IDEAS home Printed from https://ideas.repec.org/e/pbr21.html
   My authors  Follow this author

Kurt Brännäs
(Kurt Brannas)

Personal Details

First Name:Kurt
Middle Name:
Last Name:Brannas
Suffix:
RePEc Short-ID:pbr21
Bygränd 5, SE-9342 Obbola, Sweden

Research output

as
Jump to: Working papers Articles

Working papers

  1. Machava, Agostinho & Brännäs, Kurt, 2015. "Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study," Umeå Economic Studies 918, Umeå University, Department of Economics.
  2. Brännäs, Kurt & Machava, Agostinho, 2015. "Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014," Umeå Economic Studies 909, Umeå University, Department of Economics.
  3. Brännäs, Kurt, 2014. "Simultaneity in the Multivariate Count Data Autoregressive Model," Umeå Economic Studies 870, Umeå University, Department of Economics.
  4. Brännäs, Kurt, 2014. "Adaptations of Conventional Spatial Econometric Models to Count Data," Umeå Economic Studies 883, Umeå University, Department of Economics.
  5. Brännäs, Kurt, 2013. "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies 855, Umeå University, Department of Economics.
  6. Brännäs, Kurt, 2013. "The Number of Traded Shares: A Time Series Modelling Approach," Umeå Economic Studies 860, Umeå University, Department of Economics.
  7. Brännäs, Kurt, 2012. "The Asymmetric Count Data Moving Average Model," Umeå Economic Studies 841, Umeå University, Department of Economics.
  8. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," Umeå Economic Studies 769, Umeå University, Department of Economics.
  9. Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies 725, Umeå University, Department of Economics.
  10. Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies 696, Umeå University, Department of Economics.
  11. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," Umeå Economic Studies 679, Umeå University, Department of Economics.
  12. Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies 637, Umeå University, Department of Economics.
  13. Brännäs, Kurt & Simonsen, Ola, 2003. "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," Umeå Economic Studies 610, Umeå University, Department of Economics.
  14. Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies 614, Umeå University, Department of Economics.
  15. Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002. "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," Umeå Economic Studies 597, Umeå University, Department of Economics.
  16. Brännäs, Kurt & Brännäs, Eva, 2002. "Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish," Umeå Economic Studies 595, Umeå University, Department of Economics.
  17. Brännäs, Kurt & Nordström, Jonas, 2002. "Tourist Accommodation Effects of Festivals," Umeå Economic Studies 580, Umeå University, Department of Economics.
  18. Brännäs, Kurt, 2002. "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," Umeå Economic Studies 592, Umeå University, Department of Economics.
  19. Brännäs, Kurt & Nordström, Jonas, 2001. "The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices," Umeå Economic Studies 559, Umeå University, Department of Economics.
  20. Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
  21. Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
  22. Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," Umeå Economic Studies 521, Umeå University, Department of Economics.
  23. Brännäs, Kurt & Nordström, Jonas, 2000. "A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages," Umeå Economic Studies 547, Umeå University, Department of Economics.
  24. Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
  25. Brännäs, Kurt & Hellström, Jörgen, 1999. "Generalized Integer-Valued Autoregression," Umeå Economic Studies 501, Umeå University, Department of Economics.
  26. Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999. "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies 503, Umeå University, Department of Economics.
  27. Berglund, Elisabet & Brännäs, Kurt, 1999. "Plants' Entry and Exit in Swedish Municipalities," Umeå Economic Studies 497, Umeå University, Department of Economics.
  28. Brännäs, Kurt & Hellström, Jörgen, 1998. "Forecasting based on Very Small Samples and Additional Non-Sample Information," Umeå Economic Studies 472, Umeå University, Department of Economics.
  29. Brännäs, Kurt & Hall, Andreia, 1998. "Estimation in integer - valued moving average models," Umeå Economic Studies 477, Umeå University, Department of Economics.
  30. Brännäs, Kurt, 1998. "Forecasting the Size Distribution of Financial Plants in Swedish Municipalities," Umeå Economic Studies 478, Umeå University, Department of Economics.
  31. Brännäs, Kurt, 1997. "Lest squares estimation of a zero-truncated count data regression model," Umeå Economic Studies 451, Umeå University, Department of Economics.
  32. Brännäs, Kurt & Eriksson, Maria, 1997. "Endogeneity in a Binomial Model," Umeå Economic Studies 440, Umeå University, Department of Economics.
  33. Brännäs, Kurt & de Luna, Xavier, 1997. "Generalized Method of Moment and Indirect Estimation of the ARASMA Model," Umeå Economic Studies 436, Umeå University, Department of Economics.
  34. Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," SSE/EFI Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
  35. Brannas, K. & Ohlsson, H., 1995. "Asymmetric Cycles and Temporal Aggregation," Papers 1995-11, Uppsala - Working Paper Series.
  36. Andersson, Thomas & Brännäs, Kurt, 1992. "Nationalizations and Investment Flows: A Panel Study," Working Paper Series 330, Research Institute of Industrial Economics.
  37. Andersson, Thomas & Brännäs, Kurt, 1991. "Explaining the Termination of Nationalizations in the Late 1970s," Working Paper Series 313, Research Institute of Industrial Economics.
  38. Andersson, Thomas & Brännäs, Kurt, 1991. "Explaining Cross-Country Variation in Nationalization Frequencies," Working Paper Series 319, Research Institute of Industrial Economics.

