Publications

by members of

Institutionen för Nationalekonomi
Umeå Universitet
Umeå, Sweden

(Department of Economics, )

Working papers

2009

1. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," UmeÃ¥ Economic Studies 769, Umeå University, Department of Economics. [Downloadable!]
2. Hanes, Niklas & Wikström, Magnus & Wångmar, Erik, 2009. "Municipal preferences for state imposed amalgamations: An empirical study based on the 1952 municipal reform in Sweden," UmeÃ¥ Economic Studies 763, Umeå University, Department of Economics. [Downloadable!]

2008

1. de Luna, Xavier & Stenberg, Anders & Westerlund, Olle, 2008. "Can Adult Education Delay Retirement from the Labour Market?," Working Paper Series 6/2008, Swedish Institute for Social Research. [Downloadable!]
2. de Luna, Xavier & Stenberg, Anders & Westerlund, Olle, 2008. "Can Adult Education Delay Retirement from the Labour Market?," UmeÃ¥ Economic Studies 756, Umeå University, Department of Economics. [Downloadable!]
3. Wikström, Magnus, 2008. "Hur kan staten påverka utbudet av arbetskraft?," UmeÃ¥ Economic Studies 743, Umeå University, Department of Economics. [Downloadable!]

2007

1. Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," UmeÃ¥ Economic Studies 725, Umeå University, Department of Economics. [Downloadable!]
2. Wikström, Magnus, 2007. "Kommunalekonomiska effekter av maxtaxa och ökad tillgänglighet inom förskola och skolbarnomsorg," UmeÃ¥ Economic Studies 704, Umeå University, Department of Economics. [Downloadable!]

2006

1. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics. [Downloadable!]
2. Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," UmeÃ¥ Economic Studies 696, Umeå University, Department of Economics. [Downloadable!]
3. Ghalwash, Tarek, 2006. "Income, Energy Taxation, and the Environment: An Econometric Analysis," UmeÃ¥ Economic Studies 678, Umeå University, Department of Economics. [Downloadable!]
4. Brännlund, Runar & Ghalwash, Tarek, 2006. "The income-pollution relationship and the role of income distribution Evidence from Swedish household data," UmeÃ¥ Economic Studies 677, Umeå University, Department of Economics. [Downloadable!]
5. Ghalwash, Tarek, 2006. "Demand for Environmental Quality: An Empirical Analysis of Consumer Behavior in Sweden," UmeÃ¥ Economic Studies 676, Umeå University, Department of Economics. [Downloadable!]
6. Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," UmeÃ¥ Economic Studies 673, Umeå University, Department of Economics. [Downloadable!]
7. Quoreshi, Shahiduzzaman, 2006. "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," UmeÃ¥ Economic Studies 674, Umeå University, Department of Economics. [Downloadable!]
8. Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," UmeÃ¥ Economic Studies 675, Umeå University, Department of Economics. [Downloadable!]
9. Daunfeldt, Sven-Olov & Selander, Carina & Wikström, Magnus, 2006. "Taxation, Dividend Payments and Ex-Day Price Changes," UmeÃ¥ Economic Studies 684, Umeå University, Department of Economics. [Downloadable!]

2005

1. Quoreshi, Shahiduzzaman, 2005. "Bivariate Time Series Modelling of Financial Count Data," UmeÃ¥ Economic Studies 655, Umeå University, Department of Economics. [Downloadable!]
2. Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," UmeÃ¥ Economic Studies 656, Umeå University, Department of Economics. [Downloadable!]

