Torben M. Andersen

Torben M. Andersen's AcademicInfluence.com Rankings

Torben M. Andersen

Economics

#1857

World Rank

#2128

Historical Rank

Financial Economics

#18

World Rank

#18

Historical Rank

Macroeconomics

#128

World Rank

#137

Historical Rank

economics Degrees

Download Badge

Economics

Why Is Torben M. Andersen Influential?

(Suggest an Edit or Addition)

(See a Problem?)

Torben M. Andersen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Modeling and Forecasting Realized Volatility (2001) (3373)
ANSWERING THE SKEPTICS: YES, STANDARD VOLATILITY MODELS DO PROVIDE ACCURATE FORECASTS* (1998) (3155)
THE ECONOMETRICS OF FINANCIAL MARKETS (1998) (2137)
The distribution of realized stock return volatility (2001) (2081)
The Distribution of Realized Exchange Rate Volatility (2000) (1969)
Intraday periodicity and volatility persistence in financial markets (1997) (1300)
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2005) (1229)
Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998) (1069)
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996) (1040)
Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets (2006) (1039)
An Empirical Investigation of Continuous-Time Equity Return Models (2001) (866)
The Distribution of Exchange Rate Volatility (1999) (598)
Estimating continuous-time stochastic volatility models of the short-term interest rate (1997) (544)
GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study (1996) (538)
Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation (2009) (472)
VOLATILITY AND CORRELATION FORECASTING (2006) (445)
Stochastic Volatility (2008) (393)
Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon (1999) (363)
Handbook of Financial Time Series (2009) (320)
Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities (2005) (312)
No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models Subject to Leverage Effects, Jumps and I.I.D. Noise: Theory and Testable Distributional Implications (2007) (302)
Flexicurity - Labour Market Performance in Denmark (2007) (283)
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2004) (273)
Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (1999) (265)
Dm-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1996) (254)
Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility (2007) (239)
Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns (2007) (229)
Realized Beta: Persistence and Predictability (2004) (222)
The Risk Premia Embedded in Index Options (2015) (222)
Analytical Evaluation of Volatility Forecasts (2002) (216)
Realized volatility forecasting and market microstructure noise (2011) (214)
A Reduced Form Framework for Modeling Volatility of Speculative Prices Based on Realized Variation Measures (2008) (207)
Stochastic Autoregressive Volatility: A Framework for Volatility Modeling (1994) (199)
The Nordic Model. Embracing globalization and sharing risks (2007) (192)
Intraday and interday volatility in the Japanese stock market (2000) (180)
Chapter 15 Volatility and Correlation Forecasting (2006) (169)
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models (2007) (163)
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005) (162)
Measuring Globalization (2003) (156)
Realized Volatility (2008) (135)
Parametric Inference and Dynamic State Recovery from Option Panels (2012) (132)
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003) (124)
On myopia as rationale for social security (2008) (121)
The Role of Workfare in Striking a Balance between Incentives and Insurance in the Labour Market (2008) (118)
Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns (2001) (117)
Answering the Critics: Yes, Arch Models Do Provide Good Volatility Forecasts (1997) (113)
Stochastic Volatility: Origins and Overview (2008) (106)
Financial Risk Measurement for Financial Risk Management (2011) (105)
Exploring Return Dynamics via Corridor Implied Volatility (2015) (102)
(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation * (1999) (101)
The Scandinavian model—prospects and challenges (2007) (91)
VPIN and the Flash Crash (2013) (91)
Is There a Role for an Active Fiscal Stabilization Policy? (2005) (90)
Short-Term Market Risks Implied by Weekly Options (2017) (89)
Some Reflections on Analysis of High-Frequency Data (2000) (82)
Product Market Integration and Income Taxation: Distortions and Gains from Trade (2007) (81)
A Flexicurity Labour Market in the Great Recession: The Case of Denmark (2012) (81)
Globalisation and the Welfare State (1999) (80)
