Publications

Yang, Y. & Bauwens, L. (2018). State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. Aarhus: CREATES, Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-30

Morariu-Patrichi, M. & Pakkanen, M. S. (2018). State-dependent Hawkes processes and their application to limit order book modelling. Aarhus: Institut for Økonomi, Århus Universitet. CREATES Research Papers, No. 2018-26

Bukh, P. N. & Christensen, K. S. (Eds.) (2018). Strategi og styring med effekt: Danske erfaringer. Kbh.: Djøf Forlag.

Bukh, P. N. & Christensen, K. S. (2018). Strategier, mål og databaseret ledelse. In P. N. Bukh & K. S. Christensen (Eds.), Strategi og styring med effekt: Danske erfaringer (pp. 129-146). Kbh.: Djøf Forlag.

Bentzen, J. & Smith, V. (2018). Structural Changes in the Consumption of Beer, Wine and Spirits in OECD Countries from 1961 to 2014. Beverages, 4(8). https://doi.org/10.3390/beverages4010008

Mortier, P., Auerbach, R. P., Alonso, J., Axinn, W. G., Cuijpers, P., Ebert, D. D. ... Bruffaerts, R. (2018). Suicidal thoughts and behaviors among college students and same-aged peers: results from the World Health Organization World Mental Health Surveys. Social Psychiatry and Psychiatric Epidemiology, 53(3), 279-288. https://doi.org/10.1007/s00127-018-1481-6

Walter, F., Carr, M. J., Mok, P. L. H., Antonsen, S., Pedersen, C. B., Shaw, J. & Webb, R. T. (2018). Suicide Methods and Specific Types of Accidental Death and Fatal Poisoning Among Discharged Psychiatric Patients: A National Cohort Study. Journal of Clinical Psychiatry, 79(6). https://doi.org/10.4088/JCP.17m11809

Laursen, F., Andersen, T. M. & Jahn, D. (2018). Sustainable Governance Indicators 2018: Denmark Report. Gütersloh: Bertelsmann Stiftung.

Nielsen, E. H. & Nielsen, S. (2018). System Dynamics Modeling, its concept of causality and particular relevance for providing the Balanced Scorecard thinking with a dynamic analytical framework. (pp. 1-19). Aarhus: Institut for Økonomi, Aarhus Universitet.

Mikkelsen, M. B. & Rosholm, M. (2018). Systematic review and meta-analysis of interventions aimed at enhancing return to work for sick-listed workers with common mental disorders, stress-related disorders, somatoform disorders and personality disorders. Occupational and Environmental Medicine, 75(9), 675-686. https://doi.org/10.1136/oemed-2018-105073

Lesner, R. V. (2018). Testing for Statistical Discrimination Based on Gender. LABOUR, 32(2), 141-181. https://doi.org/10.1111/labr.12120

Johansen, S. & Nielsen, M. Ø. (2018). Testing the CVAR in the Fractional CVAR Model. Journal of Time Series Analysis, 39(6), 836-849. https://doi.org/10.1111/jtsa.12300

George, T. J., Hwang, C. Y. & Li, Y. (2018). The 52-week high, q-theory, and the cross section of stock returns. Journal of Financial Economics, 128(1), 148-163. https://doi.org/10.1016/j.jfineco.2018.01.005

Bjørnskov, C. & Voigt, S. (2018). The Architecture of Emergency Constitutions. International Journal of Constitutional Law, 16(1), 101-127. https://doi.org/10.1093/icon/moy012

Kjenstad, E. C. (2018). The Cost of Being Different: Peer Firm Costs of Cash Holdings. Social Science Research Network (SSRN). https://doi.org/10.2139/ssrn.2972422

Schøler, F. (2018). The Cultural Aspect of Differences in Company Performance across Countries: Gray’s Accounting Values Contribute more than Hofstede’s Original Cultural Dimensions. Journal of Accounting & Marketing, 7(3), 1-8. https://doi.org/10.4172/2168-9601.1000287

Bobbio, E. & Bunzel, H. (2018). The Danish Matched Employer-Employee Data. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2018-03

Nandrup, A. B. & Beuchert-Pedersen, L. V. (2018). The Danish national tests at a glance. Nationaloekonomisk Tidsskrift, 2018(1).

