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Department of Economics and Business Economics

Publications

Schulz, B. & Siuda, F. (2020). Marriage and Divorce: The Role of Labor Market Institutions. CESifo. CESifo Working Paper No. 8508

Fallucchi, F., Nosenzo, D. & Reuben, E. (2020). Measuring preferences for competition with experimentally-validated survey questions. Journal of Economic Behavior and Organization, 178, 402-423. https://doi.org/10.1016/j.jebo.2020.07.028

Berggren, N., Bergh, A., Bjørnskov, C. & Tanaka, S. (2020). Migrants and Life Satisfaction: The Role of the Country of Origin and the Country of Residence. Kyklos, 73(3), 436-463. https://doi.org/10.1111/kykl.12225

Schaiffel-Nielsen, M. S. (2020). Money and economic development: A long-run perspective. Economic Affairs, 40(2), 220-236. https://doi.org/10.1111/ecaf.12408

Blunch, N. H. & Datta Gupta, N. (2020). Mothers’ health knowledge for children with diarrhea: who you are or who you know? Review of Economics of the Household, 18(4), 1131-1164. https://doi.org/10.1007/s11150-020-09478-y

Blunch, N-H. & Datta Gupta, N. (2020). Mothers’ health knowledge gap for children with diarrhea: A decomposition analysis across caste and religion in India. World Development, 126, [104718]. https://doi.org/10.1016/j.worlddev.2019.104718

Koch, A. K. & Nafziger, J. (2020). Motivational Goal Bracketing: An experiment. Journal of Economic Theory, 185, [104949]. https://doi.org/10.1016/j.jet.2019.104949

Cubillos, M. (2020). Multi-site household waste generation forecasting using a deep learning approach. Waste Management, 115, 8-14. https://doi.org/10.1016/j.wasman.2020.06.046

Bollerslev, T., Patton, A. J. & Quaedvlieg, R. (2020). Multivariate Leverage Effects and Realized Semicovariance GARCH Models. Journal of Econometrics, 217(2), 411-430. https://doi.org/10.1016/j.jeconom.2019.12.011

Christiansen, C., Grønborg, N. S. & Nielsen, O. L. (2020). Mutual Fund Selection for Realistically Short Samples. Journal of Empirical Finance, 55(January), 218-240. https://doi.org/10.1016/j.jempfin.2019.12.001

Blasques, F., Koopman, S. J. & Lucas, A. (2020). Nonlinear autoregressive models with optimality properties. Econometric Reviews, 39(6), 559-578. https://doi.org/10.1080/07474938.2019.1701807

Raaballe, J. & Grosen, A. (2020). Ny ATP-ordning til inflationssikring af pensionerne. Institut for Økonomi, Aarhus Universitet. Management Working Papers No. 2020-01

Grosen, A. & Raaballe, J. (2020). Ny ATP-ordning til inflationssikring af pensionerne. Finans/Invest, 2020(2). http://finansinvest.dk/product/nr-2-2020/

Vestergaard, S. V., Rasmussen, T. B., Stallknecht, S., Olsen, J., Skipper, N., Sørensen, H. T. & Christiansen, C. F. (2020). Occurrence, mortality and cost of brain disorders in Denmark: a population-based cohort study. BMJ Open, 10(11), [e037564]. https://doi.org/10.1136/bmjopen-2020-037564

Baumgarten, D., Irlacher, M. & Koch, M. (2020). Offshoring and non-monotonic employment effects across industries in general equilibrium. European Economic Review, 130, [103583]. https://doi.org/10.1016/j.euroecorev.2020.103583

Bukh, P. N., Christensen, K. S. & Svanholt, A. K. (2020). Omkostningsbevidsthed i social arbejde: Fra spændingsfelt til professionalisme. Tidsskrift for professionsstudier, Årgang 16(31), 94-105. https://tidsskrift.dk/tipro/article/view/122762/169875

Vera-Valdés, J. E. (2020). On long memory origins and forecast horizons. Journal of Forecasting, 39(5), 811-826. https://doi.org/10.1002/for.2651