Labour market implications of EU product market integration (2000) (78)
Price Rigidity: Causes and Macroeconomic Implications (1995) (75)
CUSTOMER RACIAL DISCRIMINATION IN MAJOR LEAGUE BASEBALL (1991) (70)
Persistency in sticky price models (1998) (68)
Increasing Longevity and Social Security Reforms (2006) (62)
Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence (2014) (59)
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets (2019) (58)
From Excess to Shortage - Recent Developments in the Danish Labour Market (2003) (55)
HAS DISCRIMINATION LESSENED OVER TIME? A TEST USING BASEBALL'S ALL‐STAR VOTE (1999) (54)
Challenges to the Scandinavian welfare model (2004) (52)
Social Security and Longevity (2005) (50)
Coordination of fiscal and monetary policy under different institutional arrangements (1986) (47)
Duration-Based Volatility Estimation (2009) (46)
GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (1997) (43)
Reflecting on the VPIN Dispute (2013) (41)
Stochastic Volatility and Mean Drift in the Short Rate Diffusion : Sources of Steepness , Level and Curvature in the Yield Curve (1998) (41)
Fiscal Stabilization Policy in a Monetary Union with Inflation Targeting (2002) (39)
Stochastic Volatility , Mean Drift , and Jumps in the Short-Term Interest Rate (2003) (38)
Stabilization policies, credibility, and interest rate determination in a small open economy (1988) (37)
Time-Varying Periodicity in Intraday Volatility (2019) (36)
Shocks and the Viability of a Fixed Exchange Rate Commitment (1998) (35)
Exchange rate variability and wage formation in open economies (1988) (34)
The Fine Structure of Equity-Index Option Dynamics (2014) (33)
International Integration, Risk and the Welfare State (2002) (32)
No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects and Jumps: Theory and Testable Distributional Implications* (2005) (32)
Increasing longevity and social security reforms--A legislative procedure approach (2008) (31)
Jump Robust Volatility Estimation (2008) (31)
State Dependent Unemployment Benefits (2011) (30)
A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (2012) (30)
The welfare state after the great recession (2012) (30)
Why Do Scandinavians Work? (2010) (30)
The information content of realized volatility forecasts ∗ (2007) (29)
ARCH and GARCH Models (2010) (29)
Nominal Rigidities and the Optimal Rate of Inflation (2000) (29)
The Future of the Welfare State (2012) (29)
Unemployment and fiscal policy in an economic and monetary union (1995) (29)
A Semiparametric Framework for Modelling and Forecasting Jumps and Volatility in Speculative Prices (2006) (28)
Intraday Trading Invariance in the E-Mini S&P 500 Futures Market (2018) (28)
Active labour market policies in a recession (2012) (28)
Business Cycle Dependent Unemployment Insurance (2009) (28)
European integration and the welfare state (2003) (27)
Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature (2004) (27)
The Danish Economy (2006) (26)
A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation (2011) (26)
Optimal fiscal policy in open economies with labour market distortions (1996) (26)
Credibility of policy announcements: The output and inflation costs of disinflationary policies (1989) (25)
Realized Volatility and Multipower Variation (2009) (25)
Effort, Taxation and Unemployment (1997) (25)
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002) (24)
Reform Capacity and Macroeconomic Performance in the Nordic Countries (2015) (24)
The Macroeconomic Policy Mix in a Monetary Union with Flexible Inflation Targeting (2008) (24)
Distribution and labour market incentives in the welfare state: Danish experiences (2008) (24)
Do Turnover Costs Protect Insiders (1994) (23)
Flexicurity - the Danish labour market model 1 (2006) (23)
The Nordic model – challenged but capable of reform (2014) (23)
Fiscal Sustainability and Demographics - Should We Save or Work More? (2008) (23)
Product Market Integration, Wage Dispersion and Unemployment (2001) (22)
THE ROLE OF CREDIBILITY FOR THE EFFECTS OF A CHANGE IN THE EXCHANGE-RATE POLICY (1991) (22)
The Intergenerational Welfare State and the Rise and Fall of Pay�?As�?You�?Go Pensions (2017) (21)
Welfare Policies, Labour Taxation and International Integration (2001) (21)
International Interdependencies in Fiscal Stabilization Policies (2002) (21)
Tail risk and return predictability for the Japanese equity market (2020) (21)
The Welfare State and Strategies toward Fiscal Sustainability in Denmark (2008) (20)
Collective risk sharing: The social safety net and employment (2011) (19)
