Scandinavian Working Papers in Economics
Working Papers,
Örebro University, School of Business
No 2021:16: AI-enabled Automation, Trade, and the Future of Engineering Services
Franziska Klügl and Hildegunn Kyvik Nordås
No 2021:15: Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
Hoang Nguyen and Farrukh Javed
No 2021:14: A dynamic leverage stochastic volatility model
Hoang Nguyen, Trong-Nghia Nguyen and Minh-Ngoc Tran
No 2021:13: Tangency portfolio weights under a skew-normal model in small and large dimensions
Farrukh Javed, Stepan Mazur and Erik Thorsén
No 2021:12: Portfolio Selection with a Rank-deficient Covariance Matrix
Mårten Gulliksson, Anna Oleynik and Stepan Mazur
No 2021:11: Willingness to pay for private and public improvements of vulnerable road users’ safety
Linda Andersson Järnberg, Daniela Andrén, Lars Hultkrantz, E.Elisabet Rutström and Elin Vimefall
No 2021:10: Predicting returns and dividend growth - the role of non-Gaussian innovations
Tamás Kiss, Stepan Mazur and Hoang Nguyen
No 2021:9: Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
Tamás Kiss, Stepan Mazur, Hoang Nguyen and Pär Österholm
No 2021:8: Vector autoregression models with skewness and heavy tails
Sune Karlsson, Stepan Mazur and Hoang Nguyen
No 2021:7: Bayesian model selection: Application to adjustment of fundamental physical constants
Olha Bodnar and Viktor Eriksson
No 2021:6: Bayesian Model Selection for Small Datasets of Measurement Results
Olha Bodnar
No 2021:5: Objective Bayesian meta-analysis based on generalized multivariate random effects model
Olha Bodnar and Taras Bodnar
No 2021:4: The Effect of Corrupt Market Experience on FDI: Evidence from Swedish Manufacturing Enterprises
Suanna Thede and Patrik Karpaty
No 2021:3: To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory
Magnus Henrekson, Dan Johansson and Johan Karlsson
No 2021:2: A reality check on the GARCH-MIDAS volatility models
Nader Virk, Farrukh Javed and Basel Awartani
No 2021:1: Singular conditional autoregressive Wishart model for realized covariance matrices
Gustav Alfelt, Taras Bodnar, Farrukh Javed and Joanna Tyrcha
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