Jörgen Hellström

Umeå University - Umeå School of Business and Economics

SCHOLARLY PAPERS

9

DOWNLOADS

274

SSRN CITATIONS
Rank 36,043

SSRN RANKINGS

Top 36,043

in Total Papers Citations

4

CROSSREF CITATIONS

13

Scholarly Papers (9)

1.

Identification of Jumps in Financial Time Series

Number of pages: 16 Posted: 25 May 2011
Jörgen Hellström and Carl Lönnbark
Umeå University - Umeå School of Business and Economics and University of Umea
Downloads 141 (213,341)

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Financial econometrics, jumps, realized variance, bipower variation, stock price

2.

Social Trust and Central-Bank Independence

IFN Working Paper No. 920
Number of pages: 24 Posted: 24 May 2012
Niclas Berggren, Sven-Olov Daunfeldt and Jörgen Hellström
Research Institute of Industrial Economics (IFN), University of Umea - Department of Economics and Umeå University - Umeå School of Business and Economics
Downloads 68 (346,688)
Citation 5

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Trust, Credibility, Reforms, Monetary Policy, Inflation, Central Bank, Time Inconsistency

3.

Does Social Trust Speed Up Reforms? The Case of Central-Bank Independence

Journal of Institutional Economics (2016), 12(2): 395-415, IFN Working Paper No. 1053
Number of pages: 25 Posted: 10 Jan 2015 Last Revised: 29 Apr 2016
Niclas Berggren, Sven-Olov Daunfeldt and Jörgen Hellström
Research Institute of Industrial Economics (IFN), University of Umea - Department of Economics and Umeå University - Umeå School of Business and Economics
Downloads 38 (448,276)
Citation 3

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Central banks, Independence, Social trust, Inflation, Monetary policy, Reform

4.

Intra-Household Allocation of Time to Household Production Activities: Evidence from Swedish Household Data

Labour, Vol. 21, No. 2, pp. 189-207, June 2007
Number of pages: 19 Posted: 24 May 2007
Sven-Olov Daunfeldt and Jörgen Hellström
University of Umea - Department of Economics and Umeå University - Umeå School of Business and Economics
Downloads 20 (540,807)
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5.

A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels

Science Direct Working Paper No S1574-0358(04)70485-2
Number of pages: 19 Posted: 20 Mar 2018
Kurt Brännäs, Jörgen Hellström and Jonas Nordström
affiliation not provided to SSRN, Umeå University - Umeå School of Business and Economics and affiliation not provided to SSRN
Downloads 7 (624,079)
Citation 1

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Statistics, Probability Theory and Stochastic Processes, Statistics/0106002

6.

Unit Root Testing in Integer-Valued Ar(1) Models

Economics Letters, Vol. 70, 2001
Posted: 06 Jul 2009
Jörgen Hellström
Umeå University - Umeå School of Business and Economics

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time series, count data, random walk with drift, Poisson errors

7.

A Count Data Model with Endogenous Household Specific Censoring: The Number of Nights to Stay

Empirical Economics, Vol. 35, 2008
Posted: 06 Jul 2009
Jörgen Hellström and Jonas Nordstrom
Umeå University - Umeå School of Business and Economics and University of Umea - Department of Economics

Abstract:

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endogenous censoring, recreational trip demand, count data

8.

Why do Insiders Trade? Evidence Based on Unique Data on Swedish Insiders

Journal of Accounting and Economics, Forthcoming
Posted: 02 Jul 2009
Juha-Pekka Kallunki, Henrik Nilsson and Jörgen Hellström
University of Oulu - Department of Accounting and Finance, University of Umea and Umeå University - Umeå School of Business and Economics

Abstract:

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Insider trading, stock market, earnings announcements, behavioral finance

9.

Advertising as a Signaling Device: Simulated Maximum Likelihood Estimation of a Multiple Random Effects Count Data Model

Economics Letters, Vol. 101, 2008
Posted: 02 Jul 2009
Jörgen Hellström and Nicklas Rudholm
Umeå University - Umeå School of Business and Economics and affiliation not provided to SSRN

Abstract:

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Signaling, Advertising, Multiple random effects, Simulated maximum likelihood, Count data