Toll‐like receptor 2 and 4 induced interleukin‐19 dampens immune reactions and associates inversely with spondyloarthritis disease activity (2015) (19)
UNFUNDED PENSIONS AND ENDOGENOUS LABOR SUPPLY (2009) (19)
Assessing Measures of Order Flow Toxicity via Perfect Trade Classification (2013) (18)
The Pricing of Short-Term Market Risk: Evidence from Weekly Options (2015) (18)
Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX (2011) (18)
PHYSICAL AND MENTAL ILLNESS IN A LAPP AND A NORWEGIAN POPULATION (1975) (17)
Unified inference for nonlinear factor models from panels with fixed and large time span (2019) (17)
Can Inflation Be Too Low (2001) (16)
Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment (1998) (16)
Product Market Integration and Wage Formation (2000) (16)
Dissecting the Pricing of Equity Index Volatility (2009) (15)
Swedish Fiscal Policy (2011) (15)
Consistent Inference for Predictive Regressions in Persistent Economic Systems (2019) (14)
Financial Restraints in a Mature Welfare State—The Case of Denmark (2006) (14)
Baumol's Cost Disease and the Sustainability of the Welfare State (2013) (14)
The EEAG Report on the European Economy 2017: Economics of Populism (2017) (14)
Labour Demand, Wage Mark-ups and Product Market Integration (2007) (14)
Macroeconomic perspectives on the Danish economy (1999) (14)
Some Implications of the Efficient Capital-market Hypothesis (1983) (14)
Migration, taxation and educational incentives (2005) (14)
LONGEVITY, GROWTH, AND INTERGENERATIONAL EQUITY: THE DETERMINISTIC CASE (2015) (14)
Resolving Intergenerational Conflict Over the Environment Under the Pareto Criterion (2016) (14)
The Danish Economy: An International Perspective (2010) (13)
Do Institutions Matter? Convergence and National Diversity in the Restructuring of Employment in British and Danish Banking (1997) (13)
The Danish Flexicurity Labour Market During the Great Recession (2015) (13)
The Big Trade-Off between Efficiency and Equity - Is it There? (2016) (13)
Product Market Integration, Comparative Advantages and Labour Market Performance (2003) (13)
Involuntary treatment of schizophrenia patients 2004–2010 in Denmark (2014) (13)
Labour Market Asymmetries in a Monetary Union (2008) (13)
Parametric and Nonparametric Measurements of Volatility: Volume 1: Tools and Techniques (2010) (12)
Wage formation and European integration (2003) (12)
Adapting Prices or Quantities in the Presence of Adjustment Costs? (2004) (12)
Globalisation Squeezes the Public Sector - Is it so Obvious? (2008) (12)
Consistent Inference for Predictive Regressions in Persistent VAR Economies (2018) (12)
Robustness of the Danish Pension System (2015) (12)
Fiscal Policy and the Global Financial Crisis (2009) (11)
Globalization, Tax Distortions, and Public‐Sector Retrenchment (2012) (11)
Macroeconomic Strategies towards Internal and External Balance in the Nordic Countries (1990) (11)
Option Panels in Pure-Jump Settings (2018) (11)
Interleukin-23 in early disease development in rheumatoid arthritis (2015) (11)
Stabilization policy in an open economy (2002) (11)
Contract Renewal Under Uncertainty (1996) (11)
Social Insurance and the Public Budget (2002) (11)
Uncovering Novel Features of Equity-Index Return Dynamics via Corridor Implied Volatility ∗ (2013) (11)
Alternatives for welfare policy : coping with internationalisation and demographic change (2003) (10)
A Corridor Fix for VIX: Developing a Coherent Model-Free Option-Implied Volatility Measure (2011) (10)
Why mandate young borrowers to contribute to their retirement accounts? (2017) (10)
International transmission of transitory and persistent monetary shocks under imperfect information (2005) (10)
What Should Optimal Income Taxes Smooth (2004) (10)
Intergenerational redistribution and risk sharing with changing longevity (2014) (10)
Exchange Rate Pegs, Fiscal Policy and Credibility (2007) (10)
Product Market Integration, Rents and Wage Inequality (2010) (10)
Economic policy and the rise of populism – It’s not so simple (2017) (10)
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (2020) (9)
Sources of persistence in employment adjustment - Denmark 1974-93 (2000) (9)
Federal Reserve Bank of Chicago Realized Volatility (2008) (9)
The role of the Public Employment Ser-vices related to ‘Flexicurity’ in the Euro-pean Labour Markets (2009) (9)
A flexicurity labor market during recession (2015) (9)
Employment Restructuring and Flexibility in Austrian and Danish Banking (2001) (9)
Do Business Cycles Have Long‐Term Impact for Particular Cohorts? (2017) (9)
