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Details about Kurt Brännäs

E-mail:
Homepage:http://www.econ.umu.se
Phone:+46-90-786 6101
Postal address:Economics, Umea University SE-901 87 Umea Sweden
Workplace:Institutionen för Nationalekonomi (Department of Economics), Umeå Universitet (University of Umea), (more information at EDIRC)

Access statistics for papers by Kurt Brännäs.

Last updated 2014-07-20. Update your information in the RePEc Author Service.

Short-id: pbr21


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Working Papers

2014

  1. Adaptations of Conventional Spatial Econometric Models to Count Data
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  2. Simultaneity in the Multivariate Count Data Autoregressive Model
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2013

  1. The Number of Shareholders - Time Series Modelling and Some Empirical Result
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  2. The Number of Traded Shares: A Time Series Modelling Approach
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2012

  1. The Asymmetric Count Data Moving Average Model
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2009

  1. Value at Risk for Large Portfolios
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2007

  1. Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (2)

2006

  1. Effects of Explanatory Variables in Count Data Moving Average Models
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  2. Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2004

  1. Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (7)
    See also Journal Article in Applied Financial Economics (2010)

2003

  1. Discretized Time and Conditional Duration Modelling for Stock Transaction Data
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (2)
    See also Journal Article in Applied Financial Economics (2007)
  2. Temporal Aggregation of the Returns of a Stock Index Series
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2002

  1. Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  2. Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  3. Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (1)
  4. Tourist Accommodation Effects of Festivals
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (1)

2001

  1. An Alternative Conditional Asymmetry Specification for Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics View citations (3)
    Also in CESifo Working Paper Series, CESifo Group Munich (2001) Downloads View citations (1)

    See also Journal Article in Applied Financial Economics (2003)
  2. Conditional Skewness Modelling for Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)
    See also Journal Article in Applied Economics Letters (2003)
  3. The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

2000

  1. A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  2. ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    Umeå Economic Studies, Umeå University, Department of Economics View citations (6)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2000) Downloads View citations (2)

    See also Journal Article in Journal of Forecasting (2004)
  3. Estimation in a Duration Model for Evaluating Educational Programs
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (7)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2000) Downloads View citations (7)

1999

  1. A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels
    Umeå Economic Studies, Umeå University, Department of Economics
    See also Journal Article in International Journal of Forecasting (2002)
  2. Generalized Integer-Valued Autoregression
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)
    See also Journal Article in Econometric Reviews (2001)
  3. Plants' Entry and Exit in Swedish Municipalities
    Umeå Economic Studies, Umeå University, Department of Economics View citations (3)
    See also Journal Article in The Annals of Regional Science (2001)

1998

  1. Estimation in integer - valued moving average models
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)
  2. Forecasting based on Very Small Samples and Additional Non-Sample Information
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (1)
  3. Forecasting the Size Distribution of Financial Plants in Swedish Municipalities
    Umeå Economic Studies, Umeå University, Department of Economics Downloads

1997

  1. Endogeneity in a Binomial Model
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
  2. Generalized Method of Moment and Indirect Estimation of the ARASMA Model
    Umeå Economic Studies, Umeå University, Department of Economics
  3. Lest squares estimation of a zero-truncated count data regression model
    Umeå Economic Studies, Umeå University, Department of Economics
  4. Testing Linearity against Nonlinear Moving Average Models
    Umeå Economic Studies, Umeå University, Department of Economics
    Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (1996)

1995

  1. Asymmetric Cycles and Temporal Aggregation
    Working Papers, Uppsala - Working Paper Series View citations (2)
    See also Journal Article in The Review of Economics and Statistics (1999)

1992

  1. Nationalizations and Investment Flows: A Panel Study
    Working Paper Series, Research Institute of Industrial Economics Downloads

1991

  1. Explaining Cross-Country Variation in Nationalization Frequencies
    Working Paper Series, Research Institute of Industrial Economics Downloads
  2. Explaining the Termination of Nationalizations in the Late 1970s
    Working Paper Series, Research Institute of Industrial Economics Downloads View citations (1)

Journal Articles

2012

  1. Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (1), 1-24 Downloads

2011

  1. Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    Baltic Journal of Economics, 2011, 11, (1), 109-124 Downloads
  2. Value at Risk and Expected Shortfall for large portfolios
    Finance Research Letters, 2011, 8, (2), 59-68 Downloads

2010

  1. Integer-valued moving average modelling of the number of transactions in stocks
    Applied Financial Economics, 2010, 20, (18), 1429-1440 Downloads View citations (3)
    See also Working Paper (2004)

2007

  1. Discretized time and conditional duration modelling for stock transaction data
    Applied Financial Economics, 2007, 17, (8), 647-658 Downloads
    See also Working Paper (2003)

2004

  1. An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (4), 1-11 Downloads View citations (1)
  2. Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
    Journal of Forecasting, 2004, 23, (3), 155-171 Downloads View citations (3)
    See also Working Paper (2000)

2003

  1. An alternative conditional asymmetry specification for stock returns
    Applied Financial Economics, 2003, 13, (7), 537-541 Downloads View citations (5)
    See also Working Paper (2001)
  2. Conditional skewness modelling for stock returns
    Applied Economics Letters, 2003, 10, (11), 725-728 Downloads View citations (8)
    See also Working Paper (2001)

2002

  1. A new approach to modelling and forecasting monthly guest nights in hotels
    International Journal of Forecasting, 2002, 18, (1), 19-30 Downloads View citations (8)
    See also Working Paper (1999)

2001

  1. GENERALIZED INTEGER-VALUED AUTOREGRESSION
    Econometric Reviews, 2001, 20, (4), 425-443 Downloads View citations (7)
    See also Working Paper (1999)
  2. Plants' entry and exit in Swedish municipalities
    The Annals of Regional Science, 2001, 35, (3), 431-448 Downloads View citations (10)
    See also Working Paper (1999)

1999

  1. Asymmetric Time Series and Temporal Aggregation
    The Review of Economics and Statistics, 1999, 81, (2), 341-344 Downloads View citations (21)
    See also Working Paper (1995)

1998

  1. A household model for work absence
    Applied Economics, 1998, 30, (11), 1493-1503 Downloads View citations (9)

1996

  1. Estimating the perceived tax scale within a labor supply model
    Economics Letters, 1996, 52, (1), 75-79 Downloads View citations (5)
  2. Household Work Travel Time
    Regional Studies, 1996, 30, (6), 541-548 Downloads View citations (3)

1995

  1. Prediction and control for a time-series count data model
    International Journal of Forecasting, 1995, 11, (2), 263-270 Downloads View citations (3)

1994

  1. Semiparametric estimation of heterogeneous count data models
    European Journal of Operational Research, 1994, 76, (2), 247-258 Downloads View citations (5)

1992

  1. On forecasting of innovations
    Quality & Quantity: International Journal of Methodology, 1992, 26, (1), 95-112 Downloads

1986

  1. Small sample properties in a heterogenous Weibull model
    Economics Letters, 1986, 21, (1), 17-20 Downloads View citations (1)

1984

  1. Omitted variables in a weibull regression model
    Economics Letters, 1984, 16, (3-4), 279-283 Downloads

Editor

  1. Umeå Economic Studies
    Umeå University, Department of Economics
 
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