Blar i Institutt for samfunnsøkonomi på forfatter "Norges teknisk-naturvitenskapelige universitet, Fakultet for samfunnsvitenskap og teknologiledelse, Institutt for samfunnsøkonomi"
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A cointegration and causality analysis of Scandinavian stock markets
Hubana, Sanda (Master thesis, 2013) -
A New Quantile Regression Model to forecast one-day-ahead Value-at-Risk
Steine, Sturla Aavik; Eliassen, Markus Thorsø (Master thesis, 2014)This master thesis focuses on the problem of forecasting volatility and Value-at-Risk (VaR) in the nancial markets. There are numerous methods for calculating VaR. However, research in this area has not currently reached ... -
A political economy theory of the soft budget constraint
Robinson, James A.; Torvik, Ragnar (Working Paper Series, 1503-299X; 2005:9, Research report, 2005)Why do soft budget constraints exist and persist? In this paper we argue that the prevalence of soft budget constraints can be best explained by the political desirability of softness. We develop a political economy model ... -
A Smooth-Transition Model of the Australian Unemployment Rate
Bårdsen, Gunnar; Hurn, Stan; McHugh, Zoë (Working Paper Series, 1503-299X; 2002:10, Research report, 2002)Models of the aggregate unemployment rate have traditionally been estimated from structural models of the labour market or in a linear single-equation framework. However, theory as well as evidence suggest that the ... -
A study of irrational investors in financial markets
Røsten, Jørgen (Master thesis, 2012) -
A theory of civil conflict and democracy in rentier states
Aslaksen, Silje; Torvik, Ragnar (Working Paper Series, 1503-299X; 2005:11, Research report, 2005)The effects of resource rents on the political equilibrium have been studied in two main types of models. The first tradition employs models of conflict, and studies how resource rents affect the intensity and duration of ... -
A Valuation Method for Credit Default Swaps Using an Extended Version of the Merton Model
Drageseth, Eilif (Master thesis, 2012)This thesis proposes a credit risk model for credit default swap (CDS) valuation. The standard Merton (1974) model is extended to implement a stationary leverage ratio, a stochastic asset drift rate, and a stochastic, mean ... -
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries
Bårdsen, Gunnar; Doornik, Jurgen; Klovland, Jan Tore (Working Paper Series, 1503-299X; 2002:18, Research report, 2002)We present an econometric analysis of wage behaviour in Norway during the interwar years. Applying GMM estimation methods to a newly constructed panel of manufacturing industry data, we Þnd that the interwar years do not ... -
Absence and Overtime Work: Empirical Evidence from Norway
Dyrstad, Jan Morten; Ose, Solveig Osborg (Working Paper Series, 1503-299X; 2001:26, Research report, 2002)This paper presents both theoretical and empirical analyses of the relationship between overtime work and absence. Demand for absence is analysed under the assumption that workers in a given firm can be represented by one ... -
Agglomerasjon i Norge - Urban vekst i perioden 1815 - 2001:
Vold, Joakim (Master thesis, 2011) -
Agglomerasjonseffekter og servicesektoren: En empirisk analyse av inntektsforskjeller i norske kommuner
Andreassen, Caroline (Master thesis, 2013) -
Aksjeavkastning på Oslo Børs under ulike politiske styrer
Bjørland, Håkon (Master thesis, 2013)I 2003 skrev Santa-Clara og Valkanov the The Presidential Puzzle som tar for seg sammenhengen mellom sittende amerikansk president og amerikansk aksjeavkastning. De finner en overraskende høy sammenheng på 9 prosentpoeng ... -
An Empirical Analysis of Decentralization, Fiscal Competition and Welfare Policy
Fiva, Jon H (Doktoravhandlinger ved NTNU, 1503-8181; 2006:124, Doctoral thesis, 2006)While competition among companies tends to be beneficial for the general public, this is not necessarily the case for competition among governments. Key in the fiscal competition theory is that the mobility of firms and ... -
Analyse av diversifiseringseffekten på Oslo Børs
Risa, Svein (Master thesis, 2013) -
Annonseringer av innsiderhandler på Oslo Børs - en test av semi-sterk form markedseffisiens
Zulovic, Kemal (Master thesis, 2012)Markedseffisiensteorien har vært et sentralt emne innen finansiell økonomi siden dens gjennombrudd på 1960-tallet. På sitt mest generelle sier teorien at et marked er effisient når alle priser hele tiden fullt ut reflekterer ... -
Arbeidmarkedsmotivert flytting i Norge; Betydningen av utdanningsnivå og den nasjonale konjunktursituasjonen.
Strand, Stig Fiske (Master thesis, 2011) -
Arbeidskonfliker i Norge: En empirisk analyse for 1964-2010
Brose, Rune (Master thesis, 2011) -
Asset Pricing in Emerging Markets: The Role of Aggregate Liquidity
Villmo, Birgitte Gangmark (Master thesis, 2010) -
Asset Pricing Models and the Norwegian Stock Market
Rossvoll, Eivind (Master thesis, 2013) -
Avkastning av ferdigheter i arbeidslivet i Norge: En empirisk analyse med PIAAC 2013 data
Langan, Arne Bjørdal (Master thesis, 2014)