Bleses, D., Højen, A., Justice, L. M., Dale, P. S., Dybdal, L., Piasta, S. ... Ebad Fardzadeh, H. (2018). The Effectiveness of a Large-Scale Early Childhood Language and Pre-literacy Intervention: The SPELL Randomized-Controlled Trial in Denmark. Child Development, 89(4), e342-e363. https://doi.org/10.1111/cdev.12859

Cavaliere, G., Pedersen, R. S. & Rahbek, A. (2018). The Fixed Volatility Bootstrap for a Class of Arch(q) Models. Journal of Time Series Analysis, 39(6), 920-941. https://doi.org/10.1111/jtsa.12421

Eppinger, P. S., Meythaler, N., Sindlinger, M-M. & Smolka, M. (2018). The Great Trade Collapse and the Spanish Export Miracle: Firm-level Evidence from the Crisis. The World Economy, 41(2), 457-493. https://doi.org/10.1111/twec.12530

Bjørnskov, C. (2018). The Hayek-Friedman Hypothesis on the Press: Is there an Association between Economic Freedom and Press Freedom? Journal of Institutional Economics, 14(4), 617-638. https://doi.org/10.1017/S1744137417000364

Guul, T. S. (2018). The Individual-Level Effect of Gender Matching in Representative Bureaucracy. Public Administration Review, 78(3), 398-408. https://doi.org/10.1111/puar.12907

Bernardi, M. & Catania, L. (2018). The Model Confidence Set package for R. International Journal of Computational Economics and Econometrics, 8(2), 144 - 158. https://doi.org/10.1504/IJCEE.2018.091037

Andersen, T. G., Fusari, N. & Todorov, V. (2018). The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-02

Andersen, T. G., Fusari, N. & Todorov, V. (2018). The Risk Premia Embedded in Index Options. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-07

He, C., Kang, J., Terasvirta, T. & Zhang, S. (2018). The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-15

Thornton, L. M., Munn-Chernoff, M. A., Baker, J. H., Juréus, A., Parker, R., Henders, A. K. ... Bulik, C. M. (2018). The anorexia nervosa genetics initiative (ANGI): Overview and methods. Contemporary Clinical Trials, 74, 61-69. https://doi.org/10.1016/j.cct.2018.09.015

Suetani, S., Mamun, A., Williams, G. M., Najman, J. M., McGrath, J. J. & Scott, J. G. (2018). The association between adolescent psychopathology and subsequent physical activity in young adulthood: A 21-year birth cohort study. Psychological Medicine, 48(2), 269-278. https://doi.org/10.1017/S0033291717001660

Eyles, D. W., Trzaskowski, M., Vinkhuyzen, A. A. E., Mattheisen, M., Meier, S., Gooch, H. ... McGrath, J. J. (2018). The association between neonatal vitamin D status and risk of schizophrenia. Scientific Reports, 8(1), [17692]. https://doi.org/10.1038/s41598-018-35418-z

Alonso, J., Saha, S., Lim, C. C. W., Aguilar-Gaxiola, S., Al-Hamzawi, A., Benjet, C. ... WHO World Mental Health Survey Collaborators (2018). The association between psychotic experiences and health-related quality of life: a cross-national analysis based on World Mental Health Surveys. Schizophrenia Research, 201, 46-53. https://doi.org/10.1016/j.schres.2018.04.044

Pedersen, S. D., Østergaard, S. D. & Petersen, L. (2018). The association between school exam grades and subsequent development of bipolar disorder. Acta Neuropsychiatrica, 30(4), 209-217. https://doi.org/10.1017/neu.2018.3

Degenhardt, L., Saha, S., Lim, C. C. W., Aguilar-Gaxiola, S., Al-Hamzawi, A., Alonso, J. ... WHO World Mental Health Survey Collaborators (2018). The associations between psychotic experiences, and substance use and substance use disorders: Findings from the World Health Organisation World Mental Health Surveys. Addiction, 113(5), 924-934. https://doi.org/10.1111/add.14145

