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.
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599: Is the Law of Reflux Valid?

Per Hortlund

598: Forecasting economic variables with nonlinear models

Timo Teräsvirta

597: Labor Supply and Saving under Uncertainty

Martin Flodén

596: A Note on Wick Products and the Fractional Black-Scholes Model

Tomas Bjork and Henrik Hult

595: Towards a General Theory of Good Deal Bounds

Tomas Bjork and Irina Slinko

594: Costs and Quality of Life in Multiple Sclerosis A Cross-Sectional Study in the USA

Gisela Kobelt, Jenny Berg, Debbie Atherley, Olympia Hadjimichael and Bengt Jönsson

593: Univariate nonlinear time series models

Timo Teräsvirta

592: Reciprocal dumping with Bertrand competition

Richard Friberg and Mattias Ganslandt

591: Aggregate Savings When Individual Income Varies

Martin Flodén

590: Learning to be prepared

Willemien Kets and Mark Voorneveld

589: An axiomatization of minimal curb sets

Mark Voorneveld, Willemien Kets and Henk Norde

588: Natural selection and social preferences

Jörgen Weibull and Marcus Salomonsson

587: Demand and Distance: Evidence on Cross-Border Shopping

Richard Friberg, Marcus Asplund and Fredrik Wilander

586: Do hedonic price indexes change history? The case of electrification

Harald Edquist

585: Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets

Daniel Waldenström

584: Is Neoclassical Economics still Entrepreneurless?

Milo Bianchi and Magnus Henrekson

583: The cutting power of preparation

Olivier Tercieux and Mark Voorneveld

582: Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels

Changli He and Rickard Sandberg

581: Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed

Changli He and Rickard Sandberg

580: Dickey-Fuller Type of Tests against Nonlinear Dynamic Models

Changli He and Rickard Sandberg

579: Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change

Changli He and Rickard Sandberg

578: Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions

Birgit Strikholm and Timo Teräsvirta

577: Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations

Annastiina Silvennoinen and Timo Teräsvirta

576: Information Updating and Insurance Dropout: Evidence from Dental Insurance

Erik Grönqvist

575: Does Adverse Selection Matter? Evidence from a Natural Experiment

Erik Grönqvist

574: Female Career Success: Institutions, Path Dependence and Psychology

Magnus Henrekson and Anna Dreber

573: Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models

Mika Meitz and Pentti Saikkonen

572: A smooth permanent surge process

Andres Gonzalez

571: A reassessment of the cost-effectiveness of hormone replacement therapy in Sweden – results based on the Women’s Health Initiative randomised controlled trial

Niklas Zethraeus, Fredrik Borgström, Bengt Jönsson and John Kanis

570: Networks of Relations

Giancarlo Spagnolo and Steffen Lippert

569: On Finite Dimensional Realizations of Forward Price Term Structure Models

Raquel Gaspar

568: Real Exchange Rate and Consumption Fluctuations following Trade Liberalization

Kristian Jönsson

567: Financial Liberalization, Banking Crises and Growth: Assessing the Links

Alessandra Bonfiglioli and Caterina Mendicino

566: Is Swedish Research in Economic History Internationally Integrated?

Daniel Waldenström

565: Parametric covariance matrix modeling in Bayesian panel regression

Mickael Salabasis

564: Evaluating exponential GARCH models

Hans Malmsten

563: Stylized Facts of Financial Time Series and Three Popular Models of Volatility

Hans Malmsten and Timo Teräsvirta

562: Technological Breakthroughs and Productivity Growth

Harald Edquist and Magnus Henrekson

561: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination

Timo Teräsvirta, Dick van Dijk and Marcelo Medeiros

560: Tax Effects on Work Activity, Industry Mix and Shadow Economy Size: Evidence from Rich-Country Comparisons

Steven Davis and Magnus Henrekson

559: General Quadratic Term Structures of Bond, Futures and Forward Prices

Raquel Gaspar

558: Better may be worse: Some monotonicity results and paradoxes in discrete choice

Lars-Göran Mattsson, Mark Voorneveld and Jörgen Weibull

557: Evaluating models of autoregressive conditional duration

Mika Meitz and Timo Teräsvirta

556: The Swedish ICT Miracle - Myth or Reality

Harald Edquist

555: Information Costs and Mutual Fund Flows

Stefan Engstrom and Anna Westerberg

554: Investment Strategies, Fund Performance and Portfolio Characteristics

Stefan Engstrom

553: Does Active Portfolio Management Create Value? An Evaluation of Fund Managers' Decisions

Stefan Engstrom

552: Long-Term Supply Contracts and Collusion in the Electricity Markets

Chloe Le Coq

551: Prices and quality signals

Mark Voorneveld and Jörgen Weibull

550: The Incentives of Future Economists - Striking a Balance between Tools and Relevance

Anne Boschini, Matthew Lindquist, Jan Pettersson and Jesper Roine