2004

1. Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," UmeÃ¥ Economic Studies 637, Umeå University, Department of Economics. [Downloadable!]
2. Östbye, Stein & Westerlund, Olle, 2004. "Productivity convergence across industries and regions in Norway and Sweden," UmeÃ¥ Economic Studies 632, Umeå University, Department of Economics. [Downloadable!]
3. Stenberg, Anders & Westerlund, Olle, 2004. "Does Comprehensive Education Work for the Long-term Unemployed?," UmeÃ¥ Economic Studies 641, Umeå University, Department of Economics. [Downloadable!]
4. Axelsson, Roger & Westerlund, Olle, 2004. "Kunskapslyftets privatekonomiska effekter – Nybörjare höstterminen 1997," UmeÃ¥ Economic Studies 630, Umeå University, Department of Economics. [Downloadable!]
5. Brännlund, Runar & Ghalwash, Tarek & Nordström, Jonas, 2004. "Increased Energy Efficiency and the Rebound Effect: Effects on consumption and emissions," UmeÃ¥ Economic Studies 642, Umeå University, Department of Economics. [Downloadable!]
6. Ghalwash, Tarek, 2004. "Energy Taxes as a Signaling Device: An Empirical Analysis of Consumer Preferences," UmeÃ¥ Economic Studies 646, Umeå University, Department of Economics. [Downloadable!]
7. Brännlund, Runar & Nordström, Jonas & Svedin, Dick, 2004. "Foreign ownership and effects on employment and wages: The case of Sweden," UmeÃ¥ Economic Studies 638, Umeå University, Department of Economics, revised 01 Nov 2004. [Downloadable!]
8. Granlund, David & Rudholm, Niklas & Wikström, Magnus, 2004. "Fixed Budgets as a Cost Containment Measure for Pharmaceuticals," UmeÃ¥ Economic Studies 639, Umeå University, Department of Economics. [Downloadable!]

2003

1. Brännäs, Kurt & Simonsen, Ola, 2003. "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," UmeÃ¥ Economic Studies 610, Umeå University, Department of Economics.
2. Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," UmeÃ¥ Economic Studies 614, Umeå University, Department of Economics. [Downloadable!]
3. Lindgren, Urban & Westerlund, Olle, 2003. "Labour market programmes and geographical mobility: migration and commuting among programme participants and openly unemployed," Working Paper Series 2003:6, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
4. Stein Ostbye & Olle Westerlund, 2003. "Comparing home-grown fruits: productivity convergence across industries and regions," ERSA conference papers ersa03p483, European Regional Science Association. [Downloadable!]
5. Skedinger, Per & Widerstedt, Barbro, 2003. "Recruitment to sheltered employment: Evidence from Samhall, a Swedish state-owned company," Working Paper Series 2003:11, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
6. Skedinger, Per & Widerstedt, Barbro, 2003. "Recruitment to Sheltered Employment: Evidence from Samhall, a Swedish State-Owned Company," Working Paper Series 597, Research Institute of Industrial Economics. [Downloadable!]

2002

1. Brännäs, Kurt & Nordström, Jonas, 2002. "Tourist Accommodation Effects of Festivals," UmeÃ¥ Economic Studies 580, Umeå University, Department of Economics. [Downloadable!]
2. Brännäs, Kurt, 2002. "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," UmeÃ¥ Economic Studies 592, Umeå University, Department of Economics. [Downloadable!]
3. Brännäs, Kurt & Brännäs, Eva, 2002. "Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish," UmeÃ¥ Economic Studies 595, Umeå University, Department of Economics. [Downloadable!]
4. Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002. "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," UmeÃ¥ Economic Studies 597, Umeå University, Department of Economics. [Downloadable!]

2001

1. Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," UmeÃ¥ Economic Studies 556, Umeå University, Department of Economics.
2. Brännäs, Kurt & Nordström, Jonas, 2001. "The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices," UmeÃ¥ Economic Studies 559, Umeå University, Department of Economics. [Downloadable!]
3. Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," UmeÃ¥ Economic Studies 562, Umeå University, Department of Economics.
4. Kurt Braennaes & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
5. Andersson, Linda & Aronsson, Thomas & Wikström, Magnus, 2001. "Testing for Vertical Fiscal Externalities," UmeÃ¥ Economic Studies 573, Umeå University, Department of Economics. [Downloadable!]
6. Aronsson, Thomas & Wikström, Magnus, 2001. "Optimal Taxation and Risk-Sharing Arrangements in an Economic Federation," UmeÃ¥ Economic Studies 538, Umeå University, Department of Economics. [Downloadable!]
7. Aronsson, Thomas & Daunfeldt, Sven-Olov & Wikström, Magnus, 2001. "Intra-household Tax Avoidance: An Application to Swedish Household Data," UmeÃ¥ Economic Studies 572, Umeå University, Department of Economics. [Downloadable!]

