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Kristofer Månsson

Personal Details

First Name:Kristofer
Middle Name:
Last Name:Månsson
Suffix:
RePEc Short-ID:pmn13

Affiliation

(80%) Internationella Handelshögskolan
Högskolan i Jönköping

Jönköping, Sweden
http://www.ihh.hj.se/

: 036-157700
036-165069
Box 1026, 551 11 Jönköping
RePEc:edi:ihhhjse (more details at EDIRC)

(20%) Centre of Excellence for Science and Innovation Studies
Kungliga Tekniska Högskolan (KTH)

Stockholm, Sweden
http://cesis.kth.se/

: +46 8 790 95 63

SE-100 44 Stockholm
RePEc:edi:cekthse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi, 2013. "Testing for Panel Unit Roots under General Cross-Sectional Dependence," Working Paper Series in Economics and Institutions of Innovation 327, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  2. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2012. "Testing for Panel Unit Roots in the Presence of Spatial Dependency," HUI Working Papers 71, HUI Research.
  3. Locking, Håkan & Månsson, Kristofer & Shukur, Ghazi, 2012. "Performance of Some Ridge Parameters for Probit Regression: with Application on Swedish Job Search Data," HUI Working Papers 56, HUI Research.
  4. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2012. "Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis," HUI Working Papers 72, HUI Research.
  5. Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi, 2012. "Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency," HUI Working Papers 63, HUI Research.
  6. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2012. "A New Asymmetric Interaction Ridge (AIR) Regression Method," HUI Working Papers 54, HUI Research.
  7. Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi, 2011. "New Liu Estimators for the Poisson Regression Model: Method and Application," HUI Working Papers 51, HUI Research.
  8. Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi, 2011. "A Ridge Regression estimator for the zero-inflated Poisson model," Working Paper Series in Economics and Institutions of Innovation 257, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  9. Månsson, Kristofer & Kibria, B. M. Golam & Shukur, Ghazi, 2011. "On Liu Estimators for the Logit Regression Model," Working Paper Series in Economics and Institutions of Innovation 259, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  10. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach," Working Paper Series in Economics and Institutions of Innovation 217, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  11. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2010. "A New Ridge Regression Causality Test in the Presence of Multicollinearity," HUI Working Papers 37, HUI Research.
  12. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets," Working Paper Series in Economics and Institutions of Innovation 215, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  13. Månsson, Kristofer & Shukur, Ghazi, 2010. "A Poisson Ridge Regression Estimator," HUI Working Papers 42, HUI Research.
  14. Andersson, Martin & Johansson, Börje & Månsson, Kristofer, 2009. "Dynamics of Entry and Exit of Product Varieties – what evolution dynamics can account for the empirical regularities?," Working Paper Series in Economics and Institutions of Innovation 204, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

