Bent Jesper Christensen
Personal Details
First Name: | Bent Jesper |
Middle Name: | |
Last Name: | Christensen |
Suffix: | |
RePEc Short-ID: | pch701 |
[This author has chosen not to make the email address public] | |
Department of Economics and Business Economics Aarhus University Fuglesangs Allé 4 DK-8210 Aarhus V Denmark | |
Terminal Degree: | 1990 Department of Economics; Cornell University (from RePEc Genealogy) |
Affiliation
Institut for Økonomi
Aarhus Universitet
Aarhus, Denmarkhttp://econ.au.dk/
RePEc:edi:ifoaudk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Mette Gørtz & Bent Jesper Christensen & Nabanita Datta Gupta, 2023. "Long-term Care in Denmark," NBER Working Papers 31889, National Bureau of Economic Research, Inc.
- Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022. "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers 2022-12, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Malene Kallestrup-Lamb & John Kennan, 2022. "Consumption and Saving after Retirement," NBER Working Papers 29826, National Bureau of Economic Research, Inc.
- Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021.
"The incremental information in the yield curve about future interest rate risk,"
CREATES Research Papers
2021-11, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Kjær, Mads Markvart & Veliyev, Bezirgen, 2023. "The incremental information in the yield curve about future interest rate risk," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Bent Jesper Christensen & Juan Carlos Parra-Alvarez & Rafael Serrano, 2020.
"Optimal control of investment, premium and deductible for a non-life insurance company,"
CREATES Research Papers
2020-11, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020.
"Targeting predictors in random forest regression,"
CREATES Research Papers
2020-03, Department of Economics and Business Economics, Aarhus University.
- Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
- Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
- Malene Kallestrup-Lamb & John Kennan & Bent Jesper Christensen, 2017. "Health, Retirement and Consumption," 2017 Meeting Papers 1156, Society for Economic Dynamics.
- Eric French & Jeremy Mccauley & Maria Aragon & Pieter Bakx & Martin Chalkley & Stacey H. Chen & Bent J. Christensen & Hongwei Chuang & Aurelie Côté-Sergent & Mariacristina de Nardi & Elliott Fan & Dam, 2017.
"End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported,"
Post-Print
halshs-01631529, HAL.
- French, E. & Klein, Tobias & a., e., 2017. "End-of-life medical spending in last twelve months of life is lower than previously reported," Other publications TiSEM b58ae6f5-263f-4349-af8a-a, Tilburg University, School of Economics and Management.
- Eric French & Jeremy Mccauley & Maria Aragon & Pieter Bakx & Martin Chalkley & Stacey H. Chen & Bent J. Christensen & Hongwei Chuang & Aurelie Côté-Sergent & Mariacristina de Nardi & Elliott Fan & Dam, 2017. "End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported," PSE-Ecole d'économie de Paris (Postprint) halshs-01631529, HAL.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016.
"Dynamic Global Currency Hedging,"
CREATES Research Papers
2016-03, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021. "Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2015.
"Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination,"
CREATES Research Papers
2015-25, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard, 2017. "Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination," Journal of Econometrics, Elsevier, vol. 197(2), pages 218-244.
- Bent Christensen & Jesper Bagger, 2014. "Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity," 2014 Meeting Papers 473, Society for Economic Dynamics.
- Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014.
"Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data,"
CESifo Working Paper Series
5030, CESifo.
- Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016. "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
- Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen, 2013.
"A unified framework for testing in the linear regression model under unknown order of fractional integration,"
CREATES Research Papers
2013-35, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp, 2013. "A unified framework for testing in the linear regression model under unknown order of fractional integration," Hannover Economic Papers (HEP) dp-519, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012.
"The impact of financial crises on the risk-return tradeoff and the leverage effect,"
CREATES Research Papers
2012-19, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015. "The impact of financial crises on the risk–return tradeoff and the leverage effect," Economic Modelling, Elsevier, vol. 49(C), pages 407-418.
- Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2012. "The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect," Working Paper 1295, Economics Department, Queen's University.
- Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011. "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers 2011-21, Department of Economics and Business Economics, Aarhus University.
- Christian Bach & Bent Jesper Christensen, 2011. "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers 2010-61, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Paolo Santucci de Magistris, 2010. "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers 2010-60, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Petra Posedel, 2010. "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers 2010-50, Department of Economics and Business Economics, Aarhus University.
- Dale T. Mortensen & Bent Jesper Christensen & Jesper Bagger, 2010. "Wage and Productivity Dispersion: Labor Quality or Rent Sharing?," 2010 Meeting Papers 758, Society for Economic Dynamics.
- Bent Jesper Christensen & Malene Kallestrup Lamb, 2010.
"The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior,"
CREATES Research Papers
2010-62, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Malene Kallestrup‐Lamb, 2012. "The Impact Of Health Changes On Labor Supply: Evidence From Merged Data On Individual Objective Medical Diagnosis Codes And Early Retirement Behavior," Health Economics, John Wiley & Sons, Ltd., vol. 21(S1), pages 56-100, June.
- Bent Jesper Christensen & Michael Sørensen, 2008. "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers 2008-51, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008.
"Semiparametric Inference in a GARCH-in-Mean Model,"
CREATES Research Papers
2008-46, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012. "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, vol. 167(2), pages 458-472.
- Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2007.
"Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model,"
CREATES Research Papers
2007-10, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2010. "Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 460-470, June.
- Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009. "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper 1207, Economics Department, Queen's University.
- Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007.
"The Effect of Long Memory in Volatility on Stock Market Fluctuations,"
CREATES Research Papers
2007-03, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Effect of Long Memory in Volatility on Stock Market Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 684-700, November.
- Bent Jesper Christensen & Thomas Elgaard Jensen & Rune Mølgaard, 2007. "Market Power in Power Markets: Evidence from Forward Prices of Electricity," CREATES Research Papers 2007-30, Department of Economics and Business Economics, Aarhus University.
- Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007.
"The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets,"
CREATES Research Papers
2007-09, Department of Economics and Business Economics, Aarhus University.
- Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard, 2011. "The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets," Journal of Econometrics, Elsevier, vol. 160(1), pages 48-57, January.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008. "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper 1181, Economics Department, Queen's University.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2006. "The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps," Working Paper 1188, Economics Department, Queen's University.
- Henning Bunzel & Bent J. Christensen & Georges R. Neumann & Jean-Marc Robin, 2006.
"Structural Models of Wage and Employment Dynamics,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00308804, HAL.
- Henning Bunzel & Bent J. Christensen & Georges R. Neumann & Jean-Marc Robin, 2006. "Structural Models of Wage and Employment Dynamics," Post-Print hal-00308804, HAL.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2005. "Forecasting Exchange Rate Volatility In The Presence Of Jumps," Working Paper 1187, Economics Department, Queen's University.
- Bent Jesper Christensen & Morten Ø. Nielsen, 2005. "The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices," Working Paper 1186, Economics Department, Queen's University.
- Christensen, Bent Jesper & Raahauge, Peter, 2004. "Latent Utility Shocks in a Structural Empirical Asset Pricing Model," Working Papers 2004-7, Copenhagen Business School, Department of Finance.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2003.
"On the Job Search and the Wage Distribution,"
CAM Working Papers
2004-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2005. "On-the-Job Search and the Wage Distribution," Journal of Labor Economics, University of Chicago Press, vol. 23(1), pages 31-58, January.
- Christensen, Bent Jesper & Mortensen, Dale & Neumann, George R. & Werwatz, Axel, 2000. "On the job search and the wage distribution," SFB 373 Discussion Papers 2000,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Christensen, Bent J. & Kiefer, Nicholas M., 2000. "Statistical Manifolds and Separate Inference," Working Papers 00-05, Cornell University, Center for Analytic Economics.
- Bent Jesper Christensen & Nicholas Kiefer, 2000.
"Panel Data, Local Cuts, and Orthogeodesic Models,"
Econometric Society World Congress 2000 Contributed Papers
1108, Econometric Society.
- Christensen, B.J. & Kiefer, N.M., 1997. "Panel Data, Local Cuts, and Orthogeodesic Models," Papers 97-13, Centre for Labour Market and Social Research, Danmark-.
- An, M.Y. & Christensen, B.J. & Gupta, N.D., 1999. "A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples," Papers 99-10, Centre for Labour Market and Social Research, Danmark-.
- Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M., 1999.
"The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data,"
Papers
99-12, Centre for Labour Market and Social Research, Danmark-.
- Bent Jesper Christensen & Peter Jensen & Michael Svarer Nielsen & Kim Poulsen & Michael Rosholm, 2000. "The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data," Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 85-106, Emerald Group Publishing Limited.
- Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L., 1999.
"Equilibrium Search with Human Capital Accumulation,"
Papers
99-11, Centre for Labour Market and Social Research, Danmark-.
- Henning Bunzel & Bent J. Christensen & Nicholas M. Kiefer & Lars Korsholm, 2000. "Equilibrium Search with Human Capital Accumulation," Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 107-143, Emerald Group Publishing Limited.
- Christensen, B.J. & Gupta, N.D., 1999. "The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples," Papers 99-1, Aarhus School of Business - Department of Economics.
- An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M., 1998.
"Approximate Distributions in Essentially Linear Models,"
Working Papers
98-10, Duke University, Department of Economics.
- An, M.Y. & Christensen, B.J. & Kiefer, N.M., 1998. "Approximate Distributions in Essentially Linear Models," Papers 98-08, Centre for Labour Market and Social Research, Danmark-.
- Björk, Tomas & Christensen, Bent Jesper, 1997.
"Interest Rate Dynamics and Consistent Forward Rate Curves,"
SSE/EFI Working Paper Series in Economics and Finance
209, Stockholm School of Economics.
- Tomas Björk & Bent Jesper Christensen, 1999. "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
- Christensen, B.J. & Kiefer, N.M., 1990.
"The Exact Likelihood Function For An Empirical Job Search Model,"
Papers
9017, Tilburg - Center for Economic Research.
- Christensen, Bent Jesper & Kiefer, Nicholas M., 1991. "The Exact Likelihood Function for an Empirical Job Search Model," Econometric Theory, Cambridge University Press, vol. 7(4), pages 464-486, December.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Discussion Paper 1990-17, Tilburg University, Center for Economic Research.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Other publications TiSEM 33e2c086-cced-423c-a530-3, Tilburg University, School of Economics and Management.
repec:ags:quedwp:273665 is not listed on IDEAS
repec:ags:quedwp:273658 is not listed on IDEAS - Bent Jesper Christensen & Michel van der Wel, "undated".
"An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses,"
CREATES Research Papers
2010-14, Department of Economics and Business Economics, Aarhus University.
repec:ags:quedwp:273663 is not listed on IDEAS - Martin M. Andreasen & Bent Jesper Christensen, "undated".
"The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models,"
CREATES Research Papers
2010-12, Department of Economics and Business Economics, Aarhus University.
repec:ags:quedwp:273693 is not listed on IDEAS
repec:ags:quedwp:273664 is not listed on IDEAS
repec:ags:quedwp:274615 is not listed on IDEAS - Bent Jesper Christensen & Morten Ø. Nielsen, "undated".
"Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data,"
Economics Working Papers
2001-4, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Nielsen, Morten Orregaard, 2006. "Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting," Journal of Econometrics, Elsevier, vol. 133(1), pages 343-371, July.
Articles
- Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023.
"Targeting predictors in random forest regression,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
- Christensen, Bent Jesper & Kjær, Mads Markvart & Veliyev, Bezirgen, 2023.
