Working Papers

From Örebro University, School of Business
Örebro University School of Business, SE - 701 82 ÖREBRO, Sweden.
Contact information at EDIRC.
Bibliographic data for series maintained by ().

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.

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

2021:8: Vector autoregression models with skewness and heavy tails

Sune Karlsson, Stepan Mazur and Hoang Nguyen

2021:7: Bayesian model selection: Application to adjustment of fundamental physical constants

Olha Bodnar and Viktor Eriksson

2021:6: Bayesian Model Selection for Small Datasets of Measurement Results

Olha Bodnar

2021:5: Objective Bayesian meta-analysis based on generalized multivariate random effects model

Olha Bodnar and Taras Bodnar

2021:4: The Effect of Corrupt Market Experience on FDI: Evidence from Swedish Manufacturing Enterprises

Susanna Thede and Patrik Karpaty

2021:3: To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory

Magnus Henrekson, Dan Johansson and Johan Karlsson

2021:2: A reality check on the GARCH-MIDAS volatility models

Nader Virk, Farrukh Javed and Basel Awartani

2021:1: Singular conditional autoregressive Wishart model for realized covariance matrices

Gustav Alfelt, Taras Bodnar, Farrukh Javed and Joanna Tyrcha

2020:17: Designing and Negotiating Agreements in a Digitalized Era – a qualitative analysis

Daniela Andrén, Jan Kellgren and Eleonor Kristoffersson

2020:16: Drivers of automation and consequences for jobs in engineering services: an agent-based modelling approach

Hildegunn Nordås and Franziska Klügl

2020:15: Business Angels and Firm Performance: First Evidence from Population Data

Fredrik W. Andersson and Magnus Lodefalk

2020:14: Valuing depression using the well-being valuation approach

Daniela Andrén

2020:13: Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails

Tamas Kiss, Hoang Nguyen and Pär Österholm

2020:12: Studying continuously during an university course – with experiences from the impact of the coronavirus COVID-19

Daniela Andrén and Nicklas Pettersson

2020:11: Can Households Predict where the Macroeconomy is Headed?

Kamil Kladivko and Pär Österholm

2020:10: Statistical Inference for the Tangency Portfolio in High Dimension

Sune Karlsson, Stepan Mazur and Stanislas Muhinyuza

2020:9: Edgeworth Expansions for Multivariate Random Sums

Farrukh Javed, Nicola Loperfido and Stepan Mazur

2020:8: On the mean and variance of the estimated tangency portfolio weights for small samples

Gustav Alfelt and Stepan Mazur

2020:7: International Trade and Labor Market - Integration of Immigrants

Magnus Lodefalk, Fredrik Sjöholm and Aili Tang

2020:6: Choosing Opponents in Skiing Sprint Elimination Tournaments

Niklas Karlsson and Anders Lunander

2020:5: Flexible Fat-tailed Vector Autoregression

Sune Karlsson and Stepan Mazur

2020:4: Foreign acquisitions – A shortcut to higher productivity and expansion in smaller firms?

Kent Eliasson, Pär Hansson and Markus Lindvert

2020:3: Pigs in Space:Is Miss Piggy Going in for Final Landing? A Statistical Analysis of the game Pass the Pigs®

Niklas Karlsson and Nicklas Pettersson

2020:2: Corona, Crisis and Conditional Heteroscedasticity

Tamas Kiss and Pär Österholm

2020:1: The WTO Reference Paper meets EU common regulatory policy in CETA

Hildegunn Nordås

2019:12: A Guarantee – Does the Obligee Agree? A Risk Premium Decomposition of Sub-Sovereign Bond Spreads

David Knezevic, Niclas Krüger and Martin Nordström

2019:11: Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data

Erik Hjalmarsson and Pär Österholm

2019:10: Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?

Kamil Kladivko and Pär Österholm

2019:9: Linear Fractional Stable Motion with the RLFSM R Package

Stepan Mazur and Dmitry Otryakhin

2019:8: The Effects of Social Media Use on the Well-Being of Users. The Wonderland of HaikuJAM

Daniela Andrén

2019:7: The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?

Sune Karlsson and Pär Österholm

2019:6: The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy

David Knezevic, Martin Nordström and Pär Österholm

2019:5: Is Prevention of Suicide Worth Less? -A Comparison of the Value per Statistical Life

Elin Vimefall, Mattias Persson, Sara Olofsson and Lars Hultkrantz

2019:4: Outsourcing Public Services: Contractibility, Cost, and Quality

Fredrik Andersson, Henrik Jordahl and Jens Josephson

2019:3: An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection

Mårten Gulliksson and Stepan Mazur

2019:2: Trade and jobs: a description of Swedish labor market dynamics

Hildegunn Nordås, Magnus Lodefalk and Aili Tang

2019:1: Regional employment effects of MNE offshoring

Kent Eliasson, Pär Hansson and Markus Lindvert

2018:14: Which firms employ older workers?

Daniela Andrén, Lackson Daniel Mudenda and Nicklas Pettersson

2018:13: New ways to measure well-being? A first joint analysis of subjective and objective measures

Daniela Andrén, Andrew Clark, Conchita D’Ambrosio, Sune Karlsson and Nicklas Pettersson

2018:12: Mitigating Information Frictions in Trade: Evidence from Export Credit Guarantees

Natasha Agarwal, Magnus Lodefalk, Aili Tang, Sofia Tano and Zheng Wang

2018:11: Do Migrants Facilitate Internationalization? A Review of the Literature

Andreas Hatzigeorgiou and Magnus Lodefalk

2018:10: The Rise of Private Foundations as Owners of Swedish Industry: The Role of Tax Incentives 1862–2018

Dan Johansson, Mikael Stenkula and Niklas Wykman

2018:9: Decomposing value chains within Swedish multinationals

Kent Eliasson, Pär Hansson and Markus Lindvert

2018:8: Point versus Band Targets for Inflation

Meredith Beechey and Pär Österholm

2018:7: An international comparison of the contribution to job creation by high growth firms

Michael Anyadike-Danes, Carl Magnus Bjuggren, Michel Dumont, Sandra Gottschalk, Werner Hölzl, Dan Johansson, Mika Maliranta, Anja Myrann, Kristian Nielsen and Guanyu Zheng