Articles

  1. Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur & Pär Sjölander, 2018. "On the Estimation of the CO 2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity," Sustainability, MDPI, Open Access Journal, vol. 10(5), pages 1-11, April.
  2. Hyunjoo Kim Karlsson & Peter Karlsson & Kristofer Månsson & Pär Sjölander, 2017. "Wavelet quantile analysis of asymmetric pricing on the Swedish power market," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 249-260, May.
  3. A. Almasri & K. Månsson & P. Sjölander & G. Shukur, 2017. "A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries," Applied Economics, Taylor & Francis Journals, vol. 49(21), pages 2096-2105, May.
  4. Kristofer Månsson & B.M. Golam Kibria & Ghazi Shukur, 2016. "A restricted Liu estimator for binary regression models and its application to an applied demand system," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(6), pages 1119-1127, May.
  5. Pär Sjölander & Ghazi Shukur & Kristofer Månsson & Orsa Kekezi, 2015. "The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis," Applied Economics, Taylor & Francis Journals, vol. 47(50), pages 5378-5389, October.
  6. Ghazi Shukur & Kristofer Månsson & Pär Sjölander, 2015. "Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 539-550, December.
  7. Håkan Locking & Kristofer Månsson & Ghazi Shukur, 2014. "Ridge Estimators For Probit Regression: With An Application To Labour Market Data," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 92-103, December.
  8. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
  9. Månsson, Kristofer & Sjölander, Pär, 2014. "Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis," Economic Modelling, Elsevier, vol. 38(C), pages 121-132.
  10. Kristofer Månsson & Ghazi Shukur & Pär Sjölander, 2013. "Asymmetric quantile analysis of the Swedish mortgage price discovery process," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3088-3101, July.
  11. Kristofer Månsson & Ghazi Shukur & Pär Sjölander, 2013. "Testing for panel unit roots in the presence of spatial dependency," Applied Economics, Taylor & Francis Journals, vol. 45(29), pages 4152-4159, October.
  12. Månsson, Kristofer, 2012. "On ridge estimators for the negative binomial regression model," Economic Modelling, Elsevier, vol. 29(2), pages 178-184.
  13. Månsson, Kristofer & Kibria, B.M. Golam & Shukur, Ghazi, 2012. "On Liu estimators for the logit regression model," Economic Modelling, Elsevier, vol. 29(4), pages 1483-1488.
  14. B. Kibria & Kristofer Månsson & Ghazi Shukur, 2012. "Performance of Some Logistic Ridge Regression Estimators," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 401-414, December.
  15. R. Scott Hacker & Hyunjoo Kim Karlsson & Kristofer Månsson, 2012. "The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach," The World Economy, Wiley Blackwell, vol. 35(9), pages 1162-1185, September.
  16. Månsson, Kristofer & Shukur, Ghazi, 2011. "A Poisson ridge regression estimator," Economic Modelling, Elsevier, vol. 28(4), pages 1475-1481, July.
  17. Panagiotis Mantalos & Kristofer Mansson & Ghazi Shukur, 2010. "The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 327-342.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Månsson, Kristofer & Kibria, B. M. Golam & Shukur, Ghazi, 2011. "On Liu Estimators for the Logit Regression Model," Working Paper Series in Economics and Institutions of Innovation 259, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S., 2014. "Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 53-74.
    2. M. Revan Özkale, 2016. "Iterative algorithms of biased estimation methods in binary logistic regression," Statistical Papers, Springer, vol. 57(4), pages 991-1016, December.
    3. Ghazi Shukur & Kristofer Månsson & Pär Sjölander, 2015. "Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 539-550, December.
    4. Özkale, M. Revan & Arıcan, Engin, 2015. "First-order r−d class estimator in binary logistic regression model," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 19-29.
    5. M. Arashi & T. Valizadeh, 2015. "Performance of Kibria’s methods in partial linear ridge regression model," Statistical Papers, Springer, vol. 56(1), pages 231-246, February.

  2. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach," Working Paper Series in Economics and Institutions of Innovation 217, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
    2. Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari, 2015. "Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(1), pages 33-54, March.
    3. Elena Pelinescu & Delia-Elena Diacona?u, 2015. "The Volatility of Romanian Exchange Rate: A GARCH Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 92-99, November.
    4. Deng-Kui SI & Xiao-Lin LI & Tsangyao CHANG & Lu BAI, 2018. "Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-19, December.
    5. Sajid Ali, 2016. "How does Interest rate effect Exchange rate of Pakistan. Evidence of ARDL Bound Testing Approach," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(2), pages 119-133, October.
    6. Andrieș, Alin Marius & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2014. "Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet," Economic Modelling, Elsevier, vol. 41(C), pages 227-238.
    7. Urgaia, Worku R., 2018. "The Role of Human Capital Resources in East African Economies," GLO Discussion Paper Series 218, Global Labor Organization (GLO).
    8. Andrieș, Alin Marius & Căpraru, Bogdan & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2017. "The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania," Economic Modelling, Elsevier, vol. 67(C), pages 261-274.
    9. Habimana, Olivier, 2017. "The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia," MPRA Paper 75956, University Library of Munich, Germany.

  3. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets," Working Paper Series in Economics and Institutions of Innovation 215, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. M. Utku Ozmen & Erdal Yilmaz, 2016. "Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in “Fragile Economies”," Working Papers 1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    2. Öner, Özge, 2015. "Retail City: The Relationship between Place Attractiveness and Accessibility to Shops," Working Paper Series 1055, Research Institute of Industrial Economics.
    3. Deng-Kui SI & Xiao-Lin LI & Tsangyao CHANG & Lu BAI, 2018. "Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-19, December.
    4. Bekiros Stelios & Muzaffar Ahmed T. & Uddin Gazi S. & Vidal-García Javier, 2017. "Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-12, June.
    5. Baghestani, Hamid & Toledo, Hugo, 2017. "Do analysts' forecasts of term spread differential help predict directional change in exchange rates?," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 62-69.
    6. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2010. "A New Ridge Regression Causality Test in the Presence of Multicollinearity," HUI Working Papers 37, HUI Research.
    7. Jiang, Chun & Chang, Tsangyao & Li, Xiao-Lin, 2015. "Money growth and inflation in China: New evidence from a wavelet analysis," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 249-261.
    8. Selim KAYHAN & Tayfur BAYAT & Ahmet UGUR, 2013. "Interest Rates and Exchange Rate Relationship in BRIC-T Countries," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(2), pages 227-236.
    9. Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael, 2016. "Interest rate changes and stock returns: A European multi-country study with wavelets," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 1-12.
    10. Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
    11. Andrieș, Alin Marius & Căpraru, Bogdan & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2017. "The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania," Economic Modelling, Elsevier, vol. 67(C), pages 261-274.
    12. Lo, C.F. & Hui, C.H. & Fong, T. & Chu, S.W., 2015. "A quasi-bounded target zone model — Theory and application to Hong Kong dollar," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 1-17.

