice," Journal of Public Economics, Elsevier, vol. 157(C), pages 158-183.
  16. Jansson, Michael & Taylor, Robert, 2018. "Special Issue Of Econometric Theory In Honor Of Professor Richard J. Smith: Guest Editors’ Introduction," Econometric Theory, Cambridge University Press, vol. 34(2), pages 247-252, April.
  17. Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018. "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
  18. Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1350-1361, July.
  19. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Manipulation testing based on density discontinuity," Stata Journal, StataCorp LP, vol. 18(1), pages 234-261, March.
  20. Matias D. Cattaneo & Michael Jansson, 2018. "Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency," Econometrica, Econometric Society, vol. 86(3), pages 955-995, May.
  21. Jonas Pilgaard Kaiser & Kasper Selmar Pedersen & Alexander K. Koch, 2018. "Do Economists Punish Less?," Games, MDPI, vol. 9(4), pages 1-17, September.
  22. Strulik, Holger & Trimborn, Timo, 2018. "Hyperbolic discounting can be good for your health," Journal of Economic Psychology, Elsevier, vol. 69(C), pages 44-57.
  23. Trimborn, Timo, 2018. "On the analysis of endogenous growth models with a balanced growth path," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 40-50.
  24. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
  25. Parra-Alvarez, Juan Carlos, 2018. "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1555-1583, September.
  26. Bengtsson, Tommy & Nilsson, Anton, 2018. "Smoking and early retirement due to chronic disability," Economics & Human Biology, Elsevier, vol. 29(C), pages 31-41.
  27. Nilsson, Anton & Paul, Alexander, 2018. "Patient cost-sharing, socioeconomic status, and children's health care utilization," Journal of Health Economics, Elsevier, vol. 59(C), pages 109-124.
  28. Stratton Leslie S. & Datta Gupta Nabanita & Reimer David & Holm Anders, 2018. "Modeling Completion of Vocational Education: The Role of Cognitive and Noncognitive Skills by Program Type," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 18(4), pages 1-17, October.
  29. Banerjee, Ritwik & Gupta, Nabanita Datta & Villeval, Marie Claire, 2018. "The spillover effects of affirmative action on competitiveness and unethical behavior," European Economic Review, Elsevier, vol. 101(C), pages 567-604.
  30. Nabanita Datta Gupta & Mette Lausten & Dario Pozzoli, 2018. "Does mother know best? Parental discrepancies in assessing child behavioral and educational outcomes," Review of Economics of the Household, Springer, vol. 16(2), pages 407-425, June.
  31. Nabanita Datta Gupta & Amaresh Dubey & Marianne Simonsen, 2018. "Rising school attendance in rural India: an evaluation of the effects of major educational reforms," Education Economics, Taylor & Francis Journals, vol. 26(2), pages 109-128, March.
  32. Andersen, Torben M. & Kristoffersen, Mark Strøm & Svarer, Michael, 2018. "Benefit reentitlement conditions in unemployment insurance schemes," Labour Economics, Elsevier, vol. 52(C), pages 27-39.
  33. Gørtz, Mette & Johansen, Eva Rye & Simonsen, Marianne, 2018. "Academic achievement and the gender composition of preschool staff," Labour Economics, Elsevier, vol. 55(C), pages 241-258.
  34. Christian Bjørnskov, 2018. "Do Liberalising Reforms Harm the Environment? Evidence from the Post†Communist Transition," Economic Affairs, Wiley Blackwell, vol. 38(1), pages 22-37, February.
  35. Bjã˜Rnskov, Christian, 2018. "The Hayek–Friedman hypothesis on the press: is there an association between economic freedom and press freedom?," Journal of Institutional Economics, Cambridge University Press, vol. 14(4), pages 617-638, August.
  36. Bjørnskov, Christian & Voigt, Stefan, 2018. "Why do governments call a state of emergency? On the determinants of using emergency constitutions," European Journal of Political Economy, Elsevier, vol. 54(C), pages 110-123.
  37. Niclas Berggren & Christian Bjørnskov & Therese Nilsson, 2018. "Do Equal Rights for a Minority Affect General Life Satisfaction?," Journal of Happiness Studies, Springer, vol. 19(5), pages 1465-1483, June.
  38. Kristina Jespersen & Damiana Rigamonti & Morten Berg Jensen & Rune Bysted, 2018. "Analysis of SMEs partner proximity preferences for process innovation," Small Business Economics, Springer, vol. 51(4), pages 879-904, December.
  39. Morten Ørregaard Nielsen & Sergei S. Shibaev, 2018. "Forecasting daily political opinion polls using the fractionally cointegrated vector auto‐regressive model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 3-33, January.
  40. Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 219-242, February.
  41. Galyna Grynkiv & Lars Stentoft, 2018. "Stationary Threshold Vector Autoregressive Models," JRFM, MDPI, vol. 11(3), pages 1-23, August.
  42. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
  43. Caner, Mehmet & Kock, Anders Bredahl, 2018. "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso," Journal of Econometrics, Elsevier, vol. 203(1), pages 143-168.
  44. Barr, Abigail & Lane, Tom & Nosenzo, Daniele, 2018. "On the social inappropriateness of discrimination," Journal of Public Economics, Elsevier, vol. 164(C), pages 153-164.
  45. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
  46. Jean Jacod & Michael Sørensen, 2018. "A review of asymptotic theory of estimating functions," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 415-434, July.
  47. Giuseppe Cavaliere & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "The Fixed Volatility Bootstrap for a Class of Arch(q) Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 920-941, November.
  48. Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M., 2018. "Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order," Econometric Theory, Cambridge University Press, vol. 34(2), pages 349-382, April.
  49. Jørgensen, Peter Løchte, 2018. "An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 219-237.
  50. Andrea Barletta & Paolo Santucci de Magistris, 2018. "Analyzing the Risks Embedded in Option Prices with rndfittool," Risks, MDPI, vol. 6(2), pages 1-15, March.
  51. Eduardo Rossi & Paolo Santucci de Magistris, 2018. "Indirect inference with time series observed with error," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
  52. Merkle, Christoph, 2018. "The curious case of negative volatility," Journal of Financial Markets, Elsevier, vol. 40(C), pages 92-108.

2017

  1. Massimo Franchi & Søren Johansen, 2017. "Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles," Econometrics, MDPI, vol. 5(2), pages 1-20, June.
  2. Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models," Econometrics, MDPI, vol. 5(3), pages 1-15, August.
  3. Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017. "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(3), pages 173-200, September.
  4. Cristina Amado & Timo Teräsvirta, 2017. "Specification and testing of multiplicative time-varying GARCH models with applications," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 421-446, April.
  5. Paul Catani & Timo Teräsvirta & Meiqun Yin, 2017. "A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 599-621, October.
  6. Tor Eriksson & Lei Mao & Marie Claire Villeval, 2017. "Saving face and group identity," Experimental Economics, Springer;Economic Science Association, vol. 20(3), pages 622-647, September.
  7. Susanne Jensen & Gert Tinggaard Svendsen, 2017. "What Determines the Choice of Tourist Destination? The Case of Denmark," Business and Management Horizons, Macrothink Institute, vol. 5(2), pages 112-124, December.
  8. Jonas Maibom & Michael Rosholm & Michael Svarer, 2017. "Experimental Evidence on the Effects of Early Meetings and Activation," Scandinavian Journal of Economics, Wiley Blackwell, vol. 119(3), pages 541-570, July.
  9. Rehwald, Kai & Rosholm, Michael & Svarer, Michael, 2017. "Do public or private providers of employment services matter for employment? Evidence from a randomized experiment," Labour Economics, Elsevier, vol. 45(C), pages 169-187.
  10. Ingo Geishecker & Philipp J. H. Schröder & Allan Sørensen, 2017. "Explaining the size differences of exporter premia: theory and evidence," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(2), pages 327-351, May.
  11. Choquette, Eliane & Rask, Morten & Sala, Davide & Schröder, Philipp, 2017. "Born Globals—Is there fire behind the smoke?," International Business Review, Elsevier, vol. 26(3), pages 448-460.
  12. Jürgen Bitzer & Ingo Geishecker & Philipp J. H. Schröder, 2017. "Is there a wage premium for volunteer OSS engagement? – signalling, learning and noise," Applied Economics, Taylor & Francis Journals, vol. 49(14), pages 1379-1394, March.
  13. Rasmus Landersø & Helena Skyt Nielsen & Marianne Simonsen, 2017. "School Starting Age and the Crime‐age Profile," Economic Journal, Royal Economic Society, vol. 127(602), pages 1096-1118, June.
  14. Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
  15. Valerie Smeets, 2017. "Can firms oversee more workers with fewer managers?," IZA World of Labor, Institute of Labor Economics (IZA), pages 333-333, February.
  16. Klaus Prettner & Timo Trimborn, 2017. "Demographic Change and R&D-based Economic Growth," Economica, London School of Economics and Political Science, vol. 84(336), pages 667-681, October.
  17. Holger Strulik & Timo Trimborn, 2017. "The Spending Multiplier in the Medium Run," German Economic Review, Verein für Socialpolitik, vol. 18(2), pages 154-181, May.
  18. Heijdra, Ben J. & Mierau, Jochen O. & Trimborn, Timo, 2017. "Stimulating annuity markets," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(4), pages 554-583, October.
  19. Heijdra, Ben J. & Mierau, Jochen O. & Trimborn, Timo, 2017. "Stimulating annuity markets – ERRATUM," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(4), pages 584-584, October.
  20. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2017. "Going from bad to worse: Adaptation to poor health health spending, longevity, and the value of life," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 130-146.
  21. Schünemann, Johannes & Strulik, Holger & Trimborn, Timo, 2017. "The gender gap in mortality: How much is explained by behavior?," Journal of Health Economics, Elsevier, vol. 54(C), pages 79-90.
  22. Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017. "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, vol. 32(C), pages 28-48.
  23. Christensen, Vibeke Tornhøj & Datta Gupta, Nabanita, 2017. "Hearing loss and disability exit: Measurement issues and coping strategies," Economics & Human Biology, Elsevier, vol. 24(C), pages 80-91.
  24. Steen Bengtsson & Nabanita Datta Gupta, 2017. "Identifying the effects of education on the ability to cope with a disability among individuals with disabilities," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-13, March.
  25. Torben M. Andersen & Jonas Maibom & Michael Svarer & Allan Sørensen, 2017. "Do Business Cycles Have Long-Term Impact for Particular Cohorts?," LABOUR, CEIS, vol. 31(3), pages 309-336, September.
  26. Doko Tchatoka, Firmin & Groshenny, Nicolas & Haque, Qazi & Weder, Mark, 2017. "Monetary policy and indeterminacy after the 2001 slump," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 83-95.
  27. Oscar Pavlov & Mark Weder, 2017. "Product Scope and Endogenous Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 175-191, March.
  28. Christian Bjørnskov, 2017. "Growth, Inequality, And Economic Freedom: Evidence From The U.S. States," Contemporary Economic Policy, Western Economic Association International, vol. 35(3), pages 518-531, July.
  29. Gur, Nurullah & Bjørnskov, Christian, 2017. "Trust and delegation: Theory and evidence," Journal of Comparative Economics, Elsevier, vol. 45(3), pages 644-657.
  30. Jacob Lihn & Christian Bjørnskov, 2017. "Economic freedom and veto players jointly affect entrepreneurship," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, vol. 6(3), pages 340-358, November.
  31. Niclas Berggren & Christian Bjørnskov & Therese Nilsson, 2017. "What Aspects of Society Matter for the Quality of Life of a Minority? Global Evidence from the New Gay Happiness Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 132(3), pages 1163-1192, July.
  32. Niclas Berggren & Christian Bjørnskov, 2017. "The Market‐Promoting and Market‐Preserving Role of Social Trust in Reforms of Policies and Institutions," Southern Economic Journal, John Wiley & Sons, vol. 84(1), pages 3-25, July.
  33. Haldrup, Niels & Vera Valdés, J. Eduardo, 2017. "Long memory, fractional integration, and cross-sectional aggregation," Journal of Econometrics, Elsevier, vol. 199(1), pages 1-11.
  34. Girum Dagnachew Abate & Niels Haldrup, 2017. "Space-time modeling of electricity spot prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  35. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
  36. M. Martin Boyer & Lars Stentoft, 2017. "Yes We Can (Price Derivatives on Survivor Indices)," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 20(1), pages 37-62, March.
  37. Tommaso Proietti & Eric Hillebrand, 2017. "Seasonal changes in central England temperatures," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 769-791, June.
  38. Jensen, Bente & Jensen, Peter & Rasmussen, Astrid Würtz, 2017. "Does professional development of preschool teachers improve children's socio-emotional outcomes?," Labour Economics, Elsevier, vol. 45(C), pages 26-39.
  39. Karni, Edi & Vierø, Marie-Louise, 2017. "Awareness of unawareness: A theory of decision making in the face of ignorance," Journal of Economic Theory, Elsevier, vol. 168(C), pages 301-328.
  40. Vejlin, Rune, 2017. "Optimal Unemployment Insurance: How Important Is The Demand Side?," Macroeconomic Dynamics, Cambridge University Press, vol. 21(8), pages 2070-2095, December.
  41. Humlum, Maria Knoth & Kristoffersen, Jannie H.G. & Vejlin, Rune, 2017. "College admissions decisions, educational outcomes, and family formation," Labour Economics, Elsevier, vol. 48(C), pages 215-230.
  42. Sauri, Orimar & Veraart, Almut E.D., 2017. "On the class of distributions of subordinated Lévy processes and bases," Stochastic Processes and their Applications, Elsevier, vol. 127(2), pages 475-496.
  43. Michele Nguyen & Almut E. D. Veraart, 2017. "Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 46-80, March.
  44. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
  45. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2017. "Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 140-158, January.
  46. Gächter, Simon & Gerhards, Leonie & Nosenzo, Daniele, 2017. "The importance of peers for compliance with norms of fair sharing," European Economic Review, Elsevier, vol. 97(C), pages 72-86.
  47. Nosenzo, Daniele & Tufano, Fabio, 2017. "The effect of voluntary participation on cooperation," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 307-319.
  48. Drouvelis, Michalis & Nosenzo, Daniele & Sefton, Martin, 2017. "Team incentives and leadership," Journal of Economic Psychology, Elsevier, vol. 62(C), pages 173-185.
  49. Jonathan Quidt & Francesco Fallucchi & Felix Kölle & Daniele Nosenzo & Simone Quercia, 2017. "Bonus versus penalty: How robust are the effects of contract framing?," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 3(2), pages 174-182, December.
  50. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2017. "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, vol. 72(3), pages 1335-1386, June.
  51. Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017. "Changes in persistence, spurious regressions and the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-28, June.
  52. Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard, 2017. "Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination," Journal of Econometrics, Elsevier, vol. 197(2), pages 218-244.
  53. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2017. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 513-534, July.
  54. Ella Paldam & Martin Paldam, 2017. "The political economy of churches in Denmark, 1300–2015," Public Choice, Springer, vol. 172(3), pages 443-463, September.
  55. Kanaya, Shin, 2017. "Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach," Econometric Theory, Cambridge University Press, vol. 33(4), pages 874-914, August.
  56. Kanaya, Shin, 2017. "Convergence Rates Of Sums Of Α-Mixing Triangular Arrays: With An Application To Nonparametric Drift Function Estimation Of Continuous-Time Processes," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1121-1153, October.
  57. Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017. "Are University Admissions Academically Fair?," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 449-464, July.
  58. Kenneth Lykke Sørensen, 2017. "Active labour market programmes and reservation wages: it is a hazard," Applied Economics Letters, Taylor & Francis Journals, vol. 24(9), pages 589-593, May.
  59. Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017. "Chasing volatility," Journal of Econometrics, Elsevier, vol. 198(1), pages 122-145.
  60. Stefano Grassi & Nima Nonejad & Paolo Santucci De Magistris, 2017. "Forecasting With the Standardized Self‐Perturbed Kalman Filter," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 318-341, March.
  61. Eriksen, Jonas N., 2017. "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1667-1703, August.
  62. Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, vol. 33(3), pages 691-716, June.
  63. Christensen, K. & Podolskij, M. & Thamrongrat, N. & Veliyev, B., 2017. "Inference from high-frequency data: A subsampling approach," Journal of Econometrics, Elsevier, vol. 197(2), pages 245-272.
  64. Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro, 2017. "Edgeworth expansion for the pre-averaging estimator," Stochastic Processes and their Applications, Elsevier, vol. 127(11), pages 3558-3595.
  65. Tata Subba Rao & Granville Tunnicliffe Wilson & P. M. Robinson & L. Taylor, 2017. "Adaptive Estimation in Multiple Time Series With Independent Component Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 191-203, March.
  66. Mauro Bernardi & Leopoldo Catania & Lea Petrella, 2017. "Are news important to predict the Value-at-Risk?," The European Journal of Finance, Taylor & Francis Journals, vol. 23(6), pages 535-572, May.
  67. Leopoldo Catania & Anna Gloria Billé, 2017. "Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1178-1196, September.
  68. Merkle, Christoph, 2017. "Financial overconfidence over time: Foresight, hindsight, and insight of investors," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 68-87.
  69. Christoph Merkle & Philipp Schreiber & Martin Weber, 2017. "Framing and retirement age: The gap between willingness-to-accept and willingness-to-pay," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(92), pages 757-809.
  70. Justus Heuer & Christoph Merkle & Martin Weber, 2017. "Fooled by Randomness: Investor Perception of Fund Manager Skill," Review of Finance, European Finance Association, vol. 21(2), pages 605-635.

2016

  1. Søren Johansen & Bent Nielsen, 2016. "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 321-348, June.
  2. Søren Johansen & Bent Nielsen, 2016. "Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 374-381, June.
  3. Johansen, Søren & Nielsen, Morten Ørregaard, 2016. "The Role Of Initial Values In Conditional Sum-Of-Squares Estimation Of Nonstationary Fractional Time Series Models," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1095-1139, October.
  4. Silvennoinen Annastiina & Teräsvirta Timo, 2016. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 347-364, September.
  5. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
  6. A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2016. "A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 707-733, June.
  7. Linxiu Zhang & Weiliang Su & Tor Eriksson & Chengfang Liu, 2016. "How Off-farm Employment Affects Technical Efficiency of China's Farms: The Case of Jiangsu," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(3), pages 37-51, May.
  8. Su, Weiliang & Eriksson, Tor & Zhang, Linxiu & Bai, Yunli, 2016. "Off-farm employment and time allocation in on-farm work in rural China from gender perspective," China Economic Review, Elsevier, vol. 41(C), pages 34-45.
  9. Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016. "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, vol. 120(3), pages 464-490.
  10. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
  11. Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016. "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1005-1025, September.
  12. Svendsen, Gunnar Lind Haase & Svendsen, Gert Tinggaard, 2016. "How did trade norms evolve in Scandinavia? Long-distance trade and social trust in the Viking age," Economic Systems, Elsevier, vol. 40(2), pages 198-205.
  13. Susanne Jensen & Gert Tinggaard Svendsen, 2016. "Social Trust, Safety and the Choice of Tourist Destination," Business and Management Horizons, Macrothink Institute, vol. 4(1), pages 1-9, June.
  14. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2016. "Mathematics and Gender: Heterogeneity in Causes and Consequences," Economic Journal, Royal Economic Society, vol. 126(593), pages 1129-1163, June.
  15. Federico Ciliberto & Amalia R. Miller & Helena Skyt Nielsen & Marianne Simonsen, 2016. "Playing The Fertility Game At Work: An Equilibrium Model Of Peer Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(3), pages 827-856, August.
  16. Kanaya, Shin & Kristensen, Dennis, 2016. "Estimation Of Stochastic Volatility Models By Nonparametric Filtering," Econometric Theory, Cambridge University Press, vol. 32(4), pages 861-916, August.
  17. Creel, Michael & Kristensen, Dennis, 2016. "On selection of statistics for approximate Bayesian computing (or the method of simulated moments)," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 99-114.
  18. Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
  19. Koch, Alexander K. & Nafziger, Julia, 2016. "Gift exchange, control, and cyberloafing: A real-effort experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 131(PA), pages 409-426.
  20. Koch, Alexander K. & Nafziger, Julia, 2016. "Goals and bracketing under mental accounting," Journal of Economic Theory, Elsevier, vol. 162(C), pages 305-351.
  21. Anders Frederiksen & Timothy Halliday & Alexander K. Koch, 2016. "Within- and Cross-Firm Mobility and Earnings Growth," ILR Review, Cornell University, ILR School, vol. 69(2), pages 320-353, March.
  22. Volker Grossmann & Thomas M. Steger & Timo Trimborn, 2016. "Quantifying Optimal Growth Policy," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(3), pages 451-485, June.
  23. Clausen, Saskia & Hirth, Stefan, 2016. "Measuring the value of intangibles," Journal of Corporate Finance, Elsevier, vol. 40(C), pages 110-127.
  24. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2016. "Market Set‐up in Advance of Federal Reserve Policy Rate Decisions," Economic Journal, Royal Economic Society, vol. 0(592), pages 618-653, May.
  25. Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016. "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
  26. Petter Lundborg & Anton Nilsson & Dan-Olof Rooth, 2016. "The health-schooling relationship: evidence from Swedish twins," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(4), pages 1191-1215, October.
  27. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
  28. Datta Gupta Nabanita & Lau Daniel & Pozzoli Dario, 2016. "The Impact of Education and Occupation on Temporary and Permanent Work Incapacity," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 16(2), pages 577-617, April.
  29. Datta Gupta, Nabanita & Simonsen, Marianne, 2016. "Academic performance and type of early childhood care," Economics of Education Review, Elsevier, vol. 53(C), pages 217-229.
  30. Marianne Simonsen & Lars Skipper & Niels Skipper, 2016. "Price Sensitivity of Demand for Prescription Drugs: Exploiting a Regression Kink Design," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 320-337, March.
  31. Michael C. Burda & Mark Weder, 2016. "Payroll Taxes, Social Insurance, And Business Cycles," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 438-467, April.
  32. Nopphawan Photphisutthiphong & Mark Weder, 2016. "Observations on the Australian Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 141-164, December.
  33. Bjørnskov, Christian, 2016. "Economic freedom and economic crises," European Journal of Political Economy, Elsevier, vol. 45(S), pages 11-23.
  34. Christian Bjørnskov & Andreas Freytag, 2016. "An offer you can’t refuse: murdering journalists as an enforcement mechanism of corrupt deals," Public Choice, Springer, vol. 167(3), pages 221-243, June.
  35. Jacob Gerner Hariri & Christian Bjørnskov & Mogens K. Justesen, 2016. "Economic Shocks and Subjective Well-Being: Evidence from a Quasi-Experiment," The World Bank Economic Review, World Bank, vol. 30(1), pages 55-77.
  36. Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016. "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 84-103.
  37. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016. "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 617-642.
  38. Sladjana Nørskov & Yun Mi Antorini & Morten Berg Jensen, 2016. "Innovative Brand Community Members And Their Willingness To Share Ideas With Companies," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 20(06), pages 1-25, August.
  39. Ergemen, Yunus Emre & Haldrup, Niels & Rodríguez-Caballero, Carlos Vladimir, 2016. "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads," Energy Economics, Elsevier, vol. 60(C), pages 79-96.
  40. Laurent Callot & Niels Haldrup & Malene Kallestrup-Lamb, 2016. "Deterministic and stochastic trends in the Lee–Carter mortality model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(7), pages 486-493, May.
  41. Ting-Wei Lai & Raymond Riezman & Ping Wang, 2016. "China's Gains from WTO Accession: Imports vs Exports," Review of International Economics, Wiley Blackwell, vol. 24(4), pages 837-856, September.
  42. Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016. "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 623-639.
  43. Eric Hillebrand & Marcelo C. Medeiros, 2016. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 23-41, January.
  44. Roger Bandick, 2016. "Offshoring, Plant Survival and Employment Growth," The World Economy, Wiley Blackwell, vol. 39(5), pages 597-620, May.
  45. Roxana Halbleib & Valeri Voev, 2016. "Forecasting Covariance Matrices: A Mixed Approach," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 383-417.
  46. Beuchert, Louise Voldby & Humlum, Maria Knoth & Vejlin, Rune, 2016. "The length of maternity leave and family health," Labour Economics, Elsevier, vol. 43(C), pages 55-71.
  47. Lund, Christian Giødesen & Vejlin, Rune, 2016. "Documenting and Improving the Hourly Wage Measure in the Danish IDA Database," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2016(1), pages 1-35.
  48. Christensen, Else Gry Bro & Nafziger, Julia, 2016. "Packaging of sin goods – Commitment or exploitation?," Journal of Economic Behavior & Organization, Elsevier, vol. 122(C), pages 62-74.
  49. Kock, Anders Bredahl, 2016. "Consistent And Conservative Model Selection With The Adaptive Lasso In Stationary And Nonstationary Autoregressions," Econometric Theory, Cambridge University Press, vol. 32(1), pages 243-259, February.
  50. Kock, Anders Bredahl, 2016. "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models," Journal of Econometrics, Elsevier, vol. 195(1), pages 71-85.
  51. Mehmet Caner & Anders Bredahl Kock, 2016. "Oracle Inequalities for Convex Loss Functions with Nonlinear Targets," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1377-1411, December.
  52. Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2016. "Lassoing the Determinants of Retirement," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1522-1561, December.
  53. D'Adda, Giovanna & Drouvelis, Michalis & Nosenzo, Daniele, 2016. "Norm elicitation in within-subject designs: Testing for order effects," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 1-7.
  54. Daniele Nosenzo & Theo Offerman & Martin Sefton & Ailko van der Veen, 2016. "Discretionary Sanctions and Rewards in the Repeated Inspection Game," Management Science, INFORMS, vol. 62(2), pages 502-517, February.
  55. Daniele Nosenzo, 2016. "Employee incentives: Bonuses or penalties?," IZA World of Labor, Institute of Labor Economics (IZA), pages 234-234, January.
  56. Tom Engsted, 2016. "Fama On Bubbles," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 370-376, April.
  57. Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q., 2016. "Explosive bubbles in house prices? Evidence from the OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 14-25.
  58. Mogens Bladt & Samuel Finch & Michael Sørensen, 2016. "Simulation of multivariate diffusion bridges," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 343-369, March.
  59. Eric French & Elaine Kelly & Bent Jesper Christensen & Mette Gørtz & Malene Kallestrup‐Lamb, 2016. "Medical Spending in Denmark," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 461-497, September.
  60. Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2016. "Nonstationary GARCH with t-distributed innovations," Economics Letters, Elsevier, vol. 138(C), pages 19-21.
  61. Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2016. "Inference on co-integration parameters in heteroskedastic vector autoregressions," Journal of Econometrics, Elsevier, vol. 192(1), pages 64-85.
  62. Martin Paldam, 2016. "Simulating an empirical paper by the rational economist," Empirical Economics, Springer, vol. 50(4), pages 1383-1407, June.
  63. Sørensen, Kenneth Lykke, 2016. "Heterogeneous impacts on earnings from an early effort in labor market programs," Labour Economics, Elsevier, vol. 41(C), pages 266-279.
  64. Peter Løchte Jørgensen & Søren Kærgaard Slipsager, 2016. "An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2016(9), pages 837-857, October.
  65. Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Alejandra I. Martínez-Olmos, 2016. "A comment on ‘resolving spurious regressions and serially correlated errors’," Empirical Economics, Springer, vol. 51(3), pages 1289-1298, November.
  66. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2016. "Volatility Jumps and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 29-80.
  67. Mundbjerg Eriksen, Tine L. & Hogh, Annie & Hansen, Åse Marie, 2016. "Long-term consequences of workplace bullying on sickness absence," Labour Economics, Elsevier, vol. 43(C), pages 129-150.
  68. Ulrich Hounyo & Bezirgen Veliyev, 2016. "Validity of Edgeworth expansions for realized volatility estimators," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February.
  69. Wei Wei & Asger Lunde, 2016. "Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 278-283.
  70. Mauro Bernardi & Leopoldo Catania, 2016. "Comparison of Value-at-Risk models using the MCS approach," Computational Statistics, Springer, vol. 31(2), pages 579-608, June.
  71. Philipp Aerni & Florabelle Gagalac & Joachim Scholderer, 2016. "The role of biotechnology in combating climate change: A question of politics?," Science and Public Policy, Oxford University Press, vol. 43(1), pages 13-28.

