lnu.sePublikasjoner
Endre søk
Begrens søket
1 - 13 of 13
RefereraExporteraLink til resultatlisten
Permanent link
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Treff pr side
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sortering
  • Standard (Relevans)
  • Forfatter A-Ø
  • Forfatter Ø-A
  • Tittel A-Ø
  • Tittel Ø-A
  • Type publikasjon A-Ø
  • Type publikasjon Ø-A
  • Eldste først
  • Nyeste først
  • Skapad (Eldste først)
  • Skapad (Nyeste først)
  • Senast uppdaterad (Eldste først)
  • Senast uppdaterad (Nyeste først)
  • Disputationsdatum (tidligste først)
  • Disputationsdatum (siste først)
  • Standard (Relevans)
  • Forfatter A-Ø
  • Forfatter Ø-A
  • Tittel A-Ø
  • Tittel Ø-A
  • Type publikasjon A-Ø
  • Type publikasjon Ø-A
  • Eldste først
  • Nyeste først
  • Skapad (Eldste først)
  • Skapad (Nyeste først)
  • Senast uppdaterad (Eldste først)
  • Senast uppdaterad (Nyeste først)
  • Disputationsdatum (tidligste først)
  • Disputationsdatum (siste først)
Merk
Maxantalet träffar du kan exportera från sökgränssnittet är 250. Vid större uttag använd dig av utsökningar.
  • 1.
    Ahmed, Ali
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    What is in a surname? The role of ethnicity in economic decision making2010Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 42, nr 21, s. 2715-2723Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    This article reports results from two experiments that investigate possible incidence of discrimination against people with foreign backgrounds in Sweden. In the first experiment, participants played the trust game and the dictator game with co-players of different ethnic affiliation. The family name of the players was exposed to their co-players. Results for the trust game showed no significant discrimination against co-players with foreign backgrounds. On the other hand, the results for the dictator game showed a statistically significant discriminatory behaviour by men against co-players with non-European backgrounds. The discriminatory behaviour was solely a male phenomenon. In the second experiment, the dictator game was replicated to check the stability of the results in the first experiment. The second experiment also examined whether people with foreign backgrounds discriminate against other people with foreign backgrounds; that is, the purpose was to discover whether discrimination is systematic. The observations in the second experiment underlined the results found in the first experiment: foreign co-players are discriminated against by Swedish players. However, we did not find that people with foreign backgrounds discriminated against other people with foreign backgrounds.

  • 2.
    Almasri, Abdullah
    et al.
    Karlstad University.
    Månsson, Kristofer
    Jönköping University.
    Sjölander, Pär
    Jönköping University.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University.
    A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries2017Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 49, nr 21, s. 2096-2105Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    This article introduces two different non-parametric wavelet-based panel unit-root tests in the presence of unknown structural breaks and cross-sectional dependencies in the data. These tests are compared with a previously suggested non-parametric wavelet test, the parameteric Im-Pesaran and Shin (IPS) testand a Wald type of test. The results from the Monte Carlo simulations clearly show that the new wavelet-ratio tests are superior to the traditional tests both interms of size and power in panel unit-root tests because of its robustness to cross-section dependency and structural breaks. Based on an empirical Central American panel application, we can, in contrast to previous research (where bias due to structural breaks is simply disregarded), find strong, clear-cut support for purchasing power parity (PPP) in this developing region.

  • 3.
    Anxo, Dominique
    et al.
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Hussain, Shakir
    Shukur, Ghazi
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    The Demand of Part-time in  European Companies: A Multilevel Modeling Approach2012Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 44, nr 8, s. 1057-1066Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Part-time work is one of the most well-known « atypical » working time arrangements. In contrast to previous studies focusing on the supply side, the originality of our research is to investigate the demand-side of part-time work and to examine how and why companies use part-time work. Based on a large and unique sample of European firms operating in 21 member states, we use a multilevel multinomial modeling in a Bayesian environment. Our results suggest that the variations in the extent of part-time workers at the establishment level is determined more by country-specific features than by industry specific factors.

