Associate Professor Department of Economics, Umeå University, SE 901 87 Umeå, Sweden Editorial Assignment Member of the Editorial Board, The Technical Analyst, 2004 – present.
Journal Articles
[1] Dimensions and Lyapunov Exponents from Exchange Rate Series. Chaos, Solitons and Fractals, 7, 2199-2214, 1996.
[2] Testing Chaotic Dynamics via Lyapunov Exponents. Physica D, 114, 1-2, 1998, with Ramazan Gencay.
[3] A Positive Lyapunov Exponent in Swedish Exchange Rates? Chaos, Solitons and Fractals, 14, 1295-1304, 2002.
[4] Characterizing the Degree of Stability of Non-linear Dynamic Models. Studies in Nonlinear Dynamics and Econometrics, 6 (1) article 3, 2002, with Xavier de Luna.
[5] Should One Use Smokeless Tobacco in Smoking Cessation Programs? A Rational Addiction Approach. European Journal of Health Economics, 4, 263-270, 2003, with Maria Melkersson.
[6] Rationally Addicted to Drinking and Smoking? Applied Economics, 36, 373-381, 2004, with Maria Melkersson.
[7] Technical Trading at the Currency Market Increases the Overshooting Effect. Finnish Eco-nomic Papers, 16, 72-80, 2003.
[8] Rational Addiction and Cigarette Smoking in the Presence of Bootleg Cigarettes. Applied Eco-nomics Quarterly, 49, 319-338, 2003, with Linda Andersson and Maria Melkersson.
[9] EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence. Forth-coming in Chaos, Solitons and Fractals, with Xavier de Luna.
[10] Economic Man and the Consumption of Addictive Goods: The Case of Two Goods. Forth-coming in Substance Use and Misuse, with Linda Andersson and Maria Melkersson.
Other Publications
[1] Några skeptiska reflektioner kring ett svenskt medlemskap i EMU. In Röster om EMU – från de samtal om EMU som ägde rum i Norra Norrland under hösten 1999 by Michel Wlodarczyk, edi-tor, Folkuniversitetet – kursverksamheten vid Umeå universitet, 43-48, 2000.
[2] Är svenska kronan en skvalpvaluta? Ekonomisk Debatt, 30, 693-706, 2002, with Xavier de Luna.
[3] Incorporating Chartist Expectations into FX Modeling. The Technical Analyst, April 2004, 35. Contributions to the debate in newspapers (Nya Dagen, Gefle Dagblad, Nerikes Allehanda).
Selected Working Papers
[1] Essays on Exchange Rates: Deterministic Chaos and Technical Analysis. Umeå Economic Stud-ies No. 465, 1998. (Ph.D. thesis.)
[2] Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates. Umeå Economic Studies No. 605, 2003.
[3] Heterogeneous Beliefs in a Sticky-Price Foreign Exchange Model, with Carina Söderlund.
Selected Work in Progress
[1] Exchange Rate Volatility without the Contrivance of Macroeconomic Fundamentals.
[2] Measuring and Hedging Potential Market Risk.
[3] Rational Addiction when there are Two Addictive Goods.