Working papers 2021

2021:1 Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna "Singular conditional autoregressive Wishart model for realized covariance matrices"

2021:2 Virk, Nader; Javed, Farrukh; Awartani, Basel "A reality check on the GARCH-MIDAS volatility models"

2021:3 Henrekson, Magnus; Johansson, Dan; Karlsson, Johan "To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory"

2021:4 Thede, Susanna; Karpaty, Patrik "The Effect of Corrupt Market Experience on FDI: Evidence from Swedish Manufacturing Enterprises"

2021:5 Bodnar, Olha; Bodnar, Taras "Objective Bayesian meta-analysis based on generalized multivariate random effects model"

2021:6 Bodnar, Olha "Bayesian Model Selection for Small Datasets of Measurement Results"

2021:7 Bodnar, Olha; Eriksson, Viktor "Bayesian model selection: Application to adjustment of
fundamental physical constants"

2021:8 Karlsson, Sune; Mazur, Stepan; Nguyen, Hoang "Vector autoregression models with skewness and heavy tails"

2021:9 Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances"

2021:10 Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang "Predicting returns and dividend growth - the role of non-Gaussian innovations"

2021:11 Andersson Järnberg, Linda; Andrén, Daniela; Hultkrantz, Lars; Rutström, E.Elisabet; Vimefall, Elin  "Willingness to pay for private and public improvements of vulnerable road users’ safety"

2021:12 Gulliksson, Mårten; Oleynik, Anna; Mazur, Stepan "Portfolio Selection with a Rank-deficient Covariance Matrix"

2021:13 Javed, Farrukh; Mazur, Stepan; Thorsén, Erik "Tangency portfolio weights under a skew-normal model in small and large dimensions”

2021:14 Nguyen, Hoang; Nguyen, Trong-Nghia; Tran, Minh-Ngoc "A dynamic leverage stochastic volatility model"

2021:15 Nguyen, Hoang; Javed, Farrukh "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach"

2022:16 Klügl, Franziska; Kyvik Nordås, Hildegunn "AI-enabled Automation, Trade, and the Future of Engineering Services"