Kurt Brännäs : Citation Profile

9

H index

8

i10 index

217

Citations

RESEARCH PRODUCTION:

24

Articles

42

Papers

RESEARCH ACTIVITY:

   31 years (1984 - 2015). See details.
   Cites by year: 7
   Journals where Kurt Brännäs has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 17 (7.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr21
   Updated: 2025-03-08    RAS profile: 2021-08-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kurt Brännäs.

Is cited by:

Gil-Alana, Luis (9)

Valadkhani, Abbas (7)

Quoreshi, Shahiduzzaman (7)

Teräsvirta, Timo (6)

Drost, Feike C. (5)

Gooijer, Jan G. (4)

YAYA, OLAOLUWA (3)

Calá, Carla (3)

Ellison, Glenn (3)

van den Berg, Gerard (3)

Arjomandi, Amir (3)

Cites to:

Gooijer, Jan G. (7)

Gersovitz, Mark (5)

Eaton, Jonathan (5)

Engle, Robert (5)

Hansen, Lars (4)

Milgrom, Paul (4)

Ohlsson, Henry (4)

Hausman, Jerry (4)

gourieroux, christian (3)

Harvey, Campbell (3)

Sentana, Enrique (3)

Main data

Production by document typearticlepaper198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420150510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420150255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420150204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Kurt Brännäs has published?

Journals with more than one article published# docs
Applied Financial Economics3
Economics Letters3
Studies in Nonlinear Dynamics & Econometrics2
International Journal of Forecasting2
Tourism Economics2

Working Papers Series with more than one paper published# docs
Ume� Economic Studies / Ume� University, Department of Economics34
Working Paper Series / Research Institute of Industrial Economics3

Recent works citing Kurt Brännäs (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Kurt Brännäs:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets In: Baltic Journal of Economics.
[Full Text][Citation analysis]		article1
2012Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States Stock Exchanges In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2004An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2001An Alternative Conditional Asymmetry Specification for Stock Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2001An Alternative Conditional Asymmetry Specification for Stock Returns.(2001) In: Umeå Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2003An alternative conditional asymmetry specification for stock returns.(2003) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
1984Omitted variables in a weibull regression model In: Economics Letters.
[Full Text][Citation analysis]		article0
1986Small sample properties in a heterogenous Weibull model In: Economics Letters.
[Full Text][Citation analysis]		article1
1996Estimating the perceived tax scale within a labor supply model In: Economics Letters.
[Full Text][Citation analysis]		article8
1994Semiparametric estimation of heterogeneous count data models In: European Journal of Operational Research.
[Full Text][Citation analysis]		article14
2011Value at Risk and Expected Shortfall for large portfolios In: Finance Research Letters.
[Full Text][Citation analysis]		article1
1995Prediction and control for a time-series count data model In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2002A new approach to modelling and forecasting monthly guest nights in hotels In: International Journal of Forecasting.
[Full Text][Citation analysis]		article20
1999A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels.(1999) In: Umeå Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1995Asymmetric Cycles and Temporal Aggregation. In: Uppsala - Working Paper Series.
[Citation analysis]		paper22
1999Asymmetric Time Series and Temporal Aggregation.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
1996Testing Linearity against Nonlinear Moving Average Models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper0
1997Testing Linearity against Nonlinear Moving Average Models.(1997) In: Umeå Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1991Explaining the Termination of Nationalizations in the Late 1970s In: Working Paper Series.
[Full Text][Citation analysis]		paper0
1991Explaining Cross-Country Variation in Nationalization Frequencies In: Working Paper Series.
[Full Text][Citation analysis]		paper0
1992Nationalizations and Investment Flows: A Panel Study In: Working Paper Series.
[Full Text][Citation analysis]		paper0
1997Generalized Method of Moment and Indirect Estimation of the ARASMA Model In: Umeå Economic Studies.
[Citation analysis]		paper0
1997Endogeneity in a Binomial Model In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
1997Lest squares estimation of a zero-truncated count data regression model In: Umeå Economic Studies.
[Citation analysis]		paper0
1998Forecasting based on Very Small Samples and Additional Non-Sample Information In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper2
1998Estimation in integer - valued moving average models In: Umeå Economic Studies.
[Citation analysis]		paper4
2001Estimation in integer‐valued moving average models.(2001) In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1998Forecasting the Size Distribution of Financial Plants in Swedish Municipalities In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
1999Plants Entry and Exit in Swedish Municipalities In: Umeå Economic Studies.
[Citation analysis]		paper26
2001Plants entry and exit in Swedish municipalities.(2001) In: The Annals of Regional Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
1999Generalized Integer-Valued Autoregression In: Umeå Economic Studies.
[Citation analysis]		paper15
2001GENERALIZED INTEGER-VALUED AUTOREGRESSION.(2001) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2000Estimation in a Duration Model for Evaluating Educational Programs In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper7
2000Estimation in a Duration Model for Evaluating Educational Programs.(2000) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2000ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH In: Umeå Economic Studies.
[Citation analysis]		paper9
2004Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH.(2004) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2000Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH.(2000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2000A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper1
2001The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2001Conditional Skewness Modelling for Stock Returns In: Umeå Economic Studies.
[Citation analysis]		paper23
2003Conditional skewness modelling for stock returns.(2003) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2002Tourist Accommodation Effects of Festivals In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper8
2006Tourist Accommodation Effects of Festivals.(2006) In: Tourism Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2002Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2002Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2002Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper1
2003Discretized Time and Conditional Duration Modelling for Stock Transaction Data In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper1
2007Discretized time and conditional duration modelling for stock transaction data.(2007) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2003Temporal Aggregation of the Returns of a Stock Index Series In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2004Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper17
2010Integer-valued moving average modelling of the number of transactions in stocks.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2006Effects of Explanatory Variables in Count Data Moving Average Models In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2006Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2007Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper5
2009Value at Risk for Large Portfolios In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2012The Asymmetric Count Data Moving Average Model In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2013The Number of Shareholders - Time Series Modelling and Some Empirical Result In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2013The Number of Traded Shares: A Time Series Modelling Approach In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2014Simultaneity in the Multivariate Count Data Autoregressive Model In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2014Adaptations of Conventional Spatial Econometric Models to Count Data In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2015Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper0
2015Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study In: Umeå Economic Studies.
[Full Text][Citation analysis]		paper1
1996Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income In: Tourism Economics.
[Full Text][Citation analysis]		article0
1992On forecasting of innovations In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article0
1998A household model for work absence In: Applied Economics.
[Full Text][Citation analysis]		article13
1996Household Work Travel Time In: Regional Studies.
[Full Text][Citation analysis]		article5

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