Working Papers

From Örebro University, School of Business
Örebro University School of Business, SE - 701 82 ÖREBRO, Sweden.
Contact information at EDIRC.
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2025:2: "Behind Blue Eyes". The valuation of knowing someone who attempted or died by suicide in Sweden

Daniela Andrén

2025:1: Neo-Schumpeterian Growth Theory: Missing Entrepreneurs Results in Incomplete Policy Advice

Magnus Henrekson and Dan Johansson

2024:12: “Stand by Me”: Unveiling the value of own and others’ mental illness

Daniela Andrén

2024:11: The value of safety or the value of the good?

Linda Andersson Järnberg, Daniela Andrén, Maria Börjesson, Lars Hultkrantz, Elisabet Rutström and Elin Vimefall

2024:10: Artificial Intelligence, Hiring and Employment: Job Postings Evidence from Sweden

Erik Engberg, Mark Hellsten, Farrukh Javed, Magnus Lodefalk, Radka Sabolová, Sarah Schroeder and Aili Tang

2024:9: Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix

Mårten Gulliksson, Stepan Mazur and Anna Oleynik

2024:8: VAR Models with Fat Tails and Dynamic Asymmetry

Tamas Kiss, Stepan Mazur, Hoang Nguyen and Pär Österholm

2024:7: Yet another case of Nordic exceptionalism?: A quantitative approach to an intra-Nordic and an international comparison of supreme courts’ constitutional reasoning

Nicklas Pettersson and Katalin Kelemen

2024:6: The Method of Moments for Multivariate Random Sums

Farrukh Javed, Nicola Loperfido and Stepan Mazur

2024:5: Artificial Intelligence and Worker Stress: Evidence from Germany

Michael Koch and Magnus Lodefalk

2024:4: Regional location of business sector research and development

Kent Eliasson, Pär Hansson and Markus Lindvert

2024:3: US Interest Rates: Are Relations Stable?

Sune Karlsson, Tamas Kiss, Hoang Nguyen and Pär Österholm

2024:2: Forecast model of the price of a product with a cold start

Svitlana Drin

2024:1: Subdiffusive option price model with Inverse Gaussian subordinator

Nataliya Shchestyuk and Sergii Tyshchenkob

2023:13: AI Unboxed and Jobs: A Novel Measure and Firm-Level Evidence from Three Countries

Erik Engberg, Holger Görg, Magnus Lodefalk, Farrukh Javed, Martin Längkvist, Natália Monteiro, Hildegunn Kyvik Nordås, Giuseppe Pulito, Sarah Schroeder and Aili Tang

2023:12: Artificial Intelligence, Tasks, Skills and Wages: Worker-Level Evidence from Germany

Erik Engberg, Michael Koch, Magnus Lodefalk and Sarah Schroeder

2023:11: A test on the location of tangency portfolio for small sample size and singular covariance matrix

Svitlana Drin, Stepan Mazur and Stanislas Muhinyuza

2023:10: The Relative Value of Suicide Prevention in Health Care Priority Setting

Daniela Andrén, Thomas Laitila, Linda Ryen and Elin Vimefall

2023:9: A Note of Caution on the Relation between Money Growth and Inflation

Helge Berger, Sune Karlsson and Pär Österholm

2023:8: The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries

Hanna Armelius, Martin Solberger, Erik Spånberg and Pär Österholm

2023:7: Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models

Audrone Virbickaite, Hoang Nguyen and Minh-Ngoc Tran

2023:6: Time tracking in home care:Perceptions and reality

Henrik Jordahl, Mårten Blix, Linda Moberg and Lovisa Persson

2023:5: Services in the India-EU Free Trade Agreement

Hildegunn Kyvik Nordås

2023:4: A Stochastic Analysis of the 4 x 100 m Relay

Niklas Karlsson and Anders Lunander

2023:3: Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data

Rodney Edvinsson, Sune Karlsson and Pär Österholm

2023:2: Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data

Tamas Kiss, Kamil Kladivko, Oliwer Silfverberg and Pär Österholm

2023:1: Does eligibility requirements matter for academic achievements? A quasi-experimental retrospective study of students studying intermediate statistics

Nicklas Pettersson, Niklas Karlsson and Daniela Andrén

2022:15: Estimation of optimal portfolio compositions for small sampleand singular covariance matrix

Taras Bodnar, Stepan Mazur and Hoang Nguyen

2022:14: Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey

Kamil Kladívko and Pär Österholm

2022:13: Are Some Athletes More Cognitive Skilled than Others when Choosing their Opponents in Skiing-Sprint Elimination Tournaments?

Niklas Karlsson and Anders Lunander

2022:12: Matrix Gamma Distributions and Related Stochastic Processes

Tomasz J. Kozubowski, Stepan Mazur and Krzysztof Podgórski

2022:11: Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach

Aubrey Poon and Dan Zhu

2022:10: Stayin’ Alive: Export Credit Guarantees and Export Survival

Magnus Lodefalk, Aili Tang and Miaojie Yu

2022:9: Traffic accident experience and subjective well-being

Daniela Andrén and Erik Johansson Tapper

2022:8: The Strategic Jump - The Order Effect on Winning “The Final Three” in Long Jump Competitions

Niklas Karlsson and Anders Lunander

2022:7: Matrix Variate Generalized Laplace Distributions

Tomasz J. Kozubowski, Stepan Mazur and Krysztof Podgorski

2022:6: Inflation Illiteracy – A Micro-Data Analysis

Fredrik Andersson, Erik Hjalmarsson and Pär Österholm

2022:5: Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models

Hoang Nguyen and Audrone Virbickaite

2022:4: The evolution of owner-entrepreneurs’ taxation: five tax regimes over a 160-year period

Niklas Elert, Dan Johansson, Mikael Stenkula and Niklas Wykman

2022:3: Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt?

Tamas Kiss, Kamil Kladivko, Anders Lunander and Pär Österholm

2022:2: Trend Inflation in Sweden

Pär Österholm and Aubrey Poon

2022:1: Modelling Okun’s Law – Does non-Gaussianity Matter?

Tamas Kiss, Hoang Nguyen and Pär Österholm

2021:16: AI-enabled Automation, Trade, and the Future of Engineering Services

Franziska Klügl and Hildegunn Nordås

2021:15: Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach

Hoang Nguyen and Farrukh Javed

2021:14: A dynamic leverage stochastic volatility model

Hoang Nguyen, Trong-Nghia Nguyen and Minh-Ngoc Tran

2021:13: Tangency portfolio weights under a skew-normal model in small and large dimensions

Farrukh Javed, Stepan Mazur and Erik Thorsén

2021:12: Portfolio Selection with a Rank-deficient Covariance Matrix

Mårten Gulliksson, Anna Oleynik and Stepan Mazur

2021:11: Willingness to pay for private and public improvements of vulnerable road users’ safety

Linda Andersson Järnberg, Daniela Andrén, Lars Hultkrantz, E.Elisabet Rutström and Elin Vimefall

2021:10: Predicting returns and dividend growth - the role of non-Gaussian innovations

Tamas Kiss, Stepan Mazur and Hoang Nguyen

2021:9: Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances

Tamas Kiss, Stepan Mazur, Hoang Nguyen and Pär Österholm