2015

  1. Hendry, David F. & Johansen, Søren, 2015. "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, vol. 31(1), pages 93-114, February.
  2. Annastiina Silvennoinen & Timo Ter�svirta, 2015. "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 174-197, February.
  3. Mogens Dilling-Hansen & Valdemar Smith, 2015. "R&D, export and productivity in business services firms: testing the Bustos model," Applied Economics Letters, Taylor & Francis Journals, vol. 22(16), pages 1309-1314, November.
  4. Humlum, Maria Knoth & Smith, Nina, 2015. "Long-term effects of school size on students’ outcomes," Economics of Education Review, Elsevier, vol. 45(C), pages 28-43.
  5. Kristoffersen, Jannie H.G. & Obel, Carsten & Smith, Nina, 2015. "Gender differences in behavioral problems and school outcomes," Journal of Economic Behavior & Organization, Elsevier, vol. 115(C), pages 75-93.
  6. Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015. "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, vol. 187(2), pages 458-471.
  7. Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  8. Kristoffersen, Jannie Helene Grøne & Krægpøth, Morten Visby & Nielsen, Helena Skyt & Simonsen, Marianne, 2015. "Disruptive school peers and student outcomes," Economics of Education Review, Elsevier, vol. 45(C), pages 1-13.
  9. Koch, Alexander & Nafziger, Julia & Nielsen, Helena Skyt, 2015. "Behavioral economics of education," Journal of Economic Behavior & Organization, Elsevier, vol. 115(C), pages 3-17.
  10. Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015. "Improved likelihood ratio tests for cointegration rank in the VAR model," Journal of Econometrics, Elsevier, vol. 184(1), pages 97-110.
  11. Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis, 2015. "Nonparametric identification and estimation of transformation models," Journal of Econometrics, Elsevier, vol. 188(1), pages 22-39.
  12. Creel, Michael & Kristensen, Dennis, 2015. "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 85-108.
  13. Strulik, Holger & Trimborn, Timo, 2015. "A Note On Variable Capital Utilization In Growth And Business Cycle Theory," Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1622-1632, October.
  14. Anton Nilsson, 2015. "Who suffers from unemployment? The role of health and skills," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-24, December.
  15. Petrevski, Goran & Exterkate, Peter & Tevdovski, Dragan & Bogoev, Jane, 2015. "The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach," Economic Systems, Elsevier, vol. 39(4), pages 632-643.
  16. Nabanita Datta Gupta & Steen Bengtsson, 2015. "The Effect of a Compulsory Schooling Reform on Disability Pensioning - Evidence from the Danish Registers," Annals of Economics and Statistics, GENES, issue 119-120, pages 95-121.
  17. Datta Gupta, Nabanita & Kleinjans, Kristin J. & Larsen, Mona, 2015. "The effect of a severe health shock on work behavior: Evidence from different health care regimes," Social Science & Medicine, Elsevier, vol. 136, pages 44-51.
  18. Ritwik Banerjee & Nabanita Datta Gupta, 2015. "Awareness Programs and Change in Taste-Based Caste Prejudice," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-17, April.
  19. Nabanita Datta Gupta & Mona Larsen & Lars Thomsen, 2015. "Do wage subsidies for disabled workers reduce their non-employment? - evidence from the Danish Flexjob scheme," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-26, December.
  20. Gustaf Bruze & Michael Svarer & Yoram Weiss, 2015. "The Dynamics of Marriage and Divorce," Journal of Labor Economics, University of Chicago Press, vol. 33(1), pages 123-170.
  21. Guo, Jang-Ting & Sirbu, Anca-Ioana & Weder, Mark, 2015. "News about aggregate demand and the business cycle," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 83-96.
  22. Christian Bjørnskov, 2015. "Social Trust Fosters an Ability to Help Those in Need: Jewish Refugees in the Nazi Era," Political Studies, Political Studies Association, vol. 63(4), pages 951-974, October.
  23. Bjørnskov, Christian, 2015. "Does economic freedom really kill? On the association between ‘Neoliberal’ policies and homicide rates," European Journal of Political Economy, Elsevier, vol. 37(C), pages 207-219.
  24. Bjørnskov, Christian & Méon, Pierre-Guillaume, 2015. "The Productivity of Trust," World Development, Elsevier, vol. 70(C), pages 317-331.
  25. Christian Bjørnskov, 2015. "Constitutional property rights protection and economic growth: evidence from the post-communist transition," Constitutional Political Economy, Springer, vol. 26(3), pages 247-280, September.
  26. Niclas Berggren & Christian Bjørnskov & David Lipka, 2015. "Legitimacy and the cost of government," Public Choice, Springer, vol. 162(3), pages 307-328, March.
  27. Niclas Berggren & Andreas Bergh & Christian Bjørnskov, 2015. "What matters for growth in Europe? Institutions versus policies, quality versus instability," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 18(1), pages 69-88, January.
  28. Jan Bentzen, 2015. "Comparing data sources of real GDP in purchasing power parities," Applied Economics Letters, Taylor & Francis Journals, vol. 22(16), pages 1303-1308, November.
  29. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2015. "Understanding The Effects Of Marriage And Divorce On Financial Investments: The Role Of Background Risk Sharing," Economic Inquiry, Western Economic Association International, vol. 53(1), pages 431-447, January.
  30. Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2015. "Effects of macroeconomic uncertainty on the stock and bond markets," Finance Research Letters, Elsevier, vol. 13(C), pages 10-16.
  31. Boztuğ, Yasemin & Juhl, Hans Jørn & Elshiewy, Ossama & Jensen, Morten Berg, 2015. "Consumer response to monochrome Guideline Daily Amount nutrition labels," Food Policy, Elsevier, vol. 53(C), pages 1-8.
  32. Wenbiao Cai & B. Ravikumar & Raymond G. Riezman, 2015. "The Quantitative Importance Of Openness In Development," Economic Inquiry, Western Economic Association International, vol. 53(4), pages 1839-1849, October.
  33. Piyusha Mutreja & B. Ravikumar & Raymond Riezman & Michael Sposi, 2015. "Price Equalization Does Not Imply Free Trade," Review, Federal Reserve Bank of St. Louis, vol. 97(4), pages 323-339.
  34. Morten Ørregaard Nielsen, 2015. "Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 154-188, March.
  35. Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015. "The impact of financial crises on the risk–return tradeoff and the leverage effect," Economic Modelling, Elsevier, vol. 49(C), pages 407-418.
  36. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015. "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, vol. 187(2), pages 557-579.
  37. Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015. "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 339-356, April.
  38. Rombouts, Jeroen V.K. & Stentoft, Lars, 2015. "Option pricing with asymmetric heteroskedastic normal mixture models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 635-650.
  39. Boyer, Martin & Dorion, Christian & Stentoft, Lars, 2015. "Les modèles factoriels et la gestion du risque de longévité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(4), pages 531-565, Décembre.
  40. Mathiesen, B.V. & Lund, H. & Connolly, D. & Wenzel, H. & Østergaard, P.A. & Möller, B. & Nielsen, S. & Ridjan, I. & Karnøe, P. & Sperling, K. & Hvelplund, F.K., 2015. "Smart Energy Systems for coherent 100% renewable energy and transport solutions," Applied Energy, Elsevier, vol. 145(C), pages 139-154.
  41. Edi Karni & Marie-Louise Vierø, 2015. "Probabilistic sophistication and reverse Bayesianism," Journal of Risk and Uncertainty, Springer, vol. 50(3), pages 189-208, June.
  42. Skipper, Niels & Vejlin, Rune, 2015. "Determinants of generic vs. brand drug choice: Evidence from population-wide Danish data," Social Science & Medicine, Elsevier, vol. 130(C), pages 204-215.
  43. Ragnhild Noven & Almut Veraart & Axel Gandy, 2015. "A Lévy-driven rainfall model with applications to futures pricing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(4), pages 403-432, October.
  44. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
  45. Erkut, Hande & Nosenzo, Daniele & Sefton, Martin, 2015. "Identifying social norms using coordination games: Spectators vs. stakeholders," Economics Letters, Elsevier, vol. 130(C), pages 28-31.
  46. Daniele Nosenzo & Simone Quercia & Martin Sefton, 2015. "Cooperation in small groups: the effect of group size," Experimental Economics, Springer;Economic Science Association, vol. 18(1), pages 4-14, March.
  47. Johannes Abeler & Daniele Nosenzo, 2015. "Self-selection into laboratory experiments: pro-social motives versus monetary incentives," Experimental Economics, Springer;Economic Science Association, vol. 18(2), pages 195-214, June.
  48. Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015. "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, vol. 187(2), pages 532-546.
  49. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015. "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, vol. 117(3), pages 558-584.
  50. Torben G. Andersen & Oleg Bondarenko, 2015. "Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence," Review of Finance, European Finance Association, vol. 19(1), pages 1-54.
  51. Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez, 2015. "Exploring Return Dynamics via Corridor Implied Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 28(10), pages 2902-2945.
  52. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015. "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, vol. 83(3), pages 1081-1145, May.
  53. Engsted, Tom & Møller, Stig V., 2015. "Cross-sectional consumption-based asset pricing: A reappraisal," Economics Letters, Elsevier, vol. 132(C), pages 101-104.
  54. Engsted, Tom & Pedersen, Thomas Q., 2015. "Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 257-275.
  55. Kruse, Robinson, 2015. "A modified test against spurious long memory," Economics Letters, Elsevier, vol. 135(C), pages 34-38.
  56. Frömmel, Michael & Kruse, Robinson, 2015. "Interest rate convergence in the EMS prior to European Monetary Union," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 990-1004.
  57. Thomas Q. Pedersen, 2015. "Predictable Return Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 114-132, March.
  58. Andreasen, Martin M. & Christensen, Bent Jesper, 2015. "The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models," Journal of Econometrics, Elsevier, vol. 184(2), pages 420-451.
  59. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, May.
  60. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2015. "Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models," Econometrica, Econometric Society, vol. 83, pages 813-831, March.
  61. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A. M. Robert Taylor, 2015. "A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 106-128, February.
  62. Paldam, Martin, 2015. "Meta-analysis in a nutshell: Techniques and general findings," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-14.
  63. Martin Paldam, 2015. "The public choice of university organization: a stylized story of a constitutional reform," Constitutional Political Economy, Springer, vol. 26(2), pages 137-158, June.
  64. Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  65. Bohnert, Alexander & Gatzert, Nadine & Jørgensen, Peter Løchte, 2015. "On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 83-97.
  66. Peter Løchte Jørgensen & Nadine Gatzert, 2015. "On risk charges and shadow account options in pension funds," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2015(7), pages 616-639, October.
  67. Jalava, Nina & Joensen, Juanna Schrøter & Pellas, Elin, 2015. "Grades and rank: Impacts of non-financial incentives on test performance," Journal of Economic Behavior & Organization, Elsevier, vol. 115(C), pages 161-196.
  68. Grassi, Stefano & Santucci de Magistris, Paolo, 2015. "It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 62-78.
  69. Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
  70. Mayank GUPTA, 2015. "Revisiting Neoclassical Economic Growth: A Survey in the Literature," Journal of Economics and Political Economy, KSP Journals, vol. 2(1), pages 118-136, March.
  71. Orquin, Jacob L. & Scholderer, Joachim, 2015. "Consumer judgments of explicit and implied health claims on foods: Misguided but not misled," Food Policy, Elsevier, vol. 51(C), pages 144-157.
  72. Merkle, Christoph & Egan, Daniel P. & Davies, Greg B., 2015. "Investor happiness," Journal of Economic Psychology, Elsevier, vol. 49(C), pages 167-186.

2014

  1. Johansen, Søren & Juselius, Katarina, 2014. "An asymptotic invariance property of the common trends under linear transformations of the data," Journal of Econometrics, Elsevier, vol. 178(P2), pages 310-315.
  2. Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  3. Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
  4. Cristina Amado & Timo Teräsvirta, 2014. "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 69-87, January.
  5. Eriksson, Tor & Qin, Zhihua & Wang, Wenjing, 2014. "Firm-level innovation activity, employee turnover and HRM practices — Evidence from Chinese firms," China Economic Review, Elsevier, vol. 30(C), pages 583-597.
  6. Eriksson, Tor & Pan, Jay & Qin, Xuezheng, 2014. "The intergenerational inequality of health in China," China Economic Review, Elsevier, vol. 31(C), pages 392-409.
  7. Cavaco, Sandra & Eriksson, Tor & Skalli, Ali, 2014. "Life cycle development of obesity and its determinants in six European countries," Economics & Human Biology, Elsevier, vol. 14(C), pages 62-78.
  8. Tor Eriksson & Nicolai Kristensen, 2014. "Wages or Fringes? Some Evidence on Trade-Offs and Sorting," Journal of Labor Economics, University of Chicago Press, vol. 32(4), pages 899-928.
  9. Mogens Dilling-Hansen & Valdemar Smith, 2014. "R&D, export and productivity: testing the Bustos model on Danish data," Applied Economics Letters, Taylor & Francis Journals, vol. 21(11), pages 733-737, July.
  10. Nina Smith, 2014. "Quota Regulations of Gender Composition on Boards of Directors," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(02), pages 42-48, July.
  11. Bollerslev, Tim & Todorov, Viktor, 2014. "Time-varying jump tails," Journal of Econometrics, Elsevier, vol. 183(2), pages 168-180.
  12. Bollerslev, Tim & Marrone, James & Xu, Lai & Zhou, Hao, 2014. "Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 633-661, June.
  13. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2014. "A Blind Eye to Industry-Level Corruption? The Risk of Favouring Domestic Industries in the EU ETS," Energy & Environment, , vol. 25(2), pages 263-279, April.
  14. Jahn, Elke J. & Rosholm, Michael, 2014. "Looking beyond the bridge: The effect of temporary agency employment on labor market outcomes," European Economic Review, Elsevier, vol. 65(C), pages 108-125.
  15. Michael Rosholm, 2014. "Do case workers help the unemployed?," IZA World of Labor, Institute of Labor Economics (IZA), pages 1-72, August.
  16. Croonenbroeck, Carsten & Dahl, Christian Møller, 2014. "Accurate medium-term wind power forecasting in a censored classification framework," Energy, Elsevier, vol. 73(C), pages 221-232.
  17. Philipp J. H. Schröder & Allan Sørensen, 2014. "A Welfare Ranking of Multilateral Reductions in Real and Tariff Trade Barriers when Firms are Heterogenous," Review of International Economics, Wiley Blackwell, vol. 22(3), pages 423-443, August.
  18. Dalsgaard, Søren & Nielsen, Helena Skyt & Simonsen, Marianne, 2014. "Consequences of ADHD medication use for children's outcomes," Journal of Health Economics, Elsevier, vol. 37(C), pages 137-151.
  19. Tine Louise Mundbjerg Eriksen & Helena Skyt Nielsen & Marianne Simonsen, 2014. "Bullying in Elementary School," Journal of Human Resources, University of Wisconsin Press, vol. 49(4), pages 839-871.
  20. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
  21. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Bootstrapping Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(6), pages 1135-1164, December.
  22. Anna Piil Damm & Christian Dustmann, 2014. "Does Growing Up in a High Crime Neighborhood Affect Youth Criminal Behavior?," American Economic Review, American Economic Association, vol. 104(6), pages 1806-1832, June.
  23. Damm, Anna Piil, 2014. "Neighborhood quality and labor market outcomes: Evidence from quasi-random neighborhood assignment of immigrants," Journal of Urban Economics, Elsevier, vol. 79(C), pages 139-166.
  24. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
  25. Heejoon Han & Dennis Kristensen, 2014. "Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 416-429, July.
  26. Sofie Kragh Pedersen & Alexander K. Koch & Julia Nafziger, 2014. "Who Wants Paternalism?," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 147-166, December.
  27. Koch, Alexander K. & Nafziger, Julia & Suvorov, Anton & van de Ven, Jeroen, 2014. "Self-rewards and personal motivation," European Economic Review, Elsevier, vol. 68(C), pages 151-167.
  28. Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2014. "Preferences and beliefs in a sequential social dilemma: a within-subjects analysis," Games and Economic Behavior, Elsevier, vol. 87(C), pages 122-135.
  29. Hirth, Stefan, 2014. "Credit rating dynamics and competition," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 100-112.
  30. Christensen, Kim & Oomen, Roel C.A. & Podolskij, Mark, 2014. "Fact or friction: Jumps at ultra high frequency," Journal of Financial Economics, Elsevier, vol. 114(3), pages 576-599.
  31. Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014. "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 185-201.
  32. Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014. "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 435-447.
  33. Petter Lundborg & Anton Nilsson & Dan-Olof Rooth, 2014. "Parental Education and Offspring Outcomes: Evidence from the Swedish Compulsory School Reform," American Economic Journal: Applied Economics, American Economic Association, vol. 6(1), pages 253-278, January.
  34. Lundborg, Petter & Nilsson, Anton & Rooth, Dan-Olof, 2014. "Adolescent health and adult labor market outcomes," Journal of Health Economics, Elsevier, vol. 37(C), pages 25-40.
  35. Nabanita Datta Gupta & Lene Kromann, 2014. "Differences in the labor market entry of second-generation immigrants and ethnic Danes," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-22, December.
  36. Pernilla Joona & Nabanita Gupta & Eskil Wadensjö, 2014. "Overeducation among immigrants in Sweden: incidence, wage effects and state dependence," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-23, December.
  37. Torben M. Andersen & Michael Svarer, 2014. "The Role of Workfare in Striking a Balance between Incentives and Insurance in the Labour Market," Economica, London School of Economics and Political Science, vol. 81(321), pages 86-116, January.
  38. Bergh, Andreas & Bjørnskov, Christian, 2014. "Trust, welfare states and income equality: Sorting out the causality," European Journal of Political Economy, Elsevier, vol. 35(C), pages 183-199.
  39. Justesen, Mogens K. & Bjørnskov, Christian, 2014. "Exploiting the Poor: Bureaucratic Corruption and Poverty in Africa," World Development, Elsevier, vol. 58(C), pages 106-115.
  40. Christian Bjørnskov & Stefan Voigt, 2014. "Constitutional verbosity and social trust," Public Choice, Springer, vol. 161(1), pages 91-112, October.
  41. Christian Bjørnskov & Peter Kurrild-Klitgaard, 2014. "Economic Growth and Institutional Reform in Modern Monarchies and Republics: A Historical Cross-Country Perspective 1820-2000," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 170(3), pages 453-481, September.
  42. Christian Bjørnskov, 2014. "Do Economic Reforms Alleviate Subjective Well-Being Losses of Economic Crises?," Journal of Happiness Studies, Springer, vol. 15(1), pages 163-182, February.
  43. Aslanidis, Nektarios & Christiansen, Charlotte, 2014. "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 321-331.
  44. Christiansen, Charlotte, 2014. "Classifying returns as extreme: European stock and bond markets," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 1-4.
  45. Christiansen, Charlotte, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
  46. Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
  47. Juhl, Hans Jørn & Jensen, Morten Berg, 2014. "Relative price changes as a tool to stimulate more healthy food choices – A Danish household panel study," Food Policy, Elsevier, vol. 46(C), pages 178-182.
  48. Hienerth, Christoph & von Hippel, Eric & Berg Jensen, Morten, 2014. "User community vs. producer innovation development efficiency: A first empirical study," Research Policy, Elsevier, vol. 43(1), pages 190-201.
  49. Mutreja, Piyusha & Ravikumar, B. & Riezman, Raymond & Sposi, Michael, 2014. "Price equalization, trade flows, and barriers to trade," European Economic Review, Elsevier, vol. 70(C), pages 383-398.
  50. Andreas Noack Jensen & Morten Ørregaard Nielsen, 2014. "A Fast Fractional Difference Algorithm," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 428-436, August.
  51. Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
  52. James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
  53. M. Martin Boyer & Joanna Mejza & Lars Stentoft, 2014. "Measuring Longevity Risk: An Application to the Royal Canadian Mounted Police Pension Plan," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(1), pages 37-59, March.
  54. Rombouts, Jeroen V.K. & Stentoft, Lars, 2014. "Bayesian option pricing using mixed normal heteroskedasticity models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 588-605.
  55. Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  56. Pascal L�tourneau & Lars Stentoft, 2014. "Refining the least squares Monte Carlo method by imposing structure," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 495-507, March.
  57. Roger Bandick & Holger Görg & Patrik Karpaty, 2014. "Foreign Acquisitions, Domestic Multinationals, and R&D," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(4), pages 1091-1115, October.
  58. Connolly, D. & Lund, H. & Mathiesen, B.V. & Werner, S. & Möller, B. & Persson, U. & Boermans, T. & Trier, D. & Østergaard, P.A. & Nielsen, S., 2014. "Heat Roadmap Europe: Combining district heating with heat savings to decarbonise the EU energy system," Energy Policy, Elsevier, vol. 65(C), pages 475-489.
  59. Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2014. "Realized Beta Garch: A Multivariate Garch Model With Realized Measures Of Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 774-799, August.
  60. Marie-Louise Vierø, 2014. "Bait contracts," Oxford Economic Papers, Oxford University Press, vol. 66(3), pages 702-720.
  61. Allan Sørensen, 2014. "Additive versus multiplicative trade costs and the gains from trade liberalizations," Canadian Journal of Economics, Canadian Economics Association, vol. 47(3), pages 1032-1046, August.
  62. Kenneth L. Sørensen & Rune Vejlin, 2014. "Return To Experience And Initial Wage Level: Do Low Wage Workers Catch Up?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(6), pages 984-1006, September.
  63. Barndorff-Nielsen, Ole E. & Benth, Fred Espen & Pedersen, Jan & Veraart, Almut E.D., 2014. "On stochastic integration for volatility modulated Lévy-driven Volterra processes," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 812-847.
  64. Ole E. Barndorff-Nielsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2014. "Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 693-724, September.
  65. Alessia Isopi & Daniele Nosenzo & Chris Starmer, 2014. "Does consultation improve decision-making?," Theory and Decision, Springer, vol. 77(3), pages 377-388, October.
  66. Daniele Nosenzo & Theo Offerman & Martin Sefton & Ailko van der Veen, 2014. "Encouraging Compliance: Bonuses Versus Fines in Inspection Games," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 30(3), pages 623-648.
  67. Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2014. "A Robust Neighborhood Truncation Approach To Estimation Of Integrated Quarticity," Econometric Theory, Cambridge University Press, vol. 30(1), pages 3-59, February.
  68. Andersen, Torben G. & Bondarenko, Oleg, 2014. "VPIN and the flash crash," Journal of Financial Markets, Elsevier, vol. 17(C), pages 1-46.
  69. Andersen, Torben G. & Bondarenko, Oleg, 2014. "Reflecting on the VPIN dispute," Journal of Financial Markets, Elsevier, vol. 17(C), pages 53-64.
  70. Engsted, Tom & Pedersen, Thomas Q., 2014. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 91-103.
  71. Tom Engsted & Thomas Q. Pedersen, 2014. "Bias-Correction in Vector Autoregressive Models: A Simulation Study," Econometrics, MDPI, vol. 2(1), pages 1-27, March.
  72. Sanne Hiller, 2014. "The Export Promoting Effect of Emigration: Evidence from Denmark," Review of Development Economics, Wiley Blackwell, vol. 18(4), pages 693-708, November.
  73. Kristensen Johannes Tang, 2014. "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 1-30, May.
  74. Rasmus S. Pedersen & Anders Rahbek, 2014. "Multivariate variance targeting in the BEKK–GARCH model," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 24-55, February.
  75. Nielsen, Heino Bohn & Rahbek, Anders, 2014. "Unit root vector autoregression with volatility induced stationarity," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 144-167.
  76. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2014. "Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 606-650, August.
  77. Joachim Möller & Karl Brenke & Gert Wagner & Thorsten Schulten & Gustav Horn & Hagen Lesch & Alexander Mayer & Lisa Schmid & Patrick Arni & Werner Eichhorst & Alexander Spermann & Klaus Zimmermann, 2014. "Das Mindestlohngesetz — Hoffnungen und Befürchtungen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 94(6), pages 387-406, June.
  78. Patrick Arni & Werner Eichhorst & Nico Pestel & Alexander Spermann & Klaus F. Zimmermann, 2014. "Der gesetzliche Mindestlohn in Deutschland: Einsichten und Handlungsempfehlungen aus der Evaluationsforschung," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 134(2), pages 149-182.
  79. Patrick Arni & Marco Caliendo & Steffen Künn & Klaus Zimmermann, 2014. "The IZA evaluation dataset survey: a scientific use file," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-20, December.
  80. Matt Dziubinski & Stefano Grassi, 2014. "Heterogeneous Computing in Economics: A Simplified Approach," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 485-495, April.
  81. Grassi, Stefano & Santucci de Magistris, Paolo, 2014. "When long memory meets the Kalman filter: A comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 301-319.
  82. Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Estimation of Long Memory in Integrated Variance," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 785-814, October.
  83. Christian Bayer & Bezirgen Veliyev, 2014. "Utility Maximization In A Binomial Model With Transaction Costs: A Duality Approach Based On The Shadow Price Process," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-27.
  84. Mattana, Elena & Panetti, Ettore, 2014. "Bank liquidity, stock market participation, and economic growth," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 292-306.
  85. Rajkamal Iyer & José-Luis Peydró & Samuel da-Rocha-Lopes & Antoinette Schoar, 2014. "Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007--2009 Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 27(1), pages 347-372, January.
  86. Boris Georgiev, 2014. "Constrained Mean-Variance Portfolio Optimization with Alternative Return Estimation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 42(1), pages 91-107, March.
  87. Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014. "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, vol. 20(5), pages 995-1030, November.
  88. Merkle, Christoph & Weber, Martin, 2014. "Do investors put their money where their mouth is? Stock market expectations and investing behavior," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 372-386.
  89. Egan, Daniel & Merkle, Christoph & Weber, Martin, 2014. "Second-order beliefs and the individual investor," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 652-666.

2013

  1. Johansen, Søren & Lange, Theis, 2013. "Least squares estimation in a simple random coefficient autoregressive model," Journal of Econometrics, Elsevier, vol. 177(2), pages 285-288.
  2. Søren Johansen & Bent Nielsen, 2013. "Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator," Econometrics, MDPI, vol. 1(1), pages 1-18, May.
  3. Amado, Cristina & Teräsvirta, Timo, 2013. "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, vol. 175(2), pages 142-153.
  4. Anders Bredahl Kock & Timo Teräsvirta, 2013. "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, vol. 26(1), pages 13-24, Spring.
  5. Tor Eriksson & Mariola Pytliková & Frédéric Warzynski, 2013. "Increased sorting and wage inequality in the Czech Republic," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(2), pages 357-380, April.
  6. Annalisa Cristini & Tor Eriksson & Dario Pozzoli, 2013. "High-Performance Management Practices and Employee Outcomes in Denmark," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(3), pages 232-266, July.
  7. Tor Eriksson, 2013. "Macroeconomic Shocks and Firms' Labor Adjustment," Finnish Economic Papers, Finnish Economic Association, vol. 26(1), pages 25-35, Spring.
  8. Nina Smith & Valdemar Smith & Mette Verner, 2013. "Why are So Few Females Promoted into CEO and Vice President Positions? Danish Empirical Evidence, 1997–2007," ILR Review, Cornell University, ILR School, vol. 66(2), pages 380-408, April.
  9. Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013. "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, vol. 172(2), pages 307-324.
  10. Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013. "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, vol. 108(2), pages 409-424.
  11. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2013. "Why only few CDM projects? The case of reforestation projects and remote sensing," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 13(1), pages 25-42.
  12. Kurt Pedersen & Gunnar Lind Haase Svendsen & Gert Tinggaard Svendsen, 2013. "Multinational Enterprises and Social Capital as Location Factor: A Review," Business and Management Research, Business and Management Research, Sciedu Press, vol. 2(3), pages 81-89, September.
  13. Christian Bjørnskov & Gert Svendsen, 2013. "Does social trust determine the size of the welfare state? Evidence using historical identification," Public Choice, Springer, vol. 157(1), pages 269-286, October.
  14. Toke Aidt & Christian Bjørnskov & Peter Kurrild-Klitgaard & Gert Svendsen, 2013. "Public choice, political economy and development: an introduction to the life, times and themes of Martin Paldam," Public Choice, Springer, vol. 157(3), pages 357-365, December.
  15. Urs Brandt & Gert Svendsen, 2013. "Why does bureaucratic corruption occur in the EU?," Public Choice, Springer, vol. 157(3), pages 585-599, December.
  16. Peter Graeff & Gert Svendsen, 2013. "Trust and corruption: The influence of positive and negative social capital on the economic development in the European Union," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(5), pages 2829-2846, August.
  17. Jahn, Elke & Rosholm, Michael, 2013. "Is temporary agency employment a stepping stone for immigrants?," Economics Letters, Elsevier, vol. 118(1), pages 225-228.
  18. Frederiksen, Anders & Ibsen, Rikke & Rosholm, Michael & Westergaard-Nielsen, Niels, 2013. "Labour market signalling and unemployment duration: An empirical analysis using employer–employee data," Economics Letters, Elsevier, vol. 118(1), pages 84-86.
  19. Kyyrä, Tomi & Parrotta, Pierpaolo & Rosholm, Michael, 2013. "The effect of receiving supplementary UI benefits on unemployment duration," Labour Economics, Elsevier, vol. 21(C), pages 122-133.
  20. Vikström, Johan & Rosholm, Michael & Svarer, Michael, 2013. "The effectiveness of active labor market policies: Evidence from a social experiment using non-parametric bounds," Labour Economics, Elsevier, vol. 24(C), pages 58-67.
  21. Michael Rosholm & Marianne Røed & Pål Schøne, 2013. "Are new work practices and new technologies biased against immigrant workers?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 34(8), pages 995-1014, November.
  22. Eskil Heinesen & Leif Husted & Michael Rosholm, 2013. "The effects of active labour market policies for immigrants receiving social assistance in Denmark," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-22, December.
  23. Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
  24. Christian M. Dahl & Daniel le Maire & Jakob R. Munch, 2013. "Wage Dispersion and Decentralization of Wage Bargaining," Journal of Labor Economics, University of Chicago Press, vol. 31(3), pages 501-533.
  25. Bjørnskov, Christian & Schröder, Philipp J.H., 2013. "Are debt repayment incentives undermined by foreign aid?," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1073-1091.
  26. Kvist, Anette Primdal & Nielsen, Helena Skyt & Simonsen, Marianne, 2013. "The importance of children's ADHD for parents' relationship stability and labor supply," Social Science & Medicine, Elsevier, vol. 88(C), pages 30-38.
  27. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1243-1256, December.
  28. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013. "Rejoinder," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1265-1268, December.
  29. Richard Barnett & Joydeep Bhattacharya & Helle Bunzel, 2013. "Deviant generations, Ricardian equivalence, and growth cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 367-396, January.
  30. Richard Blundell & Dennis Kristensen & Rosa L. Matzkin, 2013. "Control Functions and Simultaneous Equations Methods," American Economic Review, American Economic Association, vol. 103(3), pages 563-569, May.
  31. Kristensen, Dennis & Rahbek, Anders, 2013. "Testing And Inference In Nonlinear Cointegrating Vector Error Correction Models," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1238-1288, December.
  32. Posch, Olaf & Trimborn, Timo, 2013. "Numerical solution of dynamic equilibrium models under Poisson uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2602-2622.
  33. Grossmann, Volker & Steger, Thomas & Trimborn, Timo, 2013. "Dynamically optimal R&D subsidization," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 516-534.
  34. Trimborn, Timo, 2013. "Solution of continuous-time dynamic models with inequality constraints," Economics Letters, Elsevier, vol. 119(3), pages 299-301.
  35. Grossmann, Volker & Steger, Thomas M. & Trimborn, Timo, 2013. "The macroeconomics of TANSTAAFL," Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 76-85.
  36. Flor, Christian Riis & Hirth, Stefan, 2013. "Asset liquidity, corporate investment, and endogenous financing costs," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 474-489.
  37. Christensen, Kim & Podolskij, Mark & Vetter, Mathias, 2013. "On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 59-84.
  38. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
  39. Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013. "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5073-5087.
  40. Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013. "Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 193-214, April.
  41. Nabanita Datta Gupta & Anders Poulsen & Marie Claire Villeval, 2013. "Gender Matching And Competitiveness: Experimental Evidence," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 816-835, January.
  42. Datta Gupta, Nabanita & Deding, Mette & Lausten, Mette, 2013. "The effect of low birth weight on height, weight and behavioral outcomes in the medium-run," Economics & Human Biology, Elsevier, vol. 11(1), pages 42-55.
  43. Harald Dale-Olsen & Pål Schøne & Mette Verner, 2013. "Diversity among Norwegian Boards of Directors: Does a Quota for Women Improve Firm Performance?," Feminist Economics, Taylor & Francis Journals, vol. 19(4), pages 110-135, October.
  44. Harrison, Sharon G. & Weder, Mark, 2013. "Sunspots And Credit Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 17(5), pages 1055-1069, July.
  45. Oscar Pavlov & Mark Weder, 2013. "Countercyclical Markups and News-Driven Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 371-382, April.
  46. Berggren, Niclas & Bjã˜Rnskov, Christian, 2013. "Does religiosity promote property rights and the rule of law?," Journal of Institutional Economics, Cambridge University Press, vol. 9(2), pages 161-185, June.
  47. Bjørnskov, Christian & Dreher, Axel & Fischer, Justina A.V. & Schnellenbach, Jan & Gehring, Kai, 2013. "Inequality and happiness: When perceived social mobility and economic reality do not match," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 75-92.
  48. Christian Bjørnskov & Niklas Potrafke, 2013. "The size and scope of government in the US states: does party ideology matter?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(4), pages 687-714, August.
  49. Christian Bjørnskov & Pierre-Guillaume Méon, 2013. "Is trust the missing root of institutions, education, and development?," Public Choice, Springer, vol. 157(3), pages 641-669, December.
  50. Christian Bjørnskov & Kim Sønderskov, 2013. "Is Social Capital a Good Concept?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 114(3), pages 1225-1242, December.
  51. Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
  52. Louise Christensen & Lars Ehlers & Finn Larsen & Morten Jensen, 2013. "Validation of the 12 Item Short form Health Survey in a Sample from Region Central Jutland," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 114(2), pages 513-521, November.
  53. Cai, Yuezhou & Riezman, Raymond & Whalley, John, 2013. "International trade and the negotiability of global climate change agreements," Economic Modelling, Elsevier, vol. 33(C), pages 421-427.
  54. Beyza Ural Marchand & Ray Rees & Raymond Riezman, 2013. "The effect of parental labor supply on child schooling: evidence from trade liberalization in India," Review of Economics of the Household, Springer, vol. 11(2), pages 151-173, June.
  55. Raymond G. Riezman & John Whalley & Shunming Zhang, 2013. "Metrics capturing the degree to which individual economies are globalized," Applied Economics, Taylor & Francis Journals, vol. 45(36), pages 5046-5061, December.
  56. Boyer, M. Martin & Stentoft, Lars, 2013. "If we can simulate it, we can insure it: An application to longevity risk management," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 35-45.
  57. Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue, 2013. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 133-162, April.
  58. Steen Nielsen & Erland Hejn Nielsen, 2013. "Transcribing the balanced scorecard into system dynamics: from idea to design," International Journal of Business and Systems Research, Inderscience Enterprises Ltd, vol. 7(1), pages 25-50.
  59. Varneskov, Rasmus & Voev, Valeri, 2013. "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 83-95.
  60. Edi Karni & Marie-Louise Vier?, 2013. ""Reverse Bayesianism": A Choice-Based Theory of Growing Awareness," American Economic Review, American Economic Association, vol. 103(7), pages 2790-2810, December.
  61. Craig Andrea & Vierø Marie-Louise, 2013. "Academia or the Private Sector? Sorting of Agents into Institutions and an Outside Sector," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 13(1), pages 303-345, December.
  62. Rune Vejlin, 2013. "Residential Location, Job Location, and Wages: Theory and Empirics," LABOUR, CEIS, vol. 27(2), pages 115-139, June.
  63. Bagger, Jesper & Sørensen, Kenneth L. & Vejlin, Rune, 2013. "Wage sorting trends," Economics Letters, Elsevier, vol. 118(1), pages 63-67.
  64. Torben Sørensen & Rune Vejlin, 2013. "The importance of worker, firm and match effects in the formation of wages," Empirical Economics, Springer, vol. 45(1), pages 435-464, August.
  65. Maria Knoth Humlum & Rune Majlund Vejlin, 2013. "The Responses Of Youth To A Cash Transfer Conditional On Schooling: A Quasi‐Experimental Study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 628-649, June.
  66. Julia Nafziger & Heiner Schumacher, 2013. "Information Management and Incentives," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 22(1), pages 140-163, March.
  67. Kock, Anders Bredahl, 2013. "Oracle Efficient Variable Selection In Random And Fixed Effects Panel Data Models," Econometric Theory, Cambridge University Press, vol. 29(1), pages 115-152, February.
  68. Simon Gächter & Daniele Nosenzo & Martin Sefton, 2013. "Peer Effects In Pro-Social Behavior: Social Norms Or Social Preferences?," Journal of the European Economic Association, European Economic Association, vol. 11(3), pages 548-573, June.
  69. Drouvelis, Michalis & Nosenzo, Daniele, 2013. "Group identity and leading-by-example," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 414-425.
  70. Jon Anderson & Stephen Burks & Jeffrey Carpenter & Lorenz Götte & Karsten Maurer & Daniele Nosenzo & Ruth Potter & Kim Rocha & Aldo Rustichini, 2013. "Self-selection and variations in the laboratory measurement of other-regarding preferences across subject pools: evidence from one college student and two adult samples," Experimental Economics, Springer;Economic Science Association, vol. 16(2), pages 170-189, June.
  71. Sanne Hiller, 2013. "Does immigrant employment matter for export sales? Evidence from Denmark," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(2), pages 369-394, June.
  72. Matei Demetrescu & Robinson Kruse, 2013. "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 40-61, January.
  73. Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
  74. Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013. "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, vol. 54(4), pages 977-991, November.
  75. Albrecht, Konstanze & von Essen, Emma & Parys, Juliane & Szech, Nora, 2013. "Updating, self-confidence, and discrimination," European Economic Review, Elsevier, vol. 60(C), pages 144-169.
  76. Hristos Doucouliagos & Martin Paldam, 2013. "The Robust Result in Meta-analysis of Aid Effectiveness: A Response to Mekasha and Tarp," Journal of Development Studies, Taylor & Francis Journals, vol. 49(4), pages 584-587, April.
  77. Martin Paldam, 2013. "Safe havens in Europe: Switzerland and the ten dwarfs," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(3), pages 377-396, December.
  78. Martin Paldam & Erich Gundlach, 2013. "The religious transition. A long-run perspective," Public Choice, Springer, vol. 156(1), pages 105-123, July.
  79. Martin Paldam, 2013. "Regression Costs Fall, Mining Ratios Rise, Publication Bias Looms, and Techniques Get Fancier: Reflections on Some Trends in Empirical Macroeconomics," Econ Journal Watch, Econ Journal Watch, vol. 10(2), pages 136-156, May.
  80. T.D. Stanley & Hristos Doucouliagos & Margaret Giles & Jost H. Heckemeyer & Robert J. Johnston & Patrice Laroche & Jon P. Nelson & Martin Paldam & Jacques Poot & Geoff Pugh & Randall S. Rosenberger & , 2013. "Meta-Analysis Of Economics Research Reporting Guidelines," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 390-394, April.
  81. Patrick Arni & Rafael Lalive & Jan C. Van Ours, 2013. "How Effective Are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1153-1178, November.
  82. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2013. "The Business Cycle Implications of Banks' Maturity Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 581-600, October.
  83. Rossi, Eduardo & Santucci de Magistris, Paolo, 2013. "Long memory and tail dependence in trading volume and volatility," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 94-112.
  84. Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
  85. Eduardo Rossi & Paolo Santucci de Magistris, 2013. "A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(1), pages 77-102, January.
  86. Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  87. Alnoor Bhimani & Mohamed Azzim Gulamhussen & Samuel da Rocha Lopes, 2013. "The Role of Financial, Macroeconomic, and Non-financial Information in Bank Loan Default Timing Prediction," European Accounting Review, Taylor & Francis Journals, vol. 22(4), pages 739-763, December.
  88. Anders Hoest & Vibeke Myrup Jensen & Lisbeth Palmhoej Nielsen, 2013. "Increasing the admission rate to upper secondary school: the case of lower secondary school student career guidance," Education Economics, Taylor & Francis Journals, vol. 21(3), pages 213-229, July.
  89. Macedoni, Luca & Sdogati, Fabio, 2013. "Exchange Rate Devaluation and Reshuffling of Global Jobs," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 28, pages 241-268.

