Blar i Discussion Papers på emneord "JEL classification: C12"
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Noisy signals in target zone regimes theory and Monte Carlo experiments
(Discussion Papers;No. 160, Working paper, 1995)Previous empirical evidence indicates that uncovered interest rate parity (UIP) does not hold for target zone exchange rates, like those in the European Monetary System and in the Nordic countries. We explore a target zone ... -
Panel data with errors-in-variables : a note on essential and redundant orthogonality conditions in GMM-estimation
(Discussion Papers;No. 190, Working paper, 1997)General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is considered. To eliminate fixed individual heterogeneity, the equation is differenced across one or more ... -
Sampling errors and cross-country comparisons of income inequality
(Discussion Papers;No. 252, Working paper, 1999)The growing interest in cross-national comparisons of income inequality is primarily a result of the establishment of the Luxembourg Income Study (LIS) database and the wide range of studies on income inequality based on ... -
Testing for long-run homogeneity in the linear almost ideal demand system : an application on Norwegian quarterly data for non-durables
(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 ...