Details about Bent E. Sorensen
Access statistics for papers by Bent E. Sorensen.
Last updated 2013-05-03. Update your information in the RePEc Author Service.
Short-id: pso113
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Working Papers
2013
- Moving to a job: The role of home equity, debt, and access to credit
Working Paper, Federal Reserve Bank of Cleveland 
- Quantifying Productivity Gains from Foreign Investment
NBER Working Papers, National Bureau of Economic Research, Inc
2012
- How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance
Working Papers, Department of Economics, University of Houston
- Interaction effects in econometrics
MPRA Paper, University Library of Munich, Germany
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (12)
- Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa
NBER Working Papers, National Bureau of Economic Research, Inc
- Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries
DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade
2011
- Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education
Working Papers, University of Alberta, Department of Economics View citations (9)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
See also Journal Article in Quantitative Economics (2011)
- Leverage Across Firms, Banks and Countries
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (2)
See also Journal Article in Journal of International Economics (2012)
- Risk Sharing through Capital Gains
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (2)
See also Journal Article in Canadian Journal of Economics (2012)
- The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2010
- Deep Financial Integration and Volatility
NBER Working Papers, National Bureau of Economic Research, Inc
Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (1)
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) View citations (7)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
- House Prices and Risk Sharing
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales (2010) View citations (2)
Working Papers, University of Alberta, Department of Economics (2010) View citations (2)
New England Public Policy Center Working Paper, Federal Reserve Bank of Boston (2009) View citations (3)
2009 Meeting Papers, Society for Economic Dynamics (2009)
See also Journal Article in Journal of Monetary Economics (2010)
- Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank
Working Paper, Norges Bank
- The Effect of Education on Equity Holdings
CEPR Discussion Papers, C.E.P.R. Discussion Papers
See also Journal Article in The B.E. Journal of Economic Analysis & Policy (2012)
2008
- Risk sharing and portfolio allocation in EMU
European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission View citations (8)
2007
- Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
See also Chapter (2009)
- Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving
MPRA Paper, University Library of Munich, Germany View citations (5)
- Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000
European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission View citations (1)
- Why Does Capital Flow to Rich States?
2007 Meeting Papers, Society for Economic Dynamics View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (4)
Working Papers, Department of Economics, University of Houston (2005) View citations (5)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (2)
See also Journal Article in The Review of Economics and Statistics (2010)
2006
- FU.S. banking deregulation, small businesses, and interstate insurance of personal income
Working Paper, Norges Bank
Also in Working Papers, Department of Economics, University of Houston (2005) View citations (6)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (3)
See also Journal Article in Journal of Finance (2007)
2005
- Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
See also Journal Article in Journal of International Money and Finance (2007)
- Net Capital Flows and Productivity: Evidence from U.S. States
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
- What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?
Working Papers, Department of Economics, University of Houston View citations (5)
See also Journal Article in The Review of Economics and Statistics (2008)
2004
- Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in Working Papers, Department of Economics, University of Houston (2004) View citations (18)
- The Buffer Stock Model and the Aggregate Propensity to Consume
Econometric Society 2004 North American Summer Meetings, Econometric Society
- The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2001
- Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2000) View citations (5)
See also Journal Article in Journal of Political Economy (2002)
2000
- Risk Sharing and Sectoral Specialization: Regional and International Evidence
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
- Risk sharing and industrial specialization; regional and international evidence
Research Working Paper, Federal Reserve Bank of Kansas City View citations (81)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (16)
Working Papers, Tel Aviv (1999) View citations (25)
JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research (1999) View citations (12)
Working Papers, Brown University, Department of Economics (1999) View citations (40)
See also Journal Article in American Economic Review (2003)
1999
- Industrial specialization and the asymmetry of shocks across regions
Research Working Paper, Federal Reserve Bank of Kansas City View citations (11)
- Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994
Working Papers, Tel Aviv
Also in Research Working Paper, Federal Reserve Bank of Kansas City (1999)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (1)
See also Journal Article in European Economic Review (2001)
1998
- Consumption Smoothing through Fiscal Policy in OECD and EU Countries
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
Also in Working Papers, Tel Aviv (1997) View citations (12)
- Permanent Income, Consumption and Aggregate Constraints: Evidence from US States
FMG Discussion Papers, Financial Markets Group
Also in Working Papers, Tel Aviv (1998)
Working Papers, Brown University, Department of Economics (1998)
1997
- Federal Insurance of the U.S. States: An Empirical Investigation
Working Papers, Tel Aviv View citations (4)
- Income and Consumption Smoothing Among US States: Regions or Clubs?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in Working Papers, Tel Aviv (1996) View citations (1)
Discussion Papers, University of Copenhagen. Department of Economics (1996) View citations (1)
1996
- International Risk Sharing and European Monetary Unification
Working Papers, Tel Aviv View citations (9)
See also Journal Article in Journal of International Economics (1998)
- Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing
Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics
1995
- CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
- Channels of Interstate Risksharing: U.S. 1963-1990
Working Papers, Tel Aviv View citations (7)
Also in Working Papers, Brown University, Department of Economics (1995) View citations (3)
EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics
- GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
Also in Computing in Economics and Finance 1997, Society for Computational Economics View citations (4)
See also Journal Article in Journal of Business & Economic Statistics (1996)
- Worker Flows and Job Flows in Danish Manufacturing, 1980-91
Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
See also Journal Article in Economic Journal (1998)
1994
- Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing
Discussion Papers, University of Copenhagen. Department of Economics
1992
- Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
Also in Discussion Papers, University of Copenhagen. Department of Economics
CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ (1992)
1989
- Cheats, Banks and Liquidity Constraints
Discussion Papers, University of Copenhagen. Department of Economics
Journal Articles
2012
- Leverage across firms, banks, and countries
Journal of International Economics, 2012, 88, (2), 284-298 View citations (1)
See also Working Paper (2011)
- Risk sharing through capital gains
Canadian Journal of Economics, 2012, 45, (2), 472-492
See also Working Paper (2011)
- Subjective Well-Being: Keeping Up with the Perception of the Joneses
Social Indicators Research, 2012, 109, (3), 439-469 View citations (2)
- The Effect of Education on Equity Holdings
The B.E. Journal of Economic Analysis & Policy, 2012, 12, (1), 10
See also Working Paper (2010)
2011
- Childhood determinants of risk aversion: The long shadow of compulsory education
Quantitative Economics, 2011, 2, (1), 37-72 View citations (7)
See also Working Paper (2011)
2010
- House prices and risk sharing
Journal of Monetary Economics, 2010, 57, (8), 975-987 View citations (2)
See also Working Paper (2010)
- Why Does Capital Flow to Rich States?
The Review of Economics and Statistics, 2010, 92, (4), 769-783 View citations (2)
See also Working Paper (2007)
2008
- What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?
The Review of Economics and Statistics, 2008, 90, (1), 65-80 View citations (7)
See also Working Paper (2005)
2007
- Banking deregulation helps small business owners stabilize their income
The Regional Economist, 2007, (Apr), 10-11
- Home bias and international risk sharing: Twin puzzles separated at birth
Journal of International Money and Finance, 2007, 26, (4), 587-605 View citations (76)
See also Working Paper (2005)
- Producer Prices versus Consumer Prices in the Measurement of Risk Sharing
Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (1), 3-17 View citations (3)
- U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income
Journal of Finance, 2007, 62, (6), 2763-2801 View citations (23)
See also Working Paper (2006)
2003
- Risk Sharing and Industrial Specialization: Regional and International Evidence
American Economic Review, 2003, 93, (3), 903-918 View citations (101)
See also Working Paper (2000)
2002
- Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces
Journal of Political Economy, 2002, 110, (3), 634-645 View citations (25)
See also Working Paper (2001)
2001
- Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations
Journal of International Economics, 2001, 55, (1), 107-137 View citations (87)
- Is state fiscal policy asymmetric over the business cycle?
Economic Review, 2001, (Q III), 43-64 View citations (4)
- Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994
European Economic Review, 2001, 45, (7), 1271-1310 View citations (13)
See also Working Paper (1999)
2000
- Is risk sharing in the United States a regional phenomenon?
Economic Review, 2000, (Q II), 33-47 View citations (7)
- The demand for risky assets: Sample selection and household portfolios
Journal of Econometrics, 2000, 97, (1), 117-144 View citations (19)
1999
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
Journal of Econometrics, 1999, 91, (1), 61-87 View citations (50)
1998
- International risk sharing and European monetary unification
Journal of International Economics, 1998, 45, (2), 211-238 View citations (119)
See also Working Paper (1996)
- Worker Flows and Job Flows in Danish Manufacturing, 1980-91
Economic Journal, 1998, 108, (451), 1750-71 View citations (6)
See also Working Paper (1995)
1997
- GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
Journal of Econometrics, 1997, 76, (1-2), 397-403 View citations (2)
1996
- A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps
Journal of Business & Economic Statistics, 1996, 14, (1), 31-43 View citations (6)
- Channels of Interstate Risk Sharing: United States 1963-1990
The Quarterly Journal of Economics, 1996, 111, (4), 1081-1110 View citations (77)
- Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations
The Review of Economics and Statistics, 1996, 78, (4), 726-32 View citations (20)
- GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
Journal of Business & Economic Statistics, 1996, 14, (3), 328-52 View citations (83)
See also Working Paper (1995)
1994
- Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
Econometric Theory, 1994, 10, (05), 937-966 View citations (4)
1992
- Continuous Record Asymptotics in Systems of Stochastic Differential Equations
Econometric Theory, 1992, 8, (01), 28-51 View citations (1)
- The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market
Journal of Business & Economic Statistics, 1992, 10, (2), 179-92 View citations (6)
Chapters
2009
- Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust
A chapter in NBER International Seminar on Macroeconomics 2007, 2009, pp 325-391 View citations (4)
See also Working Paper (2007)
2006
- The Impact of the EMU on Channels of Risk Sharing between Member Countries
A chapter in Proceedings of the Conference on Human and Economic Resources, 2006, pp 399-429 View citations (5)
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