  • 4. Bjellerup, Mårten
    et al.
    Holgersson, Thomas
    Högskolan i Jönköping.
    A simple multivariate test for asymmetry2009Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 41, nr 11, s. 1405-1416Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Since many macroeconomic models are linear, it is not desirable to use themwith an asymmetric dependent variable. In this article, we formulate aunivariate test for symmetry, based on the third central moment and extendit to a multivariate test; the test does not require modelling and it is robustagainst serial correlation, Autoregressive Conditional Heteroscedasticity(ARCH) and nonnormality. In the empirical application of the test it isfound that orthodox theory seem to be supported; consumption expendi-ture on durable goods is found to be symmetric while consumptionexpenditure on nondurable goods is asymmetric for the USA and the UK,with peaks being higher than troughs are deep. Also, the empiricalimportance of the choice between the univariate and the multivariate testfor possibly correlated series is underscored; the results from the twoapproaches  clearly  differ.  Given  the  widespread  practice  of  usingconsumption expenditure on nondurable goods as the dependent variablein linear models for the USA and the UK, our results might be noteworthy.

  • 5.
    Carlsson, Magnus
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Fumarco, Luca
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Rooth, Dan-Olof
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Ethnic discrimination in hiring, labour market tightness and the business cycle: evidence from field experiments2018Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 50, nr 24, s. 2652-2663Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Several studies using observational data suggest that ethnic discrimination increases in downturns of the economy. We investigate whether ethnic discrimination depends on labour market tightness using data from correspondence studies. We utilize three correspondence studies of the Swedish labour market and two different measures of labour market tightness. These two measures produce qualitatively similar results, and, opposite to the observational studies, suggest that ethnic discrimination in hiring decreases in downturns of the economy.

  • 6.
    Hammarstedt, Mats
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV.
    The predicted earnings differential and immigrant self-employment in Sweden2006Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 38, nr 6, s. 619-630Artikkel i tidsskrift (Fagfellevurdert)
  • 7.
    Mantalos, Panagiotis
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Hultkrantz, Lars
    Örebro University.
    Estimating 'gamma' for tail-hedge discount rates when project returns are cointegrated with GDP2018Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 50, nr 37, s. 4074-4085Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Martin Weitzman has suggested a method for calculating social discount rates for long-term investments when project returns are covariant with consumption or other macroeconomic variables, so-called tail-hedge discounting'. This method relies on a parameter called real project gamma' that measures the proportion of project returns that is covariant with the macroeconomic variable. We compare two approaches for estimation of this gamma when the project returns and the macroeconomic variable are cointegrated. First, we use Weitzman's own approach, and second a simple data transformation that keeps gamma within the zero to one interval. In a Monte-Carlo study, we show that the method of using a standardized series is better and robust under different data-generating processes. Both approaches are examined in a Monte-Carlo experiment and applied to Swedish time-series data from 1950-2011 for annual time-series data for rail freight (a measure of returns from rail investments) and GDP.

  • 8.
    Mantalos, Panagiotis
    et al.
    Lund University .
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Jönköping University.
    The Effect of the GARCH(1,1) on Autocorrelation Tests in Dynamic Systems of Equations2005Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 35, nr 16, s. 1907-1913Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Using Monte Carlo methods, the properties of systemwise generalizations of the Breusch–Godfrey test for autocorrelated errors are studied when there are some kinds of GARCH effects among the errors. The analysis, regarding the size of the test, reveals that the GARCH have considerable effects of the properties of the test regarding the size, especially in large systems of equations. The corrected LR tests, however, have been shown to perform satisfactorily in small systems when the errors are white noise or they have low GARCH effects, whilst the commonly used TR2 test behaves badly even in single equations. All tests perform badly, however, when the number of equations increases and the GARCH effect is strong. As regards the power of the test, the GARCH was not found to have any significant effects on the power properties of the test.

  • 9.
    Månsson, Kristofer
    et al.
    Jönköping University.
    Shukur, Ghazi
    Jönköping University.
    Sjölander, Pär
    Asymmetric Quantile Analysis of the Swedish Mortgage Price Discovery Process2013Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 45, nr 21, s. 3088-3101Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Based on Swedish banking data we discover robust and significantly positive Asymmetric Price Transmission (APT) effects over all analysed regression quantiles of our mortgage interest rates, with even larger positive APT for the higher percentiles. The analysis was enabled through unique access to a Swedish bank's (SEB) own records of their true borrowing costs. Our central contribution is that there is a higher propensity for the bank to rapidly increase its mortgage interest rates for customers following an increase in its borrowing costs, compared with the propensity for the bank to decrease its customers’ mortgage rates subsequent to a corresponding borrowing cost decrease.

  • 10. Månsson, Kristofer
    et al.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Sjölander, Pär
    Testing for panel unit roots in the presence of spatial dependency2013Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 45, nr 29, s. 4152-4159Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    In this article, the size and power properties of the Common-factor Im, Pesaran and Shin (CIPS), Wald (W), Likelihood Ratio (LR) and Lagrange Multiplier (LM) tests are investigated when the error term follows a spatial error model. In this study, the results from the Monte Carlo simulations, first, show that the CIPS test over-estimates the nominal size. Second, the simulation results show that the empirical size of the W test approaches the nominal size quickly, while the LR and LM tests underestimate the null hypothesis in both small and moderate sample sizes. Finally, the results also show that even though the LM and LR tests under-reject the true-null hypothesis they have higher power than the W test.

  • 11.
    Shukur, Ghazi
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Dynamic Specification and Misspecification in Systems of Demand Equations; A Testing Strategy for Model Selection2002Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 34, s. 709-725Artikkel i tidsskrift (Fagfellevurdert)
  • 12.
    Shukur, Ghazi
    et al.
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Hussain, Shakir
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    A Simple Alternative Method for Detecting Fractional Cointegration Relation, An Application to Finnish Data2002Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 34, s. 607-615Artikkel i tidsskrift (Fagfellevurdert)
  • 13.
    Sjölander, Pär
    et al.
    Jönköping University, Sweden.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University, Sweden.
    Månsson, Kristofer
    Jönköping University, Sweden ; Gothenburg University, Sweden.
    Kekezi, Orsa
    Jönköping University, Sweden.
    The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis2015Inngår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 47, nr 50, s. 5378-5389Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    In this article, the Scandinavian housing financing market is analysed in order to determine whether the interest rate price-discovery processes of Denmark, Norway and Sweden are efficient. Based on wavelet quantile regression analysis, we find systematic positive asymmetric price transmission (APT) inefficiencies. We conclude that there is a very high propensity for mortgage lenders to directly increase its customers’ mortgage interest rates subsequently to an increase in its borrowing costs. However, after a corresponding borrowing cost decrease, the same mortgage lenders are very slow to decrease its customers’ mortgage rates. These positive coefficients for so-called APT effects are found in all Scandinavian countries, even if the coefficients for Norway were not statistically significant. Wavelet quantile regression analysis, with a focus on the relevant higher percentiles, is easily motivated since the mortgage rates are adjusted very infrequently. Moreover, wavelet decomposition allows a robust analysis at different time frequency scales, while simultaneously controlling for nonstationary trends, autocorrelation and structural breaks. Except for the still positive but yet insignificant and inconclusive coefficients for Norway, the result is very clear-cut. Regardless of which wavelet scaling decomposition or quantile coefficient that is studied – positive APT effects are clearly identified and confirmed on the Scandinavian mortgage market.

1 - 13 of 13
RefereraExporteraLink til resultatlisten
Permanent link
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf