This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Bent E. Sorensen

Personal Details | Affiliation | Works
This is information that was supplied by Bent Sorensen in registering through RePEc. If you are Bent E. Sorensen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Bent
Middle Name: E.
Last Name: Sorensen
Suffix:

RePEc Short-ID: pso113

Email: [This author has chosen not to make the email address public]
Homepage: http://www.uh.edu/~bsorense
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Recursive Impact Factor
  3. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Balli, Faruk & Sorensen, Bent E., 2007. "Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving," MPRA Paper 10223, University Library of Munich, Germany. [Downloadable!]

  2. Mehmet Fatih Ekinci & Sebnem Kalemli-Ozcan & Bent Sorensen, 2007. "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust," NBER Working Papers 13440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Sebnem Kalemli-Ozcan & Ariell Reshef & Bent Sorensen & Oved Yosha, 2005. "Net Capital Flows and Productivty: Evidence from U.S. States," NBER Working Papers 11301, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  4. Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005. "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers 5113, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  5. Bent E. Sørensen & Yuliya Demyanyk & Charlotte Ostergaard, 2005. "U.S. Banking Deregulation, Small Businesses,and Interstate Insurance of Personal Income," Working Papers 2005-02, Department of Economics, University of Houston. [Downloadable!]
    Other versions:
    Published as:

  6. Bent E. Sørensen & Maria Jose Luengo-Prado, 2005. "What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?," Working Papers 2005-03, Department of Economics, University of Houston. [Downloadable!]
    Published as:

  7. Sebnem Kalemli-Ozcan & Bent E. Sørensen & Ariell Reshef & Oved Yosha, 2005. "Why Does Capital Flow to Rich States?," Working Papers 2005-04, Department of Economics, University of Houston. [Downloadable!]
    Other versions:

  8. Luengo-Prado, Maria Jose & Sorensen, Bent E, 2004. "The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States," CEPR Discussion Papers 4474, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  9. Kalemli-Ozcan, Sebnem & Sorensen, Bent E & Yosha, Oved, 2004. "Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe," CEPR Discussion Papers 4463, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  10. Bent E. Sorensen & Maria J. Luengo-Prado, 2004. "The Buffer Stock Model and the Aggregate Propensity to Consume," Econometric Society 2004 North American Summer Meetings 457, Econometric Society. [Downloadable!]

  11. Ostergaard, Charlotte & Sorensen, Bent E & Yosha, Oved, 2001. "Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces," CEPR Discussion Papers 2947, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  12. Sebnem Kalemi-Ozcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk Sharing and Sectoral Specialization: Regional and International Evidence," Econometric Society World Congress 2000 Contributed Papers 1582, Econometric Society. [Downloadable!]

  13. Sorensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  14. Sorensen, Bent E & Yosha, Oved, 1999. "Output Fluctuations and Fiscal Policy: US State and Local Governments 1978-1994," CEPR Discussion Papers 2286, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  15. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Industrial specialization and the asymmetry of shocks across regions," Research Working Paper 99-06, Federal Reserve Bank of Kansas City. [Downloadable!]

  16. Bent E. Sorensen & Charlotte Ostergaard & Oved Yosha, 1998. "Permanent Income, Consumption and Aggregate Constraints: Evidence from US States," FMG Discussion Papers dp287, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:

  17. Adriana Arreaza & Bent E. Sorensen & Oved Yosha, 1998. "Consumption Smoothing through Fiscal Policy in OECD and EU Countries," NBER Working Papers 6372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  18. Sorensen, Bent E & Yosha, Oved, 1997. "Income and Consumption Smoothing Among US States: Regions or Clubs?," CEPR Discussion Papers 1670, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  19. Sorensen, B.E. & Yosha, O., 1997. "Federal Insurance of the U.S. States: An Empirical Investigation," Papers 16-97, Tel Aviv.

  20. Bent Sorenson & William Perraudin, 1996. "Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing," Archive Working Papers 010, Birkbeck, The Institute for Financial Research.

  21. Sorensen, B-E & Yosha, O, 1996. "International Risk Sharing and European Monetary Unification," Papers 40-96, Tel Aviv.
    Published as:

  22. Perraudin,W.R.M. & Sorensen,B.E., 1995. "Continuous Time International Arbitrage Pricing: Theory And Estimation," Cambridge Working Papers in Economics 9410, Faculty of Economics, University of Cambridge.

  23. Karsten Albaek & Bent E. Sorensen, 1995. "Worker Flows and Job Flows in Danish Manufacturing, 1980-91," Discussion Papers 95-12, University of Copenhagen. Department of Economics.
    Published as:

  24. Asdrubali, P. & Sorensen, B.E. & Yosha, O., 1995. "Channels of Interstate Risksharing: U.S. 1963-1990," Papers 07-95, Tel Aviv.
    Other versions:

  25. William Perraudin & Bent Sørensen, 1994. "Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing," Discussion Papers 94-16, University of Copenhagen. Department of Economics.

  26. Ho, M.S. & Perraudin, W.R.M. & Sorensen, B.E., 1992. "Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps," Cambridge Working Papers in Economics 9211, Faculty of Economics, University of Cambridge.
    Other versions:

  27. W. R. M. Perraudin & B. E. Sørensen, 1989. "Cheats, Banks and Liquidity Constraints," Discussion Papers 89-07, University of Copenhagen. Department of Economics.

  28. Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, . "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997 6, Society for Computational Economics. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. María José Luengo-Prado & Bent E. Sørensen, 2008. "What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 65-80, October. [Downloadable!] (restricted)
    Other versions:

  2. Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007. "Home bias and international risk sharing: Twin puzzles separated at birth," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 587-605, June. [Downloadable!] (restricted)
    Other versions:

  3. Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sørensen, 2007. "U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income," Journal of Finance, American Finance Association, vol. 62(6), pages 2763-2801, December. [Downloadable!] (restricted)
    Other versions:

  4. Yuliya Demyanyk & Charlotte Ostergaard & Bent Sorensen, 2007. "Banking deregulation helps small business owners stabilize their income," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11. [Downloadable!]

  5. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June. [Downloadable!] (restricted)
    Other versions:

  6. Charlotte Ostergaard & Bent E. Serensen & Oved Yosha, 2002. "Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces," Journal of Political Economy, University of Chicago Press, vol. 110(3), pages 634-645, June. [Downloadable!] (restricted)
    Other versions:

  7. Bent E. Sorensen & Oved Yosha, 2001. "Is state fiscal policy asymmetric over the business cycle?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 43-64. [Downloadable!]

  8. Kalemli-Ozcan, Sebnem & Sorensen, Bent E. & Yosha, Oved, 2001. "Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations," Journal of International Economics, Elsevier, vol. 55(1), pages 107-137, October. [Downloadable!] (restricted)

  9. Sorensen, Bent E. & Wu, Lisa & Yosha, Oved, 2001. "Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994," European Economic Review, Elsevier, vol. 45(7), pages 1271-1310. [Downloadable!] (restricted)
    Other versions:

  10. Perraudin, William R. M. & Sorensen, Bent E., 2000. "The demand for risky assets: Sample selection and household portfolios," Journal of Econometrics, Elsevier, vol. 97(1), pages 117-144, July. [Downloadable!] (restricted)

  11. Bent E. Sorensen & Oved Yosha, 2000. "Is risk sharing in the United States a regional phenomenon?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 33-47. [Downloadable!]

  12. 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. [Downloadable!] (restricted)

  13. Albaek, Karsten & Sorensen, Bent E, 1998. "Worker Flows and Job Flows in Danish Manufacturing, 1980-91," Economic Journal, Royal Economic Society, vol. 108(451), pages 1750-71, November. [Downloadable!] (restricted)
    Other versions:

  14. Sorensen, Bent E. & Yosha, Oved, 1998. "International risk sharing and European monetary unification," Journal of International Economics, Elsevier, vol. 45(2), pages 211-238, August. [Downloadable!] (restricted)
    Other versions:

  15. 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. [Downloadable!] (restricted)

  16. Andersen, Torben G & Sorensen, Bent E, 1996. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 328-52, July.
    Other versions:

  17. Ho, Mun S & Perraudin, William R M & Sorensen, Bent E, 1996. "A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 31-43, January.

  18. Asdrubali, Pierfederico & Sorensen, Bent E & Yosha, Oved, 1996. "Channels of Interstate Risk Sharing: United States 1963-1990," The Quarterly Journal of Economics, MIT Press, vol. 111(4), pages 1081-1110, November. [Downloadable!] (restricted)

  19. Ho, Mun S & Sorensen, Bent E, 1996. "Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations," The Review of Economics and Statistics, MIT Press, vol. 78(4), pages 726-32, November. [Downloadable!] (restricted)

  20. Perraudin, William R M & Sorensen, Bent E, 1992. "The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 179-92, April.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2006-09-23 2006-11-04
  2. NEP-CBA: Central Banking (1) 2006-04-29
  3. NEP-CFN: Corporate Finance (1) 2006-09-23
  4. NEP-EEC: European Economics (2) 2007-10-06 2008-09-05
  5. NEP-EFF: Efficiency & Productivity (3) 2005-04-24 2005-04-30 2005-05-07
  6. NEP-ENT: Entrepreneurship (3) 2005-04-24 2006-09-23 2006-11-04
  7. NEP-FMK: Financial Markets (3) 2005-08-13 2006-04-29 2006-09-23
  8. NEP-GEO: Economic Geography (3) 2005-04-24 2005-04-30 2005-05-07
  9. NEP-HIS: Business, Economic & Financial History (1) 2000-01-31
  10. NEP-IAS: Insurance Economics (3) 2001-04-02 2006-09-23 2006-11-04
  11. NEP-MAC: Macroeconomics (1) 2005-04-24
  12. NEP-OPM: Open MacroEconomics (1) 2008-09-05
  13. NEP-REG: Regulation (3) 2005-04-24 2006-09-23 2006-11-04
  14. NEP-SOC: Social Norms & Social Capital (1) 2007-10-06
Did you know? It is the publishers that input data about their publications, as there is no staff at RePEc.

This page was last updated on 2008-10-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.