1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013
No. 620: On finite dimensional realizations for the term structure of futures prices Tomas Björk, Magnus Blix and Camilla Landen
No. 619: On the Timing Option in a Futures Contract Tomas Björk and Francesca Biagini
No. 618: Producers bargaining over a quality standard Cédric Argenton
No. 617: The market for melons: Cournot competition with unobservable qualities Cédric Argenton
No. 616: Quadratic Portfolio Credit Risk models with Shot-noise Effects Raquel M. Gaspar and Thorsten Schmidt
No. 615: Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis PublishedTomoaki Nakatani and Kazuo Sato
No. 614: Correlation Between Intensity and Recovery in Credit Risk Models Raquel M. Gaspar and Irina Slinko
No. 613: The Provision of Liquidity in the Swedish Note-Banking System Per Hortlund
No. 612: Do Inflation and High Taxes Increase Bank Leverage? Per Hortlund
No. 611: The Long-Term Relationship between Capital and Earnings in Banking Per Hortlund
No. 610: Crime, punishment and social norms Jörgen Weibull and Edgar Villa
No. 609: The Decline and Fall of the Scandinavian Currency Union 1914 – 1924: Events in the Aftermath of World War I Krim Talia
No. 608: The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis Krim Talia
No. 607: Scandinavian Monetary Cooperation 1873-1914: A trade off between efficiency and vulnerability Krim Talia
No. 606: Scandinavian Monetary Integration During the 19th Century: A Study of the Establishment of the Scandinavian Currency Union,1865-1875. Krim Talia
No. 605: Strategic equivalence and bounded rationality in extensive form games Mark Voorneveld and Helena Fagraeus Lundström
No. 604: Panel Smooth Transition Regression Models Andrés González, Timo Teräsvirta and Dick van Dijk
No. 603: Simulation-based finite-sample linearity test against smooth transition models PublishedAndrés González and Timo Teräsvirta
No. 602: Top Incomes in Sweden over the Twentieth Century Jesper Roine and Daniel Waldenström
No. 601: A necessary and sufficient condition for the strict stationarity of a family of GARCH processes Mika Meitz
No. 600: Clearing vs. Leakage: Does Note monopoly Increase Money and Credit Cycles? Per Hortlund
No. 599: Is the Law of Reflux Valid? Per Hortlund
No. 598: Forecasting economic variables with nonlinear models PublishedTimo Teräsvirta
No. 597: Labor Supply and Saving under Uncertainty PublishedMartin Floden
No. 596: A Note on Wick Products and the Fractional Black-Scholes Model PublishedTomas Björk and Henrik Hult
No. 595: Towards a General Theory of Good Deal Bounds Tomas Björk and Irina Slinko
No. 594: Costs and Quality of Life in Multiple Sclerosis A Cross-Sectional Study in the USA Gisela Kobelt, Jenny Berg, Debbie Atherley, Olympia Hadjimichael and Bengt Jönsson
No. 593: Univariate nonlinear time series models PublishedTimo Teräsvirta
No. 592: Reciprocal dumping with Bertrand competition Richard Friberg and Mattias Ganslandt
No. 591: Aggregate Savings When Individual Income Varies Martin Floden
No. 590: Learning to be prepared Willemien Kets and Mark Voorneveld
No. 589: An axiomatization of minimal curb sets ForthcomingMark Voorneveld, Willemien Kets and Henk Norde
No. 588: Natural selection and social preferences PublishedJörgen Weibull and Marcus Salomonsson
No. 587: Demand and Distance: Evidence on Cross-Border Shopping ForthcomingRichard Friberg, Marcus Asplund and Fredrik Wilander
No. 586: Do hedonic price indexes change history? The case of electrification Harald Edquist
No. 585: Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets Daniel Waldenström
No. 584: Is Neoclassical Economics still Entrepreneurless? PublishedMilo Bianchi and Magnus Henrekson
No. 583: The cutting power of preparation Olivier Tercieux and Mark Voorneveld
No. 582: Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels Changli He and Rickard Sandberg
No. 581: Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed Changli He and Rickard Sandberg
No. 580: Dickey-Fuller Type of Tests against Nonlinear Dynamic Models Changli He and Rickard Sandberg
No. 579: Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change Changli He and Rickard Sandberg
No. 578: Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions PublishedBirgit Strikholm and Timo Teräsvirta
No. 577: Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations ForthcomingAnnastiina Silvennoinen and Timo Teräsvirta
Programing by Design by Joachim Ekebom
