NATIONALEKONOMISKA INSTITUTIONEN DEPARTMENT OF ECONOMICS

Working Paper Series

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1998:6 Henrik Amilon and
Hans N E Byström
The Search for Chaos and Nonlinearitites in Swedish Stock Index Returns
1998:5 Inga Persson and Eskil Wadensjö A la recherche de l'égalité - inégalité de salaires et division sexuelle du travail en Suède
1998:4 Anne-Marie Pålsson Taxation, Efficiency and Time Allocation
1998:3 Klas Fregert and
Lars Jonung
Monetary Regimes and Endogenous Wage Contracts: Sweden 1908-1995

1998:2 Björn Hansson and
Peter Hördahl
Forecasting Variance Using Stochastic Volatility and GARCH
1998:1 Lena Winslott The External Costs of Traffic Accidents - an empirical analysis of the traffic flow
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77/97 Håkan J. Holm Gender Based Focal Points
76/97 Fredrik Andersson and
Carl Hampus Lyttkens
Health, Genuine Uncertainty and Information
75/97 Fredrik Andersson The Firm as a Pool of Reputations
74/97 Fredrik Andersson Career Concerns, Contracts, and Work Hours
73/97 David Edgerton The Effects of Cutbacks in Swedish Sickness Benefits. An Analysis Using the Labour Force Survey
72/97 Klas Fregert A Long-Run Estimator of the Slope of the Aggregate Demand Curve
71/97 Lars-Gunnar Svensson Strategy-Proof Allocation of Indivisible Goods
70/97 David Greenaway and Johan Torstensson Economic Geography, Comparative Advantage and Trade Within Industries: Evidence from the OECD
69/97 Fredrik Andersson and Håkan J. Holm The Economics of Transparency
68/96 Ghazi Shukur and
David Edgerton
The Small SampleProperties of the RESET Test as Applied to Systems of Equations
67/96 David Edgerton When Do Estimated Demand Systems Automaticallt Satisfy Adding Up?
66/96 David Edgerton and
Ghazi Shukur
Testing Autocorrelation in a System Perspective
65/96 Fredrik Berggren Efterfrågan på alkoholhaltiga drycker - en översikt och en undersökning av efterfrågan på alkohol i Sverige 1985-1995
63/96 David Greenaway and Johan Torstensson Back to the Future: Taking Stock on Intra-Industry Trade
64/96 Johan Torstensson Intra-Industry Trade: What Does the Theory Predict and How Robust Are the Empirical Estimates?
62/96 Peter Hördahl and
Lars Nordén
Trading and Non-Trading Time Return Dynamics. An Analysis of Swedish OMX Stock Index and Forward Returns Using a GARCH Framework
61/96 Alia Ahmad The Urban Labour Market and Labour Absorption in the Non-Farm Sector of Bangladesh
60/96 Johan Torstensson Domestic Trade Impediments, Market Size, and International Trade
59/96 Bengt Liljas Economic Evaluation and Uncertainty in Health Care. Some Theoretical and Empirical Results
58/95 Carl Hampus Lyttkens A Rational-Actor Perspective on the Origin of Liturgies in Ancient Greece
57/95 Björn Hansson, Peter Hördahl and Lars Nordén Empirical Evidence of Biases in the Black-Scholes Option Pricing Formula. A Transactions Data Analysis of Swedish OMX-Index Call and Put Options
56/95 Johan Torstensson and Geoffrey Reed Does Preferring Your Own Products Hurt Others?
55/95 Magnus Henrekson,
Johan Torstensson and Rasha Torstensson
Growth Effects of European Integration
54/95 Johan Torstensson Country Size and Comparative Advantage
53/95 Lars Nordén and
Anders Strömberg
Hedging Performance of the Swedish OMX Stock Index Options. Can the OMX-Ubdex be Approximated by a Portfolio of Fewer Stocks?
52/95 Karolina Ekholm and Johan Torstensson High-Technology Subsidies in General Equilibrium: A Sector-Specific Approach
51/95 Karolina Ekholm and
Johan Torstensson
Subsidies to High-Technology Industries: A General Equilibrium Analysis
50/95 Håkan J. Holm Sequential Auction of production and Trading Rights
49/95 Rikard Althin Measurement of Productivity Changes: Two Malmquist Index Approaches
48/95 Fredrik Andersson Bilateral Asymmetric Information and Uncertainty Aversion in Hidden Information Agency
47/95 Fredrik Andersson Voluntary Quality Standards, Credibility, and Competition in Insurance
46/95 Håkan J.Holm Manipulation of Contagion Effects by the Sequential Order of Choices.
45/94 Lars Nordén Stock Index Arbitrage Profitabilty: A Transactions Data Analysis of Swedish OMX-Index Cash and Forward Prices
44/94 Johan Torstensson Determinants of Intra-Industry Trade: A Sensitivity Analysis
43/94 Hans Carlsson, and
