IDEAS home Printed from https://ideas.repec.org/f/pan235.html
   My authors  Follow this author

Jonas Andersson

Personal Details

First Name:Jonas
Middle Name:
Last Name:Andersson
Suffix:
RePEc Short-ID:pan235
[This author has chosen not to make the email address public]

Affiliation

Institutt for foretaksøkonomi
Norges Handelshøyskole (NHH)

Bergen, Norway
http://www.nhh.no/en/research-faculty/department-of-business-and-management-science.aspx
RePEc:edi:dfnhhno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andersson, Jonas & Sheybanivaziri, Samaneh, 2023. "Probabilistic forecasting of electricity prices using an augmented LMARX-model," Discussion Papers 2023/11, Norwegian School of Economics, Department of Business and Management Science.
  2. Andersson, Jonas & Olden, Andreas & Rusina, Aija, 2020. "Fraud detection by a multinomial model: Separating honesty from unobserved fraud," Discussion Papers 2020/15, Norwegian School of Economics, Department of Business and Management Science.
  3. Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
  4. Andersson, Jonas & Schroyen, Fred & Torsvik, Gaute, 2019. "The impact of international tax information exchange agreements on the use of tax amnesty: evidence from Norway," Discussion Papers 2019/12, Norwegian School of Economics, Department of Business and Management Science.
  5. Assmann, Lisa & Andersson, Jonas & Eskeland, Gunnar S., 2015. "Missing in Action? Speed optimization and slow steaming in maritime shipping," Discussion Papers 2015/13, Norwegian School of Economics, Department of Business and Management Science.
  6. Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre, 2015. "On the Distributional Assumptions in the StoNED model," Discussion Papers 2015/24, Norwegian School of Economics, Department of Business and Management Science.
  7. Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif K., 2014. "Probabilistic cost efficiency and bounded rationality in the newsvendor model," Discussion Papers 2014/41, Norwegian School of Economics, Department of Business and Management Science.
  8. Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Norwegian School of Economics, Department of Business and Management Science.
  9. Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011. "A maximum entropy approach to the newsvendor problem with partial information," Discussion Papers 2011/14, Norwegian School of Economics, Department of Business and Management Science.
  10. Andersson, Jonas & Ubøe, Jan, 2010. "Some aspects of random utility, extreme value theory and multinomial logit models," Discussion Papers 2010/1, Norwegian School of Economics, Department of Business and Management Science.
  11. Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009. "Modeling Freight Markets for Coal," Discussion Papers 2008/26, Norwegian School of Economics, Department of Business and Management Science.
  12. Andersson, Jonas & Møen, Jarle, 2009. "A simple improvement of the IV estimator for the classical errors-in-variables problem," Discussion Papers 2009/10, Norwegian School of Economics, Department of Business and Management Science.
  13. Andersson, Jonas & Karlis, Dimitris, 2008. "Treating missing values in INAR(1) models," Discussion Papers 2008/14, Norwegian School of Economics, Department of Business and Management Science.
  14. Lillestøl, Jostein & Andersson, Jonas, 2008. "A regression surprise resolved," Discussion Papers 2008/16, Norwegian School of Economics, Department of Business and Management Science.
  15. Andersson, Jonas & Moberg, Jan-Magnus, 2007. "Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange," Discussion Papers 2007/28, Norwegian School of Economics, Department of Business and Management Science.
  16. Andersson, Jonas, 2007. "On the estimation of correlations for irregularly spaced time series," Discussion Papers 2007/19, Norwegian School of Economics, Department of Business and Management Science.
  17. Andersson, Jonas, 2004. "Testing for Granger causality in the presence of measurement errors," Discussion Papers 2004/11, Norwegian School of Economics, Department of Business and Management Science.
  18. Andersson, Jonas & Lyhagen, Johan, 1999. "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance 303, Stockholm School of Economics.

