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Department of Economics and Business Economics

Dale T. Mortensen Centre

Publications

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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

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 Papers 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

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

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. https://doi.org/10.1016/j.jfineco.2019.03.010

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 Papers 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), [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 14.01.2021 -

Bent Jesper Christensen