2012

  1. Johansen, Søren & Ørregaard Nielsen, Morten, 2012. "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Econometric Theory, Cambridge University Press, vol. 28(3), pages 671-679, June.
  2. Søren Johansen & Morten Ørregaard Nielsen, 2012. "Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model," Econometrica, Econometric Society, vol. 80(6), pages 2667-2732, November.
  3. Søren Johansen, 2012. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(2), June.
  4. Nabanita Datta Gupta & Tor Eriksson, 2012. "HRM Practices and the Within-Firm Gender Wage Gap," British Journal of Industrial Relations, London School of Economics, vol. 50(3), pages 554-580, September.
  5. Eriksson, Tor & Villeval, Marie Claire, 2012. "Respect and relational contracts," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 286-298.
  6. Tor Eriksson, 2012. "Healthy personnel policies," International Journal of Manpower, Emerald Group Publishing Limited, vol. 33(3), pages 233-245, June.
  7. Tor Eriksson & Yingqiang Zhang, 2012. "The Role of Family Background for Earnings in Rural China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 7(3), pages 465-477, September.
  8. Jan Bentzen & Erik Madsen & Valdemar Smith, 2012. "Do firms’ growth rates depend on firm size?," Small Business Economics, Springer, vol. 39(4), pages 937-947, November.
  9. Jerker Nilsson & Gunnar L.H. Svendsen & Gert Tinggaard Svendsen, 2012. "Are Large and Complex Agricultural Cooperatives Losing Their Social Capital?," Agribusiness, John Wiley & Sons, Ltd., vol. 28(2), pages 187-204, March.
  10. Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012. "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, vol. 167(2), pages 458-472.
  11. Herbert Brücker & Philipp J. H. Schröder, 2012. "International Migration With Heterogeneous Agents: Theory and Evidence for Germany, 1967–2009," The World Economy, Wiley Blackwell, vol. 35(2), pages 152-182, February.
  12. Jan Jørgensen & Philipp Schröder & Zhihao Yu, 2012. "Globalization beyond partitioning: back to Krugman’s world," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(1), pages 73-87, April.
  13. Schröder, Philipp J.H. & Sørensen, Allan, 2012. "Firm exit, technological progress and trade," European Economic Review, Elsevier, vol. 56(3), pages 579-591.
  14. Philipp J.H. Schröder & Allan Sørensen, 2012. "Second thoughts on the exporter productivity premium," Canadian Journal of Economics, Canadian Economics Association, vol. 45(4), pages 1310-1331, November.
  15. Maria K. Humlum & Kristin J. Kleinjans & Helena S. Nielsen, 2012. "An Economic Analysis Of Identity And Career Choice," Economic Inquiry, Western Economic Association International, vol. 50(1), pages 39-61, January.
  16. Dalsgaard, Søren & Humlum, Maria Knoth & Nielsen, Helena Skyt & Simonsen, Marianne, 2012. "Relative standards in ADHD diagnoses: The role of specialist behavior," Economics Letters, Elsevier, vol. 117(3), pages 663-665.
  17. Helena Skyt Nielsen & Beatrice Schindler Rangvid, 2012. "The impact of parents’ years since migration on children’s academic achievement," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-23, December.
  18. Michael Jansson & Morten Ørregaard Nielsen, 2012. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 80(5), pages 2321-2332, September.
  19. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012. "Optimal inference for instrumental variables regression with non-Gaussian errors," Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
  20. Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
  21. Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
  22. Dennis Kristensen, 2012. "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 420-461, October.
  23. Michael Creel & Dennis Kristensen, 2012. "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 490-515, October.
  24. Alexander K. Koch & Julia Nafziger, 2012. "Job Assignments under Moral Hazard: The Peter Principle Revisited," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 21(4), pages 1029-1059, December.
  25. Strulik, Holger & Trimborn, Timo, 2012. "Laffer strikes again: Dynamic scoring of capital taxes," European Economic Review, Elsevier, vol. 56(6), pages 1180-1199.
  26. Kim Christensen & Mark Podolskij, 2012. "Asymptotic Theory of Range-Based Multipower Variation," Journal of Financial Econometrics, Oxford University Press, vol. 10(3), pages 417-456, June.
  27. Mark Podolskij & Mathieu Rosenbaum, 2012. "Testing the local volatility assumption: a statistical approach," Annals of Finance, Springer, vol. 8(1), pages 31-48, February.
  28. Menkveld, Albert J. & Sarkar, Asani & Wel, Michel van der, 2012. "Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(4), pages 821-849, August.
  29. Lavan Mahadeva & Juan Carlos Parra Alvarez, 2012. "What determines the sensitivity of the real exchange rate in Colombia to a terms of trade shock?," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 5(2), pages 161-176, April.
  30. Datta Gupta, Nabanita & Simonsen, Marianne, 2012. "The effects of type of non-parental child care on pre-teen skills and risky behavior," Economics Letters, Elsevier, vol. 116(3), pages 622-625.
  31. Datta Gupta, Nabanita & Jürges, Hendrik, 2012. "Do workers underreport morbidity? The accuracy of self-reports of chronic conditions," Social Science & Medicine, Elsevier, vol. 75(9), pages 1589-1594.
  32. Torben Andersen & Michael Svarer, 2012. "Active labour market policies in a recession," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-19, December.
  33. Cáceres-Delpiano, Julio & Simonsen, Marianne, 2012. "The toll of fertility on mothers’ wellbeing," Journal of Health Economics, Elsevier, vol. 31(5), pages 752-766.
  34. Simonsen, Marianne & Skipper, Lars, 2012. "The family gap in wages: What wombmates reveal," Labour Economics, Elsevier, vol. 19(1), pages 102-112.
  35. Photphisutthiphong, Nopphawan & Weder, Mark, 2012. "Capital–Labor Substitution, Sector-Specific Externalities, And Indeterminacy," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 411-421, November.
  36. Pavlov, Oscar & Weder, Mark, 2012. "Variety matters," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 629-641.
  37. Berggren, Niclas & Bergh, Andreas & Bjã˜Rnskov, Christian, 2012. "The growth effects of institutional instability," Journal of Institutional Economics, Cambridge University Press, vol. 8(2), pages 187-224, June.
  38. Christian Bjørnskov & Martin Paldam, 2012. "The spirits of capitalism and socialism," Public Choice, Springer, vol. 150(3), pages 469-498, March.
  39. Christian Bjørnskov & Niklas Potrafke, 2012. "Political Ideology and Economic Freedom Across Canadian Provinces," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(2), pages 143-166.
  40. Christian Bjørnskov, 2012. "On the determinants of honesty perceptions in the United States," Rationality and Society, , vol. 24(3), pages 257-294, August.
  41. Christian Bjørnskov, 2012. "Can bribes buy protection against international competition?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(4), pages 751-775, December.
  42. Christian Bjørnskov, 2012. "How Does Social Trust Affect Economic Growth?," Southern Economic Journal, John Wiley & Sons, vol. 78(4), pages 1346-1368, April.
  43. Elke J. Jahn & Jan Bentzen, 2012. "What Drives the Demand for Temporary Agency Workers?," LABOUR, CEIS, vol. 26(3), pages 341-355, September.
  44. Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
  45. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
  46. Ray Rees & Ray Riezman, 2012. "Globalization, Gender, And Growth," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 58(1), pages 107-117, March.
  47. Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2012. "Local polynomial Whittle estimation of perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 167(2), pages 426-447.
  48. Mihaela Craioveanu & Eric Hillebrand, 2012. "Level changes in volatility models," Annals of Finance, Springer, vol. 8(2), pages 277-308, May.
  49. Peter S. Jensen & Allan H. Würtz, 2012. "Estimating the effect of a variable in a high‐dimensional linear model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 325-357, June.
  50. Tue Gørgens & Allan Würtz, 2012. "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 462-489, October.
  51. Marie-Louise Vierø, 2012. "Contracting in Vague Environments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(2), pages 104-130, May.
  52. Torben M. Andersen & Allan Sørensen, 2012. "Globalization, Tax Distortions, and Public‐Sector Retrenchment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(2), pages 409-439, June.
  53. Kaiser, Ulrich & Kuhn, Johan M., 2012. "Long-run effects of public–private research joint ventures: The case of the Danish Innovation Consortia support scheme," Research Policy, Elsevier, vol. 41(5), pages 913-927.
  54. Almut Veraart & Luitgard Veraart, 2012. "Stochastic volatility and stochastic leverage," Annals of Finance, Springer, vol. 8(2), pages 205-233, May.
  55. Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2012. "Stochastic Volatility of Volatility and Variance Risk Premia," Journal of Financial Econometrics, Oxford University Press, vol. 11(1), pages 1-46, December.
  56. Simon Gächter & Daniele Nosenzo & Elke Renner & Martin Sefton, 2012. "Who Makes A Good Leader? Cooperativeness, Optimism, And Leading-By-Example," Economic Inquiry, Western Economic Association International, vol. 50(4), pages 953-967, October.
  57. Simon Gächter & Daniele Nosenzo & Martin Sefton, 2012. "The Impact of Social Comparisons on Reciprocity," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(4), pages 1346-1367, December.
  58. Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
  59. Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012. "The Log-Linear Return Approximation, Bubbles, and Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(3), pages 643-665, June.
  60. Engsted, Tom & Pedersen, Thomas Q., 2012. "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 241-253.
  61. Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012. "Pitfalls in VAR based return decompositions: A clarification," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1255-1265.
  62. 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, June.
  63. Kruse, Robinson & Sibbertsen, Philipp, 2012. "Long memory and changing persistence," Economics Letters, Elsevier, vol. 114(3), pages 268-272.
  64. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, vol. 117(1), pages 268-271.
  65. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012. "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
  66. Michael Frömmel & Robinson Kruse, 2012. "Testing for a rational bubble under long memory," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1723-1732, November.
  67. Bent Jesper Christensen & Malene Kallestrup‐Lamb, 2012. "The Impact Of Health Changes On Labor Supply: Evidence From Merged Data On Individual Objective Medical Diagnosis Codes And Early Retirement Behavior," Health Economics, John Wiley & Sons, Ltd., vol. 21(S1), pages 56-100, June.
  68. Cárdenas, Juan-Camilo & Dreber, Anna & von Essen, Emma & Ranehill, Eva, 2012. "Gender differences in competitiveness and risk taking: Comparing children in Colombia and Sweden," Journal of Economic Behavior & Organization, Elsevier, vol. 83(1), pages 11-23.
  69. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2012. "Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models," Econometrica, Econometric Society, vol. 80(4), pages 1721-1740, July.
  70. Martin Paldam & Erich Gundlach, 2012. "The Democratic Transition: Short-run and Long-run Causality between Income and the Gastil Index," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 24(1), pages 144-168, February.
  71. Kanaya, Shin & Otsu, Taisuke, 2012. "Large deviations of realized volatility," Stochastic Processes and their Applications, Elsevier, vol. 122(2), pages 546-581.
  72. Jørgensen, Peter Løchte & Linnemann, Per, 2012. "A comparison of three different pension savings products with special emphasis on the payout phase," Annals of Actuarial Science, Cambridge University Press, vol. 6(1), pages 137-152, March.
  73. Berenice Martínez‐Rivera & Daniel Ventosa‐Santaulària & J. Eduardo Vera‐Valdés, 2012. "Spurious Forecasts?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 245-259, April.
  74. Martin Andreasen, 2012. "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
  75. Andreasen, Martin M., 2012. "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, vol. 56(8), pages 1656-1674.
  76. Massimiliano Caporin & Paolo Santucci de Magistris, 2012. "On the evaluation of marginal expected shortfall," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 175-179, February.
  77. Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  78. Beiglböck, Mathias & Schachermayer, Walter & Veliyev, Bezirgen, 2012. "A short proof of the Doob–Meyer theorem," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1204-1209.
  79. Kloyer, Martin & Scholderer, Joachim, 2012. "Effective incomplete contracts and milestones in market-distant R&D collaboration," Research Policy, Elsevier, vol. 41(2), pages 346-357.

2011

  1. Johansen Søren & Swensen Anders R, 2011. "On a Graphical Technique for Evaluating Some Rational Expectations Models," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-29, February.
  2. Tor Eriksson & Mariola Pytlikova, 2011. "Foreign ownership wage premia in emerging economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(2), pages 371-395, April.
  3. Tor Viking Eriksson & Jaime Ortega, 2011. "Incentive contracts and time use," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), vol. 8(1), pages 1-29, November.
  4. Bentzen, Jan & Smith, Valdemar, 2011. "Alcohol Consumption and Liver Cirrhosis Mortality: New Evidence from a Panel Data Analysis for Sixteen European Countries," Journal of Wine Economics, Cambridge University Press, vol. 6(1), pages 67-82, January.
  5. Nina Smith & Valdemar Smith & Mette Verne, 2011. "The gender pay gap in top corporate jobs in Denmark," International Journal of Manpower, Emerald Group Publishing Limited, vol. 32(2), pages 156-177, May.
  6. Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011. "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, vol. 160(1), pages 176-189, January.
  7. Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour, 2011. "Realized volatility forecasting and market microstructure noise," Journal of Econometrics, Elsevier, vol. 160(1), pages 220-234, January.
  8. Bollerslev Tim & Christensen Bent Jesper & Haldrup Niels & Lunde Asger, 2011. "Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-8, February.
  9. Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
  10. Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  11. Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  12. Nilsson, Jerker & Svendsen, Gert Tinggaard, 2011. "Free Riding or Trust? Why Members (do not) Monitor their Cooperatives," Journal of Rural Cooperation, Hebrew University, Center for Agricultural Economic Research, vol. 39(2), pages 1-20.
  13. Carsten Daugbjerg & Gert Svendsen, 2011. "Government intervention in green industries: lessons from the wind turbine and the organic food industries in Denmark," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 13(2), pages 293-307, April.
  14. Carsten Jensen & Gert Tinggaard Svendsen, 2011. "Giving money to strangers: European welfare states and social trust," International Journal of Social Welfare, John Wiley & Sons, vol. 20(1), pages 3-9, January.
  15. Patton, Andrew J. & Timmermann, Allan, 2011. "Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 397-410.
  16. Aiolfi, Marco & Catão, Luis A.V. & Timmermann, Allan, 2011. "Common factors in Latin America's business cycles," Journal of Development Economics, Elsevier, vol. 95(2), pages 212-228, July.
  17. Issler, João Victor & Linton, Oliver & Timmermann, Allan, 2011. "Annals issue on forecasting--Guest editors' introduction," Journal of Econometrics, Elsevier, vol. 164(1), pages 1-3, September.
  18. Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
  19. Pettenuzzo, Davide & Timmermann, Allan, 2011. "Predictability of stock returns and asset allocation under structural breaks," Journal of Econometrics, Elsevier, vol. 164(1), pages 60-78, September.
  20. Dahl Christian M & Iglesias Emma, 2011. "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-32, February.
  21. Christian Dahl & Hans Kongsted & Anders Sørensen, 2011. "ICT and productivity growth in the 1990s: panel data evidence on Europe," Empirical Economics, Springer, vol. 40(1), pages 141-164, February.
  22. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
  23. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Subsampling realised kernels," Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
  24. Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
  25. Gregory, Paul R. & Schröder, Philipp J.H. & Sonin, Konstantin, 2011. "Rational dictators and the killing of innocents: Data from Stalin's archives," Journal of Comparative Economics, Elsevier, vol. 39(1), pages 34-42, March.
  26. Jan Guldager Jørgensen & Philipp J.H. Schröder, 2011. "Welfare Effects of Tariff Reduction Formulas," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 664-673, September.
  27. Herbert Brücker & Philipp JH Schröder, 2011. "Migration regulation contagion," European Union Politics, , vol. 12(3), pages 315-335, September.
  28. Jansson Michael & Nielsen Morten Ørregaard, 2011. "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-21, February.
  29. Kristensen, Dennis, 2011. "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, vol. 164(2), pages 382-403, October.
  30. Kristensen, Dennis & Mele, Antonio, 2011. "Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models," Journal of Financial Economics, Elsevier, vol. 102(2), pages 390-415.
  31. Alexander K. Koch & Julia Nafziger, 2011. "Self‐regulation through Goal Setting," Scandinavian Journal of Economics, Wiley Blackwell, vol. 113(1), pages 212-227, March.
  32. Alexander K. Koch & Eloïc Peyrache, 2011. "Aligning Ambition and Incentives," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 27(3), pages 655-688.
  33. de la Rosa, Leonidas Enrique, 2011. "Overconfidence and moral hazard," Games and Economic Behavior, Elsevier, vol. 73(2), pages 429-451.
  34. Hirth, Stefan & Viswanatha, Marc, 2011. "Financing constraints, cash-flow risk, and corporate investment," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1496-1509.
  35. Theis Lange & Anders Rahbek & Søren Tolver Jensen, 2011. "Estimation and Asymptotic Inference in the AR-ARCH Model," Econometric Reviews, Taylor & Francis Journals, vol. 30(2), pages 129-153.
  36. Nourdin, Ivan & Peccati, Giovanni & Podolskij, Mark, 2011. "Quantitative Breuer-Major theorems," Stochastic Processes and their Applications, Elsevier, vol. 121(4), pages 793-812, April.
  37. Jungbacker, B. & Koopman, S.J. & van der Wel, M., 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1358-1368, August.
  38. Nabanita Datta Gupta & Jane Greve, 2011. "Overweight and obesity and the utilization of primary care physicians," Health Economics, John Wiley & Sons, Ltd., vol. 20(S1), pages 53-67, September.
  39. Torben M. Andersen & Michael Svarer, 2011. "State Dependent Unemployment Benefits," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(2), pages 325-344, June.
  40. Michael Svarer, 2011. "Crime and partnerships," Review of Economics of the Household, Springer, vol. 9(3), pages 307-325, September.
  41. Michael Svarer, 2011. "The Effect of Sanctions on Exit from Unemployment: Evidence from Denmark," Economica, London School of Economics and Political Science, vol. 78(312), pages 751-778, October.
  42. Christian Bjørnskov & Niklas Potrafke, 2011. "Politics and privatization in Central and Eastern Europe," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(2), pages 201-230, April.
  43. Andreas Bergh & Christian Bjørnskov, 2011. "Historical Trust Levels Predict the Current Size of the Welfare State," Kyklos, Wiley Blackwell, vol. 64(1), pages 1-19, February.
  44. Berggren, Niclas & Bjørnskov, Christian, 2011. "Is the importance of religion in daily life related to social trust? Cross-country and cross-state comparisons," Journal of Economic Behavior & Organization, Elsevier, vol. 80(3), pages 459-480.
  45. Bjerg, Christina & Bjørnskov, Christian & Holm, Anne, 2011. "Growth, debt burdens and alleviating effects of foreign aid in least developed countries," European Journal of Political Economy, Elsevier, vol. 27(1), pages 143-153, March.
  46. Özcan, Burcu & Bjørnskov, Christian, 2011. "Social trust and human development," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 753-762.
  47. Christian Bjørnskov, 2011. "A Different Rationale for Redistribution: A Comment," Journal of Happiness Studies, Springer, vol. 12(2), pages 343-347, April.
  48. Ming-Chang Tsai & Leslie Laczko & Christian Bjørnskov, 2011. "Social Diversity, Institutions and Trust: A Cross-National Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 101(3), pages 305-322, May.
  49. Christian Bjørnskov, 2011. "Combating Corruption: On the Interplay between Institutional Quality and Social Trust," Journal of Law and Economics, University of Chicago Press, vol. 54(1), pages 135-159.
  50. Jan Bentzen, 2011. "Quantifying environmental sustainability using an aggregate index reflecting increasing marginal damage costs," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1383-1386.
  51. Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
  52. Charlotte, Christiansen, 2011. "Intertemporal risk-return trade-off in foreign exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 535-549, October.
  53. Haldrup Niels & Montañes Antonio & Sansó Andreu, 2011. "Detection of Additive Outliers in Seasonal Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(2), pages 1-20, April.
  54. Spiros Bougheas & Richard Kneller & Raymond Riezman, 2011. "Optimal Education Policies And Comparative Advantage," Pacific Economic Review, Wiley Blackwell, vol. 16(5), pages 538-552, December.
  55. Riezman, Raymond & Whalley, John & Zhang, Shunming, 2011. "Distance measures between free trade and autarky for the world economy," Economic Modelling, Elsevier, vol. 28(4), pages 2000-2012, July.
  56. Morten Ørregaard Nielsen & Per Frederiksen, 2011. "Fully modified narrow‐band least squares estimation of weak fractional cointegration," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 77-120, February.
  57. Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard, 2011. "The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets," Journal of Econometrics, Elsevier, vol. 160(1), pages 48-57, January.
  58. Stentoft, Lars, 2011. "American option pricing with discrete and continuous time models: An empirical comparison," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 880-902.
  59. Rombouts, Jeroen V.K. & Stentoft, Lars, 2011. "Multivariate option pricing with time varying volatility and correlations," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2267-2281, September.
  60. Bandick, Roger & Karpaty, Patrik, 2011. "Employment effects of foreign acquisition," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 211-224, April.
  61. Roger Bandick, 2011. "Foreign Acquisition, Wages and Productivity," The World Economy, Wiley Blackwell, vol. 34(6), pages 931-951, June.
  62. Halbleib Roxana & Voev Valeri, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
  63. Roxana Chiriac & Valeri Voev, 2011. "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, September.
  64. Valeri Voev, 2011. "Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach," Journal of Financial Econometrics, Oxford University Press, vol. 9(4), pages 685-716.
  65. Ingmar Nolte & Valeri Voev, 2011. "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 94-108, April.
  66. Jensen, Peter & Rasmussen, Astrid Würtz, 2011. "The effect of immigrant concentration in schools on native and immigrant children's reading and math skills," Economics of Education Review, Elsevier, vol. 30(6), pages 1503-1515.
  67. Torben M. Andersen & Allan Sørensen, 2011. "Product Market Integration, Rents and Wage Inequality," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 595-608, September.
  68. Torben Andersen & Allan Sørensen, 2011. "Globalisation squeezes the public sector—is it so obvious?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(4), pages 369-382, August.
  69. Kenneth Lykke Sørensen & Rune Vejlin, 2011. "Worker and Firm Heterogeneity in Wage Growth: An AKM Approach," LABOUR, CEIS, vol. 25(4), pages 485-507, December.
  70. Marion Eberlein & Sandra Ludwig & Julia Nafziger, 2011. "The Effects Of Feedback On Self‐Assessment," Bulletin of Economic Research, Wiley Blackwell, vol. 63(2), pages 177-199, April.
  71. Julia Nafziger, 2011. "Motivational Job Assignments," Economica, London School of Economics and Political Science, vol. 78(312), pages 676-696, October.
  72. Sandra Ludwig & Julia Nafziger, 2011. "Beliefs about overconfidence," Theory and Decision, Springer, vol. 70(4), pages 475-500, April.
  73. Almut E. D. Veraart, 2011. "Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 204-240, July.
  74. Almut Veraart, 2011. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 253-291, September.
  75. Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
  76. Daniele Nosenzo & Martin Sefton, 2011. "Endogenous Move Structure and Voluntary Provision of Public Goods: Theory and Experiment," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 13(5), pages 721-754, October.
  77. Maria Humlum, 2011. "Timing of family income, borrowing constraints, and child achievement," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(3), pages 979-1004, July.
  78. Kruse, Robinson, 2011. "On European monetary integration and the persistence of real effective exchange rates," Finance Research Letters, Elsevier, vol. 8(1), pages 45-50, March.
  79. Robinson Kruse, 2011. "A new unit root test against ESTAR based on a class of modified statistics," Statistical Papers, Springer, vol. 52(1), pages 71-85, February.
  80. Anna Dreber & Emma Essen & Eva Ranehill, 2011. "Outrunning the gender gap—boys and girls compete equally," Experimental Economics, Springer;Economic Science Association, vol. 14(4), pages 567-582, November.
  81. Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2011. "An I(2) cointegration model with piecewise linear trends," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 131-155, July.
  82. Doucouliagos, Hristos & Paldam, Martin, 2011. "The ineffectiveness of development aid on growth: An update," European Journal of Political Economy, Elsevier, vol. 27(2), pages 399-404, June.
  83. Martin Paldam, 2011. "The Cycle of Development in Africa: A Story about the Power of Economic Ideas," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 147(IV), pages 427-459, December.
  84. Andreasen, Martin M., 2011. "Non-linear DSGE models and the optimized central difference particle filter," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1671-1695, October.
  85. Aerni, Philipp & Scholderer, Joachim & Ermen, David, 2011. "How would Swiss consumers decide if they had freedom of choice? Evidence from a field study with organic, conventional and GM corn bread," Food Policy, Elsevier, vol. 36(6), pages 830-838.
  86. Merkle, Christoph & Weber, Martin, 2011. "True overconfidence: The inability of rational information processing to account for apparent overconfidence," Organizational Behavior and Human Decision Processes, Elsevier, vol. 116(2), pages 262-271.