Tuning unemployment insurance to the business cycle (2014) (9)
Adjustment costs and price and quantity adjustment (1995) (9)
Price and Output Responsiveness To Nominal Changes Under Differential Information (1985) (9)
International Integration and the Welfare State (2002) (9)
Real and Nominal Propagation of Nominal Shocks (2004) (8)
Heterogenous Wage Formation Under a Common Monetary Policy (2004) (8)
Attitudes toward foreign assignments among Danish economists (2004) (8)
Fiscal Policy Coordination and International Trade (2007) (8)
Designing Reopening Strategies in the Aftermath of COVID-19 Lockdowns: Some Principles with an Application to Denmark (2020) (7)
Volatility Measurement with Pockets of Extreme Return Persistence (2020) (7)
Exchange Rate Volatility, Nominal Rigidities, and Persistent Deviations from PPP (1997) (7)
Fiscal sustainability and fiscal policy targets (2012) (7)
Globalisation challenges for Europe: Report by the Secretariat of the Economic Council - PART I (2006) (7)
Pre-set Prices, Differential Information and Monetary Policy (1986) (7)
Realized Return Volatility, Asset Pricing, and Risk Management (2006) (7)
Does the Public Sector Implode from Baumol's Cost Disease? (2016) (7)
The role of the public employment services related to ‘flexicurity’ in the European labour markets VC/2007/0927 (2009) (7)
A Dynamic‐Efficiency Rationale for Public Investment in the Health of the Young (2012) (7)
Nordic Economic Policy Review (2016) (7)
Dissecting the Market Pricing of Return Volatility (2009) (7)
Rationing of sales and price setting (1996) (7)
Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk (2021) (7)
Macroeconomic Perspectives on the Danish Economy: Problems, Policies and Prospects (1999) (7)
Exchange Rate Volatility, Nominal Rigidities, and Persistent Deviations from PPP (1997) (7)
Fiscal policy in the EMU and outside (1997) (7)
The Swedish model under stress : a view from the stands (1997) (7)
Product Market Integration, Wages and Inequality (2005) (6)
The public sector and international integration (2006) (6)
WAGE ADJUSTMENT AND EMPLOYMENT PERSISTENCY (1998) (6)
The Greenlandic Economy – Structure and Prospects (2015) (6)
Bayesian Analysis of Stochastic Volatility Models: Comment (1994) (6)
Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes (2017) (6)
The Welfare State and Economic Performance (2015) (6)
The Danish labor market, 2000–2016 (2017) (6)
Noisy Financial Signals and Persistent Effects of Nominal Shocks in Open Economies (2000) (6)
Product Market Integration and Heterogeneity Rent Sharing and Pricing to Market (2008) (6)
Incentive and Insurance Effects of Income Taxation (2015) (5)
Rules versus discretion in monetary policy The case of asymmetric information (1986) (5)
Migrant Workers and the Welfare State (2016) (5)
International Product Market Integration, Rents and Wage Formation (2003) (5)
Capital income taxation and resource allocation : Hans-Werner Sinn, Amsterdam, (North-Holland Publishing Company) 1987, xiv + 414 pages, Dfl. 175.00 (1988) (5)
Realized Beta: Persistence and Predictability: Advances in Econometrics, Volume 20 (2006) (5)
Alternatives for Welfare Policy (2003) (5)
Social policies and activation in the Scandinavian welfare model: the case of Denmark (2011) (5)
Adjunctive therapy of severe sepsis and septic shock in adults (2009) (5)
Beskrivende dansk økonomi (2005) (5)
Business Cycles and Fiscal Policy in an Open Economy (1998) (5)
Incomplete Capital Markets, Wage Formation and Stabilization Policy (1996) (5)
Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions (2020) (5)
Financial Institutions Center Parametric and Nonparametric Volatility Measurement (2002) (5)
Local Mispricing and Microstructural Noise: A Parametric Perspective (2020) (5)
INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (2018) (5)
Fiscal policy targeting under imperfect information (2013) (5)
Demand Management Towards Internal and External Balance in an Open Economy with Centralized Wage Setting (1991) (4)
Equilibrium youth unemployment (1995) (4)
Editor's Report 2004 (2005) (4)
Intergenerational debt dynamics without tears (2020) (4)
Differential Information and the Role for an Active Stabilization Policy (1986) (4)
Information, endogenous uncertainty and risk aversion (1990) (4)
Rules or Discretion in Public Sector Decision-Making (1988) (4)
Alternatives for Welfare Policy: Policy options for reforming the welfare state (2003) (4)
How Should Pensions Be Taxed? Theoretical Considerations and the Scandinavian Experience (2015) (4)
