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 215: The Role of Government in Capital Constrained Economies
Tove Strauss

No 214: Willingness to Pay for Hormone Replacement Therapy
Niklas Zethraeus and Per-Olov Johansson

No 213: Factor Endowments, Country Size, and Trade Liberalisation: The Effects on Structure of Trade and Industry
Thomas Mathä

No 212: Technology Gap, Competition and Spillovers from Direct Foreign Investment: Evidence from Establishment Data
Fredrik Sjöholm

No 211: National and International Spillovers from R&D: Comparing a Neoclassical and an Endogenous Growth Approach
Henrik Braconier and Fredrik Sjöholm

No 210: Market Expectations in the UK Before and After the ERM Crisis
Paul Söderlind

No 209: Interest Rate Dynamics and Consistent Forward Rate Curves
Tomas Björk and Bent Jesper Christensen

No 208: On the Damodaran Estimator of Price Adjustment Coefficients
Patrik Säfvenblad

No 207: The Relationship between Happiness, Health and Socio-economic Factors: Results Based on Swedish Micro Data
Ulf-G Gerdtham and Magnus Johannesson

No 206: Sequential Moves and Tacit Collusion: Reaction-Function Cycles in a Finite Pricing Duopoly
Klaus Wallner

No 205: New Estimates of the Demand for Health: Results Based on a Categorical Health Measure and Swedish Micro Data
Ulf-G Gerdtham and Magnus Johannesson

No 204: Bootstrapping the Malmquist Productivity Index: A Simulation Study
Mickael Löthgren

No 203: Should the core fear the outs? Price setting practices and international monetary transmission
Richard Friberg

No 202: Financial Crises and the Benefits of Mildly Repressed Exchange Rates
Pan A. Yotopoulos

No 201: Hierarchical Assignments: Stability and Fairness
Kimmo Eriksson, Johan Karlander and Lars-Erik Öller

No 200: Foreign Direct Investment and Employment: Home Country Experience in the United States and Sweden
Magnus Blomström, Gunnar Fors and Robert E. Lipsey

No 199: Statistical Properties of the Asymmetric Power ARCH Process
Changli He and Timo Teräsvirta

No 198: Properties of Moments of a Family of GARCH Processes
Changli He and Timo Teräsvirta

No 197: Income Redistribution within the Life Cycle versus between Individuals: Empirical Evidence Using Swedish Panel Data
Anders Björklund and Mårten Palme

No 196: Prices, profits and exchange rate uncertainty: The case of Bertrand competition in differentiated goods.
Richard Friberg

No 195: Openness and the exchange rate exposure of national stock markets - a note
Richard Friberg and Stefan Nydahl

No 194: Price adjustments by a gasoline retail chain
Marcus Asplund, Rickard Eriksson and Richard Friberg

No 193: Dowry Inflation: A Comment
Lena Edlund

No 192: Time Spent on Waiting Lists for Medical Care: An Insurance Approach
Magnus Johannesson, Per-Olov Johansson and Tore Söderqvist

No 191: Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange
Patrik Säfvenblad

No 190: Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market
Patrik Säfvenblad

No 189: Lead-Lag Effects When Prices Reveal Cross-Security Information
Patrik Säfvenblad

No 188: Bootstrap Testing for Fractional Integration
Michael K. Andersson and Mikael P. Gredenhoff

No 187: The Tropical Forests as a Global Resource: Impacts of Trade-Related Policy
Thomas Andersson

No 186: Indebtedness and Unemployment: A Durable Relationship
Tore Ellingsen and Steinar Holden

No 185: Fixed or Flexible? Wage Setting in Search Equilibrium
Tore Ellingsen and Åsa Rosén

No 184: Social Security, Occupational Pensions, and Retirement in Sweden
Mårten Palme and Ingemar Svensson

No 183: Exports, Imports and Productivity: Results from Indonesian Establishment Data
Fredrik Sjöholm

No 182: Minimal Realizations of Forward Rates
Tomas Björk and Andrea Gombani

No 181: A Note on Confidence Intervals in Cost-Effectiveness Analysis
Magnus Tambour, Niklas Zethraeus and Magnus Johannesson

No 180: Efficiency Wages and X-Inefficiencies
Tore Ellingsen

No 179: On the Consistency of the DEA-based Average Technical Efficiency Bootstrap
Mickael Löthgren

No 178: The European Unemployment Dilemma
Lars Ljungqvist and Thomas J. Sargent

No 177: Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures
Mikael Gredenhoff and Sune Karlsson

No 176: Finance and Economic Growth. The Case of Sweden 1834-1991
Pontus Hansson and Lars Jonung

No 175: Evaluating Portfolio Performance with Stochastic Discount Factors
Magnus Dahlquist and Paul Söderlind

No 174: The Stock Market as a Screening Device and the Decision to Go Public
Tore Ellingsen and Kristian Rydqvist

No 173: Distributional Conflict and Jurisdictional Organization
Karl Wärneryd

No 172: Regional Integration and Foreign Direct Investment
Magnus Blomström and Ari Kokko

No 171: Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies
Jan Eklöf and Sune Karlsson

No 170: The Impact of Internal Markets on Health Care Efficiency: Evidence from Health Care Reforms in Sweden
Ulf-G. Gerdtham, Clas Rehnberg and Magnus Tambour

No 169: Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints
Changli He and Timo Teräsvirta

No 168: Fourth Moment Structure of the GARCH (p, q) Process
Changli He and Timo Teräsvirta

No 167: Rationality, Transparency, and Evolutionary Selection
Karl Wärneryd

No 166: Expropriation Risk, Governance Control and Equilibrium Financial Contract
Yeongjae Kang

No 165: Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment
Gustaf E. Hagerud

No 164: Modeling Nordic Stock Returns with Asymmetric GARCH models
Gustaf E. Hagerud

No 163: Specification Tests for Asymmetric GARCH
Gustaf E. Hagerud

No 162: A Smooth Transition ARCH Model for Asset Returns
Gustaf E. Hagerud

No 161: Internal Markets and Performance in Swedish Health Care
Magnus Tambour and Clas Rehnberg

No 160: Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange
Kaj Hedvall, Jonas Niemeyer and Gunnar Rosenqvist

No 159: Monetary Policy and the Fisher Effect
Paul Söderlind

No 158: A Multiple Output Stochastic Ray Frontier Production Model
Mickael Löthgren

No 157: Real Effects of Budget Deficits? - Theory and Evidence
Torbjörn Becker and Anders Paalzow

No 156: A Latent Factor Model of European Exchange Rate Risk Premia
Annika Alexius and Peter Sellin

No 155: Reaction Function Estimation when Central Banks Face Adjustment Costs
Kasper Roszbach

No 154: Network Externality and Convention
Karl Wärneryd

No 153: Conventions and Transaction Costs
Karl Wärneryd

No 152: On the Value of Changes in Life Expectancy: Blips versus Parametric Changes
Magnus Johannesson, Per-Olov Johansson and Karl-Gustaf Löfgren

No 151: Computationally Efficient Double Bootstrap Variance Estimation
Sune Karlsson and Mickael Löthgren

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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