Articles

  1. Jonas Andersson & Jarle Møen, 2016. "A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(1), pages 113-125, February.
  2. Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013. "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
  3. Jonas Andersson & Dimitris Karlis, 2010. "Treating missing values in INAR(1) models: An application to syndromic surveillance data," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 12-19, January.
  4. Jan Ubøe & Jonas Andersson & Kurt Jörnsten & Siri Pettersen Strandenes, 2009. "Modeling freight markets for coal," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 11(3), pages 289-301, September.
  5. Mike Adams & Jonas Andersson & Lars-Fredrik Andersson & Magnus Lindmark, 2009. "Commercial banking, insurance and economic growth in Sweden between 1830 and 1998," Accounting History Review, Taylor & Francis Journals, vol. 19(1), pages 21-38.
  6. Jonas Andersson, 2006. "Searching for the DGP when forecasting - Is it always meaningful for small samples?," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-9.
  7. Jonas Andersson, 2005. "Testing for Granger causality in the presence of measurement errors," Economics Bulletin, AccessEcon, vol. 3(47), pages 1-13.
  8. Andersson, Jonas, 2002. "An improvement of the GPH estimator," Economics Letters, Elsevier, vol. 77(1), pages 137-146, September.
  9. Andersson, Jonas, 2001. "On the Normal Inverse Gaussian Stochastic Volatility Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 44-54, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Andersson, Jonas & Schroyen, Fred & Torsvik, Gaute, 2019. "The impact of international tax information exchange agreements on the use of tax amnesty: evidence from Norway," Discussion Papers 2019/12, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Garcia Alvarado Fernando & Mandel Antoine, 2022. "The network structure of global tax evasion Evidence from the Panama Papers," Post-Print hal-03881348, HAL.
    2. Shahryar Bahawal, 2021. "Tax Amnesties in Tax Reform Policy: A Case Study from Pakistan and Lessons for Developing Economies," Asian Journal of Law and Economics, De Gruyter, vol. 12(1), pages 37-71, April.

  2. Assmann, Lisa & Andersson, Jonas & Eskeland, Gunnar S., 2015. "Missing in Action? Speed optimization and slow steaming in maritime shipping," Discussion Papers 2015/13, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Roar Adland & Haiying Jia, 2018. "Dynamic speed choice in bulk shipping," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 20(2), pages 253-266, June.
    2. Prochazka, Vít & Adland, Roar & Wolff, François-Charles, 2019. "Contracting decisions in the crude oil transportation market: Evidence from fixtures matched with AIS data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 130(C), pages 37-53.
    3. Regli, Frederik & Nomikos, Nikos K., 2019. "The eye in the sky – Freight rate effects of tanker supply," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 125(C), pages 402-424.

  3. Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Yang Wang & Jifa Wang, 2021. "Design of link prediction algorithm for complex network based on the comprehensive influence of predicting nodes and neighbor nodes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 911-920, August.

