Statistikkområde: Nasjonalregnskap og konjunkturer

Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes

Discussion Papers no. 614

Publisert: 29. mars 2010

This paper extends the ordinary quasi-likelihood estimator for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck (OU) processes to vector processes. Despite the fact that multivariate modeling of asset returns is essen...

Underemployment in a gender segregated labour market

Discussion Papers no. 613

Publisert: 24. mars 2010

Underemployment in a gender segregated labour market

Discussion Papers no. 613

Publisert: 24. mars 2010

This article analyses factors behind underemployment in Norway and has a focus on gender. The analysis, based on Labour Force Survey data, shows that economic fluctuations during the latest one and a half decade bring about changing under...

Short- and long-term allocation of power in liberalized electricity markets

Discussion Papers no. 612

Publisert: 12. mars 2010

Short- and long-term allocation of power in liberalized electricity markets

Discussion Papers no. 612

Publisert: 12. mars 2010

The experience of liberalized electricity markets' ability to allocate scarce energy resources has been mixed. In this paper, we analyze how liberalized markets allocate power in the short and long run through the interaction between the ...

Modelling "crime-proneness"

Discussion Papers no. 611

Publisert: 11. mars 2010

Modelling "crime-proneness"

Discussion Papers no. 611

Publisert: 11. mars 2010

In the criminal career literature, the individual-level age-crime relationship is commonly modelled using generalized linear mixed models, where between-individual heterogeneity is then handled through specifying random effect(s) with som...

Good girl-bad boy

Discussion Papers no. 609

Publisert: 4. mars 2010

Promoting renewables and discouraging fossil energy consumption in the European Union

Discussion Papers no. 610

Publisert: 4. mars 2010

Promoting renewables and discouraging fossil energy consumption in the European Union

Discussion Papers no. 610

Publisert: 4. mars 2010

The European Union (EU) identified some positive and negative externalities related to energy production and consumption when adopting its Renewable Energy and Climate Change Package. Given these externalities, we derive the optimal combi...

Good girl-bad boy

Discussion Papers no. 609

Publisert: 4. mars 2010

Environmental policy analyses often draw on stated preferences, with most humans having strong preferences with respect to how we view ourselves and how we would like others to perceive us. This may create systematic differences between r...

Survey sampling

Discussion Papers no. 608

Publisert: 24. februar 2010

Survey sampling

Discussion Papers no. 608

Publisert: 24. februar 2010

The design-approach is evaluated, using a likelihood approach to survey sampling. It is argued that a model-based approach is unavoidable from a scientific point of view. Estimating population quantities can then be regarded as a predicti...

Untraditional couples in a neo-traditional setting

Discussion Papers no. 607

Publisert: 1. februar 2010

Untraditional couples in a neo-traditional setting

Discussion Papers no. 607

Publisert: 1. februar 2010

An equal division of paid and unpaid work is a central political ambition in Norway. Yet, couples' division of paid work has been less studied than their division of unpaid work. This paper shows that women seldom work more than their par...