"The incremental information in the yield curve about future interest rate risk,"
Journal of Banking & Finance, Elsevier, vol. 155(C).
- Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021. "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
- Carlini, Federico & Christensen, Bent Jesper & Datta Gupta, Nabanita & Santucci de Magistris, Paolo, 2023. "Climate, wind energy, and CO2 emissions from energy production in Denmark," Energy Economics, Elsevier, vol. 125(C).
- Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021.
"Optimal control of investment, premium and deductible for a non-life insurance company,"
Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
- Bent Jesper Christensen & Juan Carlos Parra-Alvarez & Rafael Serrano, 2020. "Optimal control of investment, premium and deductible for a non-life insurance company," CREATES Research Papers 2020-11, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Nabanita Datta Gupta & Paolo Santucci de Magistris, 2021. "Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 118-149, January.
- Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021.
"Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016. "Dynamic Global Currency Hedging," CREATES Research Papers 2016-03, Department of Economics and Business Economics, Aarhus University.
- Asmussen, Søren & Christensen, Bent Jesper & Thøgersen, Julie, 2019. "Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 92-100.
- Søren Asmussen & Bent Jesper Christensen & Julie Thøgersen, 2019. "Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation," Risks, MDPI, vol. 7(2), pages 1-23, May.
- Christensen, Bent Jesper & van der Wel, Michel, 2019. "An asset pricing approach to testing general term structure models," Journal of Financial Economics, Elsevier, vol. 134(1), pages 165-191.
- Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard, 2017.
"Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination,"
Journal of Econometrics, Elsevier, vol. 197(2), pages 218-244.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2015. "Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination," CREATES Research Papers 2015-25, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016.
"Estimating dynamic equilibrium models using mixed frequency macro and financial data,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
- Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo.
- Eric French & Elaine Kelly & Bent Jesper Christensen & Mette Gørtz & Malene Kallestrup‐Lamb, 2016. "Medical Spending in Denmark," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 461-497, September.
- Andreasen, Martin M. & Christensen, Bent Jesper, 2015. "The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models," Journal of Econometrics, Elsevier, vol. 184(2), pages 420-451.
- Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015.
"The impact of financial crises on the risk–return tradeoff and the leverage effect,"
Economic Modelling, Elsevier, vol. 49(C), pages 407-418.
- Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012. "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers 2012-19, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2012. "The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect," Working Paper 1295, Economics Department, Queen's University.
- Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012.
"Semiparametric inference in a GARCH-in-mean model,"
Journal of Econometrics, Elsevier, vol. 167(2), pages 458-472.
- Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008. "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers 2008-46, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Malene Kallestrup‐Lamb, 2012.
"The Impact Of Health Changes On Labor Supply: Evidence From Merged Data On Individual Objective Medical Diagnosis Codes And Early Retirement Behavior,"
Health Economics, John Wiley & Sons, Ltd., vol. 21(S1), pages 56-100, June.
- Bent Jesper Christensen & Malene Kallestrup Lamb, 2010. "The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior," CREATES Research Papers 2010-62, Department of Economics and Business Economics, Aarhus University.
- Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard, 2011.
"The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets,"
Journal of Econometrics, Elsevier, vol. 160(1), pages 48-57, January.
- Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008. "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper 1181, Economics Department, Queen's University.
- Bollerslev Tim & Christensen Bent Jesper & Haldrup Niels & Lunde Asger, 2011. "Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-8, February.
- Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2010.
"Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model,"
Journal of Empirical Finance, Elsevier, vol. 17(3), pages 460-470, June.
- Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2007. "Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model," CREATES Research Papers 2007-10, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009. "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper 1207, Economics Department, Queen's University.
- Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007.
"The Effect of Long Memory in Volatility on Stock Market Fluctuations,"
The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 684-700, November.
- Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Effect of Long Memory in Volatility on Stock Market Fluctuations," CREATES Research Papers 2007-03, Department of Economics and Business Economics, Aarhus University.