2010

  1. Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael, 2010. "Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate," Journal of Econometrics, Elsevier, vol. 158(1), pages 117-129, September.
  2. Johansen, Søren & Nielsen, Morten Ørregaard, 2010. "Likelihood inference for a nonstationary fractional autoregressive model," Journal of Econometrics, Elsevier, vol. 158(1), pages 51-66, September.
  3. Johansen, Søren, 2010. "Some identification problems in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, vol. 158(2), pages 262-273, October.
  4. Timo Teräsvirta, 2010. "Working With Clive Granger: Two Short Memories," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 191-192, spring.
  5. Timo Terasvirta, 2010. "Sir Clive William John Granger, 1934-2009," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(2), pages 121-127.
  6. Svend Hylleberg, 2010. "Clive Granger and HEGY," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 181-183, spring.
  7. Zhang, Yingqiang & Eriksson, Tor, 2010. "Inequality of opportunity and income inequality in nine Chinese provinces, 1989-2006," China Economic Review, Elsevier, vol. 21(4), pages 607-616, December.
  8. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010. "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
  9. Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.
  10. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2010. "The Survival of the Nordic Welfare State and Social Trust," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 36, pages 1-1.
  11. Jonas Staghøj & Michael Svarer & Michael Rosholm, 2010. "Choosing the Best Training Programme: Is there a Case for Statistical Treatment Rules?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(2), pages 172-201, April.
  12. Rosholm, Michael & Vejlin, Rune, 2010. "Reducing income transfers to refugee immigrants: Does start-help help you start?," Labour Economics, Elsevier, vol. 17(1), pages 258-275, January.
  13. Anna Damm & Michael Rosholm, 2010. "Employment effects of spatial dispersal of refugees," Review of Economics of the Household, Springer, vol. 8(1), pages 105-146, March.
  14. Patton, Andrew J. & Timmermann, Allan, 2010. "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 605-625, December.
  15. Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
  16. Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
  17. Philipp Schröder & Allan Sørensen, 2010. "Ad valorem versus unit taxes: monopolistic competition, heterogeneous firms, and intra-industry reallocations," Journal of Economics, Springer, vol. 101(3), pages 247-265, November.
  18. Davide Sala & Philipp J. H. Schröder & Erdal Yalcin, 2010. "Market Access Through Bound Tariffs," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(3), pages 272-289, July.
  19. Helena Skyt Nielsen & Torben Sørensen & Christopher Taber, 2010. "Estimating the Effect of Student Aid on College Enrollment: Evidence from a Government Grant Policy Reform," American Economic Journal: Economic Policy, American Economic Association, vol. 2(2), pages 185-215, May.
  20. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
  21. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2010. "Resurrecting equilibria through cycles in an overlapping generations model of money," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 515-526, June.
  22. Helle Bunzel & Walter Enders, 2010. "The Taylor Rule and "Opportunistic" Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 931-949, August.
  23. Richard Barnett & Joydeep Bhattacharya & Helle Bunzel, 2010. "Choosing to keep up with the Joneses and income inequality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(3), pages 469-496, December.
  24. Kristensen, Dennis, 2010. "Nonparametric Filtering Of The Realized Spot Volatility: A Kernel-Based Approach," Econometric Theory, Cambridge University Press, vol. 26(1), pages 60-93, February.
  25. Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
  26. Kristensen, Dennis & Rahbek, Anders, 2010. "Likelihood-based inference for cointegration with nonlinear error-correction," Journal of Econometrics, Elsevier, vol. 158(1), pages 78-94, September.
  27. Koch Alexander K & Morgenstern Albrecht, 2010. "Coordination under the Shadow of Career Concerns," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-40, March.
  28. Mariana Blanco & Dirk Engelmann & Alexander Koch & Hans-Theo Normann, 2010. "Belief elicitation in experiments: is there a hedging problem?," Experimental Economics, Springer;Economic Science Association, vol. 13(4), pages 412-438, December.
  29. Strulik, Holger & Trimborn, Timo, 2010. "Anticipated tax reforms and temporary tax cuts: A general equilibrium analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2141-2158, October.
  30. Hirth, Stefan & Uhrig-Homburg, Marliese, 2010. "Investment timing, liquidity, and agency costs of debt," Journal of Corporate Finance, Elsevier, vol. 16(2), pages 243-258, April.
  31. Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark, 2010. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Journal of Econometrics, Elsevier, vol. 159(1), pages 116-133, November.
  32. Christensen, Kim & Oomen, Roel & Podolskij, Mark, 2010. "Realised quantile-based estimation of the integrated variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 74-98, November.
  33. Jensen Anders Tolver & Lange Theis, 2010. "On Convergence of the QMLE for Misspecified GARCH Models," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-31, June.
  34. M. Podolskij & D. Ziggel, 2010. "New tests for jumps in semimartingale models," Statistical Inference for Stochastic Processes, Springer, vol. 13(1), pages 15-41, April.
  35. Koopman, Siem Jan & Mallee, Max I. P. & Van der Wel, Michel, 2010. "Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 329-343.
  36. Datta Gupta, Nabanita & Kristensen, Nicolai & Pozzoli, Dario, 2010. "External validation of the use of vignettes in cross-country health studies," Economic Modelling, Elsevier, vol. 27(4), pages 854-865, July.
  37. Datta Gupta, Nabanita & Simonsen, Marianne, 2010. "Non-cognitive child outcomes and universal high quality child care," Journal of Public Economics, Elsevier, vol. 94(1-2), pages 30-43, February.
  38. Nabanita Datta Gupta & Leslie Stratton, 2010. "Examining the impact of alternative power measures on individual time use in American and Danish couple households," Review of Economics of the Household, Springer, vol. 8(3), pages 325-343, September.
  39. Nabanita Datta Gupta & Mona Larsen, 2010. "The impact of health on individual retirement plans: self‐reported versus diagnostic measures," Health Economics, John Wiley & Sons, Ltd., vol. 19(7), pages 792-813, July.
  40. Gautier, Pieter A. & Svarer, Michael & Teulings, Coen N., 2010. "Marriage and the city: Search frictions and sorting of singles," Journal of Urban Economics, Elsevier, vol. 67(2), pages 206-218, March.
  41. Marianne Simonsen, 2010. "Price of High‐quality Daycare and Female Employment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 112(3), pages 570-594, September.
  42. Mark Weder, 2010. "Economic Crisis and Economic Theory," The Economic Record, The Economic Society of Australia, vol. 86(s1), pages 7-12, September.
  43. Bjørnskov, Christian, 2010. "Do elites benefit from democracy and foreign aid in developing countries?," Journal of Development Economics, Elsevier, vol. 92(2), pages 115-124, July.
  44. Bjørnskov, Christian & Dreher, Axel & Fischer, Justina A.V., 2010. "Formal institutions and subjective well-being: Revisiting the cross-country evidence," European Journal of Political Economy, Elsevier, vol. 26(4), pages 419-430, December.
  45. Christian Bjørnskov, 2010. "How does social trust lead to better governance? An attempt to separate electoral and bureaucratic mechanisms," Public Choice, Springer, vol. 144(1), pages 323-346, July.
  46. Christian Bjørnskov, 2010. "How Comparable are the Gallup World Poll Life Satisfaction Data?," Journal of Happiness Studies, Springer, vol. 11(1), pages 41-60, March.
  47. Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
  48. Charlotte Christiansen, 2010. "Decomposing European bond and equity volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 105-122.
  49. Toke Reichstein & Michael Dahl & Bernd Ebersberger & Morten Jensen, 2010. "The devil dwells in the tails," Journal of Evolutionary Economics, Springer, vol. 20(2), pages 219-231, April.
  50. Niels Haldrup, 2010. "Separation in Cointegrated Systems," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 177-180, spring.
  51. Haldrup, Niels & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2010. "A vector autoregressive model for electricity prices subject to long memory and regime switching," Energy Economics, Elsevier, vol. 32(5), pages 1044-1058, September.
  52. Nielsen, Morten Ørregaard, 2010. "Nonparametric cointegration analysis of fractional systems with unknown integration orders," Journal of Econometrics, Elsevier, vol. 155(2), pages 170-187, April.
  53. Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2010. "Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 460-470, June.
  54. Eric Hillebrand & Marcelo Medeiros, 2010. "The Benefits of Bagging for Forecast Models of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 571-593.
  55. Roger Bandick & Holger Görg, 2010. "Foreign acquisition, plant survival, and employment growth," Canadian Journal of Economics, Canadian Economics Association, vol. 43(2), pages 547-573, May.
  56. Roger Bandick, 2010. "Multinationals and plant survival," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 609-634, December.
  57. Brian Krogh Graversen & Peter Jensen, 2010. "A Reappraisal of the Virtues of Private Sector Employment Programmes," Scandinavian Journal of Economics, Wiley Blackwell, vol. 112(3), pages 546-569, September.
  58. Veraart, Almut E.D., 2010. "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, vol. 26(2), pages 331-368, April.
  59. Gächter, Simon & Nosenzo, Daniele & Renner, Elke & Sefton, Martin, 2010. "Sequential vs. simultaneous contributions to public goods: Experimental evidence," Journal of Public Economics, Elsevier, vol. 94(7-8), pages 515-522, August.
  60. Torben G. Andersen & Luca Benzoni, 2010. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, vol. 65(2), pages 603-653, April.
  61. Engsted, Tom & Pedersen, Thomas Q., 2010. "The dividend-price ratio does predict dividend growth: International evidence," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 585-605, September.
  62. Engsted, Tom & Hyde, Stuart & Møller, Stig V., 2010. "Habit formation, surplus consumption and return predictability: International evidence," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1237-1255, November.
  63. Tom Engsted & Stig V. Møller, 2010. "An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 213-227.
  64. Felbermayr, Gabriel J. & Hiller, Sanne & Sala, Davide, 2010. "Does immigration boost per capita income?," Economics Letters, Elsevier, vol. 107(2), pages 177-179, May.
  65. Uwe Küchler & Michael Sørensen, 2010. "A simple estimator for discrete-time samples from affine stochastic delay differential equations," Statistical Inference for Stochastic Processes, Springer, vol. 13(2), pages 125-132, June.
  66. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
  67. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1719-1760, December.
  68. Hristos Doucouliagos & Martin Paldam, 2010. "Conditional aid effectiveness: A meta-study," Journal of International Development, John Wiley & Sons, Ltd., vol. 22(4), pages 391-410.
  69. Peter Løchte Jørgensen & Domenico De Giovanni, 2010. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(5), pages 399-430.
  70. Andreasen Martin M, 2010. "Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-41, June.
  71. Andreasen, Martin M., 2010. "Stochastic volatility and DSGE models," Economics Letters, Elsevier, vol. 108(1), pages 7-9, July.
  72. Martin Andreasen, 2010. "How to Maximize the Likelihood Function for a DSGE Model," Computational Economics, Springer;Society for Computational Economics, vol. 35(2), pages 127-154, February.
  73. Bhimani, Alnoor & Gulamhussen, Mohamed Azzim & Lopes, Samuel Da-Rocha, 2010. "Accounting and non-accounting determinants of default: An analysis of privately-held firms," Journal of Accounting and Public Policy, Elsevier, vol. 29(6), pages 517-532, November.

2009

  1. Søren Johansen, 2009. "Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 121-145.
  2. Tomoaki Nakatani & Timo Terasvirta, 2009. "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 147-163, March.
  3. Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
  4. Changli He & Timo Terasvirta & Andres Gonzalez, 2009. "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 225-245.
  5. Tor Eriksson & Sabrina Teyssier & Marie‐Claire Villeval, 2009. "Self‐Selection And The Efficiency Of Tournaments," Economic Inquiry, Western Economic Association International, vol. 47(3), pages 530-548, July.
  6. Tor ERIKSSON & Jingkun LI, 2009. "Working at the boundary between market and flexicurity: Housekeeping in Danish hotels," International Labour Review, International Labour Organization, vol. 148(4), pages 357-373, December.
  7. Eriksson, Tor & Poulsen, Anders & Villeval, Marie Claire, 2009. "Feedback and incentives: Experimental evidence," Labour Economics, Elsevier, vol. 16(6), pages 679-688, December.
  8. Eriksson, Tor & Smeets, Valérie & Warzynski, Frédéric, 2009. "Small Open Economy Firms in International Trade: Evidence from Danish Transactions-Level Data," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2009(1), pages 173-192.
  9. Helena Skyt Nielsen & Nina Smith & Aycan Çelikaksoy, 2009. "The Effect of Marriage on Education of Immigrants: Evidence from a Policy Reform Restricting Marriage Migration," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(3), pages 457-486, September.
  10. Gupta, Nabanita Datta & Smith, Nina & Verner, Mette, 2009. "Barselsorlov og familievenlig politik i de nordiske lande – en ligestillingsfremmende og økonomisk bæredygtig model?," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2009(1), pages 120-138.
  11. Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009. "A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects," Journal of Econometrics, Elsevier, vol. 150(2), pages 151-166, June.
  12. Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
  13. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2009. "The Choice between Auctioning and Grandfathering in the Eu," Energy & Environment, , vol. 20(7), pages 1117-1130, November.
  14. Clausen, Jens & Heinesen, Eskil & Hummelgaard, Hans & Husted, Leif & Rosholm, Michael, 2009. "The effect of integration policies on the time until regular employment of newly arrived immigrants: Evidence from Denmark," Labour Economics, Elsevier, vol. 16(4), pages 409-417, August.
  15. Michael Rosholm & Lars Skipper, 2009. "Is labour market training a curse for the unemployed? Evidence from a social experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 338-365, March.
  16. Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
  17. Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
  18. Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
  19. Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
  20. Dahl, Christian M. & Iglesias, Emma M., 2009. "Volatility spill-overs in commodity spot prices: New empirical results," Economic Modelling, Elsevier, vol. 26(3), pages 601-607, May.
  21. Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  22. O. E. Barndorff-Nielsen & P. Reinhard Hansen & A. Lunde & N. Shephard, 2009. "Realized kernels in practice: trades and quotes," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 1-32, November.
  23. Asger Lunde & Allan Zebedee, 2009. "Intraday volatility responses to monetary policy events," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 383-399, December.
  24. Susanne Dröge & Philipp Schröder, 2009. "The welfare comparison of corrective ad valorem and unit taxes under monopolistic competition," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 16(2), pages 164-175, April.
  25. Mai S. Linneberg & Hanne Norreklit & Philipp J.H. Schroder, 2009. "On the governance of social science research: the replacement of profession with performance contracts," International Journal of Public Policy, Inderscience Enterprises Ltd, vol. 4(3/4), pages 251-267.
  26. Kræn Blume & Mette Ejrnæs & Helena Nielsen & Allan Würtz, 2009. "Labor market transitions of immigrants with emphasis on marginalization and self-employment," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(4), pages 881-908, October.
  27. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2009. "Is there a Causal Effect of High School Math on Labor Market Outcomes?," Journal of Human Resources, University of Wisconsin Press, vol. 44(1).
  28. Helena Skyt Nielsen & Michael Svarer, 2009. "Educational Homogamy: How Much is Opportunities?," Journal of Human Resources, University of Wisconsin Press, vol. 44(4).
  29. Chioda, Laura & Jansson, Michael, 2009. "Optimal Invariant Inference When The Number Of Instruments Is Large," Econometric Theory, Cambridge University Press, vol. 25(3), pages 793-805, June.
  30. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Admissible Invariant Similar Tests For Instrumental Variables Regression," Econometric Theory, Cambridge University Press, vol. 25(3), pages 806-818, June.
  31. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
  32. Anna Damm, 2009. "Determinants of recent immigrants’ location choices: quasi-experimental evidence," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(1), pages 145-174, January.
  33. Anna Piil Damm, 2009. "Ethnic Enclaves and Immigrant Labor Market Outcomes: Quasi-Experimental Evidence," Journal of Labor Economics, University of Chicago Press, vol. 27(2), pages 281-314, April.
  34. Dennis Kristensen, 2009. "On stationarity and ergodicity of the bilinear model with applications to GARCH models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 125-144, January.
  35. Kristensen Dennis & Rahbek Anders, 2009. "Asymptotics of the QMLE for Non-Linear ARCH Models," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-38, April.
  36. Kristensen, Dennis, 2009. "Uniform Convergence Rates Of Kernel Estimators With Heterogeneous Dependent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1433-1445, October.
  37. Dennis Kristensen, 2009. "Semiparametric modelling and estimation (in Russian)," Quantile, Quantile, issue 7, pages 53-83, September.
  38. Koch, Alexander K. & Morgenstern, Albrecht & Raab, Philippe, 2009. "Career concerns incentives: An experimental test," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 571-588, October.
  39. Kim Christensen & Mark Podolskij & Mathias Vetter, 2009. "Bias-correcting the realized range-based variance in the presence of market microstructure noise," Finance and Stochastics, Springer, vol. 13(2), pages 239-268, April.
  40. Podolskij, Mark & Vetter, Mathias, 2009. "Bipower-type estimation in a noisy diffusion setting," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2803-2831, September.
  41. Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark, 2009. "Power variation for Gaussian processes with stationary increments," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 1845-1865, June.
  42. Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias, 2009. "Microstructure noise in the continuous case: The pre-averaging approach," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2249-2276, July.
  43. Pieter A. Gautier & Michael Svarer & Coen N. Teulings, 2009. "Sin City? Why is the Divorce Rate Higher in Urban Areas?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(3), pages 439-456, September.
  44. Shaikh, Azeem M. & Simonsen, Marianne & Vytlacil, Edward J. & Yildiz, Nese, 2009. "A specification test for the propensity score using its distribution conditional on participation," Journal of Econometrics, Elsevier, vol. 151(1), pages 33-46, July.
  45. Harrison, Sharon & Weder, Mark, 2009. "Technological change and the roaring twenties: A neoclassical perspective," Journal of Macroeconomics, Elsevier, vol. 31(3), pages 363-375, September.
  46. Bjrnskov, Christian, 2009. "Social trust and the growth of schooling," Economics of Education Review, Elsevier, vol. 28(2), pages 249-257, April.
  47. Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June.
  48. Raymond Riezman & Ping Wang, 2009. "Preference Bias and Outsourcing to Market: A Steady‐State Analysis," Review of International Economics, Wiley Blackwell, vol. 17(2), pages 338-356, May.
  49. Edwin Lai & Raymond Riezman & Ping Wang, 2009. "Outsourcing of innovation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(3), pages 485-515, March.
  50. Daniel Bernhofen & Raymond Riezman, 2009. "Introduction: ‘New directions in international trade theory’," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(1), pages 1-3, October.
  51. Carsten Kowalczyk & Raymond Riezman, 2009. "Free trade: what are the terms-of-trade effects?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(1), pages 147-161, October.
  52. Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G., 2009. "Paying for Market Quality," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(6), pages 1427-1457, December.
  53. Nielsen, Morten Ørregaard, 2009. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1515-1544, December.
  54. Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
  55. Roger Bandick & Pär Hansson, 2009. "Inward FDI and demand for skills in manufacturing firms in Sweden," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(1), pages 111-131, April.
  56. Steen Nielsen & Morten Jacobsen & Preben Melander, 2009. "The knowledge, attitude, priority of usage and benefits associated with management accounting practices: a survey of Danish companies," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 5(3), pages 252-284.
  57. Marie-Louise Vierø, 2009. "Exactly what happens after the Anscombe–Aumann race?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 175-212, November.
  58. Nafziger, Julia, 2009. "Timing of information in agency problems with hidden actions," Journal of Mathematical Economics, Elsevier, vol. 45(11), pages 751-766, December.
  59. Tom Engsted, 2009. "Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak," Journal of Economic Methodology, Taylor & Francis Journals, vol. 16(4), pages 393-408.
  60. Philipp Sibbertsen & Robinson Kruse, 2009. "Testing for a break in persistence under long‐range dependencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 263-285, May.
  61. Gloter, Arnaud & Sørensen, Michael, 2009. "Estimation for stochastic differential equations with a small diffusion coefficient," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 679-699, March.
  62. Mogens Bladt & Michael SØrensen, 2009. "Efficient estimation of transition rates between credit ratings from observations at discrete time points," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 147-160.
  63. Fokianos, Konstantinos & Rahbek, Anders & Tjøstheim, Dag, 2009. "Poisson Autoregression," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1430-1439.
  64. Gundlach, Erich & Paldam, Martin, 2009. "A farewell to critical junctures: Sorting out long-run causality of income and democracy," European Journal of Political Economy, Elsevier, vol. 25(3), pages 340-354, September.
  65. Gundlach, Erich & Paldam, Martin, 2009. "The transition of corruption: From poverty to honesty," Economics Letters, Elsevier, vol. 103(3), pages 146-148, June.
  66. Bhimani, Alnoor & Gulamhussen, Mohamed Azzim & Lopes, Samuel, 2009. "The effectiveness of the auditor's going-concern evaluation as an external governance mechanism: Evidence from loan defaults," The International Journal of Accounting, Elsevier, vol. 44(3), pages 239-255, September.

2008

  1. Kevin D. Hoover & Soren Johansen & Katarina Juselius, 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," American Economic Review, American Economic Association, vol. 98(2), pages 251-255, May.
  2. Johansen, SØren, 2008. "A Representation Theory For A Class Of Vector Autoregressive Models For Fractional Processes," Econometric Theory, Cambridge University Press, vol. 24(3), pages 651-676, June.
  3. Carlos Santos & David Hendry & Soren Johansen, 2008. "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, vol. 23(2), pages 317-335, April.
  4. González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
  5. Nakatani, Tomoaki & Teräsvirta, Timo, 2008. "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, vol. 5(2), pages 88-95, June.
  6. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Parameterizing Unconditional Skewness in Models for Financial Time Series," Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 208-230, Spring.
  7. Raaum Oddbjørn & Bratsberg Bernt & Røed Knut & Österbacka Eva & Eriksson Tor & Jäntti Markus & Naylor Robin A, 2008. "Marital Sorting, Household Labor Supply, and Intergenerational Earnings Mobility across Countries," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 7(2), pages 1-49, January.
  8. Eriksson, Tor & Villeval, Marie Claire, 2008. "Performance-pay, sorting and social motivation," Journal of Economic Behavior & Organization, Elsevier, vol. 68(2), pages 412-421, November.
  9. Pedersen, Peder J. & Pytlikova, Mariola & Smith, Nina, 2008. "Selection and network effects--Migration flows into OECD countries 1990-2000," European Economic Review, Elsevier, vol. 52(7), pages 1160-1186, October.
  10. Nabanita Datta Gupta & Nina Smith & Mette Verner, 2008. "PERSPECTIVE ARTICLE: The impact of Nordic countries’ family friendly policies on employment, wages, and children," Review of Economics of the Household, Springer, vol. 6(1), pages 65-89, March.
  11. Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008. "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, vol. 144(1), pages 234-256, May.
  12. Kirkegaard, René & Overgaard, Per Baltzer, 2008. "Pre-auction offers in asymmetric first-price and second-price auctions," Games and Economic Behavior, Elsevier, vol. 63(1), pages 145-165, May.
  13. René Kirkegaard & Per Baltzer Overgaard, 2008. "Buy‐out prices in auctions: seller competition and multi‐unit demands," RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 770-789, September.
  14. Michael Rosholm & Michael Svarer, 2008. "The Threat Effect of Active Labour Market Programmes," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(2), pages 385-401, June.
  15. Munch, Jakob Roland & Rosholm, Michael & Svarer, Michael, 2008. "Home ownership, job duration, and wages," Journal of Urban Economics, Elsevier, vol. 63(1), pages 130-145, January.
  16. Arendt, Jacob Nielsen & Rosholm, Michael & Jensen, Torben Pilegaard, 2008. "The Importance of Literacy for Employment and Unemployment Duration," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2008(1), pages 22-46.
  17. Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
  18. Timmermann, Allan, 2008. "Elusive return predictability," International Journal of Forecasting, Elsevier, vol. 24(1), pages 1-18.
  19. Timmermann, Allan, 2008. "Reply to the discussion of Elusive Return Predictability," International Journal of Forecasting, Elsevier, vol. 24(1), pages 29-30.
  20. Massimo Guidolin & Allan Timmermann, 2008. "Size and Value Anomalies under Regime Shifts," Journal of Financial Econometrics, Oxford University Press, vol. 6(1), pages 1-48, Winter.
  21. Massimo Guidolin & Allan Timmermann, 2008. "International asset allocation under regime switching, skew, and kurtosis preferences," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 889-935, April.
  22. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
  23. Abrevaya, Jason & Dahl, Christian M, 2008. "The Effects of Birth Inputs on Birthweight," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 379-397.
  24. Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008. "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 3-20, March.
  25. Peter Hansen & Jeremy Large & Asger Lunde, 2008. "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 79-111.
  26. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, vol. 76(6), pages 1481-1536, November.
  27. Jørgensen, Jan G. & Schröder, Philipp J.H., 2008. "Fixed export cost heterogeneity, trade and welfare," European Economic Review, Elsevier, vol. 52(7), pages 1256-1274, October.
  28. Luis Diaz‐Serrano & Joop Hartog & Helena Skyt Nielsen, 2008. "Compensating Wage Differentials for Schooling Risk in Denmark," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(4), pages 711-731, December.
  29. Michael Jansson, 2008. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, September.
  30. Bunzel, Helle & Marcoul, Philippe, 2008. "Can racially unbiased police perpetuate long-run discrimination?," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 36-47, October.
  31. Damm, Anna Piil & Schultz-Nielsen, Marie Louise, 2008. "Danish Neighbourhoods: Construction and Relevance for Measurement of Residential Segregation," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2008(1), pages 241-262.
  32. Kristensen, Dennis, 2008. "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, vol. 144(2), pages 392-408, June.
  33. Smeets, Valerie & Warzynski, Frederic, 2008. "Too many theories, too few facts? What the data tell us about the link between span of control, compensation and career dynamics," Labour Economics, Elsevier, vol. 15(4), pages 687-703, August.
  34. Alexander K. Koch & Hui-Fai Shing, 2008. "Bookmaker and Pari-Mutuel Betting: Is a (Reverse) Favourite-Longshot Bias Built-In?," Journal of Prediction Markets, University of Buckingham Press, vol. 2(2), pages 29-50, September.
  35. Koch, Alexander K. & Peyrache, Eloïc, 2008. "Moral hazard contracts: Does one size fit all?," Economics Letters, Elsevier, vol. 100(3), pages 399-401, September.
  36. Alexander Koch & Eloïc Peyrache, 2008. "Mixed up? that’s good for motivation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 107-125, January.
  37. Trimborn, Timo & Koch, Karl-Josef & Steger, Thomas M., 2008. "Multidimensional Transitional Dynamics: A Simple Numerical Procedure," Macroeconomic Dynamics, Cambridge University Press, vol. 12(3), pages 301-319, June.
  38. Dette, Holger & Podolskij, Mark, 2008. "Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach," Journal of Econometrics, Elsevier, vol. 143(1), pages 56-73, March.
  39. Kinnebrock, Silja & Podolskij, Mark, 2008. "A note on the central limit theorem for bipower variation of general functions," Stochastic Processes and their Applications, Elsevier, vol. 118(6), pages 1056-1070, June.
  40. Nabanita Datta Gupta & Nicolai Kristensen, 2008. "Work environment satisfaction and employee health: panel evidence from Denmark, France and Spain, 1994–2001," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 9(1), pages 51-61, February.
  41. Christian Bjørnskov & Nabanita Gupta & Peder Pedersen, 2008. "Analysing trends in subjective well-being in 15 European countries, 1973–2002," Journal of Happiness Studies, Springer, vol. 9(2), pages 317-330, June.
  42. Michael Svarer & Mette Verner, 2008. "Do children stabilize relationships in Denmark?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(2), pages 395-417, April.
  43. Torben Andersen & Michael Svarer, 2008. "Flexicurity in Denmark," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 6(04), pages 15-20, December.
  44. Mark Weder, 2008. "Hours and effort variation in sunspot-based business cycle theory," Economics Bulletin, AccessEcon, vol. 5(12), pages 1-12.
  45. Mark Weder, 2008. "Sticky Prices and Indeterminacy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 1073-1082, August.
  46. Mark Weder, 2008. "Money growth rules as stabilization policies in open economies," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 525-537.
  47. Bjørnskov, Christian, 2008. "The growth-inequality association: Government ideology matters," Journal of Development Economics, Elsevier, vol. 87(2), pages 300-308, October.
  48. Bjørnskov, Christian & Drehe, Axel & Fischer, Justina A.V., 2008. "On decentralization and life satisfaction," Economics Letters, Elsevier, vol. 99(1), pages 147-151, April.
  49. Bjørnskov, Christian, 2008. "Healthy and happy in Europe? On the association between happiness and life expectancy over time," Social Science & Medicine, Elsevier, vol. 66(8), pages 1750-1759, April.
  50. Christian Bjørnskov & Nicolai Foss, 2008. "Economic freedom and entrepreneurial activity: Some cross-country evidence," Public Choice, Springer, vol. 134(3), pages 307-328, March.
  51. Christian Bjørnskov & Axel Dreher & Justina Fischer, 2008. "Cross-country determinants of life satisfaction: exploring different determinants across groups in society," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 30(1), pages 119-173, January.
  52. Christiansen, Charlotte, 2008. "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 925-948, December.
  53. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2008. "Are Economists More Likely to Hold Stocks?," Review of Finance, European Finance Association, vol. 12(3), pages 465-496.
  54. Haldrup, Niels & Sansó, Andreu, 2008. "A note on the Vogelsang test for additive outliers," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 296-300, February.
  55. Niels Haldrup & Peter Møllgaard & Claus Kastberg Nielsen, 2008. "Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market For Salmon," Journal of Competition Law and Economics, Oxford University Press, vol. 4(3), pages 893-913.
  56. Conconi, Paola & Perroni, Carlo & Riezman, Raymond, 2008. "Is partial tax harmonization desirable," Journal of Public Economics, Elsevier, vol. 92(1-2), pages 254-267, February.
  57. Casella, Alessandra & Palfrey, Thomas & Riezman, Raymond, 2008. "Minorities and Storable Votes," Quarterly Journal of Political Science, now publishers, vol. 3(2), pages 165-200, July.
  58. David C. Porter & Carsten Tanggaard & Daniel G. Weaver & Wei Yu, 2008. "Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange," European Financial Management, European Financial Management Association, vol. 14(2), pages 243-267, March.
  59. Asaf Zussman & Noam Zussman & Morten Ørregaard Nielsen, 2008. "Asset Market Perspectives on the Israeli–Palestinian Conflict," Economica, London School of Economics and Political Science, vol. 75(297), pages 84-115, February.
  60. Nielsen, Morten Ørregaard & Frederiksen, Per, 2008. "Finite sample accuracy and choice of sampling frequency in integrated volatility estimation," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 265-286, March.
  61. Per Frederiksen & Morten Orregaard Nielsen, 2008. "Bias-Reduced Estimation of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 496-512, Fall.
  62. Lars Stentoft, 2008. "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 540-582, Fall.
  63. Eric Hillebrand & Faik Koray, 2008. "Interest rate volatility and home mortgage loans," Applied Economics, Taylor & Francis Journals, vol. 40(18), pages 2381-2385.
  64. Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
  65. Don M. Chance & Eric Hillebrand & Jimmy E. Hilliard, 2008. "Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue," Management Science, INFORMS, vol. 54(5), pages 1015-1028, May.
  66. Knut Røed & Peter Jensen & Anna Thoursie, 2008. "Unemployment duration and unemployment insurance: a comparative analysis based on Scandinavian micro data," Oxford Economic Papers, Oxford University Press, vol. 60(2), pages 254-274, April.
  67. Torben M. Andersen & Allan Sørensen, 2008. "Product Market Integration and Heterogeneity—Rent Sharing and Pricing to Market," Review of International Economics, Wiley Blackwell, vol. 16(2), pages 268-284, May.
  68. Julie Lyng Forman & Michael Sørensen, 2008. "The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 438-465, September.
  69. Frédérique Bec & Anders Rahbek & Neil Shephard, 2008. "The ACR Model: A Multivariate Dynamic Mixture Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 583-618, October.
  70. Frédérique Bec & Anders Rahbek & Mélika Ben Salem, 2008. "Purchasing power parity: A nonlinear multivariate perspective," Economics Bulletin, AccessEcon, vol. 6(39), pages 1-6.
  71. Martin Paldam & Erich Gundlach, 2008. "Two Views on Institutions and Development: The Grand Transition vs the Primacy of Institutions," Kyklos, Wiley Blackwell, vol. 61(1), pages 65-100, February.
  72. Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-14.

