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 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
Tomoaki 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 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, Dick van Dijk and Yukai Yang

No 603: Simulation-based finite-sample linearity test against smooth transition models
Andrés 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
Timo Teräsvirta

No 597: Labor Supply and Saving under Uncertainty
Martin Floden

No 596: A Note on Wick Products and the Fractional Black-Scholes Model
Tomas Björk and Henrik Hult

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
Timo 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
Mark Voorneveld, Willemien Kets and Henk Norde

No 588: Natural selection and social preferences
Jörgen Weibull and Marcus Salomonsson

No 587: Demand and Distance: Evidence on Cross-Border Shopping
Richard 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?
Milo 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
Birgit Strikholm and Timo Teräsvirta

No 577: Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
Annastiina Silvennoinen and Timo Teräsvirta

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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