Pär Sjölander
Professor
Econometrics
Academic Director of International Development Collaboration
Statistics
, Jönköping International Business School
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Research
Sjölander’s main research interests involve developing new statistical methods and tests in econometrics and statistics. These new methods are also empirically applied to evaluate economic theories.
Biography
Sjölander was born in Umeå in the north of Sweden. Primarily at the undergraduate level, but also partly at the Ph.D. level, he has a background both in the fields of statistics and economics from Lund University. Since 2001, Sjölander has had different positions at JIBS. Previously he was the Head of Discipline in Statistics at Jönköping University. One element of the current position is work as the Academic Director of International Development Collaboration. Since 2019, he also holds the position of Prodekanus of Jönköping University.
Sjölander's main employment is as a full Professor in Econometrics which includes research and teaching within this field.
Teaching
Statistics, mathematics, and econometrics. Deputy and main supervisor of Ph.D. candidates in statistics and economics.
Article
Omer, T., Månsson, K., Sjölander, P., Kibria, B.
(2024).
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates Statistical papers, 65, 3303-3325.
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Qasim, M., Månsson, K., Sjölander, P., Kibria, B.
(2024).
Stein-type control function maximum likelihood estimator for the probit model in the presence of endogeneity Econometrics and Statistics.
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Zeebari, Z., Månsson, K., Sjölander, P., Söderberg, M.
(2023).
Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market Journal of Productivity Analysis, 59, 79-97.
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Duras, T., Javed, F., Månsson, K., Sjölander, P., Söderberg, M.
(2023).
Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data Energy Economics, 120.
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Qasim, M., Månsson, K., Sjölander, P., Kibria, B.
(2022).
A new class of efficient and debiased two-step shrinkage estimators: method and application Journal of Applied Statistics, 49(16), 4181-4205.
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Mansoor, R., Månsson, K., Sjölander, P.
(2021).
Testing for panel cointegration in high dimensional data in the presence of cross-sectional dependency International Journal of Computational Economics and Econometrics, 11(4), 406-418.
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Habimana, O., Månsson, K., Sjölander, P.
(2021).
A wavelet-based approach for Johansen’s likelihood ratio test for cointegration in the presence of measurement errors: An application to CO2 emissions and real GDP data Communications in Statistics Case Studies Data Analysis and Applications, 7(2), 128-145.
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Omer, T., Sjölander, P., Månsson, K., Kibria, B.
(2021).
Improved estimators for the zero-inflated Poisson regression model in the presence of multicollinearity: simulation and application of maternal death data Communications in Statistics Case Studies Data Analysis and Applications, 7(3), 394-412.
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Karlsson, H., Månsson, K., Sjölander, P.
(2020).
Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis Energy Journal, 41(6), 87-106.
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Qasim, M., Kibria, B., Månsson, K., Sjölander, P.
(2020).
A new Poisson Liu Regression Estimator: method and application Journal of Applied Statistics, 47(12), 2258-2271.
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Qasim, M., Månsson, K., Amin, M., Golam Kibria, B., Sjölander, P.
(2020).
Biased Adjusted Poisson Ridge Estimators-Method and Application Iranian Journal of Science and Technology Transaction A: Science, 44, 1775-1789.
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Karlsson, H., Månsson, K., Sjölander, P.
(2018).
Investigation of the nonlinear behaviour in real exchange rates in developing regions Applied Economics Letters, 25(5), 335-339.
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Månsson, K., Sjölander, P., Shukur, G.
(2018).
Market Concentration and Market Power of the Swedish Mortgage Sector: a Wavelet Panel Efficiency Analysis Studies in Nonlinear Dynamics and Econometrics, 22(4).
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Habimana, O., Månsson, K., Sjölander, P.
(2018).
Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis International journal of finance and economics, 23(3), 221-232.
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Musafiri, I., Sjölander, P.
(2018).
The importance of off-farm employment for smallholder farmers in Rwanda Journal of economic studies, 5(1), 14-26.
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Månsson, K., Kibria, B., Shukur, G., Sjölander, P.
(2018).
On the Estimation of the CO2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity Sustainability, 10(5).
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Kim Karlsson, H., Karlsson, P., Månsson, K., Sjölander, P.
(2017).
Wavelet quantile analysis of asymmetric pricing on the Swedish power market Empirica, 44(2), 249-260.
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Sjölander, P., Månsson, K., Shukur, G.
(2017).
Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis Communications in statistics. Simulation and computation, 46(3), 1735-1745.
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Kjellström, S., Sjölander, P., Almers, E., McCall, M.
(2017).
Value systems among adolescents: Novel method for assessing level of ego-development Scandinavian Journal of Psychology, 58(2), 150-157.
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Shukur, G., Sjölander, P., Månsson, K.
(2017).
A new nonlinear asymmetric cointegration approach using error correction models Communications in statistics. Simulation and computation, 46(2), 1661-1668.
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Almasri, A., Månsson, K., Sjölander, P., Shukur, G.
(2017).
A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries Applied Economics, 49(21), 2096-2105.
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Shukur, G., Månsson, K., Sjölander, P.
(2015).
Developing interaction shrinkage parameters for the Liu estimator — with an application to the electricity retail market Computational Economics, 46(4), 539-550.
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Shukur, G., Sjölander, P., Månsson, K., Kekezi, O.
(2015).
The efficiency of the Scandinavian banking sector – a wavelet quantile regression analysis Applied Economics, 47(50), 5378-5389.
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Månsson, K., Shukur, G., Sjölander, P.
(2014).
A New Asymmetric Interaction Ridge (AIR) Regression Method Communications in Statistics - Theory and Methods, 43(3), 616-643.
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Månsson, K., Shukur, G., Sjölander, P.
(2014).
A New Ridge Regression Causality Test in the Presence of Multicollinearity Communications in Statistics - Theory and Methods, 43(2), 235-248.
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Månsson, K., Sjölander, P.
(2014).
Testing for nonlinear panel unit roots under cross-sectional dependency: with an application to the PPP hypothesis Economic Modelling, 38, 121-132 Jönköping .
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Khalaf, G., Månsson, K., Sjölander, P., Shukur, G.
(2014).
A Tobit Ridge Regression Estimator Communications in Statistics - Theory and Methods, 43(1), 131-140.
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Sjölander, P., Lindström, N., Ericsson, A., Kjellström, S.
(2014).
A pattern recognition method for disclosing different levels of value system from questionnaire data Behavioral Development Bulletin, 19(3), 112-125.
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Sjölander, P.
(2013).
A ridge bootstrap method for analyzing APT effects on the mortgage loan market Economic Modelling, 30, 844-855.
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Sjölander, P., Månsson, K., Shukur, G.
(2013).
Testing for panel unit roots in the presence of spatial dependency Applied Economics, 45(29), 4152-4159.
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Sjölander, P., Månsson, K., Shukur, G.
(2013).
Asymmetric quantile analysis of the Swedish mortgage price discovery process Applied Economics, 45(21), 3088-3101.
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Månsson, K., Kibria, B., Sjölander, P., Shukur, G.
(2012).
Improved Liu Estimators for the Poisson Regression Model International Journal of Statistics and Probability, 1(1).
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Sjölander, P.
(2011).
A Stationary Unbiased Finite Sample ARCH-LM Test Procedure Applied Economics, 43(8), 1019-1033.
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Sjölander, P.
(2009).
Are the Basel (II) Requirements Justified in the Presence of Structural Breaks? Applied Financial Economics, 19(12), 985-998.
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Sjölander, P.
(2008).
A New Test for Simultaneous Estimation of Unit Roots and GARCH Risk in the Presence of Stationary Conditional Heteroscedasticity Disturbances Applied Financial Economics, 18(7), 527-558.
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Mantalos, P., Shukur, G., Sjölander, P.
(2007).
An Examination of the Robustness of the Vector Autoregressive Granger-Causality Test in the Presence of GARCH and Variance Shifts International Review of Business Research Papers, 3(5), 280-296.
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Sjölander, P.
(2007).
Unreal Exchange Rates: A Simulation-Based Approach to Adjust Misleading PPP Estimates Journal of economic studies, 34(3), 256-288.
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Shukur, G., Mantalos, P., Sjölander, P.
(2007).
The Effect of the GARCH(1,1) on the Granger Causality Test in Stable VAR Models Journal of Modern Applied Statistical Methods, 6(2), 476-486.
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Doctoral thesis
Sjölander, P.
(2007).
Simulation-Based Approaches in Financial Econometrics
(Doctoral thesis, Jönköping:
Internationella Handelshögskolan).
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Book chapter
Habimana, O., Månsson, K., Sjölander, P.
(2015).
Testing for nonlinear unit roots in the presence of a structural break.
In:
Thomas Holgersson
(Ed.),
Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday
Växjö: Linnaeus University Press
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Hacker, S., Klaesson, J., Pettersson, L., Sjölander, P.
(2013).
Regional economic concentration and growth.
In:
Johan Klaesson, Börje Johansson, Charlie Karlsson
(Ed.),
Metropolitan regions:
Knowledge infrastructures of the global economy
(pp. 117 -139).
Berlin: Springer
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Pettersson, L., Widell, L., Sjölander, P.
(2011).
Do startups in the agricultural sector generate employment in the rest of the economy?: An arellano-bond dynamic panel study.
In:
Kiyoshi Kobayashi, Hans Westlund, Hayeong Jeong
(Ed.),
Social Capital and Development Trends in Rural Areas Vol. 6
(pp. 255 -273).
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Other publications
Omer, T., Khan, M., Månsson, K., Sjölander, P.
.
Forecasting Financial Volatility: A Dual-Parameter Heterogeneous Autoregressive Model for Realized Volatility.
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