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Citations of
Kurt Brännäs

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  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!]

    Cited by:

    1. Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," UmeÃ¥ Economic Studies 673, Umeå University, Department of Economics. [Downloadable!]
    2. 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!]
    3. Drost, F.C. & Akker, R. van den & Werker, B.J.M., 2007. "Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53)," Discussion Paper 2007-23, Tilburg University, Center for Economic Research.
    4. Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," UmeÃ¥ Economic Studies 675, Umeå University, Department of Economics. [Downloadable!]
    5. Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M., 2006. "Local asymptotic normality and efficient estimation for inar (P) models," Discussion Paper 45, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  2. Brännäs, Kurt & Simonsen, Ola, 2003. "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," UmeÃ¥ Economic Studies 610, Umeå University, Department of Economics.

    Cited by:

    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. Simonsen, Ola, 2005. "An Empirical Model for Durations in Stocks," UmeÃ¥ Economic Studies 657, Umeå University, Department of Economics. [Downloadable!]

  3. Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," UmeÃ¥ Economic Studies 556, Umeå University, Department of Economics.
    Other versions:
    Published as:

    Cited by:

    1. 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!]
    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. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Parameterizing unconditional skewness in models for financial time series," CREATES Research Papers 2008-07, School of Economics and Management, University of Aarhus. [Downloadable!]
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    4. 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)
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    5. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2006. "Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model," Applied Financial Economics, Taylor and Francis Journals, vol. 16(6), pages 479-490, March. [Downloadable!] (restricted)

  4. Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," UmeÃ¥ Economic Studies 562, Umeå University, Department of Economics.
    Published as:

    Cited by:

    1. 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!]
    2. Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," UmeÃ¥ Economic Studies 614, Umeå University, Department of Economics. [Downloadable!]

  5. 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!]
    Other versions:
    Published as:

    Cited by:

    1. Kulp-Tåg, Sofie, 2007. "Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets," Working Papers 524, Hanken School 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. Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," UmeÃ¥ Economic Studies 614, Umeå University, Department of Economics. [Downloadable!]
    4. Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004. [Downloadable!]
    5. 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!]
      Other versions:
    6. 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)
      Other versions:

  6. Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," UmeÃ¥ Economic Studies 521, Umeå University, Department of Economics. [Downloadable!]
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    Cited by:

    1. Richardson, Katarina & van den Berg, Gerard J, 2008. "Duration dependence versus unobserved heterogeneity in treatment effects: Swedish labor market training and the transition rate to employment," Working Paper Series 2008:7, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
    2. Richardson, Katarina & van den Berg, Gerard J, 2006. "Swedish Labour Market Training and the Duration of Unemployment," CEPR Discussion Papers 5895, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Stenberg, Anders, 2002. "Comprehensive Education for the Unemployed - Evaluating the Effectson Unemployment of the Adult Education Initiative in Sweden (Kunskapslyftet)(Kunskapslyftet)," UmeÃ¥ Economic Studies 579, Umeå University, Department of Economics, revised 07 May 2003. [Downloadable!]

  7. Berglund, Elisabet & Brännäs, Kurt, 1999. "Plants' Entry and Exit in Swedish Municipalities," UmeÃ¥ Economic Studies 497, Umeå University, Department of Economics.
    Published as:

    Cited by:

    1. Brixy, Udo & Grotz, Reinhold, 2006. "Regional patterns and determinants of new firm formation and survival in western Germany," IAB Discussion Paper 200605, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
    2. Cameron, A. Colin & Li, Tong & Trivedi, Pravin K. & Zimmer, David M., 2004. "Modeling Differences in Counted Outcomes Using Bivariate Copula Models: With Application to Mismeasured Counts," Working Papers 04-3, University of California at Davis, Department of Economics. [Downloadable!]
    3. Berglund, Elisabet, 1999. "Human Capital and Regional Entry of Firms," UmeÃ¥ Economic Studies 500, Umeå University, Department of Economics. [Downloadable!]
    4. Schanne, Norbert & Weyh, Antje, 2009. "What makes start-ups out of unemployment different?," IAB Discussion Paper 200904, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
    5. Berglund, Elisabet, 1999. "Options, Timing, and Regional Entry of Firms," UmeÃ¥ Economic Studies 505, Umeå University, Department of Economics. [Downloadable!]
    6. Daunfeldt , Sven-Olov & Rudholm, Niklas & Bergström, Fredrik, 2002. "Entry into Swedish Retail- and Wholesale Trade Markets," UmeÃ¥ Economic Studies 599, Umeå University, Department of Economics. [Downloadable!]
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  8. 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.
    Published as:

    Cited by:

    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. 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!]
    3. Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," UmeÃ¥ Economic Studies 656, Umeå University, Department of Economics. [Downloadable!]
    4. Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer, vol. 92(3), pages 319-341, August. [Downloadable!] (restricted)
    5. Juan Luis Eugenio-Martín & Noelia Martín Morales & Riccardo Scarpa, 2004. "Tourism and Economic Growth in Latin American Countries: A Panel Data Approach," Working Papers 2004.26, Fondazione Eni Enrico Mattei. [Downloadable!]
    6. Juncal Cuñado & Luis A. Gil-Alaña, . "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:

  9. Brännäs, Kurt & Hellström, Jörgen, 1999. "Generalized Integer-Valued Autoregression," UmeÃ¥ Economic Studies 501, Umeå University, Department of Economics.
    Published as:

    Cited by:

    1. Andersson, Jonas & Karlis, Dimitris, 2008. "Treating missing values in INAR(1) models," Discussion Papers 2008/14, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
    2. Robert Noland & Mohammed Quddus & Washington Ochieng, 2008. "The effect of the London congestion charge on road casualties: an intervention analysis," Transportation, Springer, vol. 35(1), pages 73-91, January. [Downloadable!] (restricted)
    3. Hellström, Jörgen & Simonsen, Ola, 2006. "Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?," UmeÃ¥ Economic Studies 687, Umeå University, Department of Economics. [Downloadable!]
    4. Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer, vol. 92(3), pages 319-341, August. [Downloadable!] (restricted)

  10. Brännäs, Kurt & Hall, Andreia, 1998. "Estimation in integer - valued moving average models," UmeÃ¥ Economic Studies 477, Umeå University, Department of Economics.

    Cited by:

    1. Kurt Brännäs & Jörgen Hellström, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 425-443. [Downloadable!] (restricted)
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    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!]

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

    Cited by:

    1. Yann Schorderet, 2001. "Revisiting Okun's Law: An Hysteretic Perspective," University of California at San Diego, Economics Working Paper Series 2001-13, Department of Economics, UC San Diego. [Downloadable!]

Articles

  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!]
    Other versions:

    See citations under working paper version above.

  2. 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)
    Other versions:

    See citations under working paper version above.

  3. 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)
    Other versions:

    See citations under working paper version above.

  4. 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)
    Other versions:

    See citations under working paper version above.

  5. Kurt Brännäs & Jörgen Hellström, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 425-443. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. 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)
    Other versions:

    See citations under working paper version above.

  7. 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)

    Cited by:

    1. Henrekson, Magnus & Persson, Mats, 2001. "The Effects on Sick Leave of Changes in the Sickness Insurance System," Working Paper Series in Economics and Finance 0444, Stockholm School of Economics, revised 08 Aug 2001. [Downloadable!]
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    2. Granlund, David, 2007. "The effect of health care expenditure on sickness absence," UmeÃ¥ Economic Studies 701, Umeå University, Department of Economics, revised 13 Apr 2007. [Downloadable!]
    3. Selén, Jan & Ståhlberg, Ann-Charlotte, 2001. "The Importance of Sickness Benefits Rights for a Comparison of Wages," Working Paper Series 1/2002, Swedish Institute for Social Research. [Downloadable!]
    4. Andrén, Daniela, 2004. "Why Are The Sickness Absences So Long In Sweden," Working Papers in Economics 137, Göteborg University, Department of Economics. [Downloadable!]

  8. 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)

    Cited by:

    1. Maroesjka Versantvoort & Lambert van der Laan, 1998. "Analysing Labour Supply in a Lifestyle Perspective," Tinbergen Institute Discussion Papers 98-010/3, Tinbergen Institute. [Downloadable!]

  9. 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)

    Cited by:

    1. Raj Chetty & Emmanuel Saez, 2009. "Teaching the Tax Code: Earnings Responses to an Experiment with EITC Recipients," NBER Working Papers 14836, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Erik Fjaerli & Diderik Lund, 2001. "The choice between owner's wages and dividends under the dual income tax," Finnish Economic Papers, Finnish Economic Association, vol. 14(2), pages 104-119, Autumn. [Downloadable!]

  10. Thomas Aronsson & Kurt Brännäs, 1996. "Household Work Travel Time," Regional Studies, Taylor and Francis Journals, vol. 30(6), pages 541-548, October. [Downloadable!] (restricted)

    Cited by:

    1. Paul Latreille & David H. Blackaby & Philip D. Murphy & Nigel O'Leary & Peter J. Sloane, 2006. "How Far and For How Much? Evidence on Wages and Potential Travel-to-Work Distances from a Survey of the Economically Inactive," IZA Discussion Papers 1976, Institute for the Study of Labor (IZA). [Downloadable!]

  11. 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)

    Cited by:

    1. Giovanni Trovato & Marco Alf˜ & Vincenzo Atella, . "Semiparametric Mixture Models for Multivariate Count Data, with Application," CEIS Research Paper 51, Tor Vergata University, CEIS. [Downloadable!]
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    2. Óscar D. Lourenço & Pedro L. Ferreira, 2005. "Utilization of public health centres in Portugal: effect of time costs and other determinants. Finite mixture models applied to truncated samples," Health Economics, John Wiley & Sons, Ltd., vol. 14(9), pages 939-953. [Downloadable!]
    3. William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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    4. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-11.

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