- Christensen, Bent Jesper & Nielsen, Morten Orregaard, 2006.
"Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 343-371, July.
- Bent Jesper Christensen & Morten Ø. Nielsen, "undated". "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers 2001-4, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2005.
"On-the-Job Search and the Wage Distribution,"
Journal of Labor Economics, University of Chicago Press, vol. 23(1), pages 31-58, January.
- Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2003. "On the Job Search and the Wage Distribution," CAM Working Papers 2004-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Christensen, Bent Jesper & Mortensen, Dale & Neumann, George R. & Werwatz, Axel, 2000. "On the job search and the wage distribution," SFB 373 Discussion Papers 2000,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Bent Jesper Christensen & Nabanita Datta Gupta & John Rust, 2004. "Special issue on the econometrics of social insurance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 647-648.
- Mark Y. An & Bent Jesper Christensen & Nabanita Datta Gupta, 2004. "Multivariate mixed proportional hazard modelling of the joint retirement of married couples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 687-704.
- Bent Jesper Christensen & Charlotte Strunk Hansen, 2002. "New evidence on the implied-realized volatility relation," The European Journal of Finance, Taylor & Francis Journals, vol. 8(2), pages 187-205, June.
- H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.
- Christensen Bent Jesper & Poulsen Rolf, 2001. "Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion," Monte Carlo Methods and Applications, De Gruyter, vol. 7(1-2), pages 111-124, December.
- Christensen, Bent Jesper & Gupta, Nabanita Datta, 2000. "Effekten af pensionsreform på danske ægtepars udtræden af arbejdsmarkedet," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2000(1), pages 222-242.
- Bent Jesper Christensen, 1999. "Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’," Review of Finance, European Finance Association, vol. 3(3), pages 311-317.
- Tomas Björk & Bent Jesper Christensen, 1999.
"Interest Rate Dynamics and Consistent Forward Rate Curves,"
Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
- Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance 209, Stockholm School of Economics.
- Bjork, Tomas & Christensen, Bent Jesper & Gombani, Andrea, 1998. "Some system theoretic aspects of interest rate theory," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 17-23, May.
- Christensen, B. J. & Prabhala, N. R., 1998. "The relation between implied and realized volatility," Journal of Financial Economics, Elsevier, vol. 50(2), pages 125-150, November.
- Christensen, Bent Jesper & Kiefer, Nicholas M., 1997. "Inference in non-linear panel models with partially missing observations The case of the equilibrium search model," Journal of Econometrics, Elsevier, vol. 79(2), pages 201-219, August.
- Bent Jesper Christensen, 1994. "Efficiency Gains In Beta‐Pricing Models1," Mathematical Finance, Wiley Blackwell, vol. 4(2), pages 143-154, April.
- Christensen, Bent Jesper & Kiefer, Nicholas M, 1994. "Measurement Error in the Prototypal Job-Search Model," Journal of Labor Economics, University of Chicago Press, vol. 12(4), pages 618-639, October.
- Christensen, Bent Jesper & Kiefer, Nicholas M., 1991.
"The Exact Likelihood Function for an Empirical Job Search Model,"
Econometric Theory, Cambridge University Press, vol. 7(4), pages 464-486, December.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Discussion Paper 1990-17, Tilburg University, Center for Economic Research.
- Christensen, B.J. & Kiefer, N.M., 1990. "The Exact Likelihood Function For An Empirical Job Search Model," Papers 9017, Tilburg - Center for Economic Research.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Other publications TiSEM 33e2c086-cced-423c-a530-3, Tilburg University, School of Economics and Management.
Chapters
- Bent J. Christensen & Nicholas M. Kiefer, 2006. "Identification and Inference in Dynamic Programming Models," Contributions to Economic Analysis, in: Structural Models of Wage and Employment Dynamics, pages 331-364, Emerald Group Publishing Limited.