Articles

  1. Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina, 2012. "Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-24, January.
  2. Kurt Brannas & Albina Soultanaeva, 2011. "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(1), pages 109-124, July.
  3. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2011. "Value at Risk and Expected Shortfall for large portfolios," Finance Research Letters, Elsevier, vol. 8(2), pages 59-68, June.
  4. Kurt Brännäs & Jonas Nordström, 2006. "Tourist Accommodation Effects of Festivals," Tourism Economics, , vol. 12(2), pages 291-302, June.
  5. Brannas Kurt & Nordstrom Jonas, 2004. "An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-11, December.
  6. Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
  7. Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
  8. Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002. "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, vol. 18(1), pages 19-30.
  9. Kurt Brannas & Jorgen Hellstrom, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 20(4), pages 425-443.
  10. Kurt Brännäs & Andreia Hall, 2001. "Estimation in integer‐valued moving average models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 17(3), pages 277-291, July.
  11. Elisabet Berglund & Kurt Brännäs, 2001. "Plants' entry and exit in Swedish municipalities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 35(3), pages 431-448.
  12. Kurt Brännäs & Henry Ohlsson, 1999. "Asymmetric Time Series and Temporal Aggregation," The Review of Economics and Statistics, MIT Press, vol. 81(2), pages 341-344, May.
  13. Per Johansson & Kurt Brafinnafis, 1998. "A household model for work absence," Applied Economics, Taylor & Francis Journals, vol. 30(11), pages 1493-1503.
  14. Tomas Sjögren & Kurt Brännäs, 1996. "Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income," Tourism Economics, , vol. 2(3), pages 265-272, September.
  15. Thomas Aronsson & Kurt Brannas, 1996. "Household Work Travel Time," Regional Studies, Taylor & Francis Journals, vol. 30(6), pages 541-548.
  16. Brannas, Kurt & Karlsson, Niklas, 1996. "Estimating the perceived tax scale within a labor supply model," Economics Letters, Elsevier, vol. 52(1), pages 75-79, July.
  17. Brannas, Kurt, 1995. "Prediction and control for a time-series count data model," International Journal of Forecasting, Elsevier, vol. 11(2), pages 263-270, June.
  18. Brannas, Kurt & Rosenqvist, Gunnar, 1994. "Semiparametric estimation of heterogeneous count data models," European Journal of Operational Research, Elsevier, vol. 76(2), pages 247-258, July.
  19. Kurt Brännäs & Uno Zackrisson, 1992. "On forecasting of innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 26(1), pages 95-112, February.
  20. Brannas, Kurt, 1986. "Small sample properties in a heterogenous Weibull model," Economics Letters, Elsevier, vol. 21(1), pages 17-20.
  21. Brannas, Kurt, 1984. "Omitted variables in a weibull regression model," Economics Letters, Elsevier, vol. 16(3-4), pages 279-283.
    RePEc:taf:apfiec:v:17:y:2007:i:8:p:647-658 is not listed on IDEAS
    RePEc:taf:apfiec:v:20:y:2010:i:18:p:1429-1440 is not listed on IDEAS
    RePEc:taf:apfiec:v:13:y:2003:i:7:p:537-541 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (20) 1998-08-24 1998-10-08 1998-10-08 1999-03-29 1999-04-22 1999-04-22 2000-01-24 2000-02-28 2000-05-22 2000-07-27 2001-06-08 2002-10-08 2002-11-28 2003-05-29 2003-10-05 2004-05-16 2006-04-22 2013-05-24 2014-01-17 2014-05-17. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 1998-10-08 1998-10-08 1999-04-22 1999-04-22 2000-05-22 2002-10-08 2004-05-16 2006-04-22 2014-01-17. Author is listed
  3. NEP-FIN: Finance (7) 2000-05-22 2000-07-27 2001-06-08 2003-10-05 2004-05-26 2006-04-22 2006-09-30. Author is listed
  4. NEP-FMK: Financial Markets (6) 2000-05-22 2001-06-08 2002-12-09 2003-10-05 2004-05-26 2006-09-30. Author is listed
  5. NEP-RMG: Risk Management (4) 2003-10-05 2006-09-30 2007-11-24 2009-04-05
  6. NEP-EDU: Education (2) 2000-01-17 2000-02-14
  7. NEP-GEO: Economic Geography (2) 2014-01-17 2014-05-17
  8. NEP-LAB: Labour Economics (2) 2000-01-24 2000-02-28
  9. NEP-AFR: Africa (1) 2015-12-12
  10. NEP-CFN: Corporate Finance (1) 2002-12-09
  11. NEP-GTH: Game Theory (1) 1998-08-24
  12. NEP-IND: Industrial Organization (1) 1999-04-22
  13. NEP-MAC: Macroeconomics (1) 2015-12-12
  14. NEP-MON: Monetary Economics (1) 2015-12-12
  15. NEP-TID: Technology and Industrial Dynamics (1) 1998-10-08
  16. NEP-URE: Urban and Real Estate Economics (1) 2014-05-17

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Kurt Brannas
(Kurt Brannas) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.