SSE/EFI Working Paper Series in Economics and Finance

From Stockholm School of Economics
The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden.
Contact information at EDIRC.
Bibliographic data for series maintained by Helena Lundin ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

199: Statistical Properties of the Asymmetric Power ARCH Process

Changli He and Timo Teräsvirta

198: Properties of Moments of a Family of GARCH Processes

Changli He and Timo Teräsvirta

197: Income Redistribution within the Life Cycle versus between Individuals: Empirical Evidence Using Swedish Panel Data

Anders Bjorklund and Mårten Palme

196: Prices, profits and exchange rate uncertainty: The case of Bertrand competition in differentiated goods

Richard Friberg

195: Openness and the exchange rate exposure of national stock markets - a note

Richard Friberg and Stefan Nydahl

194: Price adjustments by a gasoline retail chain

Marcus Asplund, Rickard Eriksson and Richard Friberg

193: Dowry Inflation: A Comment

Lena Edlund

192: Time Spent on Waiting Lists for Medical Care: An Insurance Approach

Magnus Johannesson, Per-Olov Johansson and Tore Söderqvist

191: Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange

Patrik Säfvenblad

190: Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market

Patrik Säfvenblad

189: Lead-Lag Effects When Prices Reveal Cross-Security Information

Patrik Säfvenblad

188: Bootstrap Testing for Fractional Integration

Michael K. Andersson and Mikael P. Gredenhoff

187: The Tropical Forests as a Global Resource: Impacts of Trade-Related Policy

Thomas Andersson

186: Indebtedness and Unemployment: A Durable Relationship

Tore Ellingsen and Steinar Holden

185: Fixed or Flexible? Wage Setting in Search Equilibrium

Tore Ellingsen and Åsa Rosén

184: Social Security, Occupational Pensions, and Retirement in Sweden

Mårten Palme and Ingemar Svensson

183: Exports, Imports and Productivity: Results from Indonesian Establishment Data

Fredrik Sjöholm

182: Minimal Realizations of Forward Rates

Tomas Bjork and Andrea Gombani

181: A Note on Confidence Intervals in Cost-Effectiveness Analysis

Magnus Tambour, Niklas Zethraeus and Magnus Johannesson

180: Efficiency Wages and X-Inefficiencies

Tore Ellingsen

179: On the Consistency of the DEA-based Average Technical Efficiency Bootstrap

Mickael Löthgren

178: The European Unemployment Dilemma

Lars Ljungqvist and Thomas Sargent

177: Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures

Mikael Gredenhoff and Sune Karlsson

176: Finance and Economic Growth. The Case of Sweden 1834-1991

Pontus Hansson and Lars Jonung

175: Evaluating Portfolio Performance with Stochastic Discount Factors

Magnus Dahlquist and Paul Söderlind

174: The Stock Market as a Screening Device and the Decision to Go Public

Tore Ellingsen and Kristian Rydqvist

173: Distributional Conflict and Jurisdictional Organization

Karl Wärneryd

172: Regional Integration and Foreign Direct Investment

Magnus Blomström and Ari Kokko

171: Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies

Jan Eklöf and Sune Karlsson

170: The Impact of Internal Markets on Health Care Efficiency: Evidence from Health Care Reforms in Sweden

Ulf-G. Gerdtham, Clas Rehnberg and Magnus Tambour

169: Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints

Changli He and Timo Teräsvirta

168: Fourth Moment Structure of the GARCH (p, q) Process

Changli He and Timo Teräsvirta

167: Rationality, Transparency, and Evolutionary Selection

Karl Wärneryd

166: Expropriation Risk, Governance Control and Equilibrium Financial Contract

Yeongjae Kang

165: Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment

Gustaf E. Hagerud

164: Modeling Nordic Stock Returns with Asymmetric GARCH models

Gustaf E. Hagerud

163: Specification Tests for Asymmetric GARCH

Gustaf E. Hagerud

162: A Smooth Transition ARCH Model for Asset Returns

Gustaf E. Hagerud

161: Internal Markets and Performance in Swedish Health Care

Magnus Tambour and Clas Rehnberg

160: Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange

Kaj Hedvall, Jonas Niemeyer and Gunnar Rosenqvist

159: Monetary Policy and the Fisher Effect

Paul Söderlind

158: A Multiple Output Stochastic Ray Frontier Production Model

Mickael Löthgren

157: Real Effects of Budget Deficits? - Theory and Evidence

Torbjörn Becker and Anders Paalzow

156: A Latent Factor Model of European Exchange Rate Risk Premia

Annika Alexius and Peter Sellin

155: Reaction Function Estimation when Central Banks Face Adjustment Costs

Kasper Roszbach

154: Network Externality and Convention

Karl Wärneryd

153: Conventions and Transaction Costs

Karl Wärneryd

152: On the Value of Changes in Life Expectancy: Blips versus Parametric Changes

Magnus Johannesson, Per-Olov Johansson and Karl-Gustaf Löfgren

151: Computationally Efficient Double Bootstrap Variance Estimation

Sune Karlsson and Mickael Löthgren

150: Life cycles, oil cycles, or financial reforms? The growth in private savings rates in Indonesia

Sara Johansson