Staggered Wage-Setting and Output Persistence (1998) (4)
Benefit Reentitlement Conditions in Unemployment Insurance Schemes (2018) (4)
Tax Policy in Small Open Economies (1995) (4)
Speculation, Optimism and Differential Information (1986) (3)
Do prices move counter-cyclically? (1996) (3)
The Employment and Fiscal Crisis (2011) (3)
European Integration - a Downward Bias in Employment Policies? (2001) (3)
Human Capital, Inequality and Growth (2015) (3)
The Swedish fiscal policy framework and intermediate fiscal policy targets (2013) (3)
Acquisition and Dissemination of Information in Imperfectly Competitive Markets (1994) (3)
Prices and Information Under Imperfect Competition (1999) (3)
Globalisation squeezes the public sector—is it so obvious? (2011) (3)
Migration, Redistribution and the Universal Welfare Model (2012) (3)
Effective Demand, Differential Information and the Multiplier (1987) (3)
The Intergenerational Welfare State and the Rise and Fall of Pay-as-You-Go Pensions (2015) (3)
JOB DURATION AND HISTORY-DEPENDENT UNEMPLOYMENT INSURANCE (2017) (3)
Active stabilization policy and uninsurable risks (2001) (3)
Taxes and employment - is there a Scandinavia puzzle ? (2009) (3)
Incentive and Insurance Effects of Tax Financed Unemployment Insurance (2010) (3)
Ude eller hjemme (2003) (3)
The extraction of exhaustible resources under demand uncertainty (1987) (3)
A wage-bargaining model for Denmark (1991) (3)
Imperfectly competitive labour markets and the productivity puzzle (2002) (3)
FLEXICURITY – LABOUR MARKET PERFORMANCE (2007) (3)
Welfare State - The Scandinavian Model (2011) (3)
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (2020) (3)
Price and quantity signals in financial markets (1983) (3)
CHAPTER 2 Parametric and Nonparametric Volatility Measurement (2011) (3)
Price adjustment in open economies (1995) (3)
Relative wages and employment fluctuations (1989) (3)
Short- and Long-Run Consequences of Shorter Working Hours (1987) (3)
FLEXICURITY – LABOUR MARKET PERFORMANCE (2007) (3)
Interest Rate Spreads and Exchange Rate Variability (1994) (3)
Taxation of capital income in overlapping generations economies (2020) (3)
Intergenerational conflict and public sector size and structure: A rationale for debt limits? (2019) (2)
A Descriptive Study of High-Frequency Trade and Quote Option Data (2020) (2)
SIMULATION-BASED ECONOMETRIC METHODS (2000) (2)
Editor Report 2005 (2006) (2)
Economic Performance in the Nordic World (2021) (2)
Relative vs. absolute price rigidity (1983) (2)
Comment on : "Government solvency, social security and debt reduction in Denmark" (1998) (2)
Financial liberalization and macroeconomic stability (1996) (2)
Alternatives for Welfare Policy: Preface (2003) (2)
The Econometrics of the General Equilibrium Approach to Business Cycles: Comment (1991) (2)
Erik Hoffmeyer: The International Monetary — An Essay in Interpretation. Amsterdam: North-Holland, 1992. 267 s. £67,31. (1993) (2)
Ageing and Globalisation in the Scandinavian Welfare Model (2006) (2)
The Danish pension system: Properties, outcomes and challenges (2015) (2)
Welfare Policies, Labor Taxation and International Integration (2001) (2)
Reference‐dependent preferences, time inconsistency, and pay‐as‐you‐go pensions (2021) (2)
Demand Management and Structural Unemployment in an Open Economy (1998) (2)
The informational efficiency of price and quantity signals (1985) (2)
Flexicurity in Denmark (2008) (2)
Nominal Price and Wage Adjustment to Foreign Price Changes (1997) (2)
Employment and Family Conditions for Danish Expatriated Engineers (2014) (2)
Flexicurity – labour market performance in Denmark ∗ August 2007 (2007) (2)
Chapter 4: Immigration and the Refugee Crisis – Can Europe Rise to the Challenge? (2017) (2)
Race discrimination by major league baseball fans (1988) (2)
Social Background, Education, and Inequality (2015) (2)
Interest-rate policy and rational expectations (1984) (2)
Reference-Dependent Preferences, Time Inconsistency, and Unfunded Pensions (2020) (2)
The Information Content of Quantity Signals and Downward Inflexible Prices (1987) (2)
Report on the European Economy 2017 (2017) (2)
Propagation of Nominal Shocks in Open Economies (2003) (2)
On the Commitment Needs of Partially Naive Agents (2020) (2)
Infliximab therapy in patients with severe active refractory pyoderma gangrenosum1 (2004) (2)
Youth Education and Employment – Recent Danish Reform Experiences (2017) (1)
Comments on 'Testing VPIN on Big Data - Response to Reflecting on the VPIN Dispute' (2013) (1)
