Browsing Statistics Norway's Open Research Repository (SNORRe) by Subject "JEL classification: C51"
Now showing items 1-20 of 46
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A linear demand system within a Seemingly Unrelated Time Series Equation framework
(Discussion Papers;No. 345, Working paper, 2003)Abstract: We consider a Seemingly Unrelated Time Series Equations framework for the linear Almost Ideal Demand system. The framework is applied to a consumer demand system covering nine non-durable commodities. We test ... -
An alternative approach to labor supply modeling : emphasizing job-type as choice variable
(Discussion Papers;No. 550, Working paper, 2008)Abstract: Traditional labor supply analysis is based on the assumption that workers only have preferences over consumption and hours of work, and are able to choose consumption and hours freely within the budget constraint. ... -
Analyzing labor supply behavior with latent job opportunity sets and institutional choice constraints
(Discussion Papers;No. 344, Working paper, 2003)Abstract: In this paper we discuss a general framework for analyzing labor supply behavior in the presence of complicated budget- and quantity constraints of which some are unobserved. The point of departure is that an ... -
Behavioral multistate duration models : what should they look like?
(Discussion Papers;No. 688, Working paper, 2012)Abstract: This paper discusses how specification of probabilistic models for multistate duration data generated by individual choices should be justified on a priori theoretical grounds. Preferences are assumed represented ... -
Classical identification : a viable road for data to inform structural modeling
(Discussion Papers;No. 562, Working paper, 2008)Abstract: This paper addresses how to enhance the role of data in structural model design by utilizing structural breaks and superfluous information as auxiliary tools of exact identification. To illustrate the procedure ... -
Criminometrics, latent variables, panel data, and different types of crime
(Discussion Papers;No. 124, Working paper, 1994)A behavioural model of crime is developed and applied to panel data on the number of crimes and clear-ups for the 53 police districts in Norway for the period 1970-78. Data on both total crime and on 12 different types of ... -
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 ... -
Estimating latent total consumption in a household
(Discussion Papers;No. 324, Working paper, 2002)Abstract: This article presents a new way of estimating latent total consumption in a household that may improve the accuracy of studies into permanent income and consumption inequality. While the frequently used total ... -
Evaluating alternative representations of the choice sets in models of labour supply
(Discussion Papers;No. 449, Working paper, 2006)Abstract: During the last two decades, the discrete-choice modelling of labour supply decisions has become increasingly popular, starting with Aaberge et al. (1995) and van Soest (1995). Within the literature adopting ... -
Evaluating alternative representations of the choice sets in models of labour supply
(Journal article; Peer reviewed, 2009)During the last two decades, the discrete-choice modelling of labour supply decisions has become increasingly popular, starting with Aaberge et al. (1995) and van Soest (1995). Within the literature adopting this approach ... -
Exchange rate pass-through in a Small Open Economy
(Discussion Papers;No. 429, Working paper, 2005)Abstract: Several small open economies switched to inflation targeting during the 1990s, thereby giving up various forms of exchange rate targeting in favour of flexible exchange rates. Norway did the same early in 2001, ... -
Exchange rate volatility and export performance : a cointegrated VAR approach
(Discussion Papers;No. 522, Working paper, 2007)Abstract: During the last decades Norwegian exporters have ƒ{ despite various forms of exchange rate targeting ƒ{ faced a rather volatile exchange rate which may have influenced their behaviour. Recently, the shift to ... -
Exit dynamics of start-up firms. Does profit matter?
(Discussion papers;706, Working paper, 2012-10)While little attention has been paid to the role of profitability in the empirical literature on firm exit, we employ a detailed recently established database of Norwegian manufacturing firms to identify the extent to which ... -
Exit dynamics with adjustment costs
(Discussion Papers;No. 442, Working paper, 2005)Abstract: We use the Stock and Wise approximation of stochastic dynamic programming in order to identify the extent to which profitability can explain exit behavior. In our econometric model, heterogeneous firms engage ... -
Exit dynamics with rational expectations
(Discussion Papers;No. 291, Working paper, 2000)Abstract: We develop an econometric model for firm exit, using stochastic dynamic programming (SDP) as a starting point. According to SDP, the value of an operating firm can be written as the sum of (i) the net present ... -
Expectations in export price formation tests using cointegrated VAR models
(Discussion Papers;No. 283, Working paper, 2000)The formation of export prices is an area in which the linear quadratic adjustment cost (LQAC) model under rational expectations may be relevant in practice. This paper evaluates the empirical performance of the LQAC-model ... -
The financial accelerator : evidence using a procedure of structural model design
(Discussion Papers;569, Working paper, 2008)We find empirical evidence of a financial accelerator using a data based procedure of Structural Model Design. Credit to firms, asset prices and aggregate economic activity interact over the business cycle in our empirical ... -
Heterogeneity, productivity and selection: an empirical study of Norwegian manufacturing firms
(Discussion Papers;No. 401, Working paper, 2005)Abstract: How do firms differ, and why do they differ even within narrowly defined industries? Using evidence from a new panel data set for four high-tech, manufacturing industries covering a 10-year period, we show how ... -
How and why do Firms differ?
(Discussion Papers;No. 320, Working paper, 2002)Abstract: How do firms differ, and why do they differ even within narrowly defined industries? Using evidence from six high-tech, manufacturing industries covering a 24-year period, we show that differences in sales, ... -
How do banks' funding costs affect interest margins?
(Discussion Papers;No. 665, Working paper, 2011)Abstract: We use a dynamic factor model and a detailed panel data set with quarterly accounts data on all Norwegian banks to study the effects of banks' funding costs on their retail rates. Banks' funds are categorized ...