Discussion Papers

From University of Copenhagen. Department of Economics
Oester Farimagsgade 5, Building 26, DK-1353 Copenhagen K., Denmark.
Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Hoffmann ().

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.

17-17: Leverage and Deepening. Business Cycle Skewness

Henrik Jensen, Ivan Petrella, Soeren Hove Ravn and Emiliano Santoro

17-16: Instrumental Variables in the Long Run

Gregory Casey and Marc Klemp

17-15: TESTING GARCH-X TYPE MODELS

Rasmus Soendergaard Pedersen and Anders Rahbek

17-13: Liquidity Shocks, Market Maker Turnover, and Bidding Behavior in Treasury Auctions

Martin Gonzalez-Eiras and Jesper Rüdiger

17-12: Do MincerianWage Equations Inform How Schooling Influences Productivity?

Christian Groth and Jakub Growiec

17-11: Accounting for Fetal Origins: Health Capital vs. Health Deficits

Carl-Johan Dalgaard, Casper Hansen and Holger Strulik

17-10: THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT

Roman Frydman, Soren Johansen, Anders Rahbek and Morten Nyboe

17-09: Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

Massimo Franchi and Soren Johansen

17-08: A CVAR scenario for a standard monetary model using theory-consistent expectations

Katarina Juselius

17-07: Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge

Katarina Juselius

17-06: House Prices, Geographical Mobility, and Unemployment

Marcus Ingholt

17-05: Testing R&D-Based Endogenous Growth Models

Peter K. Kruse-Andersen

17-04: Choosing a Public-Spirited Leader. An experimental investigation of political selection

Thomas Markussen and Jean-Robert Tyran

17-03: The role of cointegration for optimal hedging with heteroscedastic error term

Lukasz Gatarek and Soren Johansen

17-02: Cointegration between trends and their estimators in state space models and CVAR models

Soren Johansen and Morten Tabor

17-01: A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates

Thor Pajhede

16-14: Money Illusion and Household Finance

Thomas Stephens and Jean-Robert Tyran

16-13: Voter Motivation and the Quality of Democratic Choice

Lydia Mechtenberg and Jean-Robert Tyran

16-12: Experimental Evidence on Expressive Voting

Jean-Robert Tyran and Alexander Wagner

16-11: National Immigration Quotas and Local Economic Growth

Philipp Ager and Casper Hansen

16-10: Too good to be truthful: Why competent advisers are fired

Christoph Schottmüller

16-09: A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints

Jeppe Druedahl and Thomas Jørgensen

16-08: Personality Traits and the Gender Gap in Ideology

Rebecca Morton, Jean-Robert Tyran and Erik Wengström

16-07: The cointegrated vector autoregressive model with general deterministic terms

Soren Johansen and Morten Nielsen

16-06: Directed Technical Change and Economic Growth Effects of Environmental Policy

Peter K. Kruse-Andersen

16-05: Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series

Soren Johansen and Bent Nielsen

16-04: Persistent vs. Permanent Income Shocks in the Buffer-Stock Model

Jeppe Druedahl and Thomas Jørgensen

16-03: Strategic Gains from Labor Market Discrimination

Johan Lagerlof

16-02: Bertrand under Uncertainty: Private and Common Costs

Johan Lagerlof

16-01: Information and Disease Prevention: Tuberculosis Dispensaries

Casper Hansen, Peter Jensen and Peter Egedesø Madsen

15-19: Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks

Fedor Iskhakov, Thomas Jørgensen, John Rust and Bertel Schjerning

15-18: Backtesting Value-at-Risk: A Generalized Markov Framework

Thor Pajhede

15-17: Shaking up the Equilibrium: Natural Disasters, Immigration and Economic Geography

Philipp Ager, Casper Hansen and Lars Lønstrup

15-16: Modeling and projecting mortality. A new model of heterogeneity and selection in survivorship

Hans Oluf Hansen

15-15: Climate Shocks and (very) Long-Run Productivity

Carl-Johan Dalgaard and Casper Hansen

15-14: Birth Order and Health of Newborns: What Can We Learn from Danish Registry Data?

Anne Brenøe and Ramona Molitor

15-13: Isoelastic Elasticity of Substitution Production Functions

Jakub Growiec and Jakub Mućk

15-12: Dishonesty and Selection into Public Service in Denmark: Who Runs the World’s Least Corrupt Public Sector?

Sebastian Barfort, Nikolaj Harmon, Frederik Hjorth and Asmus Olsen

15-11: How Jeremy Bentham would defend against coordinated attacks

Ole Jann and Christoph Schottmüller

15-10: Inference and testing on the boundary in extended constant conditional correlation GARCH models

Rasmus Pedersen

15-09: DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE

Eric Hillebrand, Soren Johansen and Torben Schmith

15-08: Life-Cycle Consumption and Children: Evidence from a Structural Estimation

Thomas Jørgensen

15-07: Nonstationary ARCH and GARCH with t-Distributed Innovations

Rasmus Pedersen and Anders Rahbek

15-06: Acts of God? Religiosity and Natural Disasters Across Subnational World Districts

Jeanet Bentzen

15-05: Constrained Optimization Approaches to Estimation of Structural Models: Comment

Fedor Iskhakov, Jinhyuk Lee, John Rust, Bertel Schjerning and Kyoungwon Seo

15-04: Dealing with Dynamic Agency

Benjamin Falkeborg

15-03: Post-Malthusian Dynamics in Pre-Industrial Scandinavia

Marc Klemp and Niels Møller

15-02: Health provider networks, quality and costs

Jan Boone and Christoph Schottmüller

15-01: Life Expectancy and Education: Evidence from the Cardiovascular Revolution

Casper Hansen and Holger Strulik

14-30: The Indigenous Roots of Representative Democracy

Jeanet Bentzen, Jacob Gerner Hariri and James Robinson