Do Business Cycles Have Long-Term Impact for Particular Cohorts? (2013) (1)
(Appendix to Realized Beta: Persistence and Predictability, by Andersen, Bollerslev, Diebold and Wu, 2004) Analysis of Monthly Realized Beta Based on High-Frequency Intraday Data* (2004) (1)
Hvor stabile er danske arbejdspladser (2000) (1)
WORKING PAPER PRODUCT MARKET INTEGRATION AND EUROPEAN LABOUR MARKETS (1999) (1)
Towards global careerists - expatriate Danish engineers (2010) (1)
Pension adequacy and sustainability-An evaluation of the Finnish pension system (2021) (1)
A Flexicurity Labour Market in the Great Recession: The Case of Denmark (2012) (1)
EEAG report on the European economy 2016: what next? (2016) (1)
Økonomisk politik – nødvendighed, konsensus eller ideologi? (2013) (1)
Annuitization and aggregate mortality risk (2020) (1)
Chapter 5: Western Balkans: Coming Together (2016) (1)
Macro Talent Management in Denmark (2018) (1)
Grønland, en selvbærende økonomi – krav og muligheder (2022) (1)
International Product Market Integration and Wage Bargaining (2005) (1)
Mauno Koivisto Lecture: 2014 The Nordic welfare model and welfare services – Can we maintain acceptable standards? (2015) (1)
A Descriptive Study of High-Frequency Trade and Quote Option Data* (2021) (1)
Understanding rumen function using (meta)genome-guided metaproteomics (2019) (1)
Cross-Sectional Dispersion of Risk in Trading Time (2019) (1)
EEAG Report on the European Economy 2019: A Fragmenting Europe in a Changing World (2019) (1)
Coordination and business cycles (1988) (1)
Asymmetric Information and Price Stickiness in Imperfectly Competitive Markets (1990) (1)
Macroeconomic Perspectives on the Nordic Economies (2015) (1)
Pareto-improving transition to fully funded pensions under myopia (2020) (1)
Rationelle forventninger - nogle kritiske kommentarer (1981) (1)
Uncoordinated Prices and Monetary Policy (1985) (1)
Læring på jobbet: et overblik (2002) (1)
Macroeconomics - Which Way Now? (2004) (1)
Unemployment Policy in the Welfare State (1995) (1)
Differential information and excessive volatility in financial markets (1992) (1)
Valutakurspolitik, troværdighed og rentedannelse - nordiske erfaringer (1993) (1)
Fremtidens velfærd - Vores valg, Analyserapport (2006) (1)
Information Acquisition and Nominal Price Adjustment (1994) (1)
Macroeconomic conditions and outlook (2017) (1)
Small countries and the EMU: Introduction (1995) (1)
WITHDRAWN: VPIN and the flash crash (2012) (1)
Globalization, Tax Distortions and Public Sector Retrenchment (2010) (1)
The Intergenerational Welfare State (2013) (1)
Effective Demand And Unemployment (1987) (1)
Speciication Tests in the Eecient Method of Moments Framework with Application to the Stochastic Volatility Models (1998) (1)
Product market integration, tax distortions and public sector size (2017) (1)
Durable consumption, saving and retirement (2014) (1)
Incentives and Organization (1997) (1)
Stochastic Volatility 1 (2010) (1)
Macroeconomic Perspectives on the Nordic Economies: Past, Present, and Future (2015) (1)
The Danish labor market, 2000–2020 (2021) (1)
Tuning unemployment insurance to the business cycle Unemployment insurance generosity should be greater when unemployment is high—and vice versa (2014) (1)
Pensions and the Nordic Welfare Model (2023) (0)
Velfærd til debat (2005) (0)
The European Labour Markets - Wage Norms in Europe - A Curse or Blessing? (2004) (0)
Alternatives for Welfare Policy: International integration and the welfare state (2003) (0)
Incentives versus insurance in the design of tax-financed unemployment insurance (2016) (0)
THU0369 IL-17A+ and IL-22+ T Cells Increase during anti-TNFα Treatment in Spondyloarthritis – A Link To Radiographic Progression? (2016) (0)
Nominal Price and Wage Interactions (1995) (0)
P r oduct Market Integration and Wage Form a t i o n (2000) (0)
The Danish Economy in a Global Context (2017) (0)
Alternatives for Welfare Policy: Introduction (2003) (0)
Automatic Stabilisers and Budget Rules (2008) (0)
Nominal inertia in a competitive model with an incomplete capital market (1996) (0)
Discussion comments on "Immigration: trends and macroeconomic implications" (2010) (0)
Chapter 4: Denmark: Too Good to Be True? (2016) (0)
Product Market Integration , Wages and Inequality ∗ Preliminary and incomplete-comments welcome (2004) (0)
A flexicurity labor market during recession Long-term unemployment did not rise under the flexicurity model during the great recession, despite the large drop in GDP (2015) (0)