Sudipto Dasgupta
Noice - Proof Equilibria in Signaling Games
42/94 Håkan J. Holm Computational Cost of Verifying Enforceable Contracts
41/94 Björn Hansson, and
Peter Hördahl
Stock Returns and Conditional Volatility: An Empirical Investigation of the Swedish Stock Market
40/94 Niclas Frifelt Testing Some Stationary Relations Implied by the Neoclassical Growth Model
39/94 R. Althin, R. Färe and
S. Grosskopf
Profitability and Productivity Changes: An Application to Swedish Pharmacies
38/94 Fredrik Andersson On the Screening Power of Incentive Schemes
37/94 Fredrik Andersson Income Taxation and Job-Market Signaling
36/94 Fredrik Andersson On the Equilibria of an Augmented Signaling Model
35/94 Lars Nordén Effects of Extended Trading Time on Intradaily Stock Market Volatility. Evidence from the Swedish Cash and Index Forward Exchanges
34/94 Johan Torstensson Does Market Size Matter? An analysis with Customs Unions and Domestic Trade Impediments
33/94 Rikard Althin Shadow Pricing of Labor - A Translog Distance Function Approach
32/95 Per Frennberg The Economic Significance of Predictable Stock Returns and Stock Volatility. - Evidence from the Swedish Stock Market
31/94 Richard Henricsson and Jerker Lundbäck Testing the Precence and the Absence of Purchasing Power Parity: Results for Fixed and Flexible Regimes
30/93 Rikard Althin Measurement of Allocative Efficiency Without Observed Prices
29/93 Johan Torstensson Technical Differences and Inter-Industry Trade in the Nordic Countries
28/93 Per Frennberg Stock Prices and Large Exchange Rate Adjustments: Some Swedish Experience
27/93 Hossein Asgharian Inter-Industry Differences in Capital Structures
26/93 David Edgerton Weak Separability and the Estimation of Elasticities in Multi-Stage Demand Systems
25/93 Per Frennberg and
Björn Hansson
Stock Returns and Inflation in Sweden. Do Stocks Hedge Against Inflation?
24/93 Lars Nordén An Investigation of Intradaily Regularities in Swedish Stock Market Returns
23/93 Lisbeth Hellvin Intra-Industry Trade in Asia
22/93 David Edgerton and
Curt Wells
On the Use of the Cusumsq Statistics in Medium Sized Samples
21/93 Lisbeth Hellvin Factor Proportions and Distortions in Intra-Asian Trade
20/93 Johan Torstensson Property Rights and Economic Growth: An Empirical Study
19/93 Björn Hansson and Alexander P. Ljungqvist Mispricing of Initial Public Offerings - Evidence from Germany
18/92 Åke Blomqvist, Yves Bourdet and Inga Persson Reforming the Welfare State: The Swedish Experience
17/92 Christina Jonung and
Inga Persson
Women and Market Work. The Misleading Tale of Participation Rates in International Comparisons
16/92 Carl Hampus Lyttkens Imperatives in Health Care. Implications for Social Welfare and Medical Technology
15/92 Ulf Persson Three Economic Approaches to Valuing Benefits of Traffic Safety Measures
14/92 Anne-Marie Pålsson Gamling or Risk Avoidance: Empirical Evidence of Risk Taking Behavior Among Swedish Households
13/92 Lars-Gunnar Svensson Queue Allocation of Indivisible Goods
12/92 Lars Nordén Market Microstructure on the Swedish Stock Exchange: Daily Distribution of OMX-Index Returns Over Intraday-to-Intraday Time Intervals
11/92 Peter Hertzman Hälsoekonomiska investeringskalkyler i Sverige 1975-1989
10/92 Per Frennberg and
Björn Hansson
An Evaluation of Alternative Models for Predicting Stock Volatility: Evicence From a Small Stock Market
9/92 Per Frennberg and
Björn Hansson
Some Distributional Properties of Monthly Stock Returns in Sweden 1919-1990
8/92 Yves Bourdet and
Inga Persson
Youth Unemployment and Labour Market Regime. The Case of France and Sweden
7/92 Lars Nordén Handels- och ickehandelseffekter i OMX-index: är den underliggande processen kontinuerlig?
6/92 Yves Bourdet and
Inga Persson
Does Labour Market Policy Matter? Long-term unemployment in France and Sweden
5/91 Michael Faure and
Göran Skogh
Compensations for Damages by Nuclear Accidents: A Convention as Insurance
4/91 Tarmo Haavisto and
Björn Hansson
The Efficient Frontier Without Short Sales
3/91 Anne-Marie Pålsson Inkomster och förmögenheter i Sverige under 1980-talet
2/91 Per Frennberg and
Björn Hansson
Aktier, obligationer, korta ränteplaceringar och inflation. Beräkning av avkastningsindex på månadsbas 1919-1989
1/91 Anne-Marie Pålsson Household Risk Taking and Minimum Standard of Living