Sauri, O. (2020). On the divergence and vorticity of vector ambit fields. Stochastic Processes and Their Applications, 130(10), 6184-6225. https://doi.org/10.1016/j.spa.2020.05.007

Irarrazabal, A., Ma, L. & Parra-Alvarez, J. C. (2020). Optimal Asset Allocation for Commodity Sovereign Wealth Funds. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-10

Christensen, B. J., Parra-Alvarez, J. C. & Serrano, R. (2020). Optimal control of investment, premium and deductible for a non-life insurance company. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-11

Christiansen, C., Xing, R. & Xu, Y. (2020). Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-14

Santos-Pinto, L. P. & de la Rosa, L. E. (2020). Overconfidence in Labor Markets. In K. Zimmermann (Ed.), Handbook of Labor, Human Resources and Population Economics Springer. https://doi.org/10.1007/978-3-319-57365-6_117-1

Borowska, A., Hoogerheide, L., Koopman, S. J. & van Dijk, H. K. (2020). Partially censored posterior for robust and efficient risk evaluation. Journal of Econometrics, 217(2), 335-355. https://doi.org/10.1016/j.jeconom.2019.12.007

Kock, A. B., Medeiros, M. & Vasconcelos, G. (2020). Penalized Time Series Regression. In P. Fuleky (Ed.), Macroeconomic Forecasting in the Era of Big Data (pp. 193-228). Springer. Advanced Studies in Theoretical and Applied Econometrics Vol. 52 https://doi.org/10.1007/978-3-030-31150-6_7

Borup, D., Eriksen, J. N., Kjær, M. M. & Thyrsgaard, M. (2020). Predicting bond return predictability. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-09

Nielsen, E. H. & Nielsen, S. (2020). Preparing students for careers using business analytics and data-driven decision making. Institut for Økonomi, Aarhus Universitet. Economics Working Papers No. 2020-08

Damm, A. P. & Gorinas, C. (2020). Prison as a Criminal School: peer Effects and Criminal Learning behind Bars. Journal of Law and Economics, 63(1), 149-180. https://doi.org/10.1086/706820

Bagheri Tookanlou, P. & Wong, H. W. (2020). Product line design with vertical and horizontal consumer heterogeneity: the effect of distribution channel structure on the optimal quality and customization levels. European Journal of Marketing, 55(1), 95-131. https://doi.org/10.1108/EJM-04-2019-0333

Larsen, A. F., Saraiva Câmara Leme, A. & Simonsen, M. (2020). Pupil Well-being in Danish Primary and Lower Secondary Schools. Institut for Økonomi, Aarhus Universitet. Economics Working Papers No. 2020-13

Jäkel, I. C. & Sørensen, A. (2020). Quality-cum-price sorting. World Economy, 43(5), 1346-1370. https://doi.org/10.1111/twec.12931

Andersen, T. M., Svarer, M. & Schröder, P. (2020). Rapport fra den økonomiske ekspertgruppe vedrørende genåbning af Danmark. Finansministeriet. https://fm.dk/media/17914/rapport-fra-den-oekonomiske-ekspertgruppe-vedroerende-genaabning-af-danmark.pdf

Andersen, T. M., Svarer, M. & Schröder, P. (2020). Rapport fra den økonomiske ekspertgruppe vedrørende udfasning af hjælpepakker. Finansministeriet. https://fm.dk/media/18033/rapport-fra-den-oekonomiske-ekspertgruppe-vedroerende-udfasning-af-hjaelpepakker.pdf

Bollerslev, T., Li, J., Patton, A. J. & Quaedvlieg, R. (2020). Realized Semicovariances. Econometrica, 88(4), 1515-1551. https://doi.org/10.3982/ECTA17056

Bjørnskov, C. & Rode, M. (2020). Regime types and regime change: A new dataset on democracy, coups, and political institutions. Review of International Organizations, 15(2), 531-551. https://doi.org/10.1007/s11558-019-09345-1

