9
H index
8
i10 index
219
Citations
Kurt Brännäs : Citation Profile
| RESEARCH PRODUCTION: 24 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1984 - 2015). 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:
| Cites to:
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Main data
Where Kurt Brännäs has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Financial Economics | 3 |
| Economics Letters | 3 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| International Journal of Forecasting | 2 |
| Tourism Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Ume Economic Studies / Ume University, Department of Economics | 34 |
| Working Paper Series / Research Institute of Industrial Economics | 3 |
Recent works citing Kurt Brännäs (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A pth-order random coefficients mixed binomial autoregressive process with explanatory variables. (2024). Liu, Zijian ; Dong, Xiaogang ; Wang, Wenshan ; Yang, Kai. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01396-8. Full description at Econpapers || Download paper |
| 2024 | Self-exciting hysteretic binomial autoregressive processes. (2024). Dong, Xiaogang ; Weiss, Christian H ; Yang, Kai ; Zhao, Xiuyue. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01444-x. Full description at Econpapers || Download paper |
| 2024 | Testing Okun’s Law for Turkey (1923-2019). (2024). Akkoyunlu, Ule. In: Studies in Economics and Econometrics. RePEc:taf:rseexx:v:48:y:2024:i:2:p:113-132. Full description at Econpapers || Download paper |
Works by Kurt Brännäs:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Influence 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] | article | 1 |
| 2012 | Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States Stock Exchanges In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2004 | An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2001 | An Alternative Conditional Asymmetry Specification for Stock Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2001 | An Alternative Conditional Asymmetry Specification for Stock Returns.(2001) In: Umeå Economic Studies. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2003 | An 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 | |
| 1984 | Omitted variables in a weibull regression model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1986 | Small sample properties in a heterogenous Weibull model In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1996 | Estimating the perceived tax scale within a labor supply model In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 1994 | Semiparametric estimation of heterogeneous count data models In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
| 2011 | Value at Risk and Expected Shortfall for large portfolios In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 1995 | Prediction and control for a time-series count data model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2002 | A new approach to modelling and forecasting monthly guest nights in hotels In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
| 1999 | A 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 | |
| 1995 | Asymmetric Cycles and Temporal Aggregation. In: Uppsala - Working Paper Series. [Citation analysis] | paper | 23 |
| 1999 | Asymmetric Time Series and Temporal Aggregation.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 1996 | Testing Linearity against Nonlinear Moving Average Models In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 0 |
| 1997 | Testing Linearity against Nonlinear Moving Average Models.(1997) In: Umeå Economic Studies. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1991 | Explaining the Termination of Nationalizations in the Late 1970s In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Explaining Cross-Country Variation in Nationalization Frequencies In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Nationalizations and Investment Flows: A Panel Study In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Generalized Method of Moment and Indirect Estimation of the ARASMA Model In: Umeå Economic Studies. [Citation analysis] | paper | 0 |
| 1997 | Endogeneity in a Binomial Model In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Lest squares estimation of a zero-truncated count data regression model In: Umeå Economic Studies. [Citation analysis] | paper | 0 |
| 1998 | Forecasting based on Very Small Samples and Additional Non-Sample Information In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Estimation in integer - valued moving average models In: Umeå Economic Studies. [Citation analysis] | paper | 4 |
| 2001 | Estimation 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 | |
| 1998 | Forecasting the Size Distribution of Financial Plants in Swedish Municipalities In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Plants Entry and Exit in Swedish Municipalities In: Umeå Economic Studies. [Citation analysis] | paper | 26 |
| 2001 | Plants 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 | |
| 1999 | Generalized Integer-Valued Autoregression In: Umeå Economic Studies. [Citation analysis] | paper | 15 |
| 2001 | GENERALIZED INTEGER-VALUED AUTOREGRESSION.(2001) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2000 | Estimation in a Duration Model for Evaluating Educational Programs In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 7 |
| 2000 | Estimation 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 | |
| 2000 | ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH In: Umeå Economic Studies. [Citation analysis] | paper | 9 |
| 2004 | Asymmetries 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 | |
| 2000 | Asymmetries 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 | |
| 2000 | A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 1 |
| 2001 | The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Conditional Skewness Modelling for Stock Returns In: Umeå Economic Studies. [Citation analysis] | paper | 23 |
| 2003 | Conditional skewness modelling for stock returns.(2003) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2002 | Tourist Accommodation Effects of Festivals In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Tourist Accommodation Effects of Festivals.(2006) In: Tourism Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2002 | Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Discretized Time and Conditional Duration Modelling for Stock Transaction Data In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Discretized 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 | |
| 2003 | Temporal Aggregation of the Returns of a Stock Index Series In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 17 |
| 2010 | Integer-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 | |
| 2006 | Effects of Explanatory Variables in Count Data Moving Average Models In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Value at Risk for Large Portfolios In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Asymmetric Count Data Moving Average Model In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Number of Shareholders - Time Series Modelling and Some Empirical Result In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Number of Traded Shares: A Time Series Modelling Approach In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Simultaneity in the Multivariate Count Data Autoregressive Model In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Adaptations of Conventional Spatial Econometric Models to Count Data In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | On forecasting of innovations In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 1998 | A household model for work absence In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
| 1996 | Household Work Travel Time In: Regional Studies. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team