Arbejdstid og løn i kollektive overenskomstaftaler (1991) (0)
Chapter 2: Coping (or not) with Change (2019) (0)
The number of expats is rather stable: Danish engineers and economists working abroad (2008) (0)
CREATES Research Paper 2011-50 VPIN and the Flash Crash (2013) (0)
Globalization and Expatriation: Survey Data on Danish Engineers and Economists (2009) (0)
Foreign assignments and career outcomes: a retrospective survey of Danish economists over 25 years (2007) (0)
In Defence of Danish Writers. The Daily Workings of the Press Bureau; or the Struggle for Sovereignty, 1940–1943 (2022) (0)
The Macroeconomics of the Welfare state (1999) (0)
Commitment and partial naïveté: Early withdrawal penalties on retirement accounts (2023) (0)
Intertemporal Wage Smoothing (1998) (0)
General for Economic and Financial Affairs Human Capital , Inequality and Growth (2015) (0)
AB0058 A simple set of validation steps identifies and removes false positive measurements in a sandwich elisa caused by anti-animal protein antibodies in arthritis plasma (2013) (0)
Pig and Human Models of Inflammation Antibodies for Therapeutic Intervention in Chimeric Anti-CD14 IGG2/4 Hybrid (2013) (0)
The Zellner Thesis Award in Business and Economic Statistics (2003) (0)
CREATES Research Paper 2009-49 Realized Volatility and Multipower Variation (2009) (0)
Comment (2006) (0)
Title Duration-Based Volatility Estimation (2019) (0)
CAHIER 29-2001 (2002) (0)
Talent on the Frontline: Role Stress and Customer Professionalism in the Banking Industry (2018) (0)
Stochastic Volatility, Working Paper 2009-04 (2009) (0)
Talent on Banking: 17 talents and 6 managers experiences from the frontline (2018) (0)
Appendix to “ Time-Varying Periodicity in Intraday Volatility ” ∗ (2018) (0)
Intraday cross-sectional distributions of systematic risk (2022) (0)
Intraday Periodic Volatility Curves (2023) (0)
The Pricing of Tail Risk : Evidence from International Option Markets ∗ (2016) (0)
Stochastic Volatility1 (2009) (0)
Editorial Announcement (2007) (0)
Editors' Report 2006 (2007) (0)
Review Article: Volatility (2018) (0)
The Zellner Thesis Award in Business and Economic Statistics (2004) (0)
The Limits to Demand Management in Small and Open Economies (1992) (0)
Overview: Time series analysis of higher moments and distributions of financial data (2021) (0)
[Idiopathic autoimmune haemolytic anaemia in dogs (author's transl)]. (1975) (0)
OP0256 ADAM17 And Galectin-9 are Critical Regulators of Local 4-1BB Activity and Disease Outcome in Rheumatoid Arthritis (2015) (0)
Asger Lunde : Realized Variance and Market Microstructure Noise by (2005) (0)
Infliximab therapy in patients with severe active refractory pyoderma gangrenosum 1 1 Disclosure not available at press time. (2004) (0)
About this Research Review (2014) (0)
Samfundsforudsætninger: Nogle principielle overvejelser (2019) (0)
Fagforeninger, lønudvikling og arbejdsløshed (1986) (0)
Tillid er vejen til en sund samfundsøkonomi (2014) (0)
Debat om fremtidens velfærd - opsamling og replik (2005) (0)
Udviklingslinier i teorien om den økonomiske politik (1987) (0)
Corrigendum to “Local mispricing and microstructural noise: A parametric perspective” [J. Econometrics 230 (2022) 510–534] (2023) (0)
Hvad økonomerne har lært af krisen (2009) (0)
Arbejde i udlandet?: holdninger blandt danske civiløkonomer (2003) (0)
Behov for en kommunalreform (2002) (0)
Velfærdskommissionen – formål, resultater og erfaringer (2021) (0)
Det danske opsparingsproblem og pensionsreformdebatten (1988) (0)
Statsgældspolitik - en replik (1995) (0)
Arbejdstidsforkortelse som konjunkturpolitisk instrument (1985) (0)
Erhvervsøkonomi i Slagelse i 25 år: Studium og karriere blandt erhvervsøkonomiske dimittender fra Campus Slagelse 1983-2008 (2010) (0)
Velstandsdilemmaet for den nordiske velfærdsmodel (2011) (0)
Ude eller hjemme?: Holdninger blandt danske økonomer til udstationering og til arbejde i udlandet (2003) (0)
Ledelsesnærvær, inddragelse og administrativ understøttelse: Den interne problemanalyse på Aarhus Universitet (2014) (0)
Fra vækst til recession - når afskedigelser rammer (2009) (0)
Den nye danske model: Fra velfærdsstat til velstandsstat (2016) (0)
Danmark som velfærdsland (2000) (0)
Har velfærdssamfundet en fremtid?: Velfærdens økonomi og dilemmaer (2018) (0)
At vurdere og værdisætte (2003) (0)
Uholdbar finanspolitik trods stigende velstand (2003) (0)
Hvad skal Region Sjælland leve af i fremtiden (2011) (0)
The Greenlandic economy (2021) (0)
Global Talent Management in Scandinavian Multinational Enterprises In Singapore – A Subsidiary Perspective (2017) (0)