- Bent Jesper Christensen & Peter Jensen & Michael Svarer Nielsen & Kim Poulsen & Michael Rosholm, 2000.
"The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data,"
Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 85-106,
Emerald Group Publishing Limited.
- Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M., 1999. "The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data," Papers 99-12, Centre for Labour Market and Social Research, Danmark-.
- Henning Bunzel & Bent J. Christensen & Nicholas M. Kiefer & Lars Korsholm, 2000.
"Equilibrium Search with Human Capital Accumulation,"
Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 107-143,
Emerald Group Publishing Limited.
- Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L., 1999. "Equilibrium Search with Human Capital Accumulation," Papers 99-11, Centre for Labour Market and Social Research, Danmark-.
Books
- Bent Jesper Christensen & Carsten Kowalczyk (ed.), 2017. "Globalization," Springer Books, Springer, number 978-3-662-49502-5, January.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Wu-Index
- Record of graduates
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 29 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.- NEP-ECM: Econometrics (14) 2008-06-27 2008-06-27 2008-09-05 2008-09-29 2008-10-21 2009-07-11 2010-09-25 2011-02-26 2011-06-25 2013-11-16 2015-06-13 2019-04-08 2020-04-20 2023-01-09. Author is listed
- NEP-ETS: Econometric Time Series (11) 2008-06-27 2008-06-27 2008-09-05 2008-09-29 2009-07-11 2010-09-25 2011-02-26 2013-11-09 2013-11-16 2015-06-13 2023-01-09. Author is listed
- NEP-FMK: Financial Markets (7) 2006-07-02 2008-06-27 2008-06-27 2009-07-11 2010-09-11 2010-09-25 2012-05-15. Author is listed
- NEP-FOR: Forecasting (7) 2006-07-02 2008-06-27 2008-10-21 2010-09-25 2019-04-08 2020-04-20 2021-07-12. Author is listed
- NEP-ORE: Operations Research (6) 2011-02-26 2015-06-13 2016-02-04 2019-04-08 2020-11-02 2021-07-12. Author is listed
- NEP-RMG: Risk Management (5) 2009-07-11 2010-09-11 2016-02-04 2020-11-02 2021-07-12. Author is listed
- NEP-AGE: Economics of Ageing (4) 2010-10-09 2017-12-18 2022-04-25 2023-12-11
- NEP-HEA: Health Economics (4) 2010-10-09 2017-12-18 2022-04-25 2023-12-11
- NEP-UPT: Utility Models and Prospect Theory (4) 2006-07-02 2020-11-02 2021-07-12 2022-04-25
- NEP-BEC: Business Economics (3) 2009-07-11 2010-09-11 2010-09-25
- NEP-MAC: Macroeconomics (3) 2020-05-25 2021-07-12 2022-04-25
- NEP-MST: Market Microstructure (3) 2008-06-27 2008-10-21 2011-02-26
- NEP-DGE: Dynamic General Equilibrium (2) 2022-04-25 2023-01-09
- NEP-LAB: Labour Economics (2) 2004-09-05 2010-10-09
- NEP-BIG: Big Data (1) 2020-05-25
- NEP-CBA: Central Banking (1) 2011-06-25
- NEP-CFN: Corporate Finance (1) 2010-09-11
- NEP-CMP: Computational Economics (1) 2020-05-25
- NEP-COM: Industrial Competition (1) 2008-06-27
- NEP-DEM: Demographic Economics (1) 2017-12-18
- NEP-EFF: Efficiency and Productivity (1) 2014-11-17
- NEP-ENE: Energy Economics (1) 2008-06-27
- NEP-EUR: Microeconomic European Issues (1) 2010-10-09
- NEP-IAS: Insurance Economics (1) 2020-11-02
- NEP-IND: Industrial Organization (1) 2008-06-27
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2022-04-25
- NEP-MIC: Microeconomics (1) 2008-06-27
- NEP-PBE: Public Economics (1) 2023-12-11
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, Bent Jesper Christensen 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.