Blar i Discussion Papers på forfatter "Skjerpen, Terje"
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A linear demand system within a Seemingly Unrelated Time Series Equation framework
Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh (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 ... -
A method for improved capital measurement by combining accounts and firm investment data. A revised version
Raknerud, Arvid; Rønningen, Dag; Skjerpen, Terje (Discussion Papers;No. 365, Working paper, 2007)Abstract: We propose a new method for estimating capital stocks at the firm level by combining business accounts information and investment data. The method also produces capital estimates at the sector or industry level ... -
Aggregation and aggregation biases in production functions : a panel data analysis of translog models
Biørn, Erik; Skjerpen, Terje (Discussion Papers;No. 317, Working paper, 2002)Abstract: An applied econometric study of aggregation, based on an unbalanced panel data set for manu-facturing plants is presented. Panel data are informative in examining aggregation of variables, parameters, and ... -
Analysis of the discouraged worker phenomenon : evidence from micro data
Dagsvik, John K.; Kornstad, Tom; Skjerpen, Terje (Discussion Papers;No. 453, Working paper, 2006)Abstract: In this paper we analyze labor force participation with particular reference to the discouraged worker effect. The theoretical point of departure is a simple model where the worker evaluates the expected utility ... -
CO2-emissions from Norwegian oil and gas extraction
Gavenas, Ekaterina; Rosendahl, Knut Einar; Skjerpen, Terje (Discussion papers;806, Working paper, 2015-04)Emissions from oil and gas extraction matter for the lifecycle emissions of fossil fuels, and account for significant shares of domestic emissions in many fossil fuel exporting countries. In this study we investigate ... -
A criminometric study using panel data and latent variables
Aasness, Jørgen; Eide, Erling; Skjerpen, Terje (Discussion Paper;No. 74, Working paper, 1992-12)A behavioural model of crime is developed and applied on panel data on the number of crimes and clear-ups for the 53 police districts in Norway for the period 1970-78. The model consists of behavioural relations of the ... -
Criminometrics, latent variables, panel data, and different types of crime
Aasness, Jørgen; Eide, Erling; Skjerpen, Terje (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 ... -
Discouraged worker effects and barriers against employment for immigrant and non-immigrant women
Dagsvik, John K.; Kornstad, Tom; Skjerpen, Terje (Discussion Papers;No. 845, Working paper, 2016-09-01)A phenomenon observed in many labor markets is that the supply of labor appears to depend on business cycles. In other words, workers who are searching for work become “discouraged” under unfavorable business cycle conditions ... -
Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System
Aasness, Jørgen; Biørn, Erik; Skjerpen, Terje (Discussion papers;149, Working paper, 1995-12)A complete system of consumer expenditure functions with 28 commodity groups is modelled and estimated by means of Norwegian household panel data. Measurement errors are carefully modelled. Total consumption expenditure ... -
Does oilrig activity react to oil price changes? An empirical investigation
Ringlund, Guro Børnes; Rosendahl, Knut Einar; Skjerpen, Terje (Discussion Papers;No. 372, Working paper, 2004)Abstract: In this paper we analyse how oilrig activity in different Non-OPEC regions is affected by the crude oil price. Oilrig activity outside OPEC is an important indicator for production in the near future, and ... -
Empirical modelling of internal migration and commuting flows for economic regions in Norway
Kornstad, Tom; Skjerpen, Terje; Stambøl, Lasse Sigbjørn (Discussion Paper;No. 966, Working paper, 2021-10)This paper provides empirical results for internal migration and commuting flows using panel data for 89 economic regions in Norway for the years 2001-2014. The emphasis is on the potential effects of different incentive ... -
Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors : a case study
Skjerpen, Terje (Discussion Papers;No. 532, Working paper, 2008)Abstract: Estimation of standard errors of Engel elasticities within the framework of a linear structural model formulated on two-wave panel data is considered. The complete demand system is characterized by measurement ... -
Engel functions, panel data and latent variables
Aasness, Jørgen; Biørn, Erik; Skjerpen, Terje (Discussion Paper;No. 41, Working paper, 1988-12)A system of consumer expenditure functions is estimated from Norwegian household budget data. Specific features o f our approach are: (I) Panel data on individual households are used, which offer far richer opportunities ... -
Engel functions, panel data, and latent variables - with Detailed Results
Aasness, Jørgen; Biørn, Erik; Skjerpen, Terje (Discussion Paper;No. 89, Working paper, 1993-06)A system of consumer expenditure functions is estimated from Norwegian household budget data. Specific features of the approach are: (i) Panel data from individual households are used, which offer far richer opportunities ... -
Expected service lives and depreciation profiles for capital assets. Evidence based on a survey of Norwegian firms
Barth, Nini; Cappelen, Ådne; Skjerpen, Terje; Todsen, Steinar; Åbyholm, Thom (Discussion Papers;No. 840, Working paper, 2016-05-12)In the Norwegian national accounts, as in many other countries, it is quite common to use information on depreciation rates and profiles based on studies from the US, Canada and the Netherlands due to a lack of national ... -
Explaining the change in skill structure of labour demand in Norwegian manufacturing
Lindquist, Kjersti-Gro; Skjerpen, Terje (Discussion Papers;No. 293, Working paper, 2000)Abstract: In most OECD-countries, labour demand has shifted from unskilled to skilled over time. Many analyses of this phenomenon focus on either the effect of technical change, capital-skill complementarity or labour-labour ... -
Forecasting key macroeconomic variables from a large number of predictors : a state space approach
Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh (Discussion Papers;No. 504, Working paper, 2007)Abstract: We use state space methods to estimate a large dynamic factor model for the Norwegian economy involving 93 variables for 1978Q2–2005Q4. The model is used to obtain forecasts for 22 key variables that can be ... -
Heterogeneity in returns to scale : a random coefficient analysis with unbalanced panel data
Biørn, Erik; Lindquist, Kjersti-Gro; Skjerpen, Terje (Discussion Papers;No. 292, Working paper, 2000)Abstract: This paper analyses the importance of scale economies by means of unbalanced plant-level panel data from three Norwegian manufacturing industries. Focus is on heterogeneous technologies, and unlike most previous ... -
Immigration to Norway 1969-2010 : effects of policies and EEA membership
Cappelen, Ådne; Skjerpen, Terje (Discussion papers;No. 687, Working paper, 2012)We examine how changes to regulations and the economic conditions have influenced gross immigration to Norway from, in principle, all countries in the world during 1969– 2010. In line with existing studies of immigration ... -
Is there a business cycle component in Norwegian macroeconomic quarterly time series?
Skjerpen, Terje (Discussion papers;140, Working paper, 1995-01)Some main Norwegian quarterly macroeconomic time series are decomposed into unobserved components within the framework of structural time series models using UCARIMA models. In the most general case we allow for a stationary ...