Kommentarer til Dansk Økonomi Efteråret 2018 (2018) (0)
"EFFECTIVE DEMAND AND UNEMPLOYMENT" m (2017) (0)
Persistent Terms of Trade Effects of Nominal Shocks (1999) (0)
Code and data files for "Intergenerational Debt Dynamics Without Tears" (2019) (0)
The welfare state after the great recession (2012) (0)
Active labour market policies in a recession IZA Journal of Labor Policy Provided in Cooperation with : IZA – Institute of Labor Economics (2013) (0)
Automatic stabilizers—the intersection of labour market and fiscal policies (2016) (0)
A way to resolve intergenerational conflict over the environment under the Pareto criterion using green bonds (2018) (0)
Employees Experiences of Organzational Change and the Formation of Organizational Culture: A Qualitative Study of a Joint Venture and a Pre-Merger in the Danish Financial IT-Sector (2010) (0)
Studying the Tensions Between 'Exclusive' and 'Inclusive' Talent Management (2020) (0)
EEAG Report 2021: Recommendations for Europe (2021) (0)
Product Market Integration and Labour Markets: Aggregate Gains at the Cost of More Inequality? (2007) (0)
Pension Reform and Wealth Inequality: Theory and Evidence (2023) (0)
Is full annuitization socially optimal? (2021) (0)
NORDIC POLICY EW (2016) (0)
The Danish Flexicurity Labour Market During the Great Recession (2015) (0)
7. Human Capital, Inequality, and Growth (2018) (0)
Talent Management in Egalitarian Cultures: Scandinavian Managers in Singapore (2018) (0)
Chapter 2: Building Trust between Suspicious Minds (2018) (0)
Book review: Mike Rigby, Roger Smith and Teresa Lawlor (eds.) European Trade Unions - Change and Response Routledge Studies in the European Economy ISBN: 0-415-17043-5 (2000) (0)
CREDIBILITY AND MULTIPLE EQUILIBRIA IN POLICY GAMES: A REPLY TO IRWIN (1997) (0)
Resistance to change: How classical structures still dominate organizational design in Danish companies (2009) (0)
Is full annuitization socially optimal? (2021) (0)
Why mandate young borrowers to contribute to their retirement accounts? (2019) (0)
An adequate macroeconomic policy mix in EMU (2003) (0)
The end of the gold card?: employment conditions for Danish engineers as expats (2010) (0)
Nordic Economic Policy Review 2022: COVID-19 Effects on the Economy in the Nordics (2022) (0)
Intergenerational redistribution and risk sharing with changing longevity (2013) (0)
P RODUCT M ARKET I NTEGRATION AND I NCOME T AXATION : D ISTORTIONS AND G AINS FROM T RADE (2007) (0)
Unemployment Persistence (2010) (0)
Allocation under Differential Information - Flexible and Fixed Prices (1986) (0)
Collective Risk Sharing (2015) (0)
Reputation and Rational Expectations (1987) (0)
Expatriation or Career? Danish Economists Foreign Assignments and Career Outcomes over 25 Years: A Retrospective Survey (2004) (0)
P RODUCT M ARKET I NTEGRATION AND I NCOME T AXATION : D ISTORTIONS AND G AINS FROM T RADE (2007) (0)
The Scandinavian Model - Prospects and Challenges (2007) (0)
Talent Management in Denmark (2017) (0)
Employment and Family Conditions for (2014) (0)
Banking and insurance sectors/ Euro-FIET (2000) (0)
ABSTRACT Migration, Redistribution and the Universal Welfare Model * (2012) (0)
Public policy and economic theory (1998) (0)
Combining hard and soft once again - HRM between resilience and sustainability (2017) (0)
1903 THE SCANDINAVIAN MODEL – PROSPECTS AND CHALLENGES (2007) (0)
Overseas Experiences: Challenging Mainstream Assumptions in IHRM through Survey Data on Danish Engineers and Economists (2009) (0)
TechDK rapport 1: Økonomi (2019) (0)
Chapter 4: Looking Outward: Western Disarray, China Rising (2019) (0)
Durable consumption, saving and retirement (2013) (0)
Economic Policy (2020) (0)
Chapter 3: Britain and EUexit − The People Versus the EU (2017) (0)
THE SCANDINAVIAN MODEL - PROSPECTS (2007) (0)
Decentralization in the Danish public sector: The emergence of local pay bargaining strategies (2019) (0)
New Classical Macroeconomics: A Sympathetic Account: Comment (1989) (0)
Pension Reform and Wealth Inequality: Evidence from Denmark (2022) (0)

This paper list is powered by the following services:

What Schools Are Affiliated With Torben M. Andersen?

Torben M. Andersen is affiliated with the following schools:

Torben M. Andersen's Academic­Influence.com Rankings

Why Is Torben M. Andersen Influential?

Torben M. Andersen's Published Works

Published Works

What Schools Are Affiliated With Torben M. Andersen?

Image Attributions

Torben M. Andersen's AcademicInfluence.com Rankings