Working Papers

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# Sort ascending Author(s) Title Year JEL Codes
1192 Hiroyuki Kasahara, Katsumi Shimotsu Sequential Estimation Of Structural Models With A Fixed Point Constraint 2008 C13, C14, C63
1191 John Hartwick The Discount Rate And The Value Of Remaining Years Of Life 2008 J120, J120
1190 Michael Brolley, John Hartwick Sunnier, Denser And More Productive Cities 2008 R140, J610
1189 Morten Ørregaard Nielsen, Per Houmann Frederiksen Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration 2005 C14, C15, C22
1188 Bent Jesper Christensen, Morten Ørregaard Nielsen, Thomas Busch The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps 2006 C22, C32, G1
1187 Bent Jesper Christensen, Morten Ørregaard Nielsen, Thomas Busch Forecasting Exchange Rate Volatility In The Presence Of Jumps 2005 C1, F31, G1
1186 Bent Jesper Christensen, Morten Ørregaard Nielsen The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices 2005 C1, C32, G1
1185 Morten Ørregaard Nielsen A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic 2008 C22
1184 Jun Zhang Simultaneous Signaling In Elimination Contests 2008 C72, D44, D82
1183 Rokon Bhuiyan Monetary Transmission Mechanism In A Small Open Economy: A Bayesian Structural Var Approach 2008 C32, E52, F37
1182 Demet Beton, Glenn Jenkins Migration From Turkey And The Uncertainty Of The Accession Of Turkey To The Eu 2008 F22, J61
1181 Bent Jesper Christensen, Morten Ørregaard Nielsen, Thomas Busch The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 2008 C22, C32, F31, G1
1180 Brooks A. Kaiser, Marina E. Adshade The Origins Of The Institutions Of Marriage 2008 J12, O43, N30
1179 Yukihiro Nishimura Fair Collective Choice Rules: Their Origin And Relationship 2008 D61, D63, D71
1178 Yukihiro Nishimura Envy Minimization In The Optimal Tax Context 2008 D63, H21
1177 Yukihiro Nishimura A Lindahl Solution To International Emissions Trading 2008 Q54, D61, D62, D63, D78, H87, Q58
1176 Ian Keay Resource Intensive Production And Aggregate Economic Performance 2008 O13, N52
1175 Morten Ørregaard Nielsen A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis 2008 C22
1174 Morten Ørregaard Nielsen Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders 2008 C32
1173 Tim Bollerslev, Morten Ørregaard Nielsen, Per Houmann Frederiksen, Torben G. Andersen Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns 2008 C1, G1
1172 Morten Ørregaard Nielsen, S Johansen Likelihood Inference For A Nonstationary Fractional Autoregressive Model 2009 C22
1171 Morten Ørregaard Nielsen, Per Houmann Frederiksen Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration 2008 C22
1170 Andrei Bazhanov, John Hartwick On Beckmann's Dispersed "interaction City" 2007 R14, D11
1169 Andrei Bazhanov, John Hartwick, Zhen Song The Extractive Firm's Cost Spillover Tax For The Extended Hotelling Model 2007 Q31, D41
1168 Robin Boadway, Motohiro Sato Optimal Tax Design And Enforcement With An Informal Sector 2008 H21, H26, O17