  4. Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011. "A maximum entropy approach to the newsvendor problem with partial information," Discussion Papers 2011/14, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Anh Ninh & Honggang Hu & David Allen, 2019. "Robust newsvendor problems: effect of discrete demands," Annals of Operations Research, Springer, vol. 275(2), pages 607-621, April.
    2. Guo, Min & Chen, Yu-wang & Wang, Hongwei & Yang, Jian-Bo & Zhang, Keyong, 2019. "The single-period (newsvendor) problem under interval grade uncertainties," European Journal of Operational Research, Elsevier, vol. 273(1), pages 198-216.
    3. Bajgiran, Amirsaman H. & Mardikoraem, Mahsa & Soofi, Ehsan S., 2021. "Maximum entropy distributions with quantile information," European Journal of Operational Research, Elsevier, vol. 290(1), pages 196-209.
    4. Guanghua Han & Xujin Pu & Bo Fan, 2017. "Sustainable Governance of Organic Food Production When Market Forecast Is Imprecise," Sustainability, MDPI, vol. 9(6), pages 1-20, June.
    5. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S., 2018. "Optimal hazard models based on partial information," European Journal of Operational Research, Elsevier, vol. 270(2), pages 723-733.
    6. Weiwei Zhang & Zhongfei Li & Ke Fu & Fan Wang, 2017. "Effect of the Return Policy in a Continuous-Time Newsvendor Problem," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(06), pages 1-28, December.
    7. Qiu, Ruozhen & Sun, Minghe & Lim, Yun Fong, 2017. "Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches," European Journal of Operational Research, Elsevier, vol. 261(3), pages 880-892.
    8. Anh Ninh, 2021. "Robust newsvendor problems with compound Poisson demands," Annals of Operations Research, Springer, vol. 302(1), pages 327-338, July.
    9. Straubert, Christian & Sucky, Eric, 2023. "Inventory competition on electronic marketplaces – A competitive newsvendor problem with a unilateral sales commission fee," European Journal of Operational Research, Elsevier, vol. 309(2), pages 656-670.
    10. Adrián Esteban-Pérez & Juan M. Morales, 2022. "Partition-based distributionally robust optimization via optimal transport with order cone constraints," 4OR, Springer, vol. 20(3), pages 465-497, September.
    11. Fleischhacker, Adam J. & Fok, Pak-Wing, 2015. "On the relationship between entropy, demand uncertainty, and expected loss," European Journal of Operational Research, Elsevier, vol. 245(2), pages 623-628.
    12. Kamburowski, Jerzy, 2014. "The distribution-free newsboy problem under the worst-case and best-case scenarios," European Journal of Operational Research, Elsevier, vol. 237(1), pages 106-112.
    13. Soroush Saghafian & Brian Tomlin, 2016. "The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information," Operations Research, INFORMS, vol. 64(1), pages 167-185, February.
    14. András Prékopa & Anh Ninh & Gabriela Alexe, 2016. "On the relationship between the discrete and continuous bounding moment problems and their numerical solutions," Annals of Operations Research, Springer, vol. 238(1), pages 521-575, March.
    15. András Prékopa & Anh Ninh & Gabriela Alexe, 2016. "On the relationship between the discrete and continuous bounding moment problems and their numerical solutions," Annals of Operations Research, Springer, vol. 238(1), pages 521-575, March.
    16. Bai, Qingguo & Xu, Jianteng & Gong, Yeming & Chauhan, Satyaveer S., 2022. "Robust decisions for regulated sustainable manufacturing with partial demand information: Mandatory emission capacity versus emission tax," European Journal of Operational Research, Elsevier, vol. 298(3), pages 874-893.
    17. Irfanullah Khan & Biswajit Sarkar, 2021. "Transfer of Risk in Supply Chain Management with Joint Pricing and Inventory Decision Considering Shortages," Mathematics, MDPI, vol. 9(6), pages 1-20, March.
    18. Andrew Butters, R., 2019. "On demand uncertainty in the newsvendor model," Economics Letters, Elsevier, vol. 185(C).
    19. Tao Wang & Jian-sheng Chen & Ting Wang & Shuang Wang, 2015. "Entropy weight-set pair analysis based on tracer techniques for dam leakage investigation," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(2), pages 747-767, March.

  5. Andersson, Jonas & Ubøe, Jan, 2010. "Some aspects of random utility, extreme value theory and multinomial logit models," Discussion Papers 2010/1, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
    2. Murayama, Koji & Nagayasu, Jun, 2019. "Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration," MPRA Paper 95691, University Library of Munich, Germany.
    3. Malte Braack & Christian Henning & Johannes Ziesmer, 2024. "Pure strategy Nash equilibria for bargaining models of collective choice," International Journal of Game Theory, Springer;Game Theory Society, vol. 53(2), pages 373-421, June.
    4. Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017. "Statistical testing of bounded rationality with applications to the newsvendor model," European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.

  6. Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009. "Modeling Freight Markets for Coal," Discussion Papers 2008/26, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Abdolrasoul Ghasemi & Elnaz Miandoabchi & Shiva Soroushnia, 2021. "The attractiveness of seaport-based transport corridors: an integrated approach based on scenario planning and gravity models," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 23(3), pages 522-547, September.
    2. Katarzyna Kopczewska, 2011. "Roads as Channel of Centrifugal Policy Transfer. Spatial Interactions Model Revised," ERSA conference papers ersa11p720, European Regional Science Association.
    3. Wenming Shi & Kevin X. Li, 2017. "Themes and tools of maritime transport research during 2000-2014," Maritime Policy & Management, Taylor & Francis Journals, vol. 44(2), pages 151-169, February.
    4. Haiying Jia & Ove Daae Lampe & Veronika Solteszova & Siri P. Strandenes, 2017. "An automatic algorithm for generating seaborne transport pattern maps based on AIS," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(4), pages 619-630, December.
    5. Sahar Babri & Kurt Jørnsten & Michael Viertel, 2017. "Application of gravity models with a fixed component in the international trade flows of coal, iron ore and crude oil," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(2), pages 334-351, June.

