Browsing Statistics Norway's Open Research Repository (SNORRe) by Subject "Growth rates"
Now showing items 1-3 of 3
-
A demand system for input factors when there are technological changes in production
(Discussion Papers;No. 556, Working paper, 2008)Abstract: In a system with n input factors there are n − 1 independent cost shares. An often-used approach in estimating factor demand systems is to (implicitly or explicitly) assume that there is a (independent) cointegrating ... -
Estimating and restricting growth rates and cointegrationmeans : with applications to consumption and money demand
(Discussion Papers;No. 309, Working paper, 2001)Abstract: The parameters in the cointegration vector and the loading parameters are not the only interesting parameters in a vector cointegration model. With a reformulation of the model the intercept parameters can be ... -
Identifying structural breaks in cointegrated VAR models
(Discussion Papers;No. 422, Working paper, 2005)Abstract: The paper describes a procedure for decomposing the deterministic terms in cointegrated VAR models into growth rate parameters and cointegration mean parameters. These parameters express long-run properties of ...