2000

1. Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute. [Downloadable!]
2. Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," UmeÃ¥ Economic Studies 521, Umeå University, Department of Economics. [Downloadable!]
3. Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," UmeÃ¥ Economic Studies 535, Umeå University, Department of Economics.
4. Brännäs, Kurt & Nordström, Jonas, 2000. "A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages," UmeÃ¥ Economic Studies 547, Umeå University, Department of Economics. [Downloadable!]
5. Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," IZA Discussion Papers 103, Institute for the Study of Labor (IZA). [Downloadable!]
6. Stenberg, Anders & Wikström, Magnus, 2000. "Higher Education and the Determination of Aggregate Male Employment by Age," UmeÃ¥ Economic Studies 520, Umeå University, Department of Economics. [Downloadable!]

1999

1. Berglund, Elisabet & Brännäs, Kurt, 1999. "Plants' Entry and Exit in Swedish Municipalities," UmeÃ¥ Economic Studies 497, Umeå University, Department of Economics.
2. Brännäs, Kurt & Hellström, Jörgen, 1999. "Generalized Integer-Valued Autoregression," UmeÃ¥ Economic Studies 501, Umeå University, Department of Economics.
3. Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999. "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," UmeÃ¥ Economic Studies 503, Umeå University, Department of Economics.
4. Aronsson, Thomas & Daunfeldt, Sven-Olov & Wikström, Magnus, 1999. "Estimating Intrahousehold Allocation in a Collective Model With Household Production," UmeÃ¥ Economic Studies 495, Umeå University, Department of Economics.
5. Aronsson, Thomas & Wikström, Magnus, 1999. "Fiscal Externalities and Asymmetric Information in an Economic Federation," UmeÃ¥ Economic Studies 516, Umeå University, Department of Economics. [Downloadable!]
6. Aronsson, Thomas & Wikström, Magnus, 1999. "Income Distribution and the Optimal Provision of Local Public Goods," UmeÃ¥ Economic Studies 510, Umeå University, Department of Economics. [Downloadable!]
7. Wikström, Magnus, 1999. "Income Distribution Effects from Local Public Expenditures in the Swedish Municipalities," UmeÃ¥ Economic Studies 515, Umeå University, Department of Economics. [Downloadable!]

1998

1. Brännäs, Kurt & Hellström, Jörgen, 1998. "Forecasting based on Very Small Samples and Additional Non-Sample Information," UmeÃ¥ Economic Studies 472, Umeå University, Department of Economics. [Downloadable!]
2. Brännäs, Kurt & Hall, Andreia, 1998. "Estimation in integer - valued moving average models," UmeÃ¥ Economic Studies 477, Umeå University, Department of Economics.
3. Brännäs, Kurt, 1998. "Forecasting the Size Distribution of Financial Plants in Swedish Municipalities," UmeÃ¥ Economic Studies 478, Umeå University, Department of Economics. [Downloadable!]
4. Widerstedt, Barbro, 1998. "Moving or Staying? Job Mobility as a Sorting Process," UmeÃ¥ Economic Studies 464, Umeå University, Department of Economics. [Downloadable!]

1997

1. Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo, 1997. "Testing Linearity against Nonlinear Moving Average Models," UmeÃ¥ Economic Studies 405, Umeå University, Department of Economics.
2. Brännäs, Kurt & de Luna, Xavier, 1997. "Generalized Method of Moment and Indirect Estimation of the ARASMA Model," UmeÃ¥ Economic Studies 436, Umeå University, Department of Economics.
3. Brännäs, Kurt & Eriksson, Maria, 1997. "Endogeneity in a Binomial Model," UmeÃ¥ Economic Studies 440, Umeå University, Department of Economics. [Downloadable!]
4. Brännäs, Kurt, 1997. "Lest squares estimation of a zero-truncated count data regression model," UmeÃ¥ Economic Studies 451, Umeå University, Department of Economics.

1996

1. Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," Working Paper Series in Economics and Finance 95, Stockholm School of Economics.

1995

1. Brannas, K. & Ohlsson, H., 1995. "Asymmetric Cycles and Temporal Aggregation," Papers 1995-11, Uppsala - Working Paper Series.

Journal articles

2008

1. Robert A. Nakosteen & Olle Westerlund & Michael Zimmer, 2008. "Migration And Self-Selection: Measured Earnings And Latent Characteristics," Journal of Regional Science, Blackwell Publishing, vol. 48(4), pages 769-788. [Downloadable!] (restricted)
2. Stenberg, Anders & Westerlund, Olle, 2008. "Does comprehensive education work for the long-term unemployed," Labour Economics, Elsevier, vol. 15(1), pages 54-67, February. [Downloadable!] (restricted)

2007

1. Per Skedinger & Barbro Widerstedt, 2007. "Cream skimming in employment programmes for the disabled? Evidence from Sweden," International Journal of Manpower, Emerald Group Publishing, vol. 28(8), pages 694-714, November. [Downloadable!] (restricted)

2006

1. Thomas Aronsson & Thomas Jonsson & Tomas Sjögren, 2006. "International Environmental Policy Reforms, Tax Distortions, and the Labor Market," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 62(2), pages 199-217, June. [Downloadable!] (restricted)
2. Thomas Aronsson Aronsson & Thomas Jonsson & Tomas Sjögren, 2006. "Environmental Policy and Optimal Taxation in a Decentralized Economic Federation," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 62(3), pages 437-454, September. [Downloadable!] (restricted)
3. David Granlund & Niklas Rudholm & Magnus Wikström, 2006. "Fixed budgets as a cost containment measure for pharmaceuticals," The European Journal of Health Economics, Springer, vol. 7(1), pages 37-45, March. [Downloadable!] (restricted)

2005

1. Robert Nakosteen & Olle Westerlund & Michael Zimmer, 2005. "Health-related disabilities and matching of spouses: Analysis of Swedish population data," Journal of Population Economics, Springer, vol. 18(3), pages 491-507, 09. [Downloadable!] (restricted)
2. Olle Westerlund & Michael Wyzan, 2005. "Household Migration and the Local Public Sector: Evidence from Sweden, 1981--1984," Regional Studies, Taylor and Francis Journals, vol. 29(2), pages 145-157, April. [Downloadable!] (restricted)

2004

1. Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171. [Downloadable!]
2. Kurt Brannas & Jonas Nordstrom, 2004. "An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(4). [Downloadable!]
3. Robert Nakosteen & Olle Westerlund, 2004. "The effects of regional migration on gross income of labour in Sweden," Journal of Economics, Springer, vol. 83(3), pages 581-595, 07. [Downloadable!] (restricted)
4. Robert Nakosteen & Olle Westerlund, 2004. "The effects of regional migration on gross income of labour in Sweden," Economics of Governance, Springer, vol. 83(3), pages 581-595, 07. [Downloadable!] (restricted)
5. Robert Nakosteen & Olle Westerlund, 2004. "The effects of regional migration on gross income of labour in Sweden," Papers in Regional Science, Springer, vol. 83(3), pages 581-595, 07. [Downloadable!] (restricted)
6. Robert A. Nakosteen & Olle Westerlund & Michael A. Zimmer, 2004. "Marital Matching and Earnings: Evidence from the Unmarried Population in Sweden," Journal of Human Resources, University of Wisconsin Press, vol. 39(4). [Downloadable!] (restricted)
7. Linda Andersson & Thomas Aronsson & Magnus Wikström, 2004. "Testing for Vertical Fiscal Externalities," Asia-Pacific Financial Markets, Springer, vol. 11(3), pages 243-263, May. [Downloadable!] (restricted)
8. Linda Andersson & Thomas Aronsson & Magnus Wikstr–m, 2004. "Testing for Vertical Fiscal Externalities," International Tax and Public Finance, Springer, vol. 11(3), pages 243-263, 05. [Downloadable!]

