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Department of Economics and Business Economics

Publications

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

Davidson, R. & Grønborg, N. S. (2018). Time-varying parameters: New test tailored to applications in finance and macroeconomics. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-22

Tanggaard, C. (2018). Transaktionsomkostninger. Finans/Invest, (5).

Hurn, S., Johnson, N., Silvennoinen, A. & Terasvirta, T. (2018). Transition from the Taylor rule to the zero lower bound. (pp. 21). Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-31

Pellegrino, G. (2018). Uncertainty and the real effects of monetary policy shocks in the Euro area. Economics Letters, 162, 177-181. https://doi.org/10.1016/j.econlet.2017.10.006

Castelnuovo, E. & Pellegrino, G. (2018). Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. Journal of Economic Dynamics and Control, 93, 277-296. https://doi.org/10.1016/j.jedc.2018.01.034

Andersen, T. G., Fusari, N., Todorov, V. & Varneskov, R. T. (2018). Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-03

Plana-Ripoll, O., Pedersen, C. B. & McGrath, J. J. (2018). Urbanicity and Risk of Schizophrenia-New Studies and Old Hypotheses. JAMA Psychiatry, 75(7), 687-688. https://doi.org/10.1001/jamapsychiatry.2018.0551

Ormhøj, S. S., Pottegård, A., Gasse, C. & Rasmussen, L. (2018). Use of attention-deficit/hyperactivity disorder medication among older adults in Denmark. British Journal of Clinical Pharmacology, 84(7), 1505-1513. https://doi.org/10.1111/bcp.13569

Hillebrand, E., Huang, H., Lee, T. H. & Li, C. (2018). Using the entire yield curve in forecasting output and inflation. Econometrics, 6(3), [40]. https://doi.org/10.3390/econometrics6030040

Sjö, N. M., Kiil, A., Bleses, D., Dybdal, L., Kreiner, S. & Jensen, P. (2018). Validation of Social Emotional Assessment Measure (SEAM) with two psychopathological questionnaires and user perspectives on their usability. Abstract from Essence 2018, Gothenborg, Sweden.

Ajnakina, O., Horsdal, H. T., Lally, J., MacCabe, J. H., Murray, R. M., Gasse, C. & Wimberley, T. (2018). Validation of an algorithm-based definition of treatment resistance in patients with schizophrenia. Schizophrenia Research, 197, 294-297. https://doi.org/10.1016/j.schres.2018.02.017

Musliner, K. L., Zandi, P. P., Liu, X., Laursen, T. M., Munk-Olsen, T., Mortensen, P. B. & Eaton, W. W. (2018). Vascular Pathology and Trajectories of Late-Life Major Depressive Disorder in Secondary Psychiatric Care. The American Journal of Geriatric Psychiatry, 26(3), 386-395. https://doi.org/10.1016/j.jagp.2017.07.006

Baharad, E. & Danziger, L. (2018). Voting in Hiring Committees: Which “Almost” Rule is Optimal? Group Decision and Negotiation, 27(1), 129-151. https://doi.org/10.1007/s10726-017-9553-7

Bjørnskov, C. & Voigt, S. (2018). Why Do Governments Call a State of Emergency? On the Determinants of Using Emergency Constitutions. European Journal of Political Economy, 54, 110-123. https://doi.org/10.1016/j.ejpoleco.2018.01.002

Smith, N. & Parrotta, P. (2018). Why so few Women on Boards of Directors? Empirical Evidence from Danish Companies in 1998-2010. Journal of Business Ethics, 147(2), 445–467. https://doi.org/10.1007/s10551-015-2974-9

Frederiksen, A., Kato, T. & Smith, N. (2018). Working Hours and Top Managament Appointments – Evidence from Linked Employer-Employee data. Bonn: IZA Institute of Labor Economics. IZA Discussion Paper, No. 11675

Mirzaei, S. & Wøhlk, S. (2017). A Branch-and-Price Algorithm for Two Multi-Compartment Vehicle Routing Problems. EURO Journal on Transportation and Logistics, 6(2), 185-218. https://doi.org/10.1007/s13676-017-0106-7

Catani, P., Terasvirta, T. & Yin, M. (2017). A Lagrange Multiplier test for testing the adequacy of the Constant Conditional Correlation GARCH model. Econometric Reviews, 36(6-9), 599-621. https://doi.org/10.1080/07474938.2017.1307311

Hounyo, U. & Varneskov, R. T. (2017). A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation. Journal of Econometrics, 198(1), 10-28. https://doi.org/10.1016/j.jeconom.2017.01.002

Lanne, M. & Luoto, J. (2017). A New Time-Varying Parameter Autoregressive Model for US Inflation Expectations. Journal of Money, Credit and Banking, 49(5), 969-995. https://doi.org/10.1111/jmcb.12402

Barletta, A., Santucci de Magistris, P. & Violante, F. (2017). A Non-Structural Investigation of VIX Risk Neutral Density. Social Science Research Network (SSRN).

Jansen, J. (2017). A Note on Quality Disclosure and Competition. Journal of Industrial Economics, 65(4), 833-841. https://doi.org/10.1111/joie.12139

Bikic, A., Christensen, T. Ø., Leckman, J. F., Bilenberg, N. & Dalsgaard, S. (2017). A double-blind randomized pilot trial comparing computerized cognitive exercises to Tetris in adolescents with attention-deficit/hyperactivity disorder. Nordic Journal of Psychiatry, 71(6), 455-464. https://doi.org/10.1080/08039488.2017.1328070

Ho, S. C. & Szeto, W. Y. (2017). A hybrid large neighborhood search for the static multi-vehicle bike-repositioning problem. Transportation Research. Part B: Methodological, 95, 340-363. https://doi.org/10.1016/j.trb.2016.11.003

Fojo, A. T., Musliner, K. L., Zandi, P. P. & Zeger, S. L. (2017). A precision medicine approach for psychiatric disease based on repeated symptom scores. Journal of Psychiatric Research, 95, 147-155. https://doi.org/10.1016/j.jpsychires.2017.08.008

Exterkate, P. & Knapik, O. (2017). A regime-switching stochastic volatility model for forecasting electricity prices. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2017-03

Bennedsen, M. (2017). A rough multi-factor model of electricity spot prices. Energy Economics, 63, 301-313. https://doi.org/10.1016/j.eneco.2017.02.007

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2017, Mar 7). A solver for the single source capacitated facility location problem. GitHub.

Trillingsgaard, T. (Producer) & Nørr Fentz, H. (Producer). (2017). AIRR - Assessment Inventories on Relationship Risk and Ressources (AIRR). Et online spørgeskema- og rapporteringsværktøj.. Interactive production

Sørensen, K. L. (2017). Active labour market programmes and reservation wages: it is a hazard. Applied Economics Letters, 24(9), 589-593. https://doi.org/10.1080/13504851.2016.1213358

Robinson, P. M. & Taylor, L. N. (2017). Adaptive Estimation in Multiple Time Series with Independent Components. Journal of Time Series Analysis, 38(2), 191-203. https://doi.org/10.1111/jtsa.12212

Buhayenko, V. & den Hertog, D. (2017). Adjustable Robust Optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty. International Journal of Production Research, 55(22), 6801-6823. https://doi.org/10.1080/00207543.2017.1351635

Groves, N. J., Zhou, M., Jhaveri, D. J., McGrath, J. J. & Burne, T. H. J. (2017). Adult vitamin D deficiency exacerbates impairments caused by social stress in BALB/c and C57BL/6 mice. Psychoneuroendocrinology, 86, 53-63. https://doi.org/10.1016/j.psyneuen.2017.09.003

Jørgensen, P. L. (2017). An Analysis of the Solvency II Regulatory Framework's Smith-Wilson Model for the Term Structure of Risk-free Interest Rates.

Mørk, T., Grunert, K. G., Fenger, M. H. J., Juhl, H. J. & Tsalis, G. (2017). An analysis of the effects of a campaign supporting use of a health symbol on food sales and shopping behaviour of consumers. BMC Public Health, 17(239). https://doi.org/10.1186/s12889-017-4149-3

Mahmoudinezhad, M., Mirzazadeh, A. & Ghoreishi, M. (2017). An integrated supply chain model for deteriorating items considering delay in payments, imperfect quality and inspection errors under inflationary conditions. Proceedings of the Institution of Mechanical Engineers, Part B: Journal of Engineering Manufacture, 231(12), 2197-2210. https://doi.org/10.1177/0954405415620342

Grosen, A. & Raaballe, J. (2017). Analyse og vurdering af Nykredits pensionskassemodel. Aarhus: Institut for Økonomi, Aarhus Universitet. Management Working Papers, No. 2017-07

Tudoran, A. A. & Olsen, S. O. (2017). Analyzing the returns of the first transaction satisfaction on intention to purchase and willingness to pay: Evidence for new food products. Journal of Consumer Behaviour, 16(4), 372–386. https://doi.org/10.1002/cb.1633

Munk-Olsen, T., Liu, X. & Bergink, V. (2017). Antidepressant treatment postpartum and the risk of treatment-emergent mania. Journal of Affective Disorders, 223, 26-27. https://doi.org/10.1016/j.jad.2017.07.025

Liu, X., Agerbo, E., Ingstrup, K. G., Musliner, K., Meltzer-Brody, S., Bergink, V. & Munk-Olsen, T. (2017). Antidepressant use during pregnancy and psychiatric disorders in offspring: Danish nationwide register based cohort study. B M J, 358, j3668. [j3668]. https://doi.org/10.1136/bmj.j3668

Andersen, T. M. (2017). Arbejdsmarkedspensioner og (u)lighed. In N. Ploug (Ed.), Økonomisk ulighed i Danmark (pp. 129-146). København: Djøf Forlag.

Lukkarinen, J. & Pakkanen, M. (2017). Arbitrage without borrowing or short selling. Mathematics and Financial Economics, 11(3), 263–274. https://doi.org/10.1007/s11579-016-0180-x

Kristensen, I. H., Trillingsgaard, T., Simonsen, M. & Kronborg, H. (2017). Are Health visitors' observations of early parent-infant interactions reliable? A cross-sectional design. Infant Mental Health Journal, 38(2), 276-288. https://doi.org/10.1002/imhj.21627

Bhattacharya, D., Kanaya, S. & Stevens, M. (2017). Are University Admissions Academically Fair? Review of Economics and Statistics, 99(3), 449-464. https://doi.org/10.1162/REST_a_00618

Bromet, E. J., Nock, M. K., Saha, S., Lim, C. C. W., Aguilar-Gaxiola, S., Al-Hamzawi, A. ... World Health Organization World Mental Health Survey Collaborators (2017). Association Between Psychotic Experiences and Subsequent Suicidal Thoughts and Behaviors: A Cross-National Analysis From the World Health Organization World Mental Health Surveys. JAMA Psychiatry, 74(11), 1136-1144. https://doi.org/10.1001/jamapsychiatry.2017.2647

Laursen, T. M., Trabjerg, B. B., Mors, O., Børglum, A. D., Hougaard, D. M., Mattheisen, M. ... Agerbo, E. (2017). Association of the polygenic risk score for schizophrenia with mortality and suicidal behavior - A Danish population-based study. Schizophrenia Research, 184, 122-127. https://doi.org/10.1016/j.schres.2016.12.001

Nielsen, P. F. R., Benros, M. E. & Dalsgaard, S. (2017). Associations Between Autoimmune Diseases and Attention-Deficit/Hyperactivity Disorder: A Nationwide Study. Journal of the American Academy of Child and Adolescent Psychiatry, 56(3), 234-240.e1. https://doi.org/10.1016/j.jaac.2016.12.010

Laugesen, A. R. (2017). Asymmetric Monotone Comparative Statics for the Industry Compositions. Review of International Economics, 25(2), 362-382. https://doi.org/10.1111/roie.12269

Ehlers, L. H., Jensen, M. B., Simonsen, K. B., Rasmussen, G. S. & Braithwaite, J. (2017). Attitudes towards accreditation among hospital employees in Denmark: A cross-sectional survey. International Journal for Quality in Health Care, 29(5), 693-698. https://doi.org/10.1093/intqhc/mzx090

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Birgitte Højklint Nielsen

Revised 15.08.2019