Blar i Institutt for samfunnsøkonomi på tittel
Viser treff 1-20 av 648
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A cointegration and causality analysis of Scandinavian stock markets
(Master thesis, 2013) -
A comparison of fiscal rules for resource-rich economies
(Journal article, 2017)This paper produces a normative evaluation of fiscal rules for a resource-rich economy. Ad hoc fiscal rules might imply substantial welfare costs; the goal is to analyze the magnitude of these costs by quantitatively ... -
A new Keynesian framework and wage and price dynamics in the USA
(Journal article; Peer reviewed, 2017)This paper investigates theoretical implications from a new Keynesian model focusing on the labor market, by imposing them as testable restrictions in an estimated vector error correction model on US data from 1982Q3 to ... -
A New Quantile Regression Model to forecast one-day-ahead Value-at-Risk
(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
(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
(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
(Master thesis, 2012) -
A theory of civil conflict and democracy in rentier states
(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
(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
(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
(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 ... -
Academic work engagement, resources and productivity: empirical evidence with policy implications
(Journal article; Peer reviewed, 2018)This paper analyzes the impact of job resources on academic productivity measured by publication and credit points in 53 departments in one large Norwegian university. The theoretical framework is the so-called conservation ... -
Agglomerasjon i Norge - Urban vekst i perioden 1815 - 2001:
(Master thesis, 2011) -
Airport consolidation and the provision of air services
(Journal article; Peer reviewed, 2017)Airport policy involves decisions about not only the sizes of airports but how many airports should serve a given area. I test the arguments for airport consolidation by estimating the effect of the number of airports on ... -
Aksjeavkastning på Oslo Børs under ulike politiske styrer
(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 ... -
Aktiv forvaltning i Folketrygdfondet : en evaluering av Statens pensjonsfond Norge
(Master thesis, 2016)I denne oppgaven har vi sett nærmere på om Folketrygdfondet (FTF) har klart å skape risikojusterte meravkastninger utover fondets egen referanseindeks. Dette har blitt gjort ved å utføre regresjonsanalyser på fondets ... -
An Empirical Analysis of Decentralization, Fiscal Competition and Welfare Policy
(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 ... -
An empirical study of monetary policy shocks in Norway
(Master thesis, 2018)This paper aims to investigate the transmission mechanism of monetary policy under inflation targeting regime in Norway with a vector autoregression (VAR). I exploit monetary policy shocks to ensure a causal relationship ...