Publications

Barletta, A., Nicolato, E. & Pagliarani, S. (2019). The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework. Mathematical Finance, 29(3), 928-966. https://doi.org/10.1111/mafi.12196

Wegener, C., Kruse, R. & Basse, T. (2019). The walking debt crisis. Journal of Economic Behavior & Organization, 157, 382-402. https://doi.org/10.1016/j.jebo.2017.10.008

Gørgens, T. & Wurtz, A. (2019). Threshold regression with endogeneity for short panels. Econometrics, 7( 2). https://doi.org/10.3390/econometrics7020023

Bennedsen, M., Hillebrand, E. & Jan Koopman, S. (2019). Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2. Biogeosciences, 16(18), 3651-3663. https://doi.org/10.5194/bg-16-3651-2019

Bjørnskov, C. (2019). Types of foreign aid. In N. Dutta & C. R. Williamson (Eds.), Lessons on foreign aid and economic development: micro and macro perspectives (pp. 33-62). Cham: Palgrave Macmillan.

Andersen, T. G., Fusari, N., Todorov, V. & Varneskov, R. T. (2019). Unified inference for nonlinear factor models from panels with fixed and large time span. Journal of Econometrics, 212(1), 4-25. https://doi.org/10.1016/j.jeconom.2019.04.018

Berenguer-Rico, V., Johansen, S. & Nielsen, B. (2019). Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2019-12

Kock, A. B. & Tang, H. (2019). Uniform inference in highdimensional dynamic panel data models with approximately sparse fixed effects. Econometric Theory, 35(2), 295-359. https://doi.org/10.1017/S0266466618000087

Bonet, R., Eriksson, T. & Ortega, J. (2019). Up for Review: Unraveling the Link between Formal Evaluations and Performance-Based Rewards. Industrial Relations, 58(1), 108-137. https://doi.org/10.1111/irel.12223

Daugaard, C. A., Sun, Y., Dreier, J. W. & Christensen, J. (2019). Use of antiepileptic drugs in women of fertile age. Danish Medical Journal, 66(8), [A5563].

Hannon, E., Schendel, D., Ladd-Acosta, C., Grove, J., Hansen, C. S., Hougaard, D. M. ... Mill, J. (2019). Variable DNA methylation in neonates mediates the association between prenatal smoking and birth weight. Philosophical Transactions of the Royal Society B: Biological Sciences, 374(1770), [20180120]. https://doi.org/10.1098/rstb.2018.0120

Liu, X., Helenius, D., Skotte, L., Beaumont, R. N., Wielscher, M., Geller, F. ... Jacobsson, B. (2019). Variants in the fetal genome near pro-inflammatory cytokine genes on 2q13 associate with gestational duration. Nature Communications, 10(1), 1-13. [3927]. https://doi.org/10.1038/s41467-019-11881-8

Morelli, G. & Santucci de Magistris, P. (2019). Volatility tail risk under fractionality. Journal of Banking and Finance, 108, [105654]. https://doi.org/10.1016/j.jbankfin.2019.105654

Jacquet, N. L., Kennes, J. & Tan, S. (2019). Wage–vacancy contracts and multiplicity of equilibria in a directed search model of the labour market. Canadian Journal of Economics, 52(2), 784-821. https://doi.org/10.1111/caje.12377

Tudoran, A. A. (2019). Why do Internet consumers block ads? New evidence from consumer opinion mining and sentiment analysis. Internet Research, 29(1), 144-166. https://doi.org/10.1108/IntR-06-2017-0221

Schendel, D., Christensen, J. & Rai, D. (2018). A Biology-First Approach in Perinatal Pharmacoepidemiology of Autism: Potential and Pitfalls. JAMA Psychiatry, 75(12), 1213-1214. https://doi.org/10.1001/jamapsychiatry.2018.2725

Malmmose, M. & O'Grady, W. (2018). A Comparative Study of Denmark and New Zealand's National Health Targets. Journal of Comparative Policy Analysis: Research and Practice, 20(3), 237-252. https://doi.org/10.1080/13876988.2017.1286020