Mokdad, A. H. & GBD 2015 Eastern Mediterranean Region Mental Health Collaborators (2018). The burden of mental disorders in the Eastern Mediterranean region, 1990-2015: findings from the global burden of disease 2015 study. International Journal of Public Health, 63(Supplement 1), 25–37. https://doi.org/10.1007/s00038-017-1006-1

Johansen, S. & Nielsen, M. Ø. (2018). The cointegrated vector autoregressive model with general deterministic terms. Journal of Econometrics, 202(2), 214-229. https://doi.org/10.1016/j.jeconom.2017.10.003

Christensen, K., Oomen, R. & Renò, R. (2018). The drift burst hypothesis. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-21

Borghi, R., Hillebrand, E., Mikkelsen, J. & Urga, G. (2018). The dynamics of factor loadings in the cross-section of returns. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-38

Damgaard, M. T. & Gravert, C. (2018). The hidden costs of nudging: Experimental evidence from reminders in fundraising. Journal of Public Economics, 157, 15-26. https://doi.org/10.1016/j.jpubeco.2017.11.005

Pedersen, C. B., Bybjerg-Grauholm, J., Pedersen, M. G., Grove, J., Agerbo, E., Bækvad-Hansen, M. ... Mortensen, P. B. (2018). The iPSYCH2012 case-cohort sample: new directions for unravelling genetic and environmental architectures of severe mental disorders. Molecular Psychiatry, 23(1), 6–14. https://doi.org/10.1038/mp.2017.196

Fusaroli, R., Mønster, D., Baronchelli, A. & Tylén, K. (2018). The impact of social network topology on open-ended and fixed solution problems. Poster session presented at CogSci2018: Annual Meeting of the Cognitive Science Society, Madison, United States.

Lesner, R. V. (2018). The long-term effect of childhood poverty. Journal of Population Economics, 31(3 ), 969–1004. https://doi.org/10.1007/s00148-017-0674-8

Danziger, E. & Danziger, L. (2018). The optimal graduate minimum wage and social welfare. In S. W. Polachek & K. Tatsiramos (Eds.), Transitions through the Labor Market: Work, Occupation, Earnings and Retirement (pp. 55-77). Emerald Group Publishing. Research in Labor Economics, Vol.. 46

Andreasen, M. M., Fernández-Villaverde, J. & Rubio-Ramírez, J. F. (2018). The pruned state-space system for non-linear DSGE models: Theory and empirical applications. Review of Economic Studies, 85(1), 1-49. https://doi.org/10.1093/restud/rdx037

Slipsager, S. K. (2018). The real risk in pension forecasting. Scandinavian Actuarial Journal, 2018(3), 250-273. https://doi.org/10.1080/03461238.2017.1341847

Paksarian, D., Trabjerg, B. B., Merikangas, K. R., Mors, O., Børglum, A. D., Hougaard, D. M. ... Agerbo, E. (2018). The role of genetic liability in the association of urbanicity at birth and during upbringing with schizophrenia in Denmark. Psychological Medicine, 48(2), 305-314. https://doi.org/10.1017/S0033291717001696

Beuchert, L., Humlum, M., Nielsen, H. S. & Smith, N. (2018). The short-term effects of school consolidation on student achievement: Evidence of disruption? Economics of Education Review, 65(August), 31-47. https://doi.org/10.1016/j.econedurev.2018.05.004

Banerjee, R., Gupta, N. D. & Villeval, M. C. (2018). The spillover effects of affirmative action on competitiveness and unethical behavior. European Economic Review, 101, 567-604. https://doi.org/10.1016/j.euroecorev.2017.10.022

Paldam, M. (2018). The strategies of economic research An empirical study. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2018-04

Gørgens, T. & Würtz, A. (2018). Threshold regression with endogeneity for short panels. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-27

Andersen, T. G., Thyrsgaard, M. & Todorov, V. (2018). Time-Varying Periodicity in Intraday Volatility. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-05

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Birgitte Højklint Nielsen

Revised 29.01.2020