  7. Andersson, Jonas & Møen, Jarle, 2009. "A simple improvement of the IV estimator for the classical errors-in-variables problem," Discussion Papers 2009/10, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Andersson, Jonas & Møen, Jarle, 2009. "A simple improvement of the IV estimator for the classical errors-in-variables problem," Discussion Papers 2009/10, Norwegian School of Economics, Department of Business and Management Science.
    2. Erkin Diyarbakirlioglu & Marc Desban & Souad Lajili Jarjir, 2022. "Asset pricing models with measurement error problems: A new framework with Compact Genetic Algorithms," Post-Print hal-03643083, HAL.
    3. Federico Crudu, 2017. "Errors-in-Variables Models with Many Proxies," Department of Economics University of Siena 774, Department of Economics, University of Siena.

  8. Andersson, Jonas, 2004. "Testing for Granger causality in the presence of measurement errors," Discussion Papers 2004/11, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Andersson, Fredrik N.G. & Burzynska, Katarzyna & Opper, Sonja, 2014. "Lending for Growth? A Granger Causality Analysis of China's Finance-Growth Nexus," Knut Wicksell Working Paper Series 2014/6, Lund University, Knut Wicksell Centre for Financial Studies.
    2. Bovi, Maurizio, 2013. "Are the representative agent’s beliefs based on efficient econometric models?," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 633-648.
    3. Hoxha Adriatik, 2010. "Causal relationship between prices and wages: VECM analysis for Germany," EuroEconomica, Danubius University of Galati, issue 26, pages 90-106, November.
    4. Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-14.

  9. Andersson, Jonas & Lyhagen, Johan, 1999. "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance 303, Stockholm School of Economics.

    Cited by:

    1. Mohamed Ariff & Alireza Zarei, 2018. "One Approach To Resolve The Exchange Rate Puzzle: Results Using Data From The United Kingdom And The United States," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(05), pages 1367-1384, December.
    2. Ariff, Mohamed & Zarei, Alireza & Bhatti, M. Ishaq, 2021. "Monitoring exchange rate instability in 12 selected Islamic economies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    3. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
    4. Kristian Jönsson, 2005. "Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 369-392, June.

Articles

  1. Jonas Andersson & Jarle Møen, 2016. "A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(1), pages 113-125, February.
    See citations under working paper version above.
  2. Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013. "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
    See citations under working paper version above.
  3. Jonas Andersson & Dimitris Karlis, 2010. "Treating missing values in INAR(1) models: An application to syndromic surveillance data," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 12-19, January.

    Cited by:

    1. Kirchner, Matthias & Torrisi, Giovanni Luca, 2023. "Fluctuations and precise deviations of cumulative INAR time series," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 1-32.
    2. Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.

  4. Jan Ubøe & Jonas Andersson & Kurt Jörnsten & Siri Pettersen Strandenes, 2009. "Modeling freight markets for coal," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 11(3), pages 289-301, September.
    See citations under working paper version above.
  5. Mike Adams & Jonas Andersson & Lars-Fredrik Andersson & Magnus Lindmark, 2009. "Commercial banking, insurance and economic growth in Sweden between 1830 and 1998," Accounting History Review, Taylor & Francis Journals, vol. 19(1), pages 21-38.

    Cited by:

    1. Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2016. "Insurance Market Development and Economic Growth in Transition Countries: Some new evidence based on bootstrap panel Granger causality test," MPRA Paper 69051, University Library of Munich, Germany.
    2. Pradhan, Rudra P. & Arvin, Mak B. & Norman, Neville R., 2015. "Insurance development and the finance-growth nexus: Evidence from 34 OECD countries," Journal of Multinational Financial Management, Elsevier, vol. 31(C), pages 1-22.
    3. Kondovski Hristo, 2021. "The Innovative Impact of Insurance for Economic Growth: The Evidence from New EU Member States," Economics, Sciendo, vol. 9(2), pages 109-122, December.
    4. Su-Yin Cheng & Han Hou, 2022. "Financial development, life insurance and growth: Evidence from 17 European countries," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(4), pages 835-860, October.
    5. Shrutikeerti Kaushal & Amlan Ghosh, 2016. "Financial Institutions and Economic Growth: An Empirical Analysis of Indian Economy in the Post Liberalized Era," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1003-1013.
    6. Sajid Mohy Ul Din & Arpah Abu-Bakar & Angappan Regupathi, 2017. "Does insurance promote economic growth: A comparative study of developed and emerging/developing economies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1390029-139, January.
    7. Yana Petrova, 2020. "On cointegration between the insurance market and economic activity," Empirical Economics, Springer, vol. 59(3), pages 1127-1138, September.
    8. Lars-Fredrik Andersson & Liselotte Eriksson, 2015. "The compulsory public pension and the demand for life insurance: the case of Sweden, 1884–1914," Economic History Review, Economic History Society, vol. 68(1), pages 244-263, February.
    9. Chakraborty, Kalyan, 2020. "Development of financial market activities and economic growth: A cross-country evidence," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 26-47.
    10. Adam Śliwiński & Tomasz Michalski, 2020. "European Insurance Markets in the Face of the 2007 Financial Crisis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(4), pages 419-432, November.
    11. Zuzana Richterková & Petr Koráb, 2013. "Impact of insurance sector activity on economic growth - A meta-analysis," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2677-2683.
    12. Pradhan, Rudra P. & Arvin, Mak B. & Nair, Mahendhiran & Bennett, Sara E., 2020. "Unveiling the causal relationships among banking competition, stock and insurance market development, and economic growth in Europe," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 74-87.
    13. Saon Ray, 2020. "India's Insurance Sector: Challenges and Opportunities," Indian Council for Research on International Economic Relations (ICRIER) Working Paper 394, Indian Council for Research on International Economic Relations (ICRIER), New Delhi, India.
    14. Phutkaradze Jaba, 2014. "Impact of Insurance Market on Economic Growth in Post-Transition Countries," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 44(1), pages 92-105, December.
    15. Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019. "Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests," International Finance, Wiley Blackwell, vol. 22(2), pages 221-240, August.
    16. Nizar, Muhammad Afdi, 2016. "Hubungan Asuransi dan Pertumbuhan Ekonomi di Indonesia [Relationship between Insurance and Economic Growth in Indonesia]," MPRA Paper 97928, University Library of Munich, Germany.
    17. Lee, Chien-Chiang & Lee, Chi-Chuan & Chiu, Yi-Bin, 2013. "The link between life insurance activities and economic growth: Some new evidence," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 405-427.
    18. Mohamed Iheb Hathat & Ahmed Hessen Abdelaal Amar, 2024. "The Reality of Tunisian Insurance Sector development: Organizational Structure," International Journal of Science and Business, IJSAB International, vol. 40(1), pages 19-49.
    19. Kashif Hamid & Rana Shahid Imdad Akash & Muhammad Mudassar Ghafoor, 2019. "Testing of Volatility Spillovers Dynamics and Network Connectedness between Islamic Indices of Regional Stock Markets," Global Regional Review, Humanity Only, vol. 4(1), pages 128-137, March.
