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.
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649: Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model

Tomoaki Nakatani and Timo Teräsvirta

648: Determining the number of breaks in a piecewise linear regression model

Birgit Strikholm

647: Economic Performance and Work Activity in Sweden affter the Crisis of the early 1990s

Steven Davis and Magnus Henrekson

646: An introduction to univariate GARCH models

Timo Teräsvirta

645: Efficiency, communication and honesty

Stefano Demichelis and Jörgen Weibull

644: ENDOGENOUS NOISE TRADERS

Marcus Salomonsson

643: Vintage Capital and Expectations Driven Business Cycles

Martin Flodén

642: (M)oral Hazard?

Erik Grönqvist

641: The Geometry of Nash Equilibria and Correlated Equilibria and a Generalization of Zero-Sum Games

Yannick Viossat

640: Exclusive Quality

Cédric Argenton

639: Rising Earnings Inequality in Sweden: The Role of Composition and Prices

David Domeij

638: Wage Structure and Public Sector Employment: Sweden versus the United States 1970-2002

David Domeij and Lars Ljungqvist

637: Modelling autoregressive processes with a shifting mean

Andres Gonzalez and Timo Teräsvirta

636: Incentives for Clinical Trials

Erik Grönqvist and Douglas Lundin

635: Economic Influences on Moral Values

Robert Östling

634: Organizational Structure as the Channeling of Boundedly Rational Pre-play Communication

Tore Ellingsen and Robert Östling

633: Altruism and Climate

Jörgen Weibull and Ingela Alger

632: Stability of nonlinear AR-GARCH models

Mika Meitz and Pentti Saikkonen

631: Specialization and Happiness: A U.S.-Japan Comparison

Hiroshi Ono and Kristen Schultz Lee

630: Bayesian simultaneous determination of structural breaks and lag lengths

Brigitta Hultblad and Sune Karlsson

629: Evolutionary dynamics may eliminate all strategies used in correlated equilibrium

Yannick Viossat

628: Political Polarization and the Size of Government

Erik Lindqvist and Robert Östling

627: Immigration Policy and Self-Selecting Migrants

Milo Bianchi

626: Do Politicians Free-ride? - an empirical test of the common pool model

Björn Tyrefors

625: The Evolution of Top Incomes in an Egalitarian Society: Sweden, 1903–2004

Jesper Roine and Daniel Waldenström

624: Lifetime Employment in Japan: Concepts and Measurements

Hiroshi Ono

623: Why Are Capital Income Taxes So High?

Martin Flodén

622: Price competition and convex costs

Jörgen Weibull

621: Promoting Entrepreneurship in the Welfare State

Magnus Henrekson and Jesper Roine

620: On finite dimensional realizations for the term structure of futures prices

Tomas Bjork, Magnus Blix and Camilla Landen

619: On the Timing Option in a Futures Contract

Tomas Bjork and Francesca Biagini

618: Producers bargaining over a quality standard

Cédric Argenton

617: The market for melons: Cournot competition with unobservable qualities

Cédric Argenton

616: Quadratic Portfolio Credit Risk models with Shot-noise Effects

Raquel Gaspar and Thorsten Schmidt

615: Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis

Tomoaki Nakatani and Kazuo Sato

614: Correlation Between Intensity and Recovery in Credit Risk Models

Raquel Gaspar and Irina Slinko

613: The Provision of Liquidity in the Swedish Note-Banking System

Per Hortlund

612: Do Inflation and High Taxes Increase Bank Leverage?

Per Hortlund

611: The Long-Term Relationship between Capital and Earnings in Banking

Per Hortlund

610: Crime, punishment and social norms

Jörgen Weibull and Edgar Villa

609: The Decline and Fall of the Scandinavian Currency Union 1914 – 1924: Events in the Aftermath of World War I

Krim Talia

608: The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis

Krim Talia

607: Scandinavian Monetary Cooperation 1873-1914: A trade off between efficiency and vulnerability

Krim Talia

606: Scandinavian Monetary Integration During the 19th Century: A Study of the Establishment of the Scandinavian Currency Union,1865-1875

Krim Talia

605: Strategic equivalence and bounded rationality in extensive form games

Mark Voorneveld and Helena Fagraeus Lundström

604: Panel Smooth Transition Regression Models

Andres Gonzalez, Timo Teräsvirta, Dick van Dijk and Yukai Yang

603: Simulation-based finite-sample linearity test against smooth transition models

Andres Gonzalez and Timo Teräsvirta

602: Top Incomes in Sweden over the Twentieth Century

Jesper Roine and Daniel Waldenström

601: A necessary and sufficient condition for the strict stationarity of a family of GARCH processes

Mika Meitz

600: Clearing vs. Leakage: Does Note monopoly Increase Money and Credit Cycles?

Per Hortlund