• Macroeconomic shocks and the probability of being employed 

      Kornstad, Tom; Nymoen, Ragnar; Skjerpen, Terje (Discussion papers;675, Working paper, 1-01)
      Macroeconomic theories take polar views on the importance of choice versus chance. At the micro level, it seems realistic to assume that both dimensions play a role for individual employment outcomes, although it might be ...
    • Matrix oriented formulae of dynamic multipliers in general autoregressive distributed lag and VARX models 

      Skjerpen, Terje (Documents;2007/3, Working paper, 2007)
      Formulae of how to calculate dynamic multipliers in single equation distributed lag models and in VARX models are suggested. An important aspect when constructing the formulae is to represent the models on "companion ...
    • Micro data on capital inputs: attempts to reconcile stock and flow information 

      Biørn, Erik; Lindquist, Kjersti-Gro; Skjerpen, Terje (Discussion Papers;No. 268, Working paper, 1999)
      We evaluate consequences of some important assumptions ofthe perpetual inventory method of capital stock calculation under geometric depreciation. The data are plant-level panel data from the Norwegian manufacturing ...
    • Modeling R&D spillovers to productivity: The effects of tax credits 

      von Brasch, Thomas; Cappelen, Ådne; Hungnes, Håvard; Skjerpen, Terje (Peer reviewed; Journal article, 2021)
      How much stimuli that should be attributed to R&D investments crucially depends on how the benefits of R&D reverberate throughout the economy. An extensive literature has found major spillover effects from R&D investments ...
    • Modeling R&D spillovers to productivity: The effects of tax policy 

      Brasch, Thomas von; Cappelen, Ådne; Hungnes, Håvard; Skjerpen, Terje (Discussion Paper;No. 927, Working paper, 2020-04)
      We study the role of R&D spillovers when modelling total factor productivity (TFP) by industry. Using Norwegian industry level data, we find that for many industries there are significant spillovers from both domestic ...
    • Modelling and forecasting rig rates on the Norwegian Continental Shelf 

      Skjerpen, Terje; Storrøsten, Halvor Briseid; Rosendahl, Knut Einar; Osmundsen, Petter (Discussion Papers;No. 832, Working paper, 2015-12-22)
      Knowledge about rig markets is crucial for understanding the global oil market. In this paper we first develop a simple bargaining model for rig markets. Knowledge about rig markets is crucial for understanding the ...
    • Parametric aggregation of random coefficient Cobb-Douglasproduction functions : evidence from manufacturing industries 

      Biørn, Erik; Skjerpen, Terje; Wangen, Knut Reidar (Discussion Papers;No. 342, Working paper, 2003)
      Abstract: A panel data study of parametric aggregation of a production function is presented. A four-factor Cobb-Douglas function with random and jointly normal coefficients and jointly log-normal inputs is used. Since, ...
    • Productivity Dispersion and Measurement Error 

      von Brasch, Thomas; Iancu, Diana-Cristina; Skjerpen, Terje (Peer reviewed; Journal article, 2019-11-11)
      Several reasons have been put forward to explain the high dispersion of productivity across establishments: quality of management, different input usage and market distortions, to name but a few. Although it is acknowledged ...
    • Productivity dispersion and measurement errors 

      Brasch, Thomas von; Iancu, Diana-Cristina; Skjerpen, Terje (Discussion Papers;No. 869, Working paper, 2017-11-24)
      We outline a novel procedure to identify the role of measurement errors in explaining the empirical dispersion in productivity across establishments. The starting point of our framework is the typical errors-in-variable ...
    • Random coefficients and unbalanced panels: an application on data from Norwegian chemical plants 

      Biørn, Erik; Lindquist, Kjersti-Gro; Skjerpen, Terje (Discussion Papers;No. 235, Working paper, 1998)
      A framework for analyzing substitution and scale properties, and technical change from plant-level panel data is presented. Focus is on comparing the constant and random coefficient specification of the substitution and ...
    • Revisions in the Norwegian National Accounts: Accuracy, unbiasedness and efficiency in preliminary figures 

      Helliesen, Magnus Kvåle; Hungnes, Håvard; Skjerpen, Terje (Discussion Paper;No. 924, Working paper, 2020-03)
      This paper investigates the quality of preliminary figures in the Norwegian national accounts. To address the problem of few observations in such analyses, we use some recently developed system tests. Preliminary figures ...
    • Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures. 

      Helliesen, Magnus Kvåle; Hungnes, Håvard; Skjerpen, Terje (Peer reviewed; Journal article, 2021)
      This paper investigates the quality of preliminary figures in the Norwegian National Accounts. To address the problem of few observations in such analyses, we use some recently developed system tests for forecast evaluation. ...
    • Search behavior, aggregate rationality and the discouraged worker effect 

      Dagsvik, John K.; Kornstad, Tom; Skjerpen, Terje (Discussion papers;906, Working paper, 2019-04)
      Discouraged workers are those who have given up search due to (perceived) low chances of obtaining work. In this paper we first develop a model for the probability of being in the labor force as a function of the probability ...
    • Skill composition: exploring a wage-based skill measure 

      Nilsen, Øivind Anti; Raknerud, Arvid; Rybalka, Marina; Skjerpen, Terje (Discussion Papers;No. 531, Working paper, 2008)
      Most studies of heterogeneous labor inputs use classifications of high skilled and low skilled based on workers' educational attainment. In this study we explore a wage-based skill measure using information from a wage ...
    • Start og opprettholdelse av innvandreres selvstendige næringsvirksomhet 

      Stambøl, Lasse Sigbjørn; Skjerpen, Terje; Kornstad, Tom (Rapporter;2023/25, Report, 2023-07)
      Denne rapporten analyserer tilbøyeligheten blant innvandrere og andre med innvandrerbakgrunn til å starte selvstendig næringsvirksomhet sammenliknet med befolkningen for øvrig, og i hvilken grad de opprettholder sine ...
    • Structural break in the Norwegian LFS due to the 2021 redesign 

      Hungnes, Håvard; Skjerpen, Terje; Hamre, Jørn Ivar; Jansen, Xiaoming Chen; Pham, Dinh Quang; Sandvik, Ole (Discussion Paper;No. 987, Working paper, 2022-08)
      The labour force surveys (LFSs) on all Eurostat countries underwent a substantial redesign in January 2021. To ensure coherent labour market time series for the main indicators in the Norwegian LFS, we model the impact ...
    • Technology, trade and inequality 

      Bjørnstad, Roger; Skjerpen, Terje (Discussion Papers;No. 364, Working paper, 2003)
      Abstract: In recent decades new technology has led to increasing demand for well-educated labour at the expense of labour with lower education levels. Moreover, increased imports from low-cost countries have squeezed ...
    • Testing for long-run homogeneity in the linear almost ideal demand system : an application on Norwegian quarterly data for non-durables 

      Skjerpen, Terje; Swensen, Anders Rygh (Discussion Papers;No. 289, Working paper, 2000)
      Abstract: We consider testing for long-run homogeneity within a dynamic consumer demand system allowing for non-stationarities. The static long-run solution is assumed to follow the Linear Almost Ideal Demand System and ...
    • The dynamic factor model revisited: the identification problem remains 

      Skjerpen, Terje (Discussion Papers;No. 369, Working paper, 2004)
      Abstract: The lack of identification of short run run effects in a system of regression equations consisting of a dynamic translog cost function and cost share equations derived from this cost function is shown. Keywords: ...