2003

1. Kurt Brännäs & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor and Francis Journals, vol. 13(7), pages 537-541, January. [Downloadable!] (restricted)
2. Kurt Brännäs & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 725-728, September. [Downloadable!] (restricted)
3. Kent Eliasson & Urban Lindgren & Olle Westerlund, 2003. "Geographical Labour Mobility: Migration or Commuting?," Regional Studies, Taylor and Francis Journals, vol. 37(8), pages 827-837, November. [Downloadable!] (restricted)

2002

1. Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002. "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, vol. 18(1), pages 19-30. [Downloadable!] (restricted)

2001

1. Elisabet Berglund & Kurt Brännäs, 2001. "Plants' entry and exit in Swedish municipalities," The Annals of Regional Science, Springer, vol. 35(3), pages 431-448. [Downloadable!] (restricted)
2. Kurt Brännäs & Jörgen Hellström, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 425-443. [Downloadable!] (restricted)
3. Thomas Aronsson & Magnus Wikström, 2001. "Optimal Taxes and Transfers in a Multilevel Public Sector," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 58(2), pages 158-, February.
4. Thomas Aronsson & Sven-Olov Daunfeldt & Magnus Wikström, 2001. "Estimating intrahousehold allocation in a collective model with household production," Journal of Population Economics, Springer, vol. 14(4), pages 569-584. [Downloadable!] (restricted)
5. Thomas Aronsson & Johan Lundberg & Magnus Wikström, 2001. "Regional Income Growth and Net Migration in Sweden, 1970--1995," Regional Studies, Taylor and Francis Journals, vol. 35(9), pages 823-830, December. [Downloadable!] (restricted)

1998

1. Johansson, Per & Brannas, Kurt, 1998. "A Household Model for Work Absence," Applied Economics, Taylor and Francis Journals, vol. 30(11), pages 1493-1503, November. [Downloadable!] (restricted)
2. Roger Axelsson & Olle Westerlund, 1998. "A panel study of migration, self-selection and household real income," Journal of Population Economics, Springer, vol. 11(1), pages 113-126. [Downloadable!] (restricted)
3. Olle Westerlund, 1998. "Internal Migration in Sweden: The Effects of Mobility Grants and Regional Labour Market Conditions," LABOUR, CEIS, Fondazione Giacomo Brodolini and Blackwell Publishing Ltd, vol. 12(2), pages 363-388, 07. [Downloadable!] (restricted)

1996

1. Aronsson, Thomas & Brannas, Kurt, 1996. "The Importance of Locational Choice in an Empirical Labour Supply Model," Applied Economics, Taylor and Francis Journals, vol. 28(5), pages 521-29, May. [Downloadable!] (restricted)
2. Thomas Aronsson & Kurt Brännäs, 1996. "Household Work Travel Time," Regional Studies, Taylor and Francis Journals, vol. 30(6), pages 541-548, October. [Downloadable!] (restricted)
3. Brannas, Kurt & Karlsson, Niklas, 1996. "Estimating the perceived tax scale within a labor supply model," Economics Letters, Elsevier, vol. 52(1), pages 75-79, July. [Downloadable!] (restricted)

1995

1. Brannas, Kurt, 1995. "Prediction and control for a time-series count data model," International Journal of Forecasting, Elsevier, vol. 11(2), pages 263-270, June. [Downloadable!] (restricted)

1994

1. Brannas, Kurt & Rosenqvist, Gunnar, 1994. "Semiparametric estimation of heterogeneous count data models," European Journal of Operational Research, Elsevier, vol. 76(2), pages 247-258, July. [Downloadable!] (restricted)

1986

1. Brannas, Kurt, 1986. "Small sample properties in a heterogenous Weibull model," Economics Letters, Elsevier, vol. 21(1), pages 17-20. [Downloadable!] (restricted)

1984

1. Brannas, Kurt, 1984. "Omitted variables in a weibull regression model," Economics Letters, Elsevier, vol. 16(3-4), pages 279-283. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.