Scandinavian Working Papers in Economics

SSE/EFI Working Paper Series in Economics and Finance,
Stockholm School of Economics

1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014

No 292: Evaluating GARCH models
Stefan Lundbergh and Timo Teräsvirta

No 291: Modelling economic high-frequency time series with STAR-STGARCH models
Stefan Lundbergh and Timo Teräsvirta

No 290: Pioneering Price Level Targeting:The Swedish Experience 1931-1937
Claes Berg and Lars Jonung

No 289: Efficiency of Labour Use in the Swedish Banking Industry: A Stochastic Frontier Approach
George E. Battese, Almas Heshmati and Lennart Hjalmarsson

No 288: On the size distributions of firms and markets
Marcus Asplund

No 287: Assessing the effect of a compulsory sickness insurance on worker absenteeism
Per Johansson and Mårten Palme

No 286: Vietnam - Ready for Doi Moi II?
Ari Kokko

No 285: Capital Subsidies and the Performance of Firms
Fredrik Bergström

No 284: Regional Policy and Convergence of Real per Capita Income Among Swedish Counties
Fredrik Bergström

No 283: Characteristics of Government Supported Firms
Fredrik Bergström

No 282: Have Swedish Postwar Business Cycles Been Generated Abroad or at Home?
Jesper Lindé

No 281: Clever agents in Young's evolutionary bargaining model
Maria Saez-Marti and Jörgen W. Weibull

No 280: Duration of consumer loans and bank lending policy: dormancy versus default risk
Kenneth Carling, Tor Jacobson and Kasper Roszbach

No 279: Stochastic Dominance Amongst Swedish Income Distributions
Almas Heshmati and Esfandiar Maasoumi

No 278: A Flexible Adjustment Model of Employment with Application to Zimbabwe's Manufacturing Industries
Almas Heshmati and Mkhululi Ncube

No 277: An Econometric Model of Employment in Zimbabwe's Manufacturing Industries
Almas Heshmati and Mkhululi Ncube

No 276: Testing linearity against smooth transition autoregression using a parametric bootstrap
Joakim Skalin

No 275: Growth and Government: Is there a Difference between Developed and Developing Countries?
Tove Strauss

No 274: The Impact of Generic Competition on Brand Name Market Shares: Evidence from Micro Data
Thomas Aronsson, Mats A. Bergman and Niklas Rudholm

No 273: Auctioned and Re-Auctioned Children in 19th Century Sweden
Mats A. Bergman and Sofia Lundberg

No 272: Endogenous Timing of Investments Yields Modified Stackelberg Outcomes
Mats A. Bergman

No 271: An Assessment of the Macroeconomic Determinants of Inequality
Patrick Vanhoudt

No 270: Did the European Unification Induce Economic Growth? In Search of Scale-Effects and Persistent Changes
Patrick Vanhoudt

No 269: Regional Economic Integration and Foreign Direct Investment: The North American Experience
Magnus Blomström, Ari Kokko and Steven Globerman

No 268: Technology Transfer and Spillovers: Does Local Participation with Multinationals Matter?
Magnus Blomström and Fredrik Sjöholm

No 267: Cambodia: The Challenge of Productive Employment Creation
Sophal Chan, Martin Godfrey, Toshiyasu Kato, Vou Piseth Long, Nina Orlova, et al.

No 266: Rational Bubbles and Fractional Alternatives
Michael K. Andersson and Stefan Nydahl

No 265: Nonlinear error-correction and the UK demand for broad money, 1878-1993
Timo Teräsvirta and Ann-Charlotte Eliasson

No 264: Conflict Resolution Under Asymmetric Information
Helmut Bester and Karl Wärneryd

No 263: A nonlinear time series model of El Niño
Anthony D. Hall, Joakim Skalin and Timo Teräsvirta

No 262: Modelling asymmetries and moving equilibria in unemployment rates
Joakim Skalin and Timo Teräsvirta

No 261: Bank Lending Policy, Credit Scoring and the Survival of Loans
Kasper Roszbach

No 260: Bank Lending Policy, Credit Scoring and Value at Risk
Tor Jacobson and Kasper Roszbach

No 259: Catching up with the Keynesians
Lars Ljungqvist and Harald Uhlig

No 258: International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results
Ulf-G. Gerdtham and Mickael Löthgren

No 257: Markets and Cooperation
Giancarlo Spagnolo

No 256: Solution and Estimation of RE Macromodels with Optimal Policy
Paul Söderlind

No 255: Historical Evidence on Business Cycles: The International Experience
U. Michael Bergman, Michael D. Bordo and Lars Jonung

No 254: Mutual Recognition and the Strategic Use of International Standards
Klaus Wallner

No 253: Bundled Sales as Self-Selection Devise
Klaus Wallner

No 252: The Private Manufacturing Sector in Vietnam 1991-97: An Analysis of the Deceased
Bhargavi Ramamurthy

No 251: The Private Manufacturing Sector in Vietnam: An Analysis of the Winners
Bhargavi Ramamurthy

No 250: Likelihood-Based Cointegration Tests in Heterogeneous Panels
Rolf Larsson, Johan Lyhagen and Mickael Löthgren

No 249: Labor- and Product-Market Structure and Excess Labor
Björn Segendorff

No 248: Delegation of Bargaining and Power
Björn Segendorff

No 247: Health Care System Effects on Cost Efficiency in the OECD Countries
Ulf-G. Gerdtham and Mickael Löthgren

No 246: Efficiency in the Treatment of Hip Fractures
Magnus Tambour and Niklas Zethraeus

No 245: Monitoring and Pay
Magnus Allgulin and Tore Ellingsen

No 244: Payments in Kind
Tore Ellingsen

No 243: Debt as a (Credible) Collusive Device, or: "Everybody Happy but the Consumer"
Giancarlo Spagnolo

No 242: Monetary Policy and Market Interest Rates
Tore Ellingsen and Ulf Söderström

No 241: The Transformation of the Private Manufacturing Sector in Vietnam in the 1990s
Per Ronnås

No 240: The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
Patrik Säfvenblad

No 239: The Effects of Redistribution on Occupational Choice and Intergenerational Mobility: Does Wage Equality Nail the Cobbler to His Last?
Anna Sjögren

No 238: Human Capital, R&D and Economic Growth
Anna Sjögren

No 237: A simple nonlinear time series model with misleading linear properties
Clive W.J. Granger and Timo Teräsvirta

No 236: The Anatomy and Dynamics of Small Scale Private Manufacturing in Vietnam
Maud Hemlin, Bhargavi Ramamurthy and Per Ronnås

No 235: Shareholder-Value Maximization and Tacit Collusion
Giancarlo Spagnolo

No 234: The design and analysis of stochastic cost-effectiveness studies for the evaluation of health care interventions
Andrew Briggs and Magnus Tambour

No 233: Maximum likelihood estimation of the multivariate fractional cointegrating model
Johan Lyhagen

No 232: On stationarity and cointegration of international health expenditure and GDP
Ulf-G. Gerdtham and Mickael Löthgren

No 231: Properties of actuarially-fair and pay-as-you-go health insurance schemes for the elderly. An OLG model approach
Per-Olov Johansson

No 230: A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP
Luigi Ermini

No 229: A Monte Carlo Analysis of Technical Inefficiency Predictors
Subal C. Kumbhakar and Mickael Löthgren

No 228: Assessing the Effect of Economic Incentives on Incidence and Duration of Work Absence
Göran Broström, Per Johansson and Mårten Palme

No 227: Do Long-Memory Models Have Long Memory?
Michael K. Andersson

No 226: A Dynamic Conditionally Heteroscedastic Stochastic Frontier Model
Mickael Löthgren

No 225: On the Effects of Imposing or Ignoring Long Memory when Forecasting
Michael K. Andersson

No 224: Should Finland and Sweden Form a Monetary Union?
Lars Jonung and Fredrik Sjöholm

No 223: How to Bootstrap DEA Estimators: A Monte Carlo Comparison
Mickael Löthgren

No 222: Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis
Ulf-G. Gerdtham, Mickael Löthgren, Magnus Tambour and Clas Rehnberg

No 221: Power and Bias of Likelihood Based Inference in the Cointegration Model under Fractional Cointegration
Michael K. Andersson and Mikael P. Gredenhoff

No 220: Fiscal Policy and the Yield Curve in a Small Open Economy
Jesper Lindé

No 219: Related Diversification, Agency Costs, and Shareholder Value
Henrik Cronqvist, Peter Högfeldt and Mattias Nilsson

No 218: Robust Testing for Fractional Integration Using the Bootstrap
Michael K. Andersson and Mikael P. Gredenhoff

No 217: Competition and Prices on the Emerging Nordic Electricity Market
Eirik S. Amundsen, Lars Bergman and Bo Andersson

No 216: Productivity Growth in Indonesia: The Role of Regional Characteristics and Direct Foreign Investment
Fredrik Sjöholm

1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014
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