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Item Spatial outbreak detection based on inference principles for multivariate surveillance(2012-02-29) Frisén, MarianneItem A Markov Chain Model for Analysing theProgression of Patient´sHealth States(2011) Jonsson, RobertMarkov chains (MCs) have been used to study how the health states of patients are progressing in time. With few exceptions the studies have been based on the questionable assumptions that the MC has order m=1 and is homogeneous in time. In this paper a three-state non-homogeneous MC model is introduced that allows m to vary. It is demonstrated how wrong assumptions about homogeneity and about the value of m can invalidate predictions of future health states. This can in turn seriously bias a cost-benefit analysis when costs are attached to the predicted outcomes. The present paper only considers problems connected with model construction and estimation. Problems of testing for a proper value of m and of homogeneity is treated in a subsequent paper. Data of work resumption among sick-listed women and men are used to illustrate the theory. A nonhomogeneous MC with m = 2 was well fitted to data for both sexes. The essential difference between the rehabilitation processes for the two sexes was that men had a higher chance to move from the intermediate health state to the state ‘healthy’, while women tended to remain in the intermediate state for a longer time.Item Tests of Markov Order and Homogeneity in a Markov Chain(2011) Jonsson, RobertA three-state non-homogeneous Markov chain (MC) of order m≥0, denoted M(m), was previously introduced by the author. The model was used to analyze work resumption among sick-listed patients. It was demonstrated that wrong assumptions about the Markov order m and about homogeneity can seriously invalidate predictions of future health states. In this paper focus is on tests (estimation) of m and of homogeneity. When testing for Markov order it is suggested to test M(m) against M(m+1) with m sequentially chosen as 0, 1, 2,…, until the null hypothesis can’t be rejected. Two test statistics are used, one based on the Maximum Likelihood ratio (MLR) and one based on a chi-square criterion. Also more formal test strategies based on Akaike’s and Baye’s information criteria are considered. Tests of homogeneity are based on MLR statistics. The performance of the tests is evaluated in simulation studies. The tests are applied to rehabilitation data where it is concluded that the rehabilitation process develops according to a non-homogeneous Markov chain of order 2, possibly changing to a homogeneous chain of order 1 towards the end of the period.Item Competition in the Swedish coffee market, 1978–2002(Elsevier, 2007) Durevall, DickAre multinationals exploiting their market power in national coffee markets by keeping consumer prices too high and thereby limiting demand for imports of coffee beans? The purpose of this study is to address this issue by testing if there is market power in the Swedish market for roasted coffee. The market structure is typical of many consumer markets for coffee, with four very large roasting companies, two of which are multinationals, plus many small ones. To analyze the degree of market power, an oligopoly model is estimated using market time series data. The econometric approach is to first test for long-run relationships between the variables with cointegration analysis and then to estimate a system of equations for demand and pricing behavior. Our key finding is that there is evidence of some market power in the short run but none in the long run.Item Demand for coffee in Sweden: The role of prices, preferences and market power(Elsevier, 2007) Durevall, DickThere is a widespread belief that consumer coffee prices are high relative to bean prices and that lower consumer prices would lead to substantial increases in bean exports from Third-World countries. This issue is evaluated by analysing how retail prices, preferences and market power influence coffee demand in Sweden. A demand function is estimated for the period 1968-2002 and used, together with information on import prices of coffee beans, to simulate an oligopoly model. This approach gives estimates of the maximum average degree of market power and shows how coffee demand would react to reductions in marginal cost to its minimum level. The maximum level of market power is found to be low, but it generates large spreads between consumer and bean prices because the price elasticity has low absolute values. Moreover, the impact of a price decrease would be small because long-run coffee demand is dominated by changes in the population structure in combination with different preferences across age groups. Hence, a change to perfect competition would only have a negligible effect on bean imports.Item A Dynamic Model of Inflation in Kenya(Oxford University Press, 2001) Durevall, Dick; Ndung’u, Njuguna; Ndung’u, N. Department of Economics University of Nairobi and KIPPRAThis paper analyses the dynamics of inflation in Kenya during 1974 –1996, a period characterised by external shocks and internal disequilibria. By developing a parsimonious and empirically constant model we find that the exchange rate, foreign prices, and terms of trade have long-run effects on inflation, while money supply and interest rate only have short run effects. Inertia is found to be important up until 1993, when about 40% of the current inflation was carried over to the next quarter. After 1993, inertia drops to about 10%. Moreover, inflation is also influenced by changes in maize-grain prices, indicating a non-negligible role for agricultural supply constraints in the inflation process.Item Properties and Use of the Shewhart Method and Its Followers(Taylor & Francis, 2007) Frisén, MarianneAfter the Shewhart method was suggested for industrial applications, other applications, such as surveillance for bioterrorism and financial transactions, came into focus. Other methods for surveillance have also followed. The relation between the Shewhart method and the followers is examined. A uniform presentation of methods, by expressions of likelihood ratios, facilitates the comparisons between methods. The situations for which the Shewhart method has optimality properties are thus determined. The uses of the Shewhart method and its followers for complicated situations are reviewed.Item Optimal Surveillance Based on Exponentially Weighted Moving Averages(Taylor & Francis, 2006) Frisén, Marianne; Sonesson, ChristianStatistical surveillance is used to detect an important change in a process as soon as possible after it has occurred. The EWMA method is used in industry, economics and medicine. Three optimality criteria of surveillance are studied. The ARL criterion violates commonly accepted inference principles and the drawbacks are demonstrated. The ED criterion is based on the minimal expected delay from change to detection. The full likelihood ratio method is optimal according to this criterion. Approximations of this method turn out to be