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