2007

  1. Eklund, Bruno & Terasvirta, Timo, 2007. "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, vol. 140(2), pages 753-780, October.
  2. Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 21-32, January.
  3. Bernt Bratsberg & Knut Røed & Oddbjørn Raaum & Robin Naylor & Markus Ja¨ntti & Tor Eriksson & Eva O¨sterbacka, 2007. "Nonlinearities in Intergenerational Earnings Mobility: Consequences for Cross-Country Comparisons," Economic Journal, Royal Economic Society, vol. 117(519), pages 72-92, March.
  4. Anna Cristina D'Addio & Tor Eriksson & Paul Frijters, 2007. "An analysis of the determinants of job satisfaction when individuals' baseline satisfaction levels may differ," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2413-2423.
  5. Bentzen, Jan & Smith, Valdemar, 2007. "The Military Action in Iraq 2003: Did the US Consumer Boycott of French Wines Have any Economic Effects?," Journal of Wine Economics, Cambridge University Press, vol. 2(1), pages 75-83, April.
  6. Nabanita Datta Gupta & Nina Smith & Leslie S. Stratton, 2007. "Is Marriage Poisonous? Are Relationships Taxing? An Analysis of the Male Marital Wage Differential in Denmark," Southern Economic Journal, John Wiley & Sons, vol. 74(2), pages 412-433, October.
  7. Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007. "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, vol. 138(1), pages 125-180, May.
  8. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
  9. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007. "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, vol. 73(2), pages 251-277, November.
  10. Lin Peng & Wei Xiong & Tim Bollerslev, 2007. "Investor Attention and Time‐varying Comovements," European Financial Management, European Financial Management Association, vol. 13(3), pages 394-422, June.
  11. Rosholm, Michael & Nielsen, Helena Skyt & Dabalen, Andrew, 2007. "Evaluation of training in African enterprises," Journal of Development Economics, Elsevier, vol. 84(1), pages 310-329, September.
  12. Patton, Andrew J. & Timmermann, Allan, 2007. "Testing Forecast Optimality Under Unknown Loss," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1172-1184, December.
  13. Guidolin, Massimo & Timmermann, Allan, 2007. "Asset allocation under multivariate regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3503-3544, November.
  14. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
  15. Pesaran, M. Hashem & Timmermann, Allan, 2007. "Selection of estimation window in the presence of breaks," Journal of Econometrics, Elsevier, vol. 137(1), pages 134-161, March.
  16. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
  17. Allan Timmermann, 2007. "An Evaluation of the World Economic Outlook Forecasts," IMF Staff Papers, Palgrave Macmillan, vol. 54(1), pages 1-33, May.
  18. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007. "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
  19. Valeri Voev & Asger Lunde, 2007. "Integrated Covariance Estimation using High-frequency Data in the Presence of Noise," Journal of Financial Econometrics, Oxford University Press, vol. 5(1), pages 68-104.
  20. Bitzer, Jurgen & Schrettl, Wolfram & Schroder, Philipp J.H., 2007. "Intrinsic motivation in open source software development," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 160-169, March.
  21. Philipp J. H. Schröder, 2007. "Cartel Stability and Economic Integration," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 313-320, May.
  22. Jan Jørgensen & Philipp Schröder, 2007. "Effects of Tariffication: Tariffs and Quotas under Monopolistic Competition," Open Economies Review, Springer, vol. 18(4), pages 479-498, September.
  23. Herbert Brücker & Philipp Schröder, 2007. "EU accession and the hardening of soft budget constraints: some macro evidence," Economic Change and Restructuring, Springer, vol. 40(3), pages 235-252, September.
  24. Jurgen Bitzer & Philipp Schroder, 2007. "Open Source Software, Competition and Innovation," Industry and Innovation, Taylor & Francis Journals, vol. 14(5), pages 461-476.
  25. Christiansen, Charlotte & Joensen, Juanna Schroter & Nielsen, Helena Skyt, 2007. "The risk-return trade-off in human capital investment," Labour Economics, Elsevier, vol. 14(6), pages 971-986, December.
  26. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.
  27. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2007. "Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves," Econometrica, Econometric Society, vol. 75(6), pages 1613-1669, November.
  28. Koch, Alexander K. & Lazarov, Zdravetz, 2007. "The Trade-Off Between Liquidity and Precision of Position in Option Contracts," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(1-2), pages 1-24.
  29. Christensen, Kim & Podolskij, Mark, 2007. "Realized range-based estimation of integrated variance," Journal of Econometrics, Elsevier, vol. 141(2), pages 323-349, December.
  30. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 44-89, June.
  31. Blume, Kraen & Verner, Mette, 2007. "Welfare dependency among Danish immigrants," European Journal of Political Economy, Elsevier, vol. 23(2), pages 453-471, June.
  32. Michael Svarer, 2007. "Working Late: Do Workplace Sex Ratios Affect Partnership Formation and Dissolution?," Journal of Human Resources, University of Wisconsin Press, vol. 42(3).
  33. Torben M. Andersen & Michael Svarer, 2007. "Flexicurity: Labour Market Performance in Denmark," CESifo Economic Studies, CESifo Group, vol. 53(3), pages 389-429, September.
  34. Christian Bjørnskov, 2007. "Determinants of generalized trust: A cross-country comparison," Public Choice, Springer, vol. 130(1), pages 1-21, January.
  35. Christian Bjørnskov & Axel Dreher & Justina Fischer, 2007. "The bigger the better? Evidence of the effect of government size on life satisfaction around the world," Public Choice, Springer, vol. 130(3), pages 267-292, March.
  36. Jan Bentzen, 2007. "Does OPEC influence crude oil prices? Testing for co-movements and causality between regional crude oil prices," Applied Economics, Taylor & Francis Journals, vol. 39(11), pages 1375-1385.
  37. Charlotte Christiansen, 2007. "Volatility‐Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948, November.
  38. Charlotte Christiansen & Angelo Ranaldo, 2007. "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
  39. Jensen, Morten Berg & Johnson, Bjorn & Lorenz, Edward & Lundvall, Bengt Ake, 2007. "Forms of knowledge and modes of innovation," Research Policy, Elsevier, vol. 36(5), pages 680-693, June.
  40. Haldrup, Niels & Nielsen, Morten Orregaard, 2007. "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3100-3114, March.
  41. Ngo Van Long & Raymond Riezman & Antoine Soubeyran, 2007. "Trade, Wage Gaps, and Specific Human Capital Accumulation," Review of International Economics, Wiley Blackwell, vol. 15(1), pages 75-92, February.
  42. Alessandra Casella & Thomas Palfrey & Raymond Riezman, 2007. "Storable Votes: Giving Voice to Minority Preferences without Sacrificing Efficiency," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 5(03), pages 17-22, October.
  43. Noussair, Charles & Plott, Charles & Riezman, Raymond, 2007. "Production, trade, prices, exchange rates and equilibration in large experimental economies," European Economic Review, Elsevier, vol. 51(1), pages 49-76, January.
  44. Bougheas, Spiros & Riezman, Raymond, 2007. "Trade and the distribution of human capital," Journal of International Economics, Elsevier, vol. 73(2), pages 421-433, November.
  45. Engsted, Tom & Tanggaard, Carsten, 2007. "The comovement of US and German bond markets," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 172-182.
  46. Nielsen, Morten Orregaard, 2007. "Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 427-446, October.
  47. Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007. "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December.
  48. Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Effect of Long Memory in Volatility on Stock Market Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 684-700, November.
  49. Henrik Christoffersen & Martin Paldam & Allan Würtz, 2007. "Public versus private production and economies of scale," Public Choice, Springer, vol. 130(3), pages 311-328, March.
  50. Andersen, Torben G., 2007. "Editorial Announcement," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 1-1, January.
  51. Andersen, Torben G. & Lewbel, Arthur & Ng, Serena, 2007. "Editors' Report 2006," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 503-503, October.
  52. Humlum, Maria Knoth, 2007. "Estimating the Effects of Delayed Entry into Higher Education: A Discussion," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2007(1), pages 312-326.
  53. Kristian Stegenborg Larsen & Michael Sørensen, 2007. "Diffusion Models For Exchange Rates In A Target Zone," Mathematical Finance, Wiley Blackwell, vol. 17(2), pages 285-306, April.
  54. Jensen, Søren Tolver & Rahbek, Anders, 2007. "On The Law Of Large Numbers For (Geometrically) Ergodic Markov Chains," Econometric Theory, Cambridge University Press, vol. 23(4), pages 761-766, August.
  55. Nielsen, Heino Bohn & Rahbek, Anders, 2007. "The Likelihood Ratio Test For Cointegration Ranks In The I(2) Model," Econometric Theory, Cambridge University Press, vol. 23(4), pages 615-637, August.
  56. Paldam, Martin, 2007. "Introduction to symposium `Immigration and the welfare state'," European Journal of Political Economy, Elsevier, vol. 23(2), pages 448-452, June.
  57. Borooah, Vani K. & Paldam, Martin, 2007. "Why is the world short of democracy?: A cross-country analysis of barriers to representative government," European Journal of Political Economy, Elsevier, vol. 23(3), pages 582-604, September.
  58. Herbertsson, Tryggvi Thor & Paldam, Martin, 2007. "Does development aid help poor countries converge to our standard of living?," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2007(1), pages 188-214.
  59. Jorgensen, Peter Lochte, 2007. "Traffic light options," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3698-3719, December.
  60. Peter Løchte Jørgensen, 2007. "Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs," The European Journal of Finance, Taylor & Francis Journals, vol. 13(7), pages 595-619.
  61. Kit Hagemann & Joachim Scholderer, 2007. "Consumer versus Expert Hazard Identification: A Mental Models Study of Mutation-bred Rice," Journal of Risk Research, Taylor & Francis Journals, vol. 10(4), pages 449-464, June.

2006

  1. Johansen, Soren, 2006. "Statistical analysis of hypotheses on the cointegrating relations in the I(2) model," Journal of Econometrics, Elsevier, vol. 132(1), pages 81-115, May.
  2. Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
  3. Andrés González & Timo Teräsvirta, 2006. "Simulation‐based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 797-812, December.
  4. Birgit Strikholm & Timo Teräsvirta, 2006. "A sequential procedure for determining the number of regimes in a threshold autoregressive model," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 472-491, November.
  5. Lundbergh, Stefan & Terasvirta, Timo, 2006. "A time series model for an exchange rate in a target zone with applications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 579-609.
  6. Granger, Clive W.J. & Terasvirta, Timo & Patton, Andrew J., 2006. "Common factors in conditional distributions for bivariate time series," Journal of Econometrics, Elsevier, vol. 132(1), pages 43-57, May.
  7. Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75.
  8. Svend Hylleberg, 2006. "Book Review," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(2), pages 357-359, July.
  9. Eriksson, Tor & Moritz Kuhn, Johan, 2006. "Firm spin-offs in Denmark 1981-2000 -- patterns of entry and exit," International Journal of Industrial Organization, Elsevier, vol. 24(5), pages 1021-1040, September.
  10. Tor Eriksson & Jaime Ortega, 2006. "The Adoption of Job Rotation: Testing the Theories," ILR Review, Cornell University, ILR School, vol. 59(4), pages 653-666, July.
  11. Bentzen, Jan & Smith, Valdemar, 2006. "Do the Scandinavian consumers pay a ‘fair’ price for premium German white wines?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 55(08), pages 1-10.
  12. Nina Smith & Valdemar Smith & Mette Verner, 2006. "Do women in top management affect firm performance?A panel study of 2,500 Danish firms," International Journal of Productivity and Performance Management, Emerald Group Publishing Limited, vol. 55(7), pages 569-593, October.
  13. Jan Bentzen & Erik Madsen & Valdemar Smith, 2006. "The growth opportunities for SMC?," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 7(3), pages 139-145.
  14. Jakobsen, Vibeke & Smith, Nina, 2006. "The educational attainment of the children of the Danish »guest worker« immigrants," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2006(1), pages 18-42.
  15. Nabanita Datta Gupta & Ronald L. Oaxaca & Nina Smith, 2006. "Swimming Upstream, Floating Downstream: Comparing Women's Relative Wage Progress in the United States and Denmark," ILR Review, Cornell University, ILR School, vol. 59(2), pages 243-266, January.
  16. Nabanita Datta Gupta & Ronald Oaxaca & Nina Smith, 2006. "Analysing trends in US and Danish gender wage gaps in the 1980s and 1990s," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 643-647.
  17. Tim Bollerslev & Julia Litvinova & George Tauchen, 2006. "Leverage and Volatility Feedback Effects in High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 353-384.
  18. Bollerslev, Tim & Zhou, Hao, 2006. "Volatility puzzles: a simple framework for gauging return-volatility regressions," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 123-150.
  19. Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 173-179, April.
  20. Brandt, Urs Steiner & Svendsen, Gert Tinggaard, 2006. "Climate change negotiations and first-mover advantages: the case of the wind turbine industry," Energy Policy, Elsevier, vol. 34(10), pages 1175-1184, July.
  21. Jakob Roland Munch & Michael Rosholm & Michael Svarer, 2006. "Are Homeowners Really More Unemployed?," Economic Journal, Royal Economic Society, vol. 116(514), pages 991-1013, October.
  22. Rosholm, Michael & Staghøj, Jonas & Svarer, Michael & Hammer, Bo, 2006. "A Danish Profiling System," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2006(1), pages 209-229.
  23. Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006. "Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance, American Finance Association, vol. 61(6), pages 2551-2595, December.
  24. Guidolin, Massimo & Timmermann, Allan, 2006. "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
  25. Aiolfi, Marco & Timmermann, Allan, 2006. "Persistence in forecasting performance and conditional combination strategies," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 31-53.
  26. Paye, Bradley S. & Timmermann, Allan, 2006. "Instability of return prediction models," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 274-315, June.
  27. Allan Timmermann & Massimo Guidolin, 2006. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 1-22.
  28. Dahl, Christian M. & Levine, Michael, 2006. "Nonparametric estimation of volatility models with serially dependent innovations," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2007-2016, December.
  29. Hansen, Peter Reinhard & Lunde, Asger, 2006. "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 97-121.
  30. Hansen, Peter R. & Lunde, Asger, 2006. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 208-218, April.
  31. Hansen, Peter R. & Lunde, Asger, 2006. "Realized Variance and Market Microstructure Noise," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 127-161, April.
  32. Jørgensen Jan Guldager & Schröder Philipp J. H., 2006. "Tariffs and Firm-Level Heterogeneous Fixed Export Costs," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 5(1), pages 1-17, July.
  33. JØrgensen, Jan G. & Schröder, Philipp J.H., 2006. "Technical Barriers, Import Licenses and Tariffs as Means of Limiting Market Access," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 120-146.
  34. Nielsen, Helena Skyt & Verner, Mette, 2006. "Why are Well-educated Women not Full-timers?," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2006(1), pages 43-74.
  35. Aycan Çelikaksoy & Helena Nielsen & Mette Verner, 2006. "Marriage migration: just another case of positive assortative matching?," Review of Economics of the Household, Springer, vol. 4(3), pages 253-275, September.
  36. Michael Jansson & Marcelo J. Moreira, 2006. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, vol. 74(3), pages 681-714, May.
  37. Bunzel, Helle, 2006. "Habit persistence, money, and overlapping generations," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2425-2445, December.
  38. Bunzel, Helle, 2006. "FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS," Econometric Theory, Cambridge University Press, vol. 22(4), pages 743-755, August.
  39. Mahenc, Philippe & Meunier, Valérie, 2006. "Early Sales of Bordeaux grands crus," Journal of Wine Economics, Cambridge University Press, vol. 1(1), pages 57-74, April.
  40. Kristensen, Dennis & Linton, Oliver, 2006. "A Closed-Form Estimator For The Garch(1,1) Model," Econometric Theory, Cambridge University Press, vol. 22(2), pages 323-337, April.
  41. Tom Coupé & Valérie Smeets & Frédéric Warzynski, 2006. "Incentives, Sorting and Productivity along the Career: Evidence from a Sample of Top Economists," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 22(1), pages 137-167, April.
  42. Smeets, Valerie & Warzynski, Frederic, 2006. "Job creation, job destruction and voting behavior in Poland," European Journal of Political Economy, Elsevier, vol. 22(2), pages 503-519, June.
  43. Valerie Smeets & Frédèric warzynski & Tom Coupé, 2006. "Does the Academic Labor Market Initially Allocate New Graduates Efficiently?," Journal of Economic Perspectives, American Economic Association, vol. 20(3), pages 161-172, Summer.
  44. Holger Dette & Mark Podolskij & Mathias Vetter, 2006. "Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 259-278, June.
  45. Nabanita Datta Gupta & Amaresh Dubey, 2006. "Fertility and the household's economic status: A natural experiment using Indian micro data," Journal of Development Studies, Taylor & Francis Journals, vol. 42(1), pages 110-138.
  46. Ehlers, Lars & Svarer, Michael & Løvschall, Claus, 2006. "En sundhedsøkonomisk analyse af antallet af røntgenundersøgelser af lænderyggen hos 20-49 årige henvist fra primærsektoren," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2006(1), pages 362-376.
  47. Lars Skipper & Marianne Simonsen, 2006. "The costs of motherhood: an analysis using matching estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 919-934.
  48. Mark Weder, 2006. "Some Observations on the Great Depression in Germany," German Economic Review, Verein für Socialpolitik, vol. 7(1), pages 113-133, February.
  49. Mark Weder, 2006. "Interest rate rules and macroeconomic stabilization," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 195-204.
  50. Harrison, Sharon G. & Weder, Mark, 2006. "Did sunspot forces cause the Great Depression?," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1327-1339, October.
  51. Mark Weder, 2006. "The Role Of Preference Shocks And Capital Utilization In The Great Depression," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(4), pages 1247-1268, November.
  52. Weder, Mark, 2006. "Taylor Rules and Macroeconomic Instability or How the Central Bank Can Preempt Sunspot Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 655-677, April.
  53. Mark Weder, 2006. "A heliocentric journey into Germany's Great Depression," Oxford Economic Papers, Oxford University Press, vol. 58(2), pages 288-316, April.
  54. Bjornskov, Christian, 2006. "The multiple facets of social capital," European Journal of Political Economy, Elsevier, vol. 22(1), pages 22-40, March.
  55. Haldrup, Niels & Nielsen, Morten Orregaard, 2006. "A regime switching long memory model for electricity prices," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376.
  56. Haldrup Niels & Nielsen Morten Ø., 2006. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-24, September.
  57. Lisandro Abrego & Raymond Riezman & John Whalley, 2006. "How reasonable are assumptions used in theoretical models? Computational evidence on the likelihood of trade pattern changes," Canadian Journal of Economics, Canadian Economics Association, vol. 39(3), pages 781-789, August.
  58. Abrego, Lisandro & Riezman, Raymond & Whalley, John, 2006. "How often are propositions on the effects of regional trade agreements theoretical curiosa?," Journal of International Economics, Elsevier, vol. 68(1), pages 59-78, January.
  59. Lisandro Abrego & Raymond Riezman & John Whalley, 2006. "How reasonable are assumptions used in theoretical models? Computational evidence on the likelihood of trade pattern changes," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 781-789, August.
  60. Christensen, Bent Jesper & Nielsen, Morten Orregaard, 2006. "Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting," Journal of Econometrics, Elsevier, vol. 133(1), pages 343-371, July.
  61. Engsted, Tom, 2006. "Explosive bubbles in the cointegrated VAR model," Finance Research Letters, Elsevier, vol. 3(2), pages 154-162, June.
  62. Hristos Doucouliagos & Martin Paldam, 2006. "Aid Effectiveness on Accumulation: A Meta Study," Kyklos, Wiley Blackwell, vol. 59(2), pages 227-254, May.
  63. Peter Jensen & Martin Paldam, 2006. "Can the two new aid-growth models be replicated?," Public Choice, Springer, vol. 127(1), pages 147-175, April.
  64. Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch, 2006. "Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 229-252, April.

2005

  1. Søren Johansen, 2005. "Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 93-104, February.
  2. Johansen, Søren & Lütkepohl, Helmut, 2005. "A Note On Testing Restrictions For The Cointegration Parameters Of A Var With I(2) Variables," Econometric Theory, Cambridge University Press, vol. 21(3), pages 653-658, June.
  3. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
  4. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Reply," International Journal of Forecasting, Elsevier, vol. 21(4), pages 781-783.
  5. Tor Eriksson, 2005. "Managerial pay and executive turnover in the Czech and Slovak Republics," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(4), pages 659-677, October.
  6. Bentzen, Jan & Smith, Valdemar, 2005. "Short-run and long-run relationships in the consumption of alcohol in the Scandinavian countries," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2005(1), pages 65-80.
  7. Jan Bentzen & Erik Madsen & Valdemar Smith & Mogens Dilling-Hansen, 2005. "Persistence in Corporate Performance? Empirical Evidence from Panel Unit Root Tests," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 32(2), pages 217-230, June.
  8. Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina, 2005. "Tax evasion and work in the underground sector," Labour Economics, Elsevier, vol. 12(5), pages 613-628, October.
  9. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2005. "Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities," Econometrica, Econometric Society, vol. 73(1), pages 279-296, January.
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, vol. 95(2), pages 398-404, May.
  11. Tobias Adrian & Joshua V. Rosenberg, 2005. "Stock returns and volatility: pricing the long-run and short-run components of market risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  12. Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  13. Markussen, Peter & Svendsen, Gert Tinggaard, 2005. "Industry lobbying and the political economy of GHG trade in the European Union," Energy Policy, Elsevier, vol. 33(2), pages 245-255, January.
  14. Gert Tinggaard Svendsen, 2005. "Soft or tough guys in Kyoto? Free-rider incentives and the Samaritan's Dilemma," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 23(4), pages 281-291.
  15. Anders Poulsen & Gert Svendsen, 2005. "Social Capital and Endogenous Preferences," Public Choice, Springer, vol. 123(1), pages 171-196, April.
  16. Anna Christina D'Addio & Michael Rosholm, 2005. "Temporary employment in Europe: characteristics, determinants and outcomes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 48(1-2), pages 13-42.
  17. D'Addio, Anna Cristina & Rosholm, Michael, 2005. "Exits from temporary jobs in Europe: A competing risks analysis," Labour Economics, Elsevier, vol. 12(4), pages 449-468, August.
  18. Svarer, Michael & Rosholm, Michael & Munch, Jakob Roland, 2005. "Rent control and unemployment duration," Journal of Public Economics, Elsevier, vol. 89(11-12), pages 2165-2181, December.
  19. Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
  20. Massimo Guidolin & Allan Timmermann, 2005. "Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns," Economic Journal, Royal Economic Society, vol. 115(500), pages 111-143, January.
  21. Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Economic Journal, Royal Economic Society, vol. 115(506), pages 1077-1102, October.
  22. Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
  23. Graham Elliott & Allan Timmermann, 2005. "Optimal Forecast Combination Under Regime Switching ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1081-1102, November.
  24. Asger Lunde & Allan Timmermann, 2005. "Completion time structures of stock price movements," Annals of Finance, Springer, vol. 1(3), pages 293-326, August.
  25. Allan Timmermann & David Blake, 2005. "International Asset Allocation with Time-Varying Investment Opportunities," The Journal of Business, University of Chicago Press, vol. 78(1), pages 71-98, January.
  26. Dahl, Christian & Hansen, Henrik & Smidt, John, 2005. "Makroøkonomiske forudsigelser baseret på diffusionsindeks," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2005(1), pages 125-152.
  27. Asger Lunde & Peter R. Hansen, 2005. "A forecast comparison of volatility models: does anything beat a GARCH(1,1)?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 873-889.
  28. Peter Reinhard Hansen & Asger Lunde, 2005. "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 525-554.
  29. Jan Jørgensen & Philipp Schröder, 2005. "Welfare-ranking ad valorem and specific tariffs under monopolistic competition," Canadian Journal of Economics, Canadian Economics Association, vol. 38(1), pages 228-241, February.
  30. Susanne Dröge & Philipp Schröder, 2005. "How to Turn an Industry Green: Taxes versus Subsidies," Journal of Regulatory Economics, Springer, vol. 27(2), pages 177-202, November.
  31. Brucker, Herbert & Schroder, Philipp J.H. & Weise, Christian, 2005. "Can EU conditionality remedy soft budget constraints in transition countries?," Journal of Comparative Economics, Elsevier, vol. 33(2), pages 371-386, June.
  32. Bitzer, Jurgen & Schroder, Philipp J.H., 2005. "Bug-fixing and code-writing: The private provision of open source software," Information Economics and Policy, Elsevier, vol. 17(3), pages 389-406, July.
  33. Lücke Dorothea & Schröder Philipp J.Η. & Schumacher Dieter, 2005. "A Note on R&D and Price Elasticity of Demand," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(6), pages 688-698, December.
  34. Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January.
  35. Jansson, Michael, 2005. "Point optimal tests of the null hypothesis of cointegration," Journal of Econometrics, Elsevier, vol. 124(1), pages 187-201, January.
  36. Joydeep Bhattacharya & Helle Bunzel & Joseph Haslag, 2005. "The non-monotonic relationship between seigniorage and inequality," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 500-519, May.
  37. Bunzel, Helle & Vogelsang, Timothy J., 2005. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 381-394, October.
  38. Helle Bunzel & Xue Qiao, 2005. "Endogenous lifetime and economic growth revisited," Economics Bulletin, AccessEcon, vol. 15(8), pages 1-8.
  39. Kristensen, Dennis & Rahbek, Anders, 2005. "ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS," Econometric Theory, Cambridge University Press, vol. 21(5), pages 946-961, October.
  40. Nabanita Datta Gupta & Donna S. Rothstein, 2005. "The Impact of Worker and Establishment‐level Characteristics on Male–Female Wage Differentials: Evidence from Danish Matched Employee–Employer Data," LABOUR, CEIS, vol. 19(1), pages 1-34, March.
  41. Gupta, Nabanita Datta & An, Mark Yuying, 2005. "The Effect of Labour Market Conditions on the Time-to-Completion of Higher Education in Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2005(1), pages 81-103.
  42. Munch, Jakob Roland & Svarer, Michael, 2005. "Mortality and socio-economic differences in Denmark: a competing risks proportional hazard model," Economics & Human Biology, Elsevier, vol. 3(1), pages 17-32, March.
  43. Nikolaj Malchow-Møller & Michael Svarer, 2005. "Wage - labour activities by agricultural households in Nicaragua," Journal of Development Studies, Taylor & Francis Journals, vol. 41(7), pages 1221-1246.
  44. Svarer, Michael, 2005. "Two Tests of Divorce Behaviour on Danish Marriage Market Data," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2005(1), pages 416-432.
  45. Mark Weder, 2005. "Indeterminacy Revisited: Variable Capital Utilization and Returns to Scale," Finnish Economic Papers, Finnish Economic Association, vol. 18(2), pages 49-56, Autumn.
  46. Christian Bjørnskov & Kim Martin Lind, 2005. "Underlying Policies in the wto, the Harbinson Proposal and the Modalities Agreement," Revue économique, Presses de Sciences-Po, vol. 56(6), pages 1385-1412.
  47. Christian Bjørnskov, 2005. "Does Political Ideology Affect Economic Growth?," Public Choice, Springer, vol. 123(1), pages 133-146, April.
  48. Bentzen, Jan, 2005. "Testing for catching-up periods in time-series convergence," Economics Letters, Elsevier, vol. 88(3), pages 323-328, September.
  49. Christiansen, Charlotte, 2005. "Multivariate term structure models with level and heteroskedasticity effects," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1037-1057, May.
  50. Toke Reichstein & Morten Berg Jensen, 2005. "Firm size and firm growth rate distributions--The case of Denmark," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 14(6), pages 1145-1166, December.
  51. Niels Haldrup & Peter Lildholdt, 2005. "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 59(2), pages 159-179, May.
  52. Haldrup, Niels & Montanes, Antonio & Sanso, Andreu, 2005. "Measurement errors and outliers in seasonal unit root testing," Journal of Econometrics, Elsevier, vol. 127(1), pages 103-128, July.
  53. Van Long, Ngo & Riezman, Raymond & Soubeyran, Antoine, 2005. "Fragmentation and services," The North American Journal of Economics and Finance, Elsevier, vol. 16(1), pages 137-152, March.
  54. Laussel, Didier & Riezman, Raymond, 2005. "The sources of protectionist drift in representative democracies," European Economic Review, Elsevier, vol. 49(7), pages 1855-1876, October.
  55. Lisandro Abrego & Raymond Riezman & John Whalley, 2005. "Computation and the Theory of Customs Unions," CESifo Economic Studies, CESifo Group, vol. 51(1), pages 117-132.
  56. Belter, Klaus & Engsted, Tom & Tanggaard, Carsten, 2005. "A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability," Research in International Business and Finance, Elsevier, vol. 19(1), pages 53-70, March.
  57. Morten Ørregaard Nielsen, 2005. "Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 279-304, March.
  58. Nielsen, Morten Orregaard, 2005. "Noncontemporaneous cointegration and the importance of timing," Economics Letters, Elsevier, vol. 86(1), pages 113-119, January.
  59. Morten Ørregaard Nielsen, 2005. "Multivariate Lagrange Multiplier Tests for Fractional Integration," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 372-398.
  60. Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 405-443.
  61. Stentoft, Lars, 2005. "Pricing American options when the underlying asset follows GARCH processes," Journal of Empirical Finance, Elsevier, vol. 12(4), pages 576-611, September.
  62. Hillebrand, Eric, 2005. "Neglecting parameter changes in GARCH models," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 121-138.
  63. Andersen, Torben G., 2005. "Editor's Report 2004," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 495-495, October.
  64. Mogens Bladt & Michael Sørensen, 2005. "Statistical inference for discretely observed Markov jump processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(3), pages 395-410, June.
  65. Mathieu Kessler & Michael Sørensen, 2005. "On Time-Reversibility and Estimating Functions for Markov Processes," Statistical Inference for Stochastic Processes, Springer, vol. 8(1), pages 95-107, January.
  66. Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2005. "On-the-Job Search and the Wage Distribution," Journal of Labor Economics, University of Chicago Press, vol. 23(1), pages 31-58, January.
  67. Scholderer, Joachim & Grunert, Klaus G., 2005. "Consumers, food and convenience: The long way from resource constraints to actual consumption patterns," Journal of Economic Psychology, Elsevier, vol. 26(1), pages 105-128, February.
  68. Scholderer, Joachim & Grunert, Klaus G. & Brunso, Karen, 2005. "A procedure for eliminating additive bias from cross-cultural survey data," Journal of Business Research, Elsevier, vol. 58(1), pages 72-78, January.