Nonejad, N. (2020). Reproducing the results in “Does the time-consistency problem explain the behavior of inflation in the United States?” using the Metropolis–Hastings algorithm. Empirical Economics, 59(5), 2559-2571. https://doi.org/10.1007/s00181-019-01778-2

Andersen, T. M., Bhattacharya, J. & Liu, P. (2020). Resolving intergenerational conflict over the environment under the pareto criterion. Journal of Environmental Economics and Management, 100, [102290]. https://doi.org/10.1016/j.jeem.2019.102290

Uldbjerg, S., Knøss, J. & Holm, C. (2020). Revisors professionelle skepsis i revisionen af regnskabsmæssige skøn. Revision & Regnskabsvaesen, (12), 22-32.

Raaballe, J. (2020). Risikobaseret investering: SIFI-banker er dårligt rustet til Corona-krisen. Finans/Invest, 2020(3). http://finansinvest.dk/product/nr-3-2020/

Parra-Alvarez, J. C., Polattimur, H. & Posch, O. (2020). Risk Matters: Breaking Certainty Equivalence. CREATES, Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-02

Bager, L., Agerbo, E., Skipper, N., Høgh Thøgersen, M. & Munk Laursen, T. (2020). Risk of psychiatric diagnoses in children and adolescents of parents with torture trauma and war trauma. Acta Psychiatrica Scandinavica, 142(4), 307-318. https://doi.org/10.1111/acps.13203

Geltner, D., Kumar, A. & Van de Minne, A. M. (2020). Riskiness of real estate development: a perspective from urban economics and option value theory. Real Estate Economics, 48(2), 406-445. https://doi.org/10.1111/1540-6229.12258

Merkle, C. (2020). Robo-advice and the future of delegated investment. Journal of Financial Transformation, 51, 20-27. https://www.capco.com/Capco-Institute/Journal-51-Wealth-and-Asset-Management/Robo-Advice-And-The-Future-Of-Delegated-Investment

Catania, L. & Luati, A. (2020). Robust Estimation of a Location Parameter with the Integrated Hogg Function. Statistics & Probability Letters, 164, [108812]. https://doi.org/10.1016/j.spl.2020.108812

Tadumadze, G., Boysen, N. & Emde, S. (2020). Robust spotter scheduling in trailer yards. OR Spectrum - Quantitative Approaches in Management, 42(4), 995-1021. https://doi.org/10.1007/s00291-020-00599-5

Bolko, A. E., Christensen, K., Pakkanen, M. & Veliyev, B. (2020). Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-12

Raaballe, J. (2020). SIFI-banker er dårligt rustet til Corona-krisen. Institut for Økonomi, Aarhus Universitet. Management Working Papers No. 2020-02

Harder, J. (Ed.), Færch, J. V., Malm, S. G., Overgaard, S., Rasmussen, K., Tonnesen, P. & Rosholm, M. (2020). Sammenfatning af følgeforskningen på Matematikindsats 2017. Københavns Professionshøjskole.

Jensen, S. & Pedersen, P. J. (2020). Satisfaction with Life, Happiness, and Inequality: A Pseudo-Panel Study. (pp. 12972). IZA Institute of Labor Economics. IZA Discussion Paper Vol. 2020 No. Februar http://ftp.iza.org/dp12972.pdf

Emde, S., Abedinnia, H., Lange, A. & Glock, C. H. (2020). Scheduling personnel for the build-up of unit load devices at an air cargo terminal with limited space. OR Spectrum, 42(2), 397–426. https://doi.org/10.1007/s00291-020-00580-2

Taylor, C. L., Munk-Olsen, T., Howard, L. M. & Vigod, S. N. (2020). Schizophrenia around the time of pregnancy: leveraging population-based health data and electronic health record data to fill knowledge gaps. BJPsych Open, 6(5), [97]. https://doi.org/10.1192/bjo.2020.78

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Revised 17.05.2023

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Birgitte Højklint Nielsen