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Department of Economics and Business Economics

Dale T. Mortensen Centre

Publications

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Andersen, D. B., Christensen, B. J., Mühlbach, N. A. S. & Nielsen, M. S. (2023). Targeting Predictors in Random Forest Regression. International Journal of Forecasting, 39(2), 841-868. https://doi.org/10.1016/j.ijforecast.2022.02.010

Eckert, F., Hejlesen, M. & Walsh, C. (2022). The return to big-city experience: Evidence from refugees in Denmark. Journal of Urban Economics, 130, Article 103454. https://doi.org/10.1016/j.jue.2022.103454

Christensen, B. J. & Varneskov, R. T. (2021). Dynamic Global Currency Hedging. Journal of Financial Econometrics, 19(1), 97-127. https://doi.org/10.1093/jjfinec/nbaa030

Christensen, B. J., Datta Gupta, N. & Santucci de Magistris, P. (2021). Measuring the impact of clean energy production on CO₂ abatement in Denmark: Upper bound estimation and forecasting*. Journal of the Royal Statistical Society. Series A: Statistics in Society, 184(1), 118-149. https://doi.org/10.1111/rssa.12616

Maibom, J. (2021). The Danish Labor Market Experiments: Methods and Findings. Nationaloekonomisk Tidsskrift, (1). https://www.djoef-forlag.dk/publications/noet/files/2021/article/Artikel_2.pdf

Christensen, B. J., Kjær, M. M. & Veliyev, B. (2021). The incremental information in the yield curve about future interest rate risk. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2021-11

Kennes, J., le Maire, D. & Roelsgaard, S. T. (2020). Equivalence of canonical matching models. Games and Economic Behavior, 124, 169-182. https://doi.org/10.1016/j.geb.2020.08.002

Lochner, B. & Schulz, B. (2020). Firm Productivity, Wages, and Sorting. IAB. IAB-Discussion Paper No. 04/2020 http://doku.iab.de/discussionpapers/2020/dp0420.pdf

Borup, D., Christensen, B. J., Mühlbach, N. N. & Nielsen, M. S. (2020). Targeting predictors in random forest regression. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-03

Honoré, B., Jørgensen, T. & de Paula, Á. (2020). The informativeness of estimation moments. Journal of Applied Econometrics, 35(7), 797-813. https://doi.org/10.1002/jae.2779

Bagger, J., Fontaine, F., Galenianos, M. & Trapeznikova, I. (2020). Vacancies, Employment Outcomes and Firm Growth: Evidence from Denmark. Institut for Økonomi, Aarhus Universitet. Economics Working Papers No. 2020-04

Christensen, B. J. & van der Wel, M. (2019). An asset pricing approach to testing general term structure models. Journal of Financial Economics, 134(1), 165-191. Advance online publication. https://doi.org/10.1016/j.jfineco.2019.03.010

Bagger, J. & Lentz, R. (2019). An Empirical Model of Wage Dispersion with Sorting. Review of Economic Studies, 86(1), 153-190. https://doi.org/10.1093/restud/rdy022

Borup, D., Christensen, B. J. & Ergemen, Y. E. (2019). Assessing predictive accuracy in panel data models with long-range dependence. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2019-04

Anderberg, D., Bagger, J., Bhaskar, V. & Wilson, T. (2019). Marriage Market Equilibrium, Qualifications, and Ability. Institut for Økonomi, Aarhus Universitet. Economics Working Papers No. 2019-03

Asmussen, S., Christensen, B. J. & Thøgersen, J. (2019). Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market. Insurance: Mathematics and Economics, 87, 92-100. https://doi.org/10.1016/j.insmatheco.2019.02.002

Kaplan, G., Menzio, G., Rudanko, L. & Trachter, N. (2019). Relative Price Dispersion: Evidence and Theory. American Economic Journal: Microeconomics, 11(3), 68-124. https://doi.org/10.1257/mic.20170126

Asmussen, S., Christensen, B. J. & Thøgersen, J. (2019). Stackelberg equilibrium premium strategies for push-pull competition in a non-life insurance market with product differentiation. Risks, 7(2), Article 49. https://doi.org//10.3390/risks7020049

Brügemann, B., Gautier, P., Menzio, G., 30.1.2018, "Intra Firm Bargaining and Shapley Values". Review of Economic Studies (accepted).
Bagger, J., Lentz, R., 23.2.2018, "An Empirical Model of Wage Dispersion with Sorting". Review of Economic Studies (accepted).

Revised 17.05.2023

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Bent Jesper Christensen