2004

  1. Johansen S., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 169-172, April.
  2. Søren Johansen & Anders Rygh Swensen, 2004. "More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 389-397, December.
  3. He, Changli & Teräsvirta, Timo, 2004. "An Extended Constant Conditional Correlation Garch Model And Its Fourth-Moment Structure," Econometric Theory, Cambridge University Press, vol. 20(5), pages 904-926, October.
  4. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217.
  5. Tor Eriksson & Mariola Pytlikova, 2004. "Firm‐level Consequences of Large Minimum‐wage Increases in the Czech and Slovak Republics," LABOUR, CEIS, vol. 18(1), pages 75-103, March.
  6. Valdemar Smith & Mogens Dilling-Hansen & Tor Eriksson & Erik Strøjer Madsen, 2004. "R&D and productivity in Danish firms: some empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 36(16), pages 1797-1806.
  7. Helena Skyt Nielsen & Michael Rosholm & Nina Smith & Leif Husted, 2004. "Qualifications, discrimination, or assimilation? An extended framework for analysing immigrant wage gaps," Empirical Economics, Springer, vol. 29(4), pages 855-883, December.
  8. Bollerslev, Tim & Zhou, Hao, 2004. "Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65]," Journal of Econometrics, Elsevier, vol. 119(1), pages 221-222, March.
  9. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004. "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(4), pages 1079-1110, November.
  10. Vesterdal, Morten & Svendsen, Gert Tinggaard, 2004. "How should greenhouse gas permits be allocated in the EU?," Energy Policy, Elsevier, vol. 32(8), pages 961-968, June.
  11. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2004. "Rent-Seeking and Grandfathering: The Case of GHG Trade in the Eu," Energy & Environment, , vol. 15(1), pages 69-80, January.
  12. Jesper Krogstrup & Gert Tinggaard Svendsen, 2004. "Can the Eu Persuade the Us to Rejoin the Kyoto Agreement?," Energy & Environment, , vol. 15(3), pages 427-435, July.
  13. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2004. "Fighting Windmills: The Coalition of Industrialists and Environmentalists in the Climate Change Issue," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 4(4), pages 327-337, December.
  14. Urs Steiner Brandt & Gert Tinggaard Svendsen, 2004. "Surplus emission allowances as implicit side payments: could 'Hot Air' have saved the Kyoto Agreement?," Climate Policy, Taylor & Francis Journals, vol. 4(3), pages 303-318, September.
  15. Rosholm, Michael & Svarer, Michael, 2004. "Endogenous wage dispersion in a search-matching model," Labour Economics, Elsevier, vol. 11(5), pages 623-645, October.
  16. Lunde A. & Timmermann A., 2004. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 253-273, July.
  17. Elliott, Graham & Timmermann, Allan, 2004. "Optimal forecast combinations under general loss functions and forecast error distributions," Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September.
  18. Timmermann, Allan & Granger, Clive W. J., 2004. "Efficient market hypothesis and forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 15-27.
  19. Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
  20. Christian M. Dahl & Lin Xia, 2004. "Quantification of Qualitative Survey Data and Test of Consistent Expectations: A New Likelihood Approach," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(1), pages 71-92.
  21. Philipp J.H. Schroeder, 2004. "Real Versus Tariff Liberalization: A Welfare Comparison Under Monopolistic Competition," Open Economies Review, Springer, vol. 15(4), pages 403-418, October.
  22. Philipp J. H. Schröder, 2004. "The Comparison between Ad Valorem and Unit Taxes under Monopolistic Competition," Journal of Economics, Springer, vol. 83(3), pages 281-292, December.
  23. Helena Skyt Nielsen & Marianne Simonsen & Mette Verner, 2004. "Does the Gap in Family‐friendly Policies Drive the Family Gap?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(4), pages 721-744, December.
  24. Jansson, Michael, 2004. "Stationarity Testing With Covariates," Econometric Theory, Cambridge University Press, vol. 20(1), pages 56-94, February.
  25. Jansson, Michael, 2004. "03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1263-1264, December.
  26. Michael Jansson, 2004. "The Error in Rejection Probability of Simple Autocorrelation Robust Tests," Econometrica, Econometric Society, vol. 72(3), pages 937-946, May.
  27. Kristensen, Dennis & Linton, Oliver, 2004. "03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution," Econometric Theory, Cambridge University Press, vol. 20(5), pages 990-993, October.
  28. Andrew Jeffrey, 2004. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 251-289.
  29. Bent Jesper Christensen & Nabanita Datta Gupta & John Rust, 2004. "Special issue on the econometrics of social insurance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 647-648.
  30. Mark Y. An & Bent Jesper Christensen & Nabanita Datta Gupta, 2004. "Multivariate mixed proportional hazard modelling of the joint retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 687-704.
  31. Michael Svarer, 2004. "Is Your Love in Vain? Another Look at Premarital Cohabitation and Divorce," Journal of Human Resources, University of Wisconsin Press, vol. 39(2).
  32. Mark Weder, 2004. "Endogenous Monetary Growth Rules and Determinacy in Cash-in-Advance Models," Economics Bulletin, AccessEcon, vol. 5(11), pages 1-7.
  33. Weder, Mark, 2004. "Near-rational expectations in animal spirits models of aggregate fluctuations," Economic Modelling, Elsevier, vol. 21(2), pages 249-265, March.
  34. Mark Weder, 2004. "A note on conspicuous leisure, animal spirits and endogenous cycles," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 3(1), pages 1-13, April.
  35. Bentzen, Jan, 2004. "Estimating the rebound effect in US manufacturing energy consumption," Energy Economics, Elsevier, vol. 26(1), pages 123-134, January.
  36. Charlotte Christiansen, 2004. "Regime switching in the yield curve," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 315-336, April.
  37. Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335.
  38. Bond, Eric W. & Riezman, Raymond G. & Syropoulos, Constantinos, 2004. "A strategic and welfare theoretic analysis of free trade areas," Journal of International Economics, Elsevier, vol. 64(1), pages 1-27, October.
  39. Tom Engsted & Carsten Tanggaard, 2004. "The Comovement of US and UK Stock Markets," European Financial Management, European Financial Management Association, vol. 10(4), pages 593-607, December.
  40. Nielsen M.O., 2004. "Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 331-345, July.
  41. Nielsen, Morten Ørregaard, 2004. "Efficient Likelihood Inference In Nonstationary Univariate Models," Econometric Theory, Cambridge University Press, vol. 20(1), pages 116-146, February.
  42. Morten Orregaard Nielsen, 2004. "Efficient inference in multivariate fractionally integrated time series models," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 63-97, June.
  43. Nielsen, Morten Orregaard, 2004. "Spectral analysis of fractionally cointegrated systems," Economics Letters, Elsevier, vol. 83(2), pages 225-231, May.
  44. Ørregaard Nielsen, Morten, 2004. "Local empirical spectral measure of multivariate processes with long range dependence," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 145-166, January.
  45. Lars Stentoft, 2004. "Convergence of the Least Squares Monte Carlo Approach to American Option Valuation," Management Science, INFORMS, vol. 50(9), pages 1193-1203, September.
  46. Lars Stentoft, 2004. "Assessing the Least Squares Monte-Carlo Approach to American Option Valuation," Review of Derivatives Research, Springer, vol. 7(2), pages 129-168, August.
  47. Steen Nielsen & Rene Sorensen, 2004. "Motives, diffusion and utilisation of the balanced scorecard in Denmark," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 1(1), pages 103-124.
  48. Torben G. Andersen, 2004. "Discussion," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 37-48.
  49. Susanne Ditlevsen & Michael Sørensen, 2004. "Inference for Observations of Integrated Diffusion Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 417-429, September.
  50. Frédérique Bec & Anders Rahbek, 2004. "Vector equilibrium correction models with non-linear discontinuous adjustments," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 628-651, December.
  51. Jensen, Søren Tolver & Rahbek, Anders, 2004. "Asymptotic Inference For Nonstationary Garch," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1203-1226, December.
  52. Søren Tolver Jensen & Anders Rahbek, 2004. "Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case," Econometrica, Econometric Society, vol. 72(2), pages 641-646, March.
  53. M. Kessler & A. Rahbek, 2004. "Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 7(2), pages 137-151, May.
  54. Paldam, Martin, 2004. "Introduction to the 2003 European Public Choice Society plenary lectures: The Nordic welfare state--success under stress," European Journal of Political Economy, Elsevier, vol. 20(3), pages 739-742, September.
  55. Peter Løchte Jørgensen, 2004. "On accounting standards and fair valuation of life insurance and pension liabilities," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2004(5), pages 372-394.
  56. Brunso, Karen & Scholderer, Joachim & Grunert, Klaus G., 2004. "Closing the gap between values and behavior--a means-end theory of lifestyle," Journal of Business Research, Elsevier, vol. 57(6), pages 665-670, June.

2003

  1. Søren Johansen, 2003. "The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(6), pages 663-678, November.
  2. Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003. "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-121, January.
  3. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
  4. Anna Persson & Timo Teräsvirta, 2003. "The net barter terms of trade: A smooth transition approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(1), pages 81-97.
  5. Oller, Lars-Erik, 2003. "Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, ," International Journal of Forecasting, Elsevier, vol. 19(4), pages 756-758.
  6. Dilling-Hansen, Mogens & Madsen, Erik Strojer & Smith, Valdemar, 2003. "Efficiency, R&D and ownership - some empirical evidence," International Journal of Production Economics, Elsevier, vol. 83(1), pages 85-94, January.
  7. Nina Smith & Shirley Dex & Jan Dirk Vlasblom & Tim Callan, 2003. "The effects of taxation on married women's labour supply across four countries," Oxford Economic Papers, Oxford University Press, vol. 55(3), pages 417-439, July.
  8. Helena Skyt Nielsen & Michael Rosholm & Nina Smith & Leif Husted, 2003. "The school-to-work transition of 2 nd generation immigrants in Denmark," Journal of Population Economics, Springer;European Society for Population Economics, vol. 16(4), pages 755-786, November.
  9. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003. "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, vol. 71(2), pages 579-625, March.
  10. Bollerslev, Tim & Zhang, Benjamin Y. B., 2003. "Measuring and modeling systematic risk in factor pricing models using high-frequency data," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 533-558, December.
  11. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March.
  12. Svendsen, Gert Tinggaard & Vesterdal, Morten, 2003. "How to design greenhouse gas trading in the EU?," Energy Policy, Elsevier, vol. 31(14), pages 1531-1539, November.
  13. Kurrild-Klitgaard, Peter & Svendsen, Gert Tinggaard, 2003. "Rational Bandits: Plunder, Public Goods, and the Vikings," Public Choice, Springer, vol. 117(3-4), pages 255-272, December.
  14. Morten Vesterdal & Gert Tinggaard Svendsen, 2003. "EU Emission Trading: Starting with Carbon Dioxide," Energy & Environment, , vol. 14(4), pages 397-406, July.
  15. Jarka Chloupkova & Gunnar Svendsen & Gert Svendsen, 2003. "Building and destroying social capital: The case of cooperative movements in Denmark and Poland," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 20(3), pages 241-252, September.
  16. Jensen, Peter & Rosholm, Michael & Svarer, Michael, 2003. "The response of youth unemployment to benefits, incentives, and sanctions," European Journal of Political Economy, Elsevier, vol. 19(2), pages 301-316, June.
  17. Massimo Guidolin & Allan Timmermann, 2003. "Recursive Modeling of Nonlinear Dynamics in UK Stock Returns," Manchester School, University of Manchester, vol. 71(4), pages 381-395, July.
  18. Guidolin, Massimo & Timmermann, Allan, 2003. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
  19. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003. "Forecast evaluation with shared data sets," International Journal of Forecasting, Elsevier, vol. 19(2), pages 217-227.
  20. Dahl Christian M. & Gonzalez-Rivera Gloria, 2003. "Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-35, April.
  21. Dahl, Christian M. & Gonzalez-Rivera, Gloria, 2003. "Testing for neglected nonlinearity in regression models based on the theory of random fields," Journal of Econometrics, Elsevier, vol. 114(1), pages 141-164, May.
  22. Robert F. Engle & Asger Lunde, 2003. "Trades and Quotes: A Bivariate Point Process," Journal of Financial Econometrics, Oxford University Press, vol. 1(2), pages 159-188.
  23. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models: The Model Confidence Set Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December.
  24. Philipp Schröder, 2003. "Insider Privatisation and Restructuring Incentives," Economic Change and Restructuring, Springer, vol. 36(4), pages 333-349, December.
  25. Jan Guldager JØrgensen & Philipp J.H. Schr–der, 2003. "Reductions in Real versus Tariff Barriers: The Impact on Industry Concentration," Journal of Industry, Competition and Trade, Springer, vol. 3(4), pages 251-268, December.
  26. Nielsen, Helena Skyt, 2003. "Debat og kommentarer: opgørelse af kønsforskelle i ledigheden hos nyuddannede," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2003(1), pages 243-259.
  27. Jansson, Michael, 2003. "03.6.2. Unbiasedness of the OLS Estimator with Random Regressors," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1195-1195, December.
  28. Elliott, Graham & Jansson, Michael, 2003. "Testing for unit roots with stationary covariates," Journal of Econometrics, Elsevier, vol. 115(1), pages 75-89, July.
  29. Joydeep Bhattacharya & Helle Bunzel, 2003. "Dynamics of the planning solution in the discrete-time textbook model of labor market search and matching," Economics Bulletin, AccessEcon, vol. 5(19), pages 1-10.
  30. Mahenc, Philippe & Meunier, Valerie, 2003. "Forward Markets and Signals of Quality," RAND Journal of Economics, The RAND Corporation, vol. 34(3), pages 478-494, Autumn.
  31. Kristensen, Dennis & Linton, Oliver, 2003. "03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation," Econometric Theory, Cambridge University Press, vol. 19(5), pages 879-880, October.
  32. Peter Jensen & Michael Svarer, 2003. "Short- and long-term unemployment: How do temporary layoffs affect this distinction?," Empirical Economics, Springer, vol. 28(1), pages 23-44, January.
  33. Nikolaj Malchow-Møller & Michael Svarer, 2003. "Estimation of the multinomial logit model with random effects," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 389-392.
  34. Weder, Mark, 2003. "On the plausibility of sunspot equilibria," Research in Economics, Elsevier, vol. 57(1), pages 65-81, March.
  35. Christian Bjørnskov, 2003. "The Happy Few: Cross–Country Evidence on Social Capital and Life Satisfaction," Kyklos, Wiley Blackwell, vol. 56(1), pages 3-16, February.
  36. Christiansen, Charlotte, 2003. "Testing the expectations hypothesis using long-maturity forward rates," Economics Letters, Elsevier, vol. 78(2), pages 175-180, February.
  37. Niels Haldrup & David F. Hendry & Herman K. van Dijk, 2003. "Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 681-688, December.
  38. Engsted, Tom, 2003. "Misspecification versus bubbles in hyperinflation data: comment," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 441-451, August.
  39. Christoffersen, Henrik & Paldam, Martin, 2003. "Markets and Municipalities: A Study of the Behavior of the Danish Municipalities," Public Choice, Springer, vol. 114(1-2), pages 79-102, January.
  40. Paldam, Martin, 2003. "Economic freedom and the success of the Asian tigers: an essay on controversy," European Journal of Political Economy, Elsevier, vol. 19(3), pages 453-477, September.
  41. Bechmann, Ken L. & Jørgensen, Peter Løchte, 2003. "Optionsaflønning i danske børsnoterede selskaber," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2003(1), pages 68-88.

2002

  1. Søren Johansen, 2002. "Discussion," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(2), pages 213-216, June.
  2. Soren Johansen, 2002. "A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model," Econometrica, Econometric Society, vol. 70(5), pages 1929-1961, September.
  3. Johansen, Soren, 2002. "A small sample correction for tests of hypotheses on the cointegrating vectors," Journal of Econometrics, Elsevier, vol. 111(2), pages 195-221, December.
  4. He, Changli & Teräsvirta, Timo & Malmsten, Hans, 2002. "Moment Structure Of A Family Of First-Order Exponential Garch Models," Econometric Theory, Cambridge University Press, vol. 18(4), pages 868-885, August.
  5. Skalin, Joakim & Teräsvirta, Timo, 2002. "Modeling Asymmetries And Moving Equilibria In Unemployment Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 6(2), pages 202-241, April.
  6. Davidson, James & Terasvirta, Timo, 2002. "Long memory and nonlinear time series," Journal of Econometrics, Elsevier, vol. 110(2), pages 105-112, October.
  7. Lundbergh, Stefan & Terasvirta, Timo, 2002. "Evaluating GARCH models," Journal of Econometrics, Elsevier, vol. 110(2), pages 417-435, October.
  8. Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
  9. Markus Jäntti & Eva Österbacka & Oddbjörn Raaum & Tor Eriksson & Anders Björklund, 2002. "Brother correlations in earnings in Denmark, Finland, Norway and Sweden compared to the United States," Journal of Population Economics, Springer;European Society for Population Economics, vol. 15(4), pages 757-772.
  10. Valdemar Smith & Anni Lene Broberg & Jesper Overgaard, 2002. "Does Location Matter for Firms' R&D Behaviour? Empirical Evidence for Danish Firms," Regional Studies, Taylor & Francis Journals, vol. 36(8), pages 825-832.
  11. Rolf Aaberge & Anders Björklund & Markus Jäntti & Mårten Palme & Peder J. Pedersen & Nina Smith & Tom Wennemo, 2002. "Income Inequality and Income Mobility in the Scandinavian Countries Compared to the United States," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 48(4), pages 443-469, December.
  12. Smith, Nina, 2002. "Replik til "Reflektioner over Forskningskommissionens arbejde"," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2002(1), pages 204-206.
  13. Baillie, Richard T & Bollerslev, Tim, 2002. "The Message in Daily Exchange Rates: A Conditional-Variance Tale," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 60-68, January.
  14. Lars Forsberg & Tim Bollerslev, 2002. "Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 535-548.
  15. Bollerslev, Tim & Zhou, Hao, 2002. "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Journal of Econometrics, Elsevier, vol. 109(1), pages 33-65, July.
  16. Orzach, Ram & Overgaard, Per Baltzer & Tauman, Yair, 2002. "Modest Advertising Signals Strength," RAND Journal of Economics, The RAND Corporation, vol. 33(2), pages 340-358, Summer.
  17. Brandt, Urs Steiner & Svendsen, Gert Tinggaard, 2002. "Hot air in Kyoto, cold air in The Hague--the failure of global climate negotiations," Energy Policy, Elsevier, vol. 30(13), pages 1191-1199, October.
  18. Henrik Christoffersen & Gert Tinggaard Svendsen, 2002. "Bureaucratic Tax-Seeking: The Danish Waste Tax," Energy & Environment, , vol. 13(3), pages 355-366, July.
  19. Rosholm, Michael & Husted, Leif & Nielsen, Helena Skyt, 2002. "Integration over generationer? Andengenerationsindvandrernes uddannelse," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2002(1), pages 35-58.
  20. Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 495-510, December.
  21. Christian M. Dahl, 2002. "An investigation of tests for linearity and the accuracy of likelihood based inference using random fields," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 263-284, June.
  22. Jansson, Michael & Haldrup, Niels, 2002. "Regression Theory For Nearly Cointegrated Time Series," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1309-1335, December.
  23. Jansson, Michael, 2002. "Consistent Covariance Matrix Estimation For Linear Processes," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1449-1459, December.
  24. L. J. Tranvik & M. Jansson, 2002. "Terrestrial export of organic carbon," Nature, Nature, vol. 415(6874), pages 861-862, February.
  25. Munch, Jakob Roland & Svarer, Michael, 2002. "Rent control and tenancy duration," Journal of Urban Economics, Elsevier, vol. 52(3), pages 542-560, November.
  26. Michael C. Burda & Mark Weder, 2002. "Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles," German Economic Review, Verein für Socialpolitik, vol. 3(1), pages 1-24, February.
  27. Harrison, Sharon G. & Weder, Mark, 2002. "Tracing externalities as sources of indeterminacy," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 851-867, May.
  28. Mark Weder, 2002. "On Forecasting Heterogeneity, Irrational Exuberance, and the Multiplicity of Rational Expectations Equilibria," Journal of Economics, Springer, vol. 76(3), pages 201-215, September.
  29. J. Chloupková & Ch. BJØRNSKOV, 2002. "Could social capital help Czech agriculture?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 48(6), pages 245-250.
  30. Christiansen, Charlotte, 2002. "Credit spreads and the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 279-295.
  31. Niels Haldrup & Peter Lildholdt, 2002. "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(2), pages 155-171, March.
  32. Engsted, Tom & Tanggaard, Carsten, 2002. "The relation between asset returns and inflation at short and long horizons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 101-118, April.
  33. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2002. "An Empirical Investigation of Continuous‐Time Equity Return Models," Journal of Finance, American Finance Association, vol. 57(3), pages 1239-1284, June.
  34. Tom Engsted, 2002. "Measures of Fit for Rational Expectations Models," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 301-355, July.
  35. Engsted, Tom, 2002. "Measuring noise in the Permanent Income Hypothesis," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 353-370, September.
  36. Bent Jesper Christensen & Charlotte Strunk Hansen, 2002. "New evidence on the implied-realized volatility relation," The European Journal of Finance, Taylor & Francis Journals, vol. 8(2), pages 187-205, June.
  37. Henrik Hansen & Anders Rahbek, 2002. "Approximate Conditional Unit Root Inference," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 1-28, January.
  38. Paldam, Martin, 2002. "The cross-country pattern of corruption: economics, culture and the seesaw dynamics," European Journal of Political Economy, Elsevier, vol. 18(2), pages 215-240, June.
  39. Grosen, Anders & Jørgensen, Peter Løchte, 2002. "The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis," Journal of Pension Economics and Finance, Cambridge University Press, vol. 1(3), pages 249-268, November.
  40. Peter Løchte Jørgensen, 2002. "American-style Indexed Executive Stock Options," Review of Finance, European Finance Association, vol. 6(3), pages 321-358.

2001

  1. Franses, Philip Hans & Teräsvirta, Timo, 2001. "Introduction To The Special Issue: Nonlinear Modeling Of Multivariate Macroeconomic Relations," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 461-465, September.
  2. Timo Teräsvirta & Ann-Charlotte Eliasson, 2001. "Non-linear error correction and the UK demand for broad money, 1878-1993," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 277-288.
  3. Bentzen, Jan & Eriksson, Tor & Smith, Valdemar, 2001. "Alcohol Consumption in European Countries Time series based tests of convergence," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 60.
  4. Madsen, Erik Strøjer & Eriksson, Tor & Smith, Valdemar & Dilling-Hansen, Mogens, 2001. "Produktivitetsforskelle mellem danske virksomheder – afhængighed af brancheforhold," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2001(1), pages 133-148.
  5. Tor Eriksson & Erik Strøjer Madsen & Mogens Dilling-Hansen & Valdemar Smith, 2001. "Determinants of CEO and Board Turnover," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 28(3), pages 243-257, September.
  6. Valdemar Smith & Erik Strøjer Madsen, 2001. "Investment in R&D and Corporate Governance," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(2), pages 263-274.
  7. Valdemar Smith, 2001. "Comments: Kommentar zu: Sunk Costs, Managerial Incentives and Firm Productivity," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(2), pages 288-288.
  8. Jan Bentzen & Valdemar Smith, 2001. "Spillovers in R&D activities: An empirical analysis of the Nordic countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 7(2), pages 199-212, May.
  9. Leif Husted & Helena Skyt Nielsen & Michael Rosholm & Nina Smith, 2001. "Employment and wage assimilation of male first‐generation immigrants in Denmark," International Journal of Manpower, Emerald Group Publishing Limited, vol. 22(1/2), pages 39-71, February.
  10. Tim Barmby & Nina Smith, 2001. "Household labour supply in Britain and Denmark: some interpretations using a model of Pareto Optimal behaviour," Applied Economics, Taylor & Francis Journals, vol. 33(9), pages 1109-1116.
  11. Tim Bollerslev & Jonathan H. Wright, 2001. "High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 596-602, November.
  12. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001. "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, vol. 61(1), pages 43-76, July.
  13. Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
  14. Andersen T. G & Bollerslev T. & Diebold F. X & Labys P., 2001. "The Distribution of Realized Exchange Rate Volatility," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 42-55, March.
  15. Torben G. Andersen & Tim Bollerslev & Ashish Das, 2001. "Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns," Journal of Finance, American Finance Association, vol. 56(1), pages 305-327, February.
  16. Mark N. Hertzendorf & Per Baltzer Overgaard, 2001. "Price Competition and Advertising Signals: Signaling by Competing Senders," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 10(4), pages 621-662, December.
  17. H. Peter Møllgaard & Per Baltzer Overgaard, 2001. "Market Transparency and Competition Policy," Rivista di Politica Economica, SIPI Spa, vol. 91(4), pages 11-64, April-May.
  18. Svendsen, Gert Tinggaard & Daugbjerg, Carsten & Hjollund, Lene & Pedersen, Anders Branth, 2001. "Consumers, industrialists and the political economy of green taxation: CO2 taxation in OECD," Energy Policy, Elsevier, vol. 29(6), pages 489-497, May.
  19. Lene Hjøllund & Gert Tinggaard Svendsen, 2001. "Why Green Taxation?," Energy & Environment, , vol. 12(1), pages 29-38, January.
  20. Rosholm, Michael & Svarer, Michael, 2001. "Structurally dependent competing risks," Economics Letters, Elsevier, vol. 73(2), pages 169-173, November.
  21. H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.
  22. Michael Rosholm & Helena Skyt Nielsen, 2001. "The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach," Empirical Economics, Springer, vol. 26(1), pages 169-182.
  23. Michael Rosholm, 2001. "Cyclical variations in unemployment duration," Journal of Population Economics, Springer;European Society for Population Economics, vol. 14(1), pages 173-191.
  24. Timmermann, Allan, 2001. "Structural Breaks, Incomplete Information, and Stock Prices," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 299-314, July.
  25. Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
  26. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2001. "Dangers of data mining: The case of calendar effects in stock returns," Journal of Econometrics, Elsevier, vol. 105(1), pages 249-286, November.
  27. Dahl Christian M. & Hansen Niels L., 2001. "The Formation of Inflation Expectations under Changing Inflation Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-31, January.
  28. Morten B. Jensen & Asger Lunde, 2001. "The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-10.
  29. Schroder, Philipp J. H., 2001. "On the speed and boundaries of structural adjustment when fiscal policy is tight," Economic Systems, Elsevier, vol. 25(4), pages 345-364, December.
  30. Philipp J. H. Schroeder, 2001. "Reconsidering Money: Monetary Exchange with Additive Transaction Costs," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 157(2), pages 301-318, June.
  31. Helena Skyt Nielsen, 2001. "How Sensitive is the Demand for Primary Education to Changes in Economic Factors?," Journal of African Economies, Centre for the Study of African Economies, vol. 10(2), pages 191-218.
  32. Sudharshan Canagarajah & Helena Skyt Nielsen, 2001. "Child Labor in Africa: A Comparative Study," The ANNALS of the American Academy of Political and Social Science, , vol. 575(1), pages 71-91, May.
  33. Pieter Bevelander & Helena Skyt Nielsen, 2001. "Declining employment success of immigrant males in Sweden: Observed or unobserved characteristics?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 14(3), pages 455-471.
  34. Nielsen, Helena Skyt & Westergard-Nielsen, Niels, 2001. "Returns to Schooling in Less Developed Countries: New Evidence from Zambia," Economic Development and Cultural Change, University of Chicago Press, vol. 49(2), pages 365-394, January.
  35. Bunzel H. & Kiefer N. M. & Vogelsang T. J., 2001. "Simple Robust Testing of Hypotheses in Nonlinear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1088-1096, September.
  36. Weder, Mark, 2001. "Indeterminacy in a Small Open Economy Ramsey Growth Model," Journal of Economic Theory, Elsevier, vol. 98(2), pages 339-356, June.
  37. Bentzen, Jan & Engsted, Tom, 2001. "A revival of the autoregressive distributed lag model in estimating energy demand relationships," Energy, Elsevier, vol. 26(1), pages 45-55.
  38. Kose, M. Ayhan & Riezman, Raymond, 2001. "Trade shocks and macroeconomic fluctuations in Africa," Journal of Development Economics, Elsevier, vol. 65(1), pages 55-80, June.
  39. Engsted, Tom & Tanggaard, Carsten, 2001. "The Danish stock and bond markets: comovement, return predictability and variance decomposition," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 243-271, July.
  40. Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001. "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, vol. 105(1), pages 185-223, November.
  41. Engsted, Tom, 2001. "»Afkast og risiko ved aktieinvesteringer på kort og langt sigt«," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2001(1), pages 316-319.
  42. Engsted, Tom, 2001. "Replik til Nielsen og Risager," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2001(1), pages 321-322.
  43. Bo Martin Bibby & Michael Sørensen, 2001. "Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 99-112, March.
  44. Christensen Bent Jesper & Poulsen Rolf, 2001. "Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion," Monte Carlo Methods and Applications, De Gruyter, vol. 7(1-2), pages 111-124, December.
  45. Mathieu Kessler & Anders Rahbek, 2001. "Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(3), pages 455-470, September.
  46. Martin Paldam, 2001. "Corruption and Religion Adding to the Economic Model," Kyklos, Wiley Blackwell, vol. 54(2‐3), pages 383-413, May.
  47. Bjarke Jensen & Peter Løchte Jørgensen & Anders Grosen, 2001. "A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 26(1), pages 57-84, June.
  48. Peter Løchte Jørgensen, 2001. "Life Insurance Contracts with Embedded Options," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 3(1), pages 19-30, April.