Wøhlk, S. (Producer). (2018). A Comparison of Different Curbside Waste Collection Systems: Presentation from the 29th EUROPEAN CONFERENCE ON OPERATIONAL RESEARCH in the session “Making an Impact”. Sound/Visual production (digital), Retrieved from https://vimeo.com/286845346/dd3cf38781

Clausen, L., Larsen, J. T., Bulik, C. M. & Petersen, L. (2018). A Danish register-based study on involuntary treatment in anorexia nervosa. International Journal of Eating Disorders, 51(11), 1213-1222. https://doi.org/10.1002/eat.22968

23andMe Research Team, Psychiatric Genomics Consortium: ADHD Subgroup & iPSYCH–Broad ADHD Workgroup (2018). A Genetic Investigation of Sex Bias in the Prevalence of Attention-Deficit/Hyperactivity Disorder. Biological Psychiatry, 83(12), 1044-1053. https://doi.org/10.1016/j.biopsych.2017.11.026

Christensen, M. (2018). A Key Rate of Sector and Country Diversification. Journal of Wealth Management, 21(2), 21-26. https://doi.org/10.3905/jwm.2018.21.2.021

Haldrup, N. & Rosenskjold, C. P. T. (2018). A Parametric Factor Model of the Term Structure of Mortality. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-06

Bentzen, J., Thi Thanh Truc, N. & Sy Nam, T. (2018). A Social Cost-Benefit Analysis of Biogas Technologies using Rice Straw and Water Hyacinths as Feedstock. International Energy Journal, 18(4), 311-320.

Günzel-Jensen, F., Hansen, J. R., Jakobsen, M. L. & Wulff, J. (2018). A Two-Pronged Approach? Combined Leadership Styles and Innovative Behavior. International Journal of Public Administration, 41(12), 957-970.

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2018). A bi-objective approach to discrete cost-bottleneck location problems. Annals of Operations Research, 267(1-2), 179-201. https://doi.org/10.1007/s10479-016-2360-8

Parra-Alvarez, J. C. (2018). A comparison of numerical methods for the solution of continuous-time DSGE models. Macroeconomic Dynamics, 22(6), 1555-1583. https://doi.org/10.1017/S1365100516000821

Marczak, M., Proietti, T. & Grassi, S. (2018). A data-cleaning augmented Kalman filter for robust estimation of state space models. Econometrics and Statistics, 5(1), 107-123. https://doi.org/10.1016/j.ecosta.2017.02.002

Wøhlk, S. & Laporte, G. (2018). A fast heuristic for large-scale capacitated arc routing problems. Journal of the Operational Research Society, 69(12), 1877-1887. https://doi.org/10.1080/01605682.2017.1415648

Brix, A. F., Lunde, A. & Wei, W. (2018). A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. Energy Economics, 72, 560-582. https://doi.org/10.1016/j.eneco.2018.03.037

Stidsen, T. & Andersen, K. A. (2018). A hybrid approach for biobjective optimization. Discrete Optimization, 28(May), 89-114. https://doi.org/10.1016/j.disopt.2018.02.001

Ankargren, S., Unosson, M. & Yang, Y. (2018). A mixed-frequency Bayesian vector autoregression with a steady-state prior. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-32

Paldam, M. (2018). A model of the representative economist, as researcher and policy advisor. European Journal of Political Economy, 54(54), 5-15. [1]. https://doi.org/10.1016/j.ejpoleco.2018.03.005

Rodríguez-Caballero, C. V. & Caporin, M. (2018). A multilevel factor approach for the analysis of CDS commonality and risk contribution. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2018-33

Eliaz, K. & Wu, Q. (2018). A simple model of competition between teams. Journal of Economic Theory, 176, 372-392. https://doi.org/10.1016/j.jet.2018.04.006

Buhayenko, V., Ho, S. C. & Thorstenson, A. (2018). A variable neighborhood search heuristic for supply chain coordination using dynamic price discounts. EURO Journal on Transportation and Logistics, 7(4), 363-385. https://doi.org/10.1007/s13676-018-0122-2