    20. Rudra P. Pradhan & Saurav Dash & Rana Pratap Maradana & Manju Jayakumar & Kunal Gaurav, 2017. "Insurance market density and economic growth in Eurozone countries: the granger causality approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-24, December.
    21. J. François Outreville, 2011. "The relationship between insurance growth and economic development - 80 empirical papers for a review of the literature," ICER Working Papers 12-2011, ICER - International Centre for Economic Research.
    22. Relwende Sawadogo, Samuel Guerineau and Idrissa M. Ouedraogo, 2018. "Life Insurance Development and Economic Growth: Evidence from Developing Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 43(2), pages 1-28, June.
    23. Rudra P. Pradhan & Mak B. Arvin & Mahendhiran Nair & John H. Hall & Atul Gupta, 2017. "Is there a link between economic growth and insurance and banking sector activities in the G‐20 countries?," Review of Financial Economics, John Wiley & Sons, vol. 33(1), pages 12-28, April.
    24. J. François Outreville, 2013. "The Relationship Between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 71-122, March.
    25. Bianca COSTACHE, 2018. "The Relationship Between Insurance And Economic Growth In Germany, Netherlands And Spain," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 3(4), pages 38-43.
    26. Dr. Fentaw Leykun, 2020. "Insurance Market Development, Financial Service Export and Economic Growth: Evidence from East African Countries," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 10(1), pages 57-98.
    27. Saon Ray, 2020. "Liberalisation of the Insurance Sector: An Analysis of India and BRICS," Indian Council for Research on International Economic Relations (ICRIER) Working Paper 396, Indian Council for Research on International Economic Relations (ICRIER), New Delhi, India.
    28. Flores, Eduardo & de Carvalho, João Vinicius França & Sampaio, Joelson Oliveira, 2021. "Impact of interest rates on the life insurance market development: Cross-country evidence," Research in International Business and Finance, Elsevier, vol. 58(C).
    29. Rudra P. Pradhan & Mak B. Arvin & Sahar Bahmani & Sara E. Bennett & John H. Hall, 2017. "Insurance–growth nexus and macroeconomic determinants: evidence from middle-income countries," Empirical Economics, Springer, vol. 52(4), pages 1337-1366, June.
    30. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018. "Insurance-Growth Nexus in Africa," Working Papers 201801, University of Pretoria, Department of Economics.
    31. Lars Fredrik Andersson & Liselotte Eriksson, 2013. "Compulsory public pension and the demand for life insurance: the case of Sweden," Working Papers 13030, Economic History Society.
    32. Vladimir Njegomir & Dragan Stojic, 2010. "Does Insurance Promote Economic Growth: The Evidence From Ex-Yugoslavia Region," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 19(1), pages 31-48, june.
    33. Rudra P. Pradhan, Mak B. Arvin, John H. Hall and Neville R. Norman, 2017. "Insurance Market Development and Macroeconomic Interactions in Twenty-Six Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 42(4), pages 23-57, December.
    34. Kuan-Min Wang & Yuan-Ming Lee, 2023. "Are life insurance futures a safe haven during COVID-19?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
    35. Akinlo Taiwo & Idachaba Daniel Adukwu, 2024. "Insurance and economic growth in sub-Saharan Africa: Institutional quality threshold effect," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 69(241), pages 7-39, April – J.
    36. Saurav Dash & Rudra P. Pradhan & Rana P. Maradana & Kunal Gaurav & Manju Jayakumar, 2020. "Impact of banking sector development on insurance market-growth nexus: the study of Eurozone countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 205-243, May.
    37. Zekai Senol & Fatma Zeren & Mehmet Canakci, 2020. "The Relationship Between Insurance and Economic Growth," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 16(4), pages 145-155.
    38. Lee, Chien-Chiang & Chiu, Yi-Bin, 2012. "The impact of real income on insurance premiums: Evidence from panel data," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 246-260.
    39. Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao, 2013. "The dynamic interactions among the stock, bond and insurance markets," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 28-52.