2000

  1. Johansen, Søren, 2000. "A Bartlett Correction Factor For Tests On The Cointegrating Relations," Econometric Theory, Cambridge University Press, vol. 16(5), pages 740-778, October.
  2. 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.
  3. Johansen, Soren, 2000. "Modelling of cointegration in the vector autoregressive model," Economic Modelling, Elsevier, vol. 17(3), pages 359-373, August.
  4. Andersen, Torben M & Hylleberg, Svend, 2000. "Sources of Persistence in Employment Adjustment--Denmark 1974-93," Oxford Economic Papers, Oxford University Press, vol. 52(1), pages 72-95, January.
  5. Eriksson, Tor & Lausten, Mette, 2000. "Managerial pay and firm performance -- Danish evidence," Scandinavian Journal of Management, Elsevier, vol. 16(3), pages 269-286, September.
  6. Mogens Dilling-Hansen & Tor Eriksson & Erik Madsen & Valdemar Smith, 2000. "Research and development and productivity: Evidence from Danish firm-level data," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 366-367, May.
  7. Peder J. Pedersen & Nina Smith, 2000. "Trends in Danish Income Distribution," LABOUR, CEIS, vol. 14(3), pages 523-546, September.
  8. Rolf Aaberge & Tom Wennemo & Anders Bjorklund & Markus Jantti & Peder J. Pedersen & Nina Smith, 2000. "Unemployment Shocks and Income Distribution: How did the Nordic Countries Fare during their Crises?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 102(1), pages 77-99, March.
  9. Baillie, Richard T. & Bollerslev, Tim, 2000. "The forward premium anomaly is not as bad as you think," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 471-488, August.
  10. Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000. "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 107-130, June.
  11. Bollerslev, Tim & Wright, Jonathan H., 2000. "Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data," Journal of Econometrics, Elsevier, vol. 98(1), pages 81-106, September.
  12. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 159-179, September.
  13. Paldam, Martin & Svendsen, Gert Tinggaard, 2000. "An essay on social capital: looking for the fire behind the smoke," European Journal of Political Economy, Elsevier, vol. 16(2), pages 339-366, June.
  14. Jan-Tjeerd Boom & Gert Tinggaard Svendsen, 2000. "The Political Economy of International Emissions Trading Scheme Choice: A Theoretical Analysis," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 156(4), pages 548-548, December.
  15. Rosholm, Michael, 2000. "Observed and unobserved heterogeneity in the duration dependency parameter," Economics Letters, Elsevier, vol. 66(3), pages 347-351, March.
  16. Rosholm, Michael, 2000. "En empirisk undersøgelse af ledighedens varighed og varighedsafhængighed," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2000(1), pages 314-328.
  17. Pesaran, M Hashem & Timmermann, Allan, 2000. "A Recursive Modelling Approach to Predicting UK Stock Returns," Economic Journal, Royal Economic Society, vol. 110(460), pages 159-191, January.
  18. Timmermann, Allan, 2000. "Moments of Markov switching models," Journal of Econometrics, Elsevier, vol. 96(1), pages 75-111, May.
  19. Philipp Schröder, 2000. "The fiscal constraint to restructuring firms in transition economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(1), pages 37-47, March.
  20. Helena Skyt Nielsen, 2000. "Wage discrimination in Zambia: an extension of the Oaxaca-Blinder decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 405-408.
  21. Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel, 2000. "Simple Robust Testing of Regression Hypotheses," Econometrica, Econometric Society, vol. 68(3), pages 695-714, May.
  22. Christensen, Bent Jesper & Gupta, Nabanita Datta, 2000. "Effekten af pensionsreform på danske ægtepars udtræden af arbejdsmarkedet," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2000(1), pages 222-242.
  23. Mark Weder, 2000. "Consumption Externalities, Production Externalities and Indeterminacy," Metroeconomica, Wiley Blackwell, vol. 51(4), pages 435-453, November.
  24. Weder, Mark, 2000. "Animal spirits, technology shocks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 24(2), pages 273-295, February.
  25. Harrison, Sharon & Weder, Mark, 2000. "Indeterminacy in a model with aggregate and sector-specific externalities," Economics Letters, Elsevier, vol. 69(2), pages 173-179, November.
  26. Weder, Mark, 2000. "Can Habit Formation Solve the Consumption Anomaly in the Two-Sector Business Cycle Model?," Journal of Macroeconomics, Elsevier, vol. 22(3), pages 433-444, July.
  27. M. Ayhan Kose & Raymond Riezman, 2000. "Understanding the Welfare Implications of Preferential Trade Agreements," Review of International Economics, Wiley Blackwell, vol. 8(4), pages 619-633, November.
  28. Andersen, Torben G, 2000. "Some Reflections on Analysis of High-Frequency Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 146-153, April.
  29. Andersen, Torben G., 2000. "Simulation-Based Econometric Methods," Econometric Theory, Cambridge University Press, vol. 16(1), pages 131-138, February.
  30. Tom Engsted & Ken Nyholm, 2000. "Regime shifts in the Danish term structure of interest rates," Empirical Economics, Springer, vol. 25(1), pages 1-13.
  31. Michael Sørensen, 2000. "Prediction-based estimating functions," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 123-147.
  32. Bent Nielsen & Anders Rahbek, 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.
  33. Grosen, Anders & Lochte Jorgensen, Peter, 2000. "Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 37-57, February.
  34. Asbjørn T. Hansen & Peter Løchte Jørgensen, 2000. "Analytical Valuation of American-Style Asian Options," Management Science, INFORMS, vol. 46(8), pages 1116-1136, August.

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. Johansen, Soren & Swensen, Anders Rygh, 1999. "Testing exact rational expectations in cointegrated vector autoregressive models," Journal of Econometrics, Elsevier, vol. 93(1), pages 73-91, November.
  3. Changli He & Timo Terasvirta, 1999. "Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(1), pages 23-30, January.
  4. He, Changli & Teräsvirta, Timo, 1999. "FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS," Econometric Theory, Cambridge University Press, vol. 15(6), pages 824-846, December.
  5. Granger, Clive W. J. & Terasvirta, Timo, 1999. "A simple nonlinear time series model with misleading linear properties," Economics Letters, Elsevier, vol. 62(2), pages 161-165, February.
  6. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1999. "Testing parameter constancy in linear models against stochastic stationary parameters," Journal of Econometrics, Elsevier, vol. 90(2), pages 193-213, June.
  7. He, Changli & Terasvirta, Timo, 1999. "Properties of moments of a family of GARCH processes," Journal of Econometrics, Elsevier, vol. 92(1), pages 173-192, September.
  8. Skalin, Joakim & Terasvirta, Timo, 1999. "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 359-378, July-Aug..
  9. Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
  10. Tor Eriksson & Jaromír Gottwald & Pavel Mrázek, 1999. "An analysis of the determinants of managerial pay in the czech republic," Prague Economic Papers, Prague University of Economics and Business, vol. 1999(3).
  11. Eriksson, Tor, 1999. "Executive Compensation and Tournament Theory: Empirical Tests on Danish Data," Journal of Labor Economics, University of Chicago Press, vol. 17(2), pages 262-280, April.
  12. Bollerslev, Tim & Jubinski, Dan, 1999. "Equity Trading Volume and Volatility: Latent Information Arrivals and Common Long-Run Dependencies," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 9-21, January.
  13. Bollerslev, Tim & Ole Mikkelsen, Hans, 1999. "Long-term equity anticipation securities and stock market volatility dynamics," Journal of Econometrics, Elsevier, vol. 92(1), pages 75-99, September.
  14. Andersen, Torben G. & Bollerslev, Tim & Lange, Steve, 1999. "Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 457-477, December.
  15. Svendsen, Gert Tinggaard & Christensen, Jan Lien, 1999. "The US SO2 auction: analysis and generalization," Energy Economics, Elsevier, vol. 21(5), pages 403-416, October.
  16. Jan Lien Christensen & Gert Tinggard Svendsen, 1999. "The US SO2 Auction and Enviromental Regulation," Homo Oeconomicus, Institute of SocioEconomics, vol. 16, pages 191-204.
  17. Svendsen, Gert Tinggaard, 1999. "U.S. Interest Groups Prefer Emission Trading: A New Perspective," Public Choice, Springer, vol. 101(1-2), pages 109-128, October.
  18. Clive Granger & Allan Timmermann, 1999. "Data mining with local model specification uncertainty: a discussion of Hoover and Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 220-225.
  19. Lunde, Asger & Timmermann, Allan & Blake, David, 1999. "The hazards of mutual fund underperformance: A Cox regression analysis," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 121-152, April.
  20. Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999. "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, vol. 72(4), pages 429-461, October.
  21. Engsted, Tom & Haldrup, Niels, 1999. "Estimating the LQAC Model with I(2) Variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 155-170, March-Apr.
  22. Raymond Riezman, 1999. "Can Bilateral Trade Agreements Help Induce Free Trade," Canadian Journal of Economics, Canadian Economics Association, vol. 32(3), pages 751-766, May.
  23. N. E. Savin & A. H. Wurtz, 1999. "Power of Tests in Binary Response Models," Econometrica, Econometric Society, vol. 67(2), pages 413-422, March.
  24. 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.
  25. Tom Engsted & Niels Haldrup, 1999. "Multicointegration in Stock‐Flow Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 237-254, May.
  26. Tomas Björk & Bent Jesper Christensen, 1999. "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
  27. Bent Jesper Christensen, 1999. "Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’," Review of Finance, European Finance Association, vol. 3(3), pages 311-317.
  28. Anders Rahbek & Rocco Mosconi, 1999. "Cointegration rank inference with stationary regressors in VAR models," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 76-91.
  29. Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999. "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, vol. 90(2), pages 265-289, June.
  30. 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. Johansen, Soren & Schaumburg, Ernst, 1998. "Likelihood analysis of seasonal cointegration," Journal of Econometrics, Elsevier, vol. 88(2), pages 301-339, November.
  2. Timo Teräsvirta & Svend Hylleberg, 1998. "Comments on N. R. Ericsson, D. F. Hendry and K.M. Prestwich, “The Demand for Broad Money in the United Kingdom, 1878–1993”," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 325-334, March.
  3. Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998. "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 217-244.
  4. Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
  5. Hylleberg, Svend, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 167-168, April.
  6. Andersen, Torben M. & Hylleberg, Svend, 1998. "Wage Adjustment And Employment Persistency," Macroeconomic Dynamics, Cambridge University Press, vol. 2(4), pages 472-491, December.
  7. Tor Eriksson & Jaakko Pehkonen, 1998. "Unemployment Flows in Finland, 1969–95: A Time Series Analysis," LABOUR, CEIS, vol. 12(3), pages 571-593, September.
  8. Andersen, Torben G & Bollerslev, Tim, 1998. "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 885-905, November.
  9. T. G. Andersen & T. Bollerslev, 1998. "Towards a unified framework for high and low frequency return volatility modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(3), pages 273-302, November.
  10. Albaek, Svend & Overgaard, Per Baltzer, 1998. "Receiver discretion in signalling models: Information transmission to competing retailers," International Journal of Industrial Organization, Elsevier, vol. 16(2), pages 209-228, March.
  11. Svendsen, Gert Tinggaard, 1998. "A general model for CO2 regulation: the case of Denmark," Energy Policy, Elsevier, vol. 26(1), pages 33-44, January.
  12. G T Svendsen, 1998. "The US Acid Rain Program: Design, Performance, and Assessment," Environment and Planning C, , vol. 16(6), pages 723-734, December.
  13. Nielsen, Helena Skyt, 1998. "Discrimination and detailed decomposition in a logit model," Economics Letters, Elsevier, vol. 61(1), pages 115-120, October.
  14. Biechl, H & Koch, A & Matt, A, 1998. "Simulation of the transient operational behaviour of a novel electromechanical vibration exciter for rock drills," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 46(3), pages 397-411.
  15. Weder, Mark, 1998. "Fickle Consumers, Durable Goods, and Business Cycles," Journal of Economic Theory, Elsevier, vol. 81(1), pages 37-57, July.
  16. Haldrup, Niels & Salmon, Mark, 1998. "Representations of I(2) cointegrated systems using the Smith-McMillan form," Journal of Econometrics, Elsevier, vol. 84(2), pages 303-325, June.
  17. Niels Haldrup, 1998. "An Econometric Analysis of I(2) Variables," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 595-650, December.
  18. M. Ayhan Kose & Raymond Riezman, 1998. "External Shocks and Economic Dynamics: The Case of African Countries," Journal of African Development, African Finance and Economic Association (AFEA), vol. 3(1), pages 1-42.
  19. Andersen, Torben G., 1998. "The Econometrics Of Financial Markets," Econometric Theory, Cambridge University Press, vol. 14(5), pages 671-685, October.
  20. Engsted, Tom, 1998. "Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 533-552, July.
  21. Engsted, Tom, 1998. "Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(4), pages 291-302, October.
  22. Tom Engsted, 1998. "Do farmland prices reflect rationally expected future rents?," Applied Economics Letters, Taylor & Francis Journals, vol. 5(2), pages 75-79.
  23. Bjork, Tomas & Christensen, Bent Jesper & Gombani, Andrea, 1998. "Some system theoretic aspects of interest rate theory," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 17-23, May.
  24. Christensen, B. J. & Prabhala, N. R., 1998. "The relation between implied and realized volatility," Journal of Financial Economics, Elsevier, vol. 50(2), pages 125-150, November.

1997

  1. Terasvirta, Timo, 1997. "The International Institute of Forecasters Award for the Best Forecasting Paper," International Journal of Forecasting, Elsevier, vol. 13(4), pages 591-592, December.
  2. Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
  3. Eriksson, Tor & Jantti, Markus, 1997. "The distribution of earnings in Finland 1971-1990," European Economic Review, Elsevier, vol. 41(9), pages 1763-1779, December.
  4. Bentzen, Jan & Smith, Valdemar & Dilling-Hansen, Mogens, 1997. "Regional income effects and renewable fuels : Increased usage of renewable energy sources in Danish rural areas and its impact on regional incomes," Energy Policy, Elsevier, vol. 25(2), pages 185-191, February.
  5. Bollerslev, Tim & Domowitz, Ian & Wang, Jianxin, 1997. "Order flow and the bid-ask spread: An empirical probability model of screen-based trading," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1471-1491, June.
  6. Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
  7. Andersen, Torben G & Bollerslev, Tim, 1997. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, vol. 52(3), pages 975-1005, July.
  8. Peter Jensen & Helena Skyt Nielsen, 1997. "Child labour or school attendance? Evidence from Zambia," Journal of Population Economics, Springer;European Society for Population Economics, vol. 10(4), pages 407-424.
  9. Nabanita Datta Gupta, 1997. "Book Review: Labor Economics: Comparable Worth: Is it a Worthy Policy," ILR Review, Cornell University, ILR School, vol. 50(2), pages 358-359, January.
  10. Granger, Clive W J & Haldrup, Niels, 1997. "Separation in Cointegrated Systems and Persistent-Transitory Decompositions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 449-463, November.
  11. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September.
  12. Engsted, Tom & Gonzalo, Jesus & Haldrup, Niels, 1997. "Testing for multicointegration," Economics Letters, Elsevier, vol. 56(3), pages 259-266, November.
  13. Engsted, Tom & Haldrup, Niels, 1997. "Money demand, adjustment costs, and forward-looking behavior," Journal of Policy Modeling, Elsevier, vol. 19(2), pages 153-173, April.
  14. Riezman, Raymond & Wilson, John Douglas, 1997. "Political reform and trade policy," Journal of International Economics, Elsevier, vol. 42(1-2), pages 67-90, February.
  15. Noussair, Charles N & Plott, Charles R & Riezman, Raymond G, 1997. "The Principles of Exchange Rate Determination in an International Financial Experiment," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 822-861, August.
  16. Tanggaard, Carsten, 1997. "Nonparametric Smoothing of Yield Curves," Review of Quantitative Finance and Accounting, Springer, vol. 9(3), pages 251-267, October.
  17. 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.
  18. Andersen, Torben G. & Lund, Jesper, 1997. "Estimating continuous-time stochastic volatility models of the short-term interest rate," Journal of Econometrics, Elsevier, vol. 77(2), pages 343-377, April.
  19. Christensen, Bent Jesper & Kiefer, Nicholas M., 1997. "Inference in non-linear panel models with partially missing observations The case of the equilibrium search model," Journal of Econometrics, Elsevier, vol. 79(2), pages 201-219, August.
  20. Nannestad, Peter & Paldam, Martin, 1997. "The grievance asymmetry revisited: A micro study of economic voting in Denmark,1986-1992," European Journal of Political Economy, Elsevier, vol. 13(1), pages 81-99, February.
  21. Paldam, Martin, 1997. "Dutch disease and rent seeking: The Greenland model," European Journal of Political Economy, Elsevier, vol. 13(3), pages 591-614, September.
  22. Nannestad, Peter & Paldam, Martin, 1997. "From the Pocketbook of the Welfare Man: A Pooled Cross-Section Study of Economic Voting in Denmark, 1986–92," British Journal of Political Science, Cambridge University Press, vol. 27(1), pages 111-155, January.

1996

  1. Jansen, Eilev S & Terasvirta, Timo, 1996. "Testing Parameter Constancy and Super Exogeneity in Econometric Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 735-763, November.
  2. Teräsvirta Timo, 1996. "Power Properties of Linearity Tests for Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-10, April.
  3. Eitrheim, Oyvind & Terasvirta, Timo, 1996. "Testing the adequacy of smooth transition autoregressive models," Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September.
  4. Kauppi, Eija & Lassila, Jukka & Terasvirta, Timo, 1996. "Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993," International Journal of Forecasting, Elsevier, vol. 12(3), pages 373-381, September.
  5. Hylleberg, Svend, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 388-389, July.
  6. Engle, Robert F & Hylleberg, Svend, 1996. "Common Seasonal Features: Global Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 615-630, November.
  7. Rosholm, Michael & Smith, Nina, 1996. "The Danish Gender Wage Gap in the 1980s: A Panel Data Study," Oxford Economic Papers, Oxford University Press, vol. 48(2), pages 254-279, April.
  8. Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
  9. Bollerslev, Tim & Ole Mikkelsen, Hans, 1996. "Modeling and pricing long memory in stock market volatility," Journal of Econometrics, Elsevier, vol. 73(1), pages 151-184, July.
  10. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996. "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 74(1), pages 3-30, September.
  11. Hansen, Per Svejstrup & Mollgaard, Hans Peter & Overgaard, Per Baltzer & Sorensen, Jan Rose, 1996. "Asymmetric adjustment in symmetric duopoly," Economics Letters, Elsevier, vol. 53(2), pages 183-188, November.
  12. Haldrup, Niels, 1996. "Mirror image distributions and the Dickey-Fuller regression with a maintained trend," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 301-312.
  13. Riezman, Raymond G & Whiteman, Charles H & Summers, Peter M, 1996. "The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth," Empirical Economics, Springer, vol. 21(1), pages 77-110.
  14. 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 328-352, July.
  15. Andersen, Torben G, 1996. "Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility," Journal of Finance, American Finance Association, vol. 51(1), pages 169-204, March.
  16. Engsted, Tom, 1996. "The monetary model of the exchange rate under hyperinflation: New encouraging evidence," Economics Letters, Elsevier, vol. 51(1), pages 37-44, April.
  17. Engsted, Tom, 1996. "The predictive power of the money market term structure," International Journal of Forecasting, Elsevier, vol. 12(2), pages 289-295, June.
  18. Lund, Jesper & Engsted, Tom, 1996. "GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 497-521, August.
  19. Uwe Küchler & Michael Sørensen, 1996. "Curved exponential families of stochastic processes and their envelope families," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(1), pages 61-74, March.
  20. Sørensen, Michael, 1996. "A semimartingale approach to some problems in Risk Theory," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 15-23, May.

1995

  1. Johansen, Søren, 1995. "A Stastistical Analysis of Cointegration for I(2) Variables," Econometric Theory, Cambridge University Press, vol. 11(1), pages 25-59, February.
  2. Johansen, Soren, 1995. "The Role of Ancillarity in Inference for Non-stationary Variables," Economic Journal, Royal Economic Society, vol. 105(429), pages 302-320, March.
  3. Johansen, Soren, 1995. "Identifying restrictions of linear equations with applications to simultaneous equations and cointegration," Journal of Econometrics, Elsevier, vol. 69(1), pages 111-132, September.
  4. Terasvirta, Timo, 1995. "Professor Clive W.J. Granger: An interview for the International Journal of Forecasting," International Journal of Forecasting, Elsevier, vol. 11(4), pages 585-590, December.
  5. Terasvirta, Timo, 1995. "Modelling Nonlinearity in U.S. Gross National Product 1889-1987," Empirical Economics, Springer, vol. 20(4), pages 577-597.
  6. Haldrup, Niels & Hylleberg, Svend, 1995. "A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence," Economics Letters, Elsevier, vol. 48(3-4), pages 221-228, June.
  7. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  8. Hylleberg, Svend, 1995. "Tests for seasonal unit roots general to specific or specific to general?," Journal of Econometrics, Elsevier, vol. 69(1), pages 5-25, September.
  9. Dex, Shirley, et al, 1995. "Cross-National Comparisons of the Labour Force Participation of Women Married to Unemployed Men," Oxford Economic Papers, Oxford University Press, vol. 47(4), pages 611-635, October.
  10. Bollerslev, Tim & Rossi, Peter E, 1995. "Dan Nelson Remembered," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 361-364, October.
  11. Svendsen, Gert T, 1995. "California shows the future of electricity production in the Single Market," Energy Policy, Elsevier, vol. 23(10), pages 857-859, October.
  12. Pesaran, M Hashem & Timmermann, Allan, 1995. "Predictability of Stock Returns: Robustness and Economic Significance," Journal of Finance, American Finance Association, vol. 50(4), pages 1201-1228, September.
  13. Satchell, Steve & Timmermann, Allan, 1995. "On the optimality of adaptive expectations: Muth revisited," International Journal of Forecasting, Elsevier, vol. 11(3), pages 407-416, September.
  14. Timmermann, Allan, 1995. "Cointegration Tests of Present Value Models with a Time-Varying Discount Factor," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 17-31, Jan.-Marc.
  15. Noussair, Charles N & Plott, Charles R & Riezman, Raymond G, 1995. "An Experimental Investigation of the Patterns of International Trade," American Economic Review, American Economic Association, vol. 85(3), pages 462-491, June.
  16. Engsted, Tom, 1995. "Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis," The Review of Economics and Statistics, MIT Press, vol. 77(1), pages 42-54, February.
  17. Paldam, Martin & Skott, Peter, 1995. "A Rational-Voter Explanation of the Cost of Ruling," Public Choice, Springer, vol. 83(1-2), pages 159-172, April.

1994

  1. Johansen, Soren & Juselius, Katarina, 1994. "Identification of the long-run and the short-run structure an application to the ISLM model," Journal of Econometrics, Elsevier, vol. 63(1), pages 7-36, July.
  2. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
  3. Deutsch, Melinda & Granger, Clive W. J. & Terasvirta, Timo, 1994. "The combination of forecasts using changing weights," International Journal of Forecasting, Elsevier, vol. 10(1), pages 47-57, June.
  4. Baillie, Richard T & Bollerslev, Tim, 1994. "The long memory of the forward premium," Journal of International Money and Finance, Elsevier, vol. 13(5), pages 565-571, October.
  5. Bollerslev, Tim & Melvin, Michael, 1994. "Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis," Journal of International Economics, Elsevier, vol. 36(3-4), pages 355-372, May.
  6. Baillie, Richard T & Bollerslev, Tim, 1994. "Cointegration, Fractional Cointegration, and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 737-745, June.
  7. Albaek, Svend & Overgaard, Per Baltzer, 1994. "Advertising and pricing to deter or accommodate entry when demand is unknown: Comment," International Journal of Industrial Organization, Elsevier, vol. 12(1), pages 83-87, March.
  8. Overgaard, Per Baltzer, 1994. "Equilibrium effects of potential entry when prices signal quality," European Economic Review, Elsevier, vol. 38(2), pages 367-383, February.
  9. Per Baltzer Overgaard, 1994. "The Scale of Terrorist Attacks as a Signal of Resources," Journal of Conflict Resolution, Peace Science Society (International), vol. 38(3), pages 452-478, September.
  10. Timmermann, Allan, 1994. "Can Agents Learn to Form Rational Expectations? Some Results on Convergence and Stability of Learning in the UK Stock Market," Economic Journal, Royal Economic Society, vol. 104(425), pages 777-797, July.
  11. Timmermann, Allan, 1994. "Present value models with feedback : Solutions, stability, bubbles, and some empirical evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1093-1119, November.
  12. Pesaran, M. Hashem & Timmermann, Allan G., 1994. "A generalization of the non-parametric Henriksson-Merton test of market timing," Economics Letters, Elsevier, vol. 44(1-2), pages 1-7.
  13. Satchell, Steve & Timmermann, Allan, 1994. "Optimal properties of exponentially weighted forecasts in the presence of different information sources," Economics Letters, Elsevier, vol. 45(2), pages 169-174, June.
  14. Timmermann, Allan, 1994. "Why do dividend yields forecast stock returns?," Economics Letters, Elsevier, vol. 46(2), pages 149-158, October.
  15. Gupta, Nabanita Datta, 1994. "A specification test of the determinants of male-female occupational differences," Economics Letters, Elsevier, vol. 44(1-2), pages 197-203.
  16. Bentzen, Jan, 1994. "An empirical analysis of gasoline demand in Denmark using cointegration techniques," Energy Economics, Elsevier, vol. 16(2), pages 139-143, April.
  17. Franses, Philip Hans & Haldrup, Niels, 1994. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 471-478, October.
  18. Haldrup, Niels, 1994. "Semiparametric Tests for Double Unit Roots," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 109-122, January.
  19. Engsted, Tom & Haldrup, Niels, 1994. "The Linear Quadratic Adjustment Cost Model and the Demand for Labour," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages 145-159, Suppl. De.
  20. Haldrup, Niels, 1994. "The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables," Journal of Econometrics, Elsevier, vol. 63(1), pages 153-181, July.
  21. Engsted, Tom & Tanggaard, Carsten, 1994. "Cointegration and the US term structure," Journal of Banking & Finance, Elsevier, vol. 18(1), pages 167-181, January.
  22. Andersen, Torben G, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 389-392, October.
  23. Bent Jesper Christensen, 1994. "Efficiency Gains In Beta‐Pricing Models1," Mathematical Finance, Wiley Blackwell, vol. 4(2), pages 143-154, April.
  24. Christensen, Bent Jesper & Kiefer, Nicholas M, 1994. "Measurement Error in the Prototypal Job-Search Model," Journal of Labor Economics, University of Chicago Press, vol. 12(4), pages 618-639, October.
  25. Nannestad, Peter & Paldam, Martin, 1994. "The VP-Function: A Survey of the Literature on Vote and Popularity Functions after 25 Years," Public Choice, Springer, vol. 79(3-4), pages 213-245, June.
  26. Paldam, Martin, 1994. "The political economy of stopping high inflation," European Journal of Political Economy, Elsevier, vol. 10(1), pages 135-168, May.

1993

  1. Timo Teräsvirta & Chien‐Fu Lin & Clive W. J. Granger, 1993. "Power Of The Neural Network Linearity Test," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(2), pages 209-220, March.
  2. Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S., 1993. "The Japanese consumption function," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 275-298.
  3. Rose, Elizabeth, 1993. "Modelling seasonality : Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188)," International Journal of Forecasting, Elsevier, vol. 9(4), pages 580-582, December.
  4. Hylleberg, Svend & Jorgensen, Clara & Sorensen, Nils Karl, 1993. "Seasonality in Macroeconomic Time Series," Empirical Economics, Springer, vol. 18(2), pages 321-335.
  5. Bollerslev, Tim & Engle, Robert F, 1993. "Common Persistence in Conditional Variances," Econometrica, Econometric Society, vol. 61(1), pages 167-186, January.
  6. Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R., 1993. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Journal of International Money and Finance, Elsevier, vol. 12(5), pages 511-521, October.
  7. Bollerslev, Tim & Domowitz, Ian, 1993. "Trading Patterns and Prices in the Interbank Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 48(4), pages 1421-1443, September.
  8. Overgaard, Per Baltzer, 1993. "Price as a signal of quality : A discussion of equilibrium concepts in signalling games," European Journal of Political Economy, Elsevier, vol. 9(4), pages 483-504, November.
  9. Gupta, Nabanita Datta, 1993. "Probabilities of Job Choice and Employer Selection and Male-Female Occupational Differences," American Economic Review, American Economic Association, vol. 83(2), pages 57-61, May.
  10. Bentzen, Jan & Engsted, Tom, 1993. "Short- and long-run elasticities in energy demand : A cointegration approach," Energy Economics, Elsevier, vol. 15(1), pages 9-16, January.
  11. Engsted, Tom, 1993. "The Term Structure of Interest Rates in Denmark 1982-89: Testing the Rational Expectations/Constant Liquidity Premium Theory," Bulletin of Economic Research, Wiley Blackwell, vol. 45(1), pages 19-37, January.
  12. Engsted, Tom, 1993. "Cointegration and Cagan's Model of Hyperinflation under Rational Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 350-360, August.
  13. Paldam, Martin, 1993. "Public Choice: More of a Branch or More of a Sect?," Public Choice, Springer, vol. 77(1), pages 177-184, September.
  14. Paldam, Martin, 1993. "Book and article reviews," European Journal of Political Economy, Elsevier, vol. 9(3), pages 447-457, August.

1992

  1. Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-397, August.
  2. Johansen, Søren, 1992. "A Representation of Vector Autoregressive Processes Integrated of Order 2," Econometric Theory, Cambridge University Press, vol. 8(2), pages 188-202, June.
  3. Johansen, Soren, 1992. "Cointegration in partial systems and the efficiency of single-equation analysis," Journal of Econometrics, Elsevier, vol. 52(3), pages 389-402, June.
  4. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
  5. Johansen, Soren, 1992. "Testing weak exogeneity and the order of cointegration in UK money demand data," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 313-334, June.
  6. Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 119-136, Suppl. De.
  7. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
  8. Baillie, Richard T. & Bollerslev, Tim, 1992. "Prediction in dynamic models with time-dependent conditional variances," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 91-113.
  9. Albaek, Svend & Overgaard, Per Baltzer, 1992. "Upstream Pricing and Advertising Signal Downstream Demand," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 1(4), pages 677-698, Winter.
  10. Per Overgaard, 1992. "Adverse producer incentives and product quality when consumers are short-term players," Journal of Economics, Springer, vol. 55(2), pages 169-191, June.
  11. Pesaran, M Hashem & Timmermann, Allan, 1992. "A Simple Nonparametric Test of Predictive Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 561-565, October.
  12. McKelvey, Richard D. & Riezman, Raymond, 1992. "Seniority in Legislatures," American Political Science Review, Cambridge University Press, vol. 86(4), pages 951-965, December.

1991

  1. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
  2. Jensen, Peter & Smith, Nina, 1991. "Understanding unemployment : Lawrence H. Summers, (The MIT Press, Cambridge, MA, 1990) pp. 360," European Journal of Political Economy, Elsevier, vol. 7(3), pages 424-428, October.
  3. Richard T. Baillie & Tim Bollerslev, 1991. "Intra-Day and Inter-Market Volatility in Foreign Exchange Rates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 565-585.
  4. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
  5. Riezman, Raymond, 1991. "Dynamic tariffs with asymmetric information," Journal of International Economics, Elsevier, vol. 30(3-4), pages 267-283, May.
  6. Barndorff-Nielsen, O. E. & Sorensen, M., 1991. "Information quantities in non-classical settings," Computational Statistics & Data Analysis, Elsevier, vol. 12(2), pages 143-158, September.
  7. Christensen, Bent Jesper & Kiefer, Nicholas M., 1991. "The Exact Likelihood Function for an Empirical Job Search Model," Econometric Theory, Cambridge University Press, vol. 7(4), pages 464-486, December.

1990

  1. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
  2. Boucelham, Jamel & Terasvirta, Timo, 1990. "Use of preliminary values in forecasting industrial production," International Journal of Forecasting, Elsevier, vol. 6(4), pages 463-468, December.
  3. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
  4. Pederson, P. J. & Schmidt-Sorensen, J. B. & Smith, N. & Westergard-Nielsen, N., 1990. "Wage differentials between the public and private sectors," Journal of Public Economics, Elsevier, vol. 41(1), pages 125-145, February.
  5. Jensen, Peter & Smith, Nina, 1990. "Unemployment and Marital Dissolution," Journal of Population Economics, Springer;European Society for Population Economics, vol. 3(3), pages 215-229, October.
  6. Bollerslev, Tim, 1990. "Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 498-505, August.
  7. Baillie, Richard T. & Bollerslev, Tim, 1990. "A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets," Journal of International Money and Finance, Elsevier, vol. 9(3), pages 309-324, September.
  8. Wolfgang Mayer & Raymond Riezman, 1990. "Voter Preferences For Trade Policy Instruments," Economics and Politics, Wiley Blackwell, vol. 2(3), pages 259-273, November.
  9. John Kennan & Raymond Riezman, 1990. "Optimal Tariff Equilibria with Customs Unions," Canadian Journal of Economics, Canadian Economics Association, vol. 23(1), pages 70-83, February.
  10. Sørensen, Michael, 1990. "On quasi likelihood for semimartingales," Stochastic Processes and their Applications, Elsevier, vol. 35(2), pages 331-346, August.

1989

  1. Hylleberg, Svend & Mizon, Grayham E, 1989. "Cointegration and Error Correction Mechanisms," Economic Journal, Royal Economic Society, vol. 99(395), pages 113-125, Supplemen.
  2. Hylleberg, Svend & Mizon, Grayham E., 1989. "A note on the distribution of the least squares estimator of a random walk with drift," Economics Letters, Elsevier, vol. 29(3), pages 225-230.
  3. Wolfgang Mayer & Raymond Riezman, 1989. "Tariff Formation In A Multidimensional Voting Model," Economics and Politics, Wiley Blackwell, vol. 1(1), pages 61-79, March.
  4. Russell Cooper & Raymond Riezman, 1989. "Uncertainty and the Choice of Trade Policy in Oligopolistic Industries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 56(1), pages 129-140.

1988

  1. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
  2. Rahiala, Markku & Terasvirta, Timo, 1988. "Formation of Firms' Production Decisions in Finnish Manufacturing Industries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 125-137, April.
  3. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-131, February.
  4. Tim Bollerslev, 1988. "On The Correlation Structure For The Generalized Autoregressive Conditional Heteroskedastic Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(2), pages 121-131, March.
  5. Kennan, John & Riezman, Raymond, 1988. "Do Big Countries Win Tariff Wars?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 81-85, February.
  6. Jesper Lier Boldsen & Jens Ledet Jensen & Jes SØGaard & Michael SØrensen, 1988. "On the Incubation Time Distribution and the Danish AIDS Data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 151(1), pages 42-43, January.
  7. Paldam, Martin, 1988. "viii + 404 pages, [UK pound] 27.95/$ 41.95 (in Europe)Douglas A Hibbs Jr., American Political Economy. Macroeconomics and Electoral Politics, Harvard UP (1987)," European Journal of Political Economy, Elsevier, vol. 4(3), pages 439-445.
  8. Paldam, Martin, 1988. "The myth of market failure, employment and the labor market in Mexico : Peter Gregory (The John Hopkins University Press, Baltimore, MD and London, for the World Bank, Washington, DC, 1986) pp. viii+2," Journal of Development Economics, Elsevier, vol. 28(1), pages 154-156, February.

1987

  1. Jensen, Søren Tolver & Johansen, Søren, 1987. "Estimation of proportional covariances," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 83-85, November.
  2. Judge, George & Yi, Gang & Yancey, Thomas & Terasvirta, Timo, 1987. "The extended Stein procedure for simultaneous model selection and parameter estimation," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 375-391, July.
  3. Terasvirta, Timo, 1987. "Usefulness of proxy variables in linear models with stochastic regressors," Journal of Econometrics, Elsevier, vol. 36(3), pages 377-382, November.
  4. Bollerslev, Tim, 1987. "A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 542-547, August.
  5. Mayer, Wolfgang & Riezman, Raymond G., 1987. "Endogenous choice of trade policy instruments," Journal of International Economics, Elsevier, vol. 23(3-4), pages 377-381, November.
  6. Peter Jensen & Niels C. Westergård-Nielsen, 1987. "A Search Model Applied to the Transition from Education to Work," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 54(3), pages 461-472.
  7. Martin Paldam & Luis Riveros, 1987. "Salarios Mínimos y Medios: Análisis de la Causalidad: Los Casos de Argentina, Brasil y Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 24(73), pages 289-318.
  8. Paldam, Martin, 1987. "How much does one percent of growth change the unemployment rate? : A study of 17 OECD countries, 1948-1985," European Economic Review, Elsevier, vol. 31(1-2), pages 306-313.
  9. Martin Paldam, 1987. "Inflation and political instability in eight Latin American countries 1946-83," Public Choice, Springer, vol. 52(2), pages 143-168, January.

1986

  1. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
  2. Paldam, Martin, 1986. "The distribution of election results and the two explanations of the cost of ruling," European Journal of Political Economy, Elsevier, vol. 2(1), pages 5-24.

1985

  1. Timo Teräsvirta, 1985. "Mink And Muskrat Interaction:A Structural Analysis," Journal of Time Series Analysis, Wiley Blackwell, vol. 6(3), pages 171-180, May.
  2. Bollerslev, Tim & Hylleberg, Svend, 1985. "A Note on the Relation between Consumers' Expenditure and Income in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(2), pages 153-170, May.
  3. Riezman, Raymond, 1985. "Customs unions and the core," Journal of International Economics, Elsevier, vol. 19(3-4), pages 355-365, November.
  4. Jeff Horen & Raymond Riezman, 1985. "Comparing Draws for Single Elimination Tournaments," Operations Research, INFORMS, vol. 33(2), pages 249-262, April.

1983

  1. Paldam, Martin, 1983. "Industrial conflicts and economic conditions: A comparative empirical investigation," European Economic Review, Elsevier, vol. 20(1-3), pages 231-256, January.
  2. Paldam, Martin, 1983. "The international element of economic fluctuations of 20 OECD-countries 1948-1975," Regional Science and Urban Economics, Elsevier, vol. 13(3), pages 429-454, August.

1982

  1. Terasvirta, Timo, 1982. "Underestimation of mean square error matrix in misspecified linear models," Journal of Econometrics, Elsevier, vol. 18(2), pages 281-284, February.
  2. Bunzel, Henning & Hylleberg, Svend, 1982. "Seasonality in dynamic regression models : A comparative study of finite sample properties of various regression estimators including band spectrum regression," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 345-366, August.
  3. Martin Paldam & Peder J. Pedersen, 1982. "The Macroeconomic Strike Model: A Study of Seventeen Countries, 1948–1975," ILR Review, Cornell University, ILR School, vol. 35(4), pages 504-521, July.

1981

  1. Martin Paldam, 1981. "An essay on the rationality of economic policy: The test-case of the electional cycle," Public Choice, Springer, vol. 37(2), pages 287-305, January.

1980

  1. Terasvirta, T, 1980. "The Polynomial Distributed Lag Revisited," Empirical Economics, Springer, vol. 5(2), pages 69-81.

1979

  1. Riezman, Raymond, 1979. "A 3 x 3 model of customs unions," Journal of International Economics, Elsevier, vol. 9(3), pages 341-354, August.
  2. Raymond Riezman, 1979. "A theory of customs union: The three country-two good case," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 115(4), pages 701-715, December.

1977

  1. Hylleberg, Svend, 1977. "A comparative study of finite sample properties of band spectrum regression estimators," Journal of Econometrics, Elsevier, vol. 5(2), pages 167-182, March.

1976

  1. Terasvirta, Timo, 1976. "A Note on Bias in the Almon Distributed Lag Estimator," Econometrica, Econometric Society, vol. 44(6), pages 1317-1321, November.
  2. Leskinen, Esko & Terasvirta, Timo, 1976. "Forecasting the consumption of alcoholic beverages in Finland : A box-Jenkins approach," European Economic Review, Elsevier, vol. 8(4), pages 349-369, December.

Books

2017

  1. Bent Jesper Christensen & Carsten Kowalczyk (ed.), 2017. "Globalization," Springer Books, Springer, number 978-3-662-49502-5, September.

2016

  1. Gunnar L.H. Svendsen & Gert T. Svendsen, 2016. "Trust, Social Capital and the Scandinavian Welfare State," Books, Edward Elgar Publishing, number 13252.
  2. Urs S. Brandt & Gert T. Svendsen, 2016. "The Politics of Persuasion," Books, Edward Elgar Publishing, number 15403.

2014

  1. Haldrup, Niels & Meitz, Mika & Saikkonen, Pentti (ed.), 2014. "Essays in Nonlinear Time Series Econometrics," OUP Catalogue, Oxford University Press, number 9780199679959.

2013

  1. Raymond Riezman (ed.), 2013. "International Trade Agreements and Political Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8386.

2010

  1. Terasvirta, Timo & Tjostheim, Dag & Granger, Clive W. J., 2010. "Modelling Nonlinear Economic Time Series," OUP Catalogue, Oxford University Press, number 9780199587155.
  2. Bollerslev, Tim & Russell, Jeffrey & Watson, Mark (ed.), 2010. "Volatility and Time Series Econometrics: Essays in Honor of Robert Engle," OUP Catalogue, Oxford University Press, number 9780199549498.
  3. Autores varios, 2010. "Mecanismos de transmisión de la política monetaria en Colombia," Books, Universidad Externado de Colombia, Facultad de Finanzas, Gobierno y Relaciones Internacionales, edition 1, volume 1, number 69, August.

2007

  1. Jochen Kluve & David Card & Michael Fertig & Marek Góra & Lena Jacobi & Peter Jensen & Reelika Leetmaa & Leonhard Nima & Eleonora Patacchini & Sandra Schaffner & Christoph M. Schmidt & Bas Klaauw & An, 2007. "Active Labor Market Policies in Europe," Springer Books, Springer, number 978-3-540-48558-2, September.

2006

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2006. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521028684.
  2. G. Elliott & C. Granger & A. Timmermann (ed.), 2006. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 1, number 1.

2005

  1. Kluve, Jochen & Fertig, Michael & Jacobi, Lena & Nima, Leonhard & Schaffner, Sandra & Schmidt, Christoph M. & Card, David & Góra, Marek & Jensen, Peter & Leetmaa, Reelika & Patacchini, Eleonora & van , 2005. "Study on the effectiveness of ALMPs: Research project for the European Commission, DG Employment, Social Affairs and Equal Opportunities. Final report," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 69929.

2004

  1. Gunnar L.H Svendsen & Gert T. Svendsen, 2004. "The Creation and Destruction of Social Capital," Books, Edward Elgar Publishing, number 3276.
  2. Dieter Schumacher & Dorothea Lucke & Philipp J. H. Schröder, 2004. "Wechselkursveränderungen und Außenhandelsposition bei forschungsintensiven Waren: Endbericht für 2003 ; Forschungsprojekt im Auftrag des Bundesministeriums für Bildung und Forschung," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 3, number pbk3, January.

2003

  1. Gert T. Svendsen, 2003. "The Political Economy of the European Union," Books, Edward Elgar Publishing, number 2621.

2001

  1. Carsten Daugbjerg & Gert Tinggaard Svendsen, 2001. "Green Taxation in Question," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-59553-8.

2000

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2000. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521594240.

1998

  1. Hansen, Peter Reinhard & Johansen, Soren, 1998. "Workbook on Cointegration," OUP Catalogue, Oxford University Press, number 9780198776079.
  2. Gert T. Svendsen, 1998. "public choice and environmental regulation," Books, Edward Elgar Publishing, number 1298.

1995

  1. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.

1993

  1. Granger, Clive W. J. & Terasvirta, Timo, 1993. "Modelling Non-Linear Economic Relationships," OUP Catalogue, Oxford University Press, number 9780198773207.

1992

  1. Hylleberg, S. (ed.), 1992. "Modelling Seasonality," OUP Catalogue, Oxford University Press, number 9780198773184.

1986

  1. Hylleberg, Svend, 1986. "Seasonality in Regression," Elsevier Monographs, Elsevier, edition 1, number 9780123634559 edited by Shell, Karl.

Chapters

2023

  1. Paul Bingley & Nabanita Datta Gupta & Malene Kallestrup-Lamb & Peder J. Pedersen, 2023. "The Role of Social Security Reforms in Explaining Changing Retirement Behavior in Denmark 1980–2016," NBER Chapters, in: Social Security Programs and Retirement around the World: The Effects of Reforms on Retirement Behavior, National Bureau of Economic Research, Inc.

2019

  1. Paul Bingley & Nabanita Datta Gupta & Malene Kallestrup-Lamb & Peder J. Pedersen, 2019. "Labor Force Exit in Denmark, 1980–2016: Impact from Changes in Incentives," NBER Chapters, in: Social Security Programs and Retirement around the World: Reforms and Retirement Incentives, pages 109-131, National Bureau of Economic Research, Inc.
  2. Christian Bjørnskov, 2019. "Types of Foreign Aid," Springer Books, in: Nabamita Dutta & Claudia R. Williamson (ed.), Lessons on Foreign Aid and Economic Development, chapter 0, pages 33-61, Springer.
  3. Sladjana Nørskov & Yun Mi Antorini & Morten Berg Jensen, 2019. "Innovative Brand Community Members and Their Willingness to Share Ideas with Companies," World Scientific Book Chapters, in: Alexander Brem & Joe Tidd & Tugrul Daim (ed.), Managing Innovation Understanding and Motivating Crowds, chapter 6, pages 145-169, World Scientific Publishing Co. Pte. Ltd..

2018

  1. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2018. "From Early Retirement to Staying in the Job: Trend Reversal in the Danish Labor Market," NBER Chapters, in: Social Security Programs and Retirement around the World: Working Longer, pages 67-86, National Bureau of Economic Research, Inc.

2017

  1. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2017. "Health Capacity to Work at Older Ages in Denmark," NBER Chapters, in: Social Security Programs and Retirement around the World: The Capacity to Work at Older Ages, pages 85-110, National Bureau of Economic Research, Inc.

2016

  1. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2016. "Dynamic Factor Models for the Volatility Surface☆," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 127-174, Emerald Group Publishing Limited.
  2. Roger Bandick & Holger Görg & Patrik Karpaty, 2016. "Foreign Acquisitions, Domestic Multinationals, and R&D," World Scientific Book Chapters, in: MULTINATIONAL ENTERPRISES AND HOST COUNTRY DEVELOPMENT Volume 53: World Scientific Studies in International Economics, chapter 4, pages 53-77, World Scientific Publishing Co. Pte. Ltd..
  3. Roger Bandick & Holger Görg, 2016. "Foreign acquisition, plant survival, and employment growth," World Scientific Book Chapters, in: MULTINATIONAL ENTERPRISES AND HOST COUNTRY DEVELOPMENT Volume 53: World Scientific Studies in International Economics, chapter 7, pages 115-141, World Scientific Publishing Co. Pte. Ltd..
  4. Laurent Callot & Johannes Tang Kristensen, 2016. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479, Emerald Group Publishing Limited.

2014

  1. Paul Bingley & Nabanita Datta Gupta & Michael Jørgensen & Peder J. Pedersen, 2014. "Health, Disability Insurance, and Retirement in Denmark," NBER Chapters, in: Social Security Programs and Retirement Around the World: Disability Insurance Programs and Retirement, pages 331-368, National Bureau of Economic Research, Inc.

2013

  1. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2013. "Unit roots, non-linearities and structural breaks," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 4, pages 61-94, Edward Elgar Publishing.
  2. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Cen," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 273-326, Emerald Group Publishing Limited.
  3. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013. "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1127-1220, Elsevier.
  4. Carsten Kowalczyk & Raymond Riezman, 2013. "Trade Agreements," Palgrave Macmillan Books, in: Daniel Bernhofen & Rod Falvey & David Greenaway & Udo Kreickemeier (ed.), Palgrave Handbook of International Trade, chapter 13, pages 367-388, Palgrave Macmillan.
  5. Raymond RIEZMAN, 2013. "A 3 × 3 Model of Customs Unions," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 1, pages 7-20, World Scientific Publishing Co. Pte. Ltd..
  6. Raymond Riezman, 2013. "Tariff Retaliation from a Strategic Viewpoint," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 2, pages 21-31, World Scientific Publishing Co. Pte. Ltd..
  7. Raymond RIEZMAN, 2013. "Customs Unions and the Core," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 3, pages 33-43, World Scientific Publishing Co. Pte. Ltd..
  8. John Kennan & Raymond Riezman, 2013. "Do Big Countries Win Tariff Wars?," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 4, pages 45-51, World Scientific Publishing Co. Pte. Ltd..
  9. John Kennan & Raymond Riezman, 2013. "Optimal Tariff Equilibria with Customs Unions," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 5, pages 53-66, World Scientific Publishing Co. Pte. Ltd..
  10. Raymond Riezman, 2013. "Dynamic tariffs with asymmetric information," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 6, pages 67-83, World Scientific Publishing Co. Pte. Ltd..
  11. M. Ayhan Kose & Raymond Riezman, 2013. "Understanding the Welfare Implications of Preferential Trade Agreements," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 7, pages 85-99, World Scientific Publishing Co. Pte. Ltd..
  12. Eric W. Bond & Raymond G. Riezman & Constantinos Syropoulos, 2013. "A strategic and welfare theoretic analysis of free trade areas," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 8, pages 101-127, World Scientific Publishing Co. Pte. Ltd..
  13. Lisandro Abrego & Raymond Riezman & John Whalley, 2013. "How often are propositions on the effects of regional trade agreements theoretical curiosa?," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 9, pages 129-148, World Scientific Publishing Co. Pte. Ltd..
  14. Carsten Kowalczyk & Raymond Riezman, 2013. "Free trade: what are the terms-of-trade effects?," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 10, pages 149-164, World Scientific Publishing Co. Pte. Ltd..
  15. Wolfgang Mayer & Raymond Riezman, 2013. "Voter Preferences for Trade Policy Instruments," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 11, pages 169-183, World Scientific Publishing Co. Pte. Ltd..
  16. Richard D. Mckelvey & Raymond Riezman, 2013. "Seniority in Legislature," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 12, pages 185-199, World Scientific Publishing Co. Pte. Ltd..
  17. Raymond Riezman & John Douglas Wilson, 2013. "Political Reform and Trade Policy," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 13, pages 201-224, World Scientific Publishing Co. Pte. Ltd..
  18. Didier Laussel & Raymond Riezman, 2013. "The sources of protectionist drift in representative democracies," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 14, pages 225-246, World Scientific Publishing Co. Pte. Ltd..
  19. Alessandra Casella & Thomas Palfrey & Raymond Riezman, 2013. "Minorities and Storable Votes," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 15, pages 247-282, World Scientific Publishing Co. Pte. Ltd..
  20. Russell Cooper & Raymond Riezman, 2013. "Uncertainty and the Choice of Trade Policy in Oligopolistic Industries," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 16, pages 287-298, World Scientific Publishing Co. Pte. Ltd..
  21. Charles N. Noussair & Charles R. Plott & Raymond G. Riezman, 2013. "An Experimental Investigation of the Patterns of International Trade," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 17, pages 299-328, World Scientific Publishing Co. Pte. Ltd..
  22. Charles N. Noussair & Charles R. Plott & Raymond G. Riezman, 2013. "The Principles of Exchange Rate Determination in an International Finance Experiment," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 18, pages 329-368, World Scientific Publishing Co. Pte. Ltd..
  23. M. Ayhan Kose & Raymond Riezman, 2013. "Trade shocks and macroeconomic fluctuations in Africa," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 19, pages 369-394, World Scientific Publishing Co. Pte. Ltd..
  24. Spiros Bougheas & Raymond Riezman, 2013. "Trade and the distribution of human capital," World Scientific Book Chapters, in: Raymond Riezman (ed.), International Trade Agreements and Political Economy, chapter 20, pages 395-407, World Scientific Publishing Co. Pte. Ltd..
  25. Lars Stentoft, 2013. "American option pricing using simulation with an application to the GARCH model," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 5, pages 114-147, Edward Elgar Publishing.
  26. Martin Paldam, 2013. "The political economy of Dutch Disease: a survey," Chapters, in: Francisco Cabrillo & Miguel A. Puchades-Navarro (ed.), Constitutional Economics and Public Institutions, chapter 10, pages 179-196, Edward Elgar Publishing.

2012

  1. Tor Eriksson, 2012. "Progression of HR Practices in Danish Firms During Two Decades," Advances in the Economic Analysis of Participatory & Labor-Managed Firms, in: Advances in the Economic Analysis of Participatory and Labor-Managed Firms, pages 237-266, Emerald Group Publishing Limited.
  2. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2012. "Disability Programs, Health, and Retirement in Denmark since 1960," NBER Chapters, in: Social Security Programs and Retirement around the World: Historical Trends in Mortality and Health, Employment, and Disability Insurance Participatio, pages 217-249, National Bureau of Economic Research, Inc.

2011

  1. Parra Álvarez, Juan Carlos & Misas A., Martha & López-Enciso, Enrique Antonio, 2011. "Heterogeneidad en la fijación de precios en Colombia : análisis de sus determinantes a partir de modelos de conteo," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 8, pages 251-293, Banco de la Republica de Colombia.
  2. Misas A., Martha & López-Enciso, Enrique Antonio & Parra Álvarez, Juan Carlos, 2011. "La formación de precios en las empresas colombianas : evidencia a partir de una encuesta directa," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 9, pages 297-375, Banco de la Republica de Colombia.

2010

  1. Helena Skyt Nielsen & Torben Sørensen & Christopher Taber, 2010. "Estimating the Effect of Student Aid on College Enrollment: Evidence from a Government Grant Policy Reform," NBER Chapters, in: Income Taxation, Trans-Atlantic Public Economics Seminar (TAPES), pages 185-215, National Bureau of Economic Research, Inc.
  2. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2010. "Social Security, Retirement and Employment of the Young in Denmark," NBER Chapters, in: Social Security Programs and Retirement around the World: The Relationship to Youth Employment, pages 99-117, National Bureau of Economic Research, Inc.
  3. Christian Bjørnskov & Nicolai Foss, 2010. "Economic Freedom and Entrepreneurial Activity: Some Cross-Country Evidence," Springer Books, in: Andreas Freytag & Roy Thurik (ed.), Entrepreneurship and Culture, chapter 0, pages 201-225, Springer.

2009

  1. Tor Eriksson & Niels Westergaard-Nielsen, 2009. "Productivity Differences in an International Pharmaceutical Firm," NBER Chapters, in: International Differences in the Business Practices and Productivity of Firms, pages 173-192, National Bureau of Economic Research, Inc.
  2. Tor Eriksson & Niels Westergaard-Nielsen, 2009. "Wage and Labor Mobility in Denmark, 1980-2000," NBER Chapters, in: The Structure of Wages: An International Comparison, pages 101-123, National Bureau of Economic Research, Inc.
  3. Mogens Dilling-Hansen & Erik Strøjer Madsen & Valdemar Smith, 2009. "Top Management, Education and Networking," Chapters, in: Per-Olof Bjuggren & Dennis C. Mueller (ed.), The Modern Firm, Corporate Governance and Investment, chapter 15, Edward Elgar Publishing.
  4. Atsushi Oshima & B. Ravikumar & Raymond Riezman, 2009. "Entrepreneurship, Organization Capital, and the Evolution of the Firm," Springer Books, in: Takashi Kamihigashi & Laixun Zhao (ed.), International Trade and Economic Dynamics, pages 499-511, Springer.

2008

  1. Anders Frederiksen & Ebbe Krogh Graversen & Nina Smith, 2008. "Overtime work, dual job holding, and taxation," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 25-55, Emerald Group Publishing Limited.
  2. Didier Laussel & Raymond Riezman, 2008. "Chapter 5 Fixed Transport Costs and International Trade," Frontiers of Economics and Globalization, in: Contemporary and Emerging Issues in Trade Theory and Policy, pages 91-107, Emerald Group Publishing Limited.
  3. Kazumichi Iwasa & Raymond Riezman & Koji Shimomura, 2008. "Chapter 10 Pareto-Improving Trading Clubs without Income Transfers," Frontiers of Economics and Globalization, in: Globalization and Emerging Issues in Trade Theory and Policy, pages 139-162, Emerald Group Publishing Limited.

2007

  1. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
  2. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2007. "Fiscal Implications of Reforms in Retirement Systems in Denmark," NBER Chapters, in: Social Security Programs and Retirement around the World: Fiscal Implications of Reform, pages 119-154, National Bureau of Economic Research, Inc.
  3. Peter Sandholt Jensen & Martin Paldam, 2007. "The Pattern of Democracy in the Twentieth Century: A Study of the Polity Index," Chapters, in: José Casas Pardo & Pedro Schwartz (ed.), Public Choice and the Challenges of Democracy, chapter 15, Edward Elgar Publishing.
  4. Martin Paldam, 2007. "The Big Pattern of Democracy: A Study of the Gastil Index," Chapters, in: Alain Marciano & Jean-Michel Josselin (ed.), Democracy, Freedom and Coercion, chapter 5, Edward Elgar Publishing.

2006

  1. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
  2. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
  3. Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
  4. Christian M. Dahl & Tamer Kulaksizoglu, 2006. "Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 407-430, Emerald Group Publishing Limited.
  5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Ginger Wu, 2006. "Realized Beta: Persistence and Predictability," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 1-39, Emerald Group Publishing Limited.
  6. Bent J. Christensen & Nicholas M. Kiefer, 2006. "Identification and Inference in Dynamic Programming Models," Contributions to Economic Analysis, in: Structural Models of Wage and Employment Dynamics, pages 331-364, Emerald Group Publishing Limited.

2004

  1. Soren Johansen, 2004. "A Small Sample Correction of the Dickey-Fuller Test," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 49-68, Emerald Group Publishing Limited.
  2. Jan Bentzen & Valdemar Smith, 2004. "The Nordic countries," Chapters, in: Kym Anderson (ed.), The World's Wine Markets, chapter 8, Edward Elgar Publishing.
  3. Jens Bonke & Nabanita Datta Gupta & Nina Smith, 2004. "The Timing and Flexibility of Housework and Men and Women's Wages," Contributions to Economic Analysis, in: The Economics of Time Use, pages 43-77, Emerald Group Publishing Limited.
  4. Paul Bingley & Nabanita Datta Gupta & Peder J. Pedersen, 2004. "The Impact of Incentives on Retirement in Denmark," NBER Chapters, in: Social Security Programs and Retirement around the World: Micro-Estimation, pages 153-234, National Bureau of Economic Research, Inc.
  5. Martin Paldam, 2004. "A small country in Europe's integration –generalizing the political economy of the Danish case," Chapters, in: Giuseppe Eusepi & Friedrich Schneider (ed.), Changing Institutions in the European Union, chapter 9, Edward Elgar Publishing.

2001

  1. Carsten Daugbjerg & Gert Tinggaard Svendsen, 2001. "The Politics and Economics of Green Taxation," Palgrave Macmillan Books, in: Green Taxation in Question, chapter 1, pages 1-15, Palgrave Macmillan.
  2. Gert Tinggaard Svendsen, 2001. "Group Mobilization and Rent-Seeking," Palgrave Macmillan Books, in: Green Taxation in Question, chapter 2, pages 17-43, Palgrave Macmillan.
  3. Carsten Daugbjerg & Gert Tinggaard Svendsen, 2001. "Designing Green Taxation," Palgrave Macmillan Books, in: Green Taxation in Question, chapter 5, pages 117-135, Palgrave Macmillan.
  4. Gert Tinggaard Svendsen, 2001. "Designing Permit Trading," Palgrave Macmillan Books, in: Green Taxation in Question, chapter 6, pages 137-167, Palgrave Macmillan.

2000

  1. Bent Jesper Christensen & Peter Jensen & Michael Svarer Nielsen & Kim Poulsen & Michael Rosholm, 2000. "The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data," Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 85-106, Emerald Group Publishing Limited.
  2. Henning Bunzel & Bent J. Christensen & Nicholas M. Kiefer & Lars Korsholm, 2000. "Equilibrium Search with Human Capital Accumulation," Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 107-143, Emerald Group Publishing Limited.

1999

  1. Lars Haagen Pedersen & Nina Smith & Peter Stephensen, 1999. "Minimum Wage Contracts and Individual Wage Formation: Theory and Evidence from Danish Panel Data," Palgrave Macmillan Books, in: Torben M Andersen & Svend E Hougaard Jensen & Ole Risager (ed.), Macroeconomic Perspectives on the Danish Economy, chapter 6, pages 165-192, Palgrave Macmillan.

1996

  1. Nina Smith & Ian Walker & Niels Westergård-Nielsen, 1996. "The Labour Supply of Lone Mothers in Denmark and the United Kingdom," International Economic Association Series, in: Beth Allen (ed.), Economics in a Changing World, chapter 14, pages 331-355, Palgrave Macmillan.

1993

  1. Clive W. Granger & Timo Terasvirta & Heather M. Anderson, 1993. "Modeling Nonlinearity over the Business Cycle," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 311-326, National Bureau of Economic Research, Inc.

1986

  1. Terasvirta, Timo & Tjostheim, Dag & W.J. Granger, Clive, 1986. "Aspects of modelling nonlinear time series," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 48, pages 2917-2957, Elsevier.
  2. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.

Software components

2022

  1. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2022. "RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation," Statistical Software Components S459094, Boston College Department of Economics.
  2. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2022. "LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference," Statistical Software Components S459095, Boston College Department of Economics.
  3. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator," Statistical Software Components S459072, Boston College Department of Economics, revised 05 Jul 2023.

2021

  1. Shiyun Zhang, 2021. "Code and data files for "Immigration and Crime in Frictional Labor Markets"," Computer Codes 18-538, Review of Economic Dynamics.

2020

  1. Albrecht Glitz & Rune Vejlin, 2020. "Code and data files for "Learning through Coworker Referrals"," Computer Codes 19-139, Review of Economic Dynamics.

2019

  1. Johannes Schuenemann & Holger Strulik & Timo Trimborn, 2019. "Code and data files for "The Marriage Gap: Optimal Aging and Death in Partnerships"," Computer Codes 18-187, Review of Economic Dynamics.

2017

  1. Oscar Pavlov & Mark Weder, 2017. "Code and data files for "Product Scope and Endogenous Fluctuations"," Computer Codes 15-129, Review of Economic Dynamics.

2013

  1. Timo Trimborn, 2013. "Matlab code for "Solution of continuous-time dynamic models with inequality constraints"," QM&RBC Codes 198, Quantitative Macroeconomics & Real Business Cycles.
  2. Olaf Posch & Timo Trimborn, 2013. "Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty"," QM&RBC Codes 199, Quantitative Macroeconomics & Real Business Cycles.
  3. Oscar Pavlov & Mark Weder, 2013. "Code and data files for "Countercyclical Markups and News-Driven Business Cycles"," Computer Codes 11-302, Review of Economic Dynamics.

2012

  1. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2012. "Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation"," Computer Codes 11-169, Review of Economic Dynamics.

2011

  1. Martin Andreasen, 2011. "Code and data files for "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Computer Codes 11-84, Review of Economic Dynamics.

2008

  1. Timo Trimborn & Karl-Joseph Koch & Thomas Steger, 2008. "Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica)," QM&RBC Codes 193, Quantitative Macroeconomics & Real Business Cycles.
  2. Timo Trimborn & Karl-Joseph Koch & Thomas Steger, 2008. "Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Matlab)," QM&RBC Codes 194, Quantitative Macroeconomics & Real Business Cycles.

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