Last updated 22 February 2012. Shortcuts: BI ECON - BI FinECON - BI. This webpage is optimised for Mozilla Firefox Research Software Teaching Links Prognoseprisen CV Genaro Sucarrat Associate Professor BI Norwegian Business School Department of Economics Nydalsveien 37 0484 Oslo, Norway Office B4-062 Phone +47+46 41 07 79 Email genaro.sucarrat@bi.no Research: Empirical finance and macroeconomics; econometric modelling and forecasting; economics and philosophy 01.01.2012 Modelling the Skewed Exponential Power Distribution in Finance. Joint with Miguel Marín. In Cira Perna and Marilena Sibillo (Eds.) (2012): Mathematical and Statistical Methods for Actuarial Sciences and Finance (Springer). Working Paper version: pdf 14.11.2011 AutoSEARCH: An R package for General-to-Specific (GETS) Model Selection 27.10.2011 betategarch: An R package for the estimation and simulation of the first order Beta-t-EGARCH model 31.08.2011 Financial Density Selection (pdf). Joint with Miguel Marín 23.06.2011 Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications (data). Joint with Álvaro Escribano. Forthcoming in Oxford Bulletin of Economics and Statistics. Working paper version: IMDEA Working Paper 2011-09 (Economics and Social Sciences Series) 24.12.2010 The Power Log-GARCH Model (pdf). Joint with Álvaro Escribano 03.09.2010 General to Specific Modelling of Exchange Rate Volatility: A Forecast Evaluation (data). Published 2010 in The International Journal of Forecasting, Volume 26, Issue 4 (October-December), pages 885-907. Joint with Luc Bauwens. Working paper version: UC3M Working Paper 08-18 (Economic Series) 22.03.2010 Econometric Reduction Theory and Philosophy (pdf). Published 2010 in The Journal of Economic Methodology, Volume 17, No. 1 (March), pp. 53-75. Working paper version: UC3M Working Paper 09-10 in the Economic Series. A short version intended for a broader audience was published 2009 in Medium Econometrische Toepassingen (MET) volume 17 issue 2 (pdf) 25.03.2009 Forecast Evaluation of Explanatory Models of Financial Variability (pdf, data). Published 2009 in Economics - The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-8, as part of the special issue Using Econometrics for Assessing Economic Models (edited by Katarina Juselius). Working paper version: DP 2008-18 16.10.2007 Exchange Rate Variability, Market Activity and Heterogeneity. Available as UC3M Working Paper 07-70 in the Economics Series. Joint with Dagfinn Rime 02.08.2007 Stock Market Return, Order Flow and Financial Markets Linkages (pdf). Joint with Jan Moberg 05.09.2006 Essays in the Study and Modelling of Exchange Rate Volatility (pdf). My PhD thesis 26.10.2005 Exchange Rate Volatility and the Mixture of Distribution Hypothesis (data). Published 2006 in Empirical Economics volume 30 issue 4 pages 889-911. Joint with Luc Bauwens and Dagfinn Rime. Reproduced in L. Bauwens, W. Pohlmeier and D. Veredas (eds.) (2008): High Frequency Financial Econometrics, Physica-Verlag. Working paper version: CORE Discussion Paper 2005/58