  6. Jonas Andersson, 2005. "Testing for Granger causality in the presence of measurement errors," Economics Bulletin, AccessEcon, vol. 3(47), pages 1-13.
    See citations under working paper version above.
  7. Andersson, Jonas, 2002. "An improvement of the GPH estimator," Economics Letters, Elsevier, vol. 77(1), pages 137-146, September.

    Cited by:

    1. John Goddard & Enrico Onali, 2014. "Self-affinity in financial asset returns," Papers 1401.7170, arXiv.org.

  8. Andersson, Jonas, 2001. "On the Normal Inverse Gaussian Stochastic Volatility Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 44-54, January.

    Cited by:

    1. Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series 582, Center for Financial Studies (CFS).
    2. Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
    3. Yang Minxian, 2011. "Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(3), pages 1-21, May.
    4. Song, Shijia & Li, Handong, 2022. "Predicting VaR for China's stock market: A score-driven model based on normal inverse Gaussian distribution," International Review of Financial Analysis, Elsevier, vol. 82(C).
    5. Fiszeder, Piotr & Perczak, Grzegorz, 2016. "Low and high prices can improve volatility forecasts during periods of turmoil," International Journal of Forecasting, Elsevier, vol. 32(2), pages 398-410.
    6. N. Balakrishna & Bovas Abraham & Ranjini Sivakumar, 2006. "Gamma stochastic volatility models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 153-171.
    7. Saralees Nadarajah, 2012. "Models for stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 411-424, February.
    8. Veiga, Helena, 2006. "Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH," DES - Working Papers. Statistics and Econometrics. WS ws066016, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Dominique Guegan & Bertrand K. Hassani, 2019. "Risk Measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02119256, HAL.
    10. Javed Farrukh & Podgórski Krzysztof, 2017. "Tail Behavior and Dependence Structure in the APARCH Model," Journal of Time Series Econometrics, De Gruyter, vol. 9(2), pages 1-48, July.
    11. José Antonio Núñez-Mora & Roberto Joaquín Santillán-Salgado & Mario Iván Contreras-Valdez, 2022. "COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets," Mathematics, MDPI, vol. 10(9), pages 1-36, April.
    12. Krämer, Walter & Messow, Philip, 2012. "Structural Change and Spurious Persistence in Stochastic Volatility," Ruhr Economic Papers 310, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    13. Lars Forsberg & Tim Bollerslev, 2002. "Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 535-548.
    14. Lars Stentoft, 2008. "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 540-582, Fall.
    15. Homm, Ulrich & Pigorsch, Christian, 2012. "Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2274-2284.
    16. Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004.
    17. Jouchi Nakajima & Yasuhiro Omori, 2010. "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models," CIRJE F-Series CIRJE-F-738, CIRJE, Faculty of Economics, University of Tokyo.
    18. Lars Forsberg & Anders Eriksson, 2004. "The Mean Variance Mixing GARCH (1,1) model," Econometric Society 2004 Australasian Meetings 323, Econometric Society.
    19. Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong, 2010. "Forecasting volatility with support vector machine-based GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 406-433.
    20. Rehim Kilic, 2011. "A conditional variance tale from an emerging economy's freely floating exchange rate," Applied Economics, Taylor & Francis Journals, vol. 43(19), pages 2465-2480.
    21. Papantonis Ioannis & Rompolis Leonidas S. & Tzavalis Elias & Agapitos Orestis, 2023. "Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(2), pages 171-198, April.
    22. Guo, Zi-Yi, 2017. "Empirical Performance of GARCH Models with Heavy-tailed Innovations," EconStor Preprints 167626, ZBW - Leibniz Information Centre for Economics.
    23. Nakajima, Jouchi & Omori, Yasuhiro, 2012. "Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3690-3704.
    24. Patricia Lengua Lafosse & Cristian Bayes & Gabriel Rodríguez, 2015. "A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns," Documentos de Trabajo / Working Papers 2015-405, Departamento de Economía - Pontificia Universidad Católica del Perú.
    25. Nakajima Jouchi, 2013. "Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 499-520, December.
    26. Papantonis, Ioannis & Rompolis, Leonidas & Tzavalis, Elias, 2023. "Improving variance forecasts: The role of Realized Variance features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1221-1237.
    27. Zi-Yi Guo, 2017. "GARCH Models with Fat-Tailed Distributions and the Hong Kong Stock Market Returns," International Journal of Business and Management, Canadian Center of Science and Education, vol. 12(9), pages 1-28, August.
    28. Pentti Saikkonen & Markku Lanne, 2004. "A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns," Econometric Society 2004 North American Summer Meetings 469, Econometric Society.
    29. Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018. "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 155-173.
    30. Guo, Zi-Yi, 2022. "Risk management of Bitcoin futures with GARCH models," Finance Research Letters, Elsevier, vol. 45(C).
    31. Lance Kent & Toan Phan, 2019. "Time-Varying Skewness and Real Business Cycles," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 59-103.
    32. Bruno Ebner & Bernhard Klar & Simos G. Meintanis, 2018. "Fourier inference for stochastic volatility models with heavy-tailed innovations," Statistical Papers, Springer, vol. 59(3), pages 1043-1060, September.

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 14 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 (8) 1999-02-22 2007-09-09 2008-01-05 2008-08-21 2009-11-14 2014-04-11 2021-01-11 2023-07-31. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 1999-02-15 2007-09-09 2008-08-21 2014-04-11
  3. NEP-FOR: Forecasting (3) 2008-08-21 2014-04-11 2023-07-31
  4. NEP-ORE: Operations Research (3) 2014-04-11 2019-10-21 2021-01-11
  5. NEP-DCM: Discrete Choice Models (2) 2010-04-17 2019-10-21
  6. NEP-ENE: Energy Economics (2) 2009-02-22 2023-07-31
  7. NEP-IUE: Informal and Underground Economics (2) 2019-10-14 2021-01-11
  8. NEP-CBE: Cognitive and Behavioural Economics (1) 2015-01-19
  9. NEP-CMP: Computational Economics (1) 2021-01-11
  10. NEP-EUR: Microeconomic European Issues (1) 2019-10-14
  11. NEP-EXP: Experimental Economics (1) 2019-10-21
  12. NEP-GER: German Papers (1) 2014-04-11
  13. NEP-HPE: History and Philosophy of Economics (1) 2010-04-17
  14. NEP-PBE: Public Economics (1) 2019-10-14
  15. NEP-TRE: Transport Economics (1) 2015-03-22
  16. NEP-UPT: Utility Models and Prospect Theory (1) 2010-04-17

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, Jonas Andersson 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.