Gørtz, M., Johansen, E. R. & Simonsen, M. (2018). Academic achievement and the gender composition of preschool staff. Labour Economics, 55, 241-258. https://doi.org/10.1016/j.labeco.2018.10.005

Hellemose, L. A. A., Laursen, T. M., Larsen, J. T. & Tønder Nielsen, A. (2018). Accidental deaths among persons with schizophrenia: A nationwide population-based cohort study. Schizophrenia Research, 199, 149-153. https://doi.org/10.1016/j.schres.2018.03.031

Friedrich, B. U. & Zator, M. (2018). Adaptation to Shocks and The Role of Capital Structure: Danish Exporters During the Cartoon Crisis. Aarhus: Institut for Økonomi, Aarhus Univeritet. Economics Working Papers, No. 2018-12

Mustonen, A., Niemelä, S., McGrath, J. J., Murray, G. K., Nordström, T., Mäki, P. ... Scott, J. G. (2018). Adolescent inhalant use and psychosis risk - a prospective longitudinal study. Schizophrenia Research, 201, 360-366. https://doi.org/10.1016/j.schres.2018.05.013

Cheng, Y., Li, H. J. & Thorstenson, A. (2018). Advance Selling with Double Marketing Efforts in a Newsvendor Framework. Computers & Industrial Engineering, 118, 352-365. https://doi.org/10.1016/j.cie.2018.03.006

Meltzer-Brody, S., Larsen, J. T., Petersen, L., Guintivano, J., Florio, A. D., Miller, W. C. ... Munk-Olsen, T. (2018). Adverse life events increase risk for postpartum psychiatric episodes: A population-based epidemiologic study. Depression and Anxiety, 35(2), 160–167. https://doi.org/10.1002/da.22697

Mortensen, P. B. & Schizophrenia Working Group of the Psychiatric Genomics Consortium (2018). Age at first birth in women is genetically associated with increased risk of schizophrenia. Scientific Reports, 8(1), [10168]. https://doi.org/10.1038/s41598-018-28160-z

Cattaneo, M. D., Jansson, M. & Newey, W. K. (2018). Alternative asymptotics and the partially linear model with many regressors. Econometric Theory, 34(2), 277-301. https://doi.org/10.1017/S026646661600013X

Holst, G. J., Thygesen, M., Pedersen, C. B., Peel, R. G., Brandt, J., Christensen, J. H. ... Sigsgaard, T. (2018). Ammonia, ammonium, and the risk of asthma: A register-based case–control study in Danish children. Environmental Epidemiology, 2, [e019]. https://doi.org/10.1097/EE9.0000000000000019

Jørgensen, P. L. (2018). An analysis of the solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates. Journal of Banking and Finance, 97, 219-237. https://doi.org/10.1016/j.jbankfin.2018.10.001

Bleses, D., Jensen, P., Højen, A. & Dale, P. (2018). An educator-administered measure of language development in young children. Infant Behavior and Development, 52, 104-113. https://doi.org/10.1016/j.infbeh.2018.06.002

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2018). An improved cut-and-solve algorithm for the single-source capacitated facility location problem. EURO Journal on Computational Optimization, 6(1), 1-27. https://doi.org/10.1007/s13675-017-0084-4

Wøhlk, S. (2018). Analyse af forskellige strategier for affaldsindsamling – et eksempel på brug af OR i den offentlige sektor. ORbit, (30).

Jespersen, K. R., Rigamonti, D., Jensen, M. B. & Bysted, R. (2018). Analysis of SMEs partner proximity preferences for process innovation. Small Business Economics, 51(4), 879–904. https://doi.org/10.1007/s11187-017-9969-0

Brainstorm Consortium (2018). Analysis of shared heritability in common disorders of the brain. Science, 360(6395), eaap8757. [8757]. https://doi.org/10.1126/science.aap8757

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Birgitte Højklint Nielsen

Revised 15.08.2019