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Details about Bent E. Sorensen

Homepage:http://www.uh.edu/~bsorense
Workplace:Department of Economics, University of Houston, (more information at EDIRC)

Access statistics for papers by Bent E. Sorensen.

Last updated 2014-09-04. Update your information in the RePEc Author Service.

Short-id: pso113


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Working Papers

2014

  1. Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads

    See also Journal Article in Scandinavian Journal of Economics (2014)

2013

  1. How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Department of Economics, University of Houston (2012) Downloads
  2. Moving to a Job: The Role of Home Equity, Debt, and Access to Credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Paper, Federal Reserve Bank of Cleveland (2013) Downloads
  3. Quantifying Productivity Gains from Foreign Investment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (1)

2012

  1. Interaction effects in econometrics
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (20)

    See also Journal Article in Empirical Economics (2013)
  2. Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Chapter (2014)
  3. 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 Downloads

2011

  1. Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education
    Working Papers, University of Alberta, Department of Economics Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (2)

    See also Journal Article in Quantitative Economics (2011)
  2. Leverage Across Firms, Banks and Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (9)

    See also Chapter (2011)
    Journal Article in Journal of International Economics (2012)
  3. Risk Sharing through Capital Gains
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (3)

    See also Journal Article in Canadian Journal of Economics (2012)
  4. The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2010

  1. Deep Financial Integration and Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (3)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (2)
  2. House Prices and Risk Sharing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales (2010) Downloads View citations (6)
    Working Papers, University of Alberta, Department of Economics (2010) Downloads View citations (6)
    New England Public Policy Center Working Paper, Federal Reserve Bank of Boston (2009) Downloads View citations (5)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads

    See also Journal Article in Journal of Monetary Economics (2010)
  3. 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 Downloads View citations (1)
  4. The Effect of Education on Equity Holdings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in The B.E. Journal of Economic Analysis & Policy (2012)

2008

  1. Risk sharing and portfolio allocation in EMU
    European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission Downloads View citations (12)

2007

  1. Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Chapter (2009)
  2. Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  3. 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 Downloads View citations (3)
  4. Why Does Capital Flow to Rich States?
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (2)
    Working Papers, Department of Economics, University of Houston (2005) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (4)

    See also Journal Article in The Review of Economics and Statistics (2010)

2006

  1. FU.S. banking deregulation, small businesses, and interstate insurance of personal income
    Working Paper, Norges Bank Downloads
    Also in Working Papers, Department of Economics, University of Houston (2005) Downloads View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (4)

    See also Journal Article in Journal of Finance (2007)

2005

  1. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    See also Journal Article in Journal of International Money and Finance (2007)
  2. Net Capital Flows and Productivity: Evidence from U.S. States
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (4)
  3. What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?
    Working Papers, Department of Economics, University of Houston Downloads View citations (6)
    See also Journal Article in The Review of Economics and Statistics (2008)

2004

  1. 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 Downloads View citations (17)
    Also in Working Papers, Department of Economics, University of Houston (2004) Downloads View citations (23)
  2. The Buffer Stock Model and the Aggregate Propensity to Consume
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads
  3. 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 Downloads View citations (2)

2001

  1. Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2000) Downloads View citations (4)

    See also Journal Article in Journal of Political Economy (2002)

2000

  1. Risk Sharing and Sectoral Specialization: Regional and International Evidence
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
  2. Risk sharing and industrial specialization; regional and international evidence
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (73)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (16)
    Working Papers, Tel Aviv (1999) View citations (26)
    JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research (1999) View citations (13)
    Working Papers, Brown University, Department of Economics (1999) View citations (40)

    See also Journal Article in American Economic Review (2003)

1999

  1. Industrial specialization and the asymmetry of shocks across regions
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (10)
  2. 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) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (1)

    See also Journal Article in European Economic Review (2001)

1998

  1. Consumption Smoothing through Fiscal Policy in OECD and EU Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Working Papers, Tel Aviv (1997) View citations (14)
  2. Permanent Income, Consumption and Aggregate Constraints: Evidence from US States
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in Working Papers, Tel Aviv (1998)
    Working Papers, Brown University, Department of Economics (1998)

1997

  1. Federal Insurance of the U.S. States: An Empirical Investigation
    Working Papers, Tel Aviv View citations (4)
  2. Income and Consumption Smoothing Among US States: Regions or Clubs?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers, Tel Aviv (1996) View citations (2)
    Discussion Papers, University of Copenhagen. Department of Economics (1996) View citations (4)

1996

  1. International Risk Sharing and European Monetary Unification
    Working Papers, Tel Aviv View citations (7)
    See also Journal Article in Journal of International Economics (1998)
  2. Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics

1995

  1. CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
  2. Channels of Interstate Risksharing: U.S. 1963-1990
    Working Papers, Tel Aviv View citations (6)
    Also in Working Papers, Brown University, Department of Economics (1995) View citations (2)
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics
  3. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
    Discussion Papers, University of Copenhagen. Department of Economics View citations (3)
    Also in Computing in Economics and Finance 1997, Society for Computational Economics Downloads View citations (3)

    See also Journal Article in Journal of Business & Economic Statistics (1996)
  4. Worker Flows and Job Flows in Danish Manufacturing, 1980-91
    Discussion Papers, University of Copenhagen. Department of Economics View citations (5)
    See also Journal Article in Economic Journal (1998)

1994

  1. Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)

1992

  1. 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

  1. Cheats, Banks and Liquidity Constraints
    Discussion Papers, University of Copenhagen. Department of Economics

Journal Articles

2014

  1. Debt Crises and Risk-Sharing: The Role of Markets versus Sovereigns
    Scandinavian Journal of Economics, 2014, 116, (1), 253-276 Downloads
    See also Working Paper (2014)

2013

  1. Interaction effects in econometrics
    Empirical Economics, 2013, 45, (1), 583-603 Downloads View citations (5)
    See also Working Paper (2012)
  2. Keeping the house or moving for a job
    Economic Commentary, 2013, (Jul) Downloads

2012

  1. Leverage across firms, banks, and countries
    Journal of International Economics, 2012, 88, (2), 284-298 Downloads View citations (4)
    See also Chapter (2011)
    Working Paper (2011)
  2. Risk sharing through capital gains
    Canadian Journal of Economics, 2012, 45, (2), 472-492 Downloads View citations (3)
    See also Working Paper (2011)
  3. Subjective Well-Being: Keeping Up with the Perception of the Joneses
    Social Indicators Research, 2012, 109, (3), 439-469 Downloads View citations (8)
  4. The Effect of Education on Equity Holdings
    The B.E. Journal of Economic Analysis & Policy, 2012, 12, (1), 1-41 Downloads
    See also Working Paper (2010)

2011

  1. Childhood determinants of risk aversion: The long shadow of compulsory education
    Quantitative Economics, 2011, 2, (1), 37-72 View citations (12)
    See also Working Paper (2011)

2010

  1. House prices and risk sharing
    Journal of Monetary Economics, 2010, 57, (8), 975-987 Downloads View citations (6)
    See also Working Paper (2010)
  2. Why Does Capital Flow to Rich States?
    The Review of Economics and Statistics, 2010, 92, (4), 769-783 Downloads View citations (12)
    See also Working Paper (2007)

2008

  1. What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?
    The Review of Economics and Statistics, 2008, 90, (1), 65-80 Downloads View citations (10)
    See also Working Paper (2005)

2007

  1. Banking deregulation helps small business owners stabilize their income
    The Regional Economist, 2007, (Apr), 10-11 Downloads
  2. Home bias and international risk sharing: Twin puzzles separated at birth
    Journal of International Money and Finance, 2007, 26, (4), 587-605 Downloads View citations (92)
    See also Working Paper (2005)
  3. Producer Prices versus Consumer Prices in the Measurement of Risk Sharing
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (1), 3-17 View citations (3)
  4. U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income
    Journal of Finance, 2007, 62, (6), 2763-2801 Downloads View citations (32)
    See also Working Paper (2006)

2003

  1. Risk Sharing and Industrial Specialization: Regional and International Evidence
    American Economic Review, 2003, 93, (3), 903-918 Downloads View citations (117)
    See also Working Paper (2000)

2002

  1. Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces
    Journal of Political Economy, 2002, 110, (3), 634-645 Downloads View citations (24)
    See also Working Paper (2001)

2001

  1. Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations
    Journal of International Economics, 2001, 55, (1), 107-137 Downloads View citations (100)
  2. Is state fiscal policy asymmetric over the business cycle?
    Economic Review, 2001, (Q III), 43-64 Downloads View citations (5)
  3. Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994
    European Economic Review, 2001, 45, (7), 1271-1310 Downloads View citations (22)
    See also Working Paper (1999)

2000

  1. Is risk sharing in the United States a regional phenomenon?
    Economic Review, 2000, (Q II), 33-47 Downloads View citations (8)
  2. The demand for risky assets: Sample selection and household portfolios
    Journal of Econometrics, 2000, 97, (1), 117-144 Downloads View citations (23)

1999

  1. Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
    Journal of Econometrics, 1999, 91, (1), 61-87 Downloads View citations (63)

1998

  1. International risk sharing and European monetary unification
    Journal of International Economics, 1998, 45, (2), 211-238 Downloads View citations (144)
    See also Working Paper (1996)
  2. Worker Flows and Job Flows in Danish Manufacturing, 1980-91
    Economic Journal, 1998, 108, (451), 1750-71 Downloads View citations (17)
    See also Working Paper (1995)

1997

  1. GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
    Journal of Econometrics, 1997, 76, (1-2), 397-403 Downloads View citations (2)

1996

  1. A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps
    Journal of Business & Economic Statistics, 1996, 14, (1), 31-43 View citations (11)
  2. Channels of Interstate Risk Sharing: United States 1963-1990
    The Quarterly Journal of Economics, 1996, 111, (4), 1081-1110 Downloads View citations (119)
  3. 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 Downloads View citations (23)
  4. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
    Journal of Business & Economic Statistics, 1996, 14, (3), 328-52 View citations (113)
    See also Working Paper (1995)

1994

  1. 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 Downloads View citations (4)

1992

  1. Continuous Record Asymptotics in Systems of Stochastic Differential Equations
    Econometric Theory, 1992, 8, (01), 28-51 Downloads View citations (1)
  2. 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 (7)

Chapters

2014

  1. Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa
    A chapter in African Successes: Modernization and Development, 2014 Downloads
    See also Working Paper (2012)

2011

  1. Leverage Across Firms, Banks and Countries
    A chapter in Global Financial Crisis, 2011 View citations (2)
    See also Working Paper (2011)
    Journal Article in Journal of International Economics (2012)

2009

  1. 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 Downloads View citations (9)
    See also Working Paper (2007)

2006

  1. 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 Downloads View citations (1)
 
Page updated 2014-10-21