  4. Månsson, Kristofer & Shukur, Ghazi, 2010. "A Poisson Ridge Regression Estimator," HUI Working Papers 42, HUI Research.

    Cited by:

    1. Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi, 2011. "New Liu Estimators for the Poisson Regression Model: Method and Application," HUI Working Papers 51, HUI Research.
    2. Månsson, Kristofer, 2012. "On ridge estimators for the negative binomial regression model," Economic Modelling, Elsevier, vol. 29(2), pages 178-184.

Articles

  1. Pär Sjölander & Ghazi Shukur & Kristofer Månsson & Orsa Kekezi, 2015. "The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis," Applied Economics, Taylor & Francis Journals, vol. 47(50), pages 5378-5389, October.

    Cited by:

    1. Habimana, Olivier, 2017. "The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia," MPRA Paper 75956, University Library of Munich, Germany.

  2. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
    See citations under working paper version above.
  3. Månsson, Kristofer & Sjölander, Pär, 2014. "Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis," Economic Modelling, Elsevier, vol. 38(C), pages 121-132.

    Cited by:

    1. Emirmahmutoglu, Furkan & Omay, Tolga, 2014. "Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test," Economic Modelling, Elsevier, vol. 40(C), pages 184-190.

  4. Kristofer Månsson & Ghazi Shukur & Pär Sjölander, 2013. "Asymmetric quantile analysis of the Swedish mortgage price discovery process," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3088-3101, July.

    Cited by:

    1. Sjölander, Pär, 2013. "A ridge bootstrap method for analyzing APT effects on the mortgage loan market," Economic Modelling, Elsevier, vol. 30(C), pages 844-855.

  5. Månsson, Kristofer & Kibria, B.M. Golam & Shukur, Ghazi, 2012. "On Liu estimators for the logit regression model," Economic Modelling, Elsevier, vol. 29(4), pages 1483-1488.
    See citations under working paper version above.
  6. B. Kibria & Kristofer Månsson & Ghazi Shukur, 2012. "Performance of Some Logistic Ridge Regression Estimators," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 401-414, December.

    Cited by:

    1. A. Saleh & B. Kibria, 2013. "Improved ridge regression estimators for the logistic regression model," Computational Statistics, Springer, vol. 28(6), pages 2519-2558, December.
    2. M. Revan Özkale, 2016. "Iterative algorithms of biased estimation methods in binary logistic regression," Statistical Papers, Springer, vol. 57(4), pages 991-1016, December.

  7. R. Scott Hacker & Hyunjoo Kim Karlsson & Kristofer Månsson, 2012. "The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach," The World Economy, Wiley Blackwell, vol. 35(9), pages 1162-1185, September.
    See citations under working paper version above.
  8. Månsson, Kristofer & Shukur, Ghazi, 2011. "A Poisson ridge regression estimator," Economic Modelling, Elsevier, vol. 28(4), pages 1475-1481, July.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2011-07-27 2011-11-01 2013-11-02. Author is listed
  2. NEP-IFN: International Finance (2) 2010-04-17 2010-04-17. Author is listed
  3. NEP-INO: Innovation (2) 2009-12-11 2011-11-01. Author is listed
  4. NEP-MON: Monetary Economics (2) 2010-04-17 2010-04-17. Author is listed
  5. NEP-ORE: Operations Research (2) 2011-07-27 2011-11-01. Author is listed
  6. NEP-CBA: Central Banking (1) 2010-04-17
  7. NEP-COM: Industrial Competition (1) 2009-12-11
  8. NEP-ENT: Entrepreneurship (1) 2009-12-11
  9. NEP-ETS: Econometric Time Series (1) 2013-11-02
  10. NEP-IND: Industrial Organization (1) 2009-12-11
  11. NEP-MAC: Macroeconomics (1) 2010-04-17
  12. NEP-SBM: Small Business Management (1) 2009-12-11
  13. NEP-TID: Technology & Industrial Dynamics (1) 2009-12-11

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