modifications of the EWMA method. The approximations lead to a formula for the optimal value of the smoothing parameter of the EWMA statistic. The usefulness of this formula is shown. It is demonstrated that, for EWMA, the minimax criterion agrees well with that of the ED criterion but not with that of the ARL criterion.Item Assessing the employment effects of vocational training using a one-factor model(Routledge, Taylor & Francis, 2006) Andrén, Thomas; Andrén, DanielaMatching estimators use observed variables to adjust for differences between groups to eliminate sample selection bias. When minimum relevant information is not available, matching estimates are biased. If access to data on usually unobserved factors that determine the selection process is unavailable, other estimators should be used. This study advocates the one-factor control function estimator that allows for unobserved heterogeneity with factor-loading technique. Treatment effects of vocational training in Sweden are estimated with mean and distributional parameters, and then compared with matching estimates. The results indicate that unobservables slightly increase the treatment effect for those treated.Item What Contributes to Life Satisfaction in Transitional Romania?(Blackwell, 2006) Andrén, Daniela; Martinsson, PeterThis paper analyzes life satisfaction in Romania in 2001, 12 years after the collapse of communism and the beginning of the transition into a market economy. Using a survey of 1770 individuals, we find that our results are very similar to studies in Western Europe and the US. Life satisfaction increases with housing standard, health status, economic situation, education, trusting other people, and living in the countryside, and decreases with rising unemployment. However, life satisfaction is lower than in Western countries with about 75% of the people in the sample being not at all satisfied or quite dissatisfied with their life in general. A policy discussion concludes the paper.Item 'Never on a Sunday': Economic incentives and short-term sick leave in Sweden(Routledge, Taylor & Francis, 2005) Andrén, DanielaUsing a longitudinal data for about 1800 persons observed between 1986 and 1991, this study investigates the incentive effects on short-term sickness spells of two important regime changes in the social insurance system in Sweden implemented in 1987 and 1991. The results indicate that the rules influenced people’s decisions about when to report the beginning and ending of sickness spells. The 1991 reform, which reduced the replacement rate, had a stronger effect on reducing the duration of short-term absences than the 1987 reform, which restricted the payment of sickness cash benefit to only scheduled workdays.Item First Exits from the Swedish Labor Market Due to Disability(Springer, 2008) Andrén, DanielaNowadays, with an increasingly aging population, an increasing size of the population on disability benefits, and an implicitly lower level of economic output and foregone tax revenue, disability has become a major public policy issue in many countries. Estimating both single risk and competing risks models on a Swedish longitudinal database, this study analyzes the risk of exit due to disability at a certain age, conditional on having remained in the labor force until that age. The explanatory variables had not identical coefficients across destination types. For example, the estimated single risk model shows that a higher level of education decreased the hazard to exit the labor market with a disability pension, while the estimated competing risks model suggests that a higher level of education decreases increased the hazard of exiting with a partial disability pension, but it decreased the hazard to exit with a full disability pension.Item Long-term absenteeism due to sickness in Sweden. How long does it take and what happens after?(Springer, 2008) Andrén, DanielaIn this paper, we analyze exits from long-term sickness spells in Sweden. Using spell data for more than 2500 people, aged 20-64 years during 1986-1991, and who had at least one sickness spell of at least 60 days during 1986-1989, the aim is to analyze the transition to different states, i.e., return to work, full disability pension, partial disability pension, and other exits from the labor force. Given the complexity of the exit decision, which encompasses both the individual’s choice, the medical evaluation and the decision of the insurance adjudicator, we will consider the outcome as being the result of two aspects of the exit processes: an aspect that governs the duration of a spell prior the decision to exit, and another that governs the type of exit. Therefore, the analysis will be done in two steps: First, we will analyze the duration of the sickness spells, and then we will analyze the process that governs the type of exit. The results indicate that both individual characteristics, and push factors, such as regional unemployment, are important for both components of the decision process.Item Anonymity, reciprocity, and conformity: Evidence from voluntary contributions to a national park in Costa Rica(Springer, 2008) Alpizar, Francisco; Carlsson, Fredrik; Johansson-Stenman, Olof; Alpizar, F. Environment for Development Center, Tropical Agricultural and Higher Education Center (CATIE), 7170, Turrialba, Costa RicaWe investigate the role of anonymity, reciprocity, and conformity for voluntary contributions, based on a natural field experiment conducted at a national park in Costa Rica. Contributions made in public in front of the solicitor are 25% higher than contributions made in private. Giving subjects a small gift before requesting a contribution increases the likelihood of a positive contribution. At the same time, the conditional contribution decreases. The total effect of giving a gift is positive but small, and taking the cost of the gift into account, it is far from profitable. When the subjects are told that the typical contribution of others is $2 (a small contribution), the probability of a contribution increases and the conditional contribution decreases, compared with providing no reference information. Providing a high reference level ($10) increases the conditional contributions. Overall, the total effects have the expected signs, although the magnitudes are smaller than what one might have expected based on existing evidence from laboratory experiments.Item Does it matter when a power outage occurs? — A choice experiment study on the willingness to pay to avoid power outages(Elsevier, 2008) Carlsson, Fredrik; Martinsson, PeterUsing a choice experiment survey, the marginal willingness to pay (WTP) among Swedish households for reductions in power outages is estimated. The results from the random parameter logit estimation indicate that the marginal WTP increases with the duration of the outages, and is higher if the outages occur during weekends and during winter months. Moreover, the random parameter logit model allows us to estimate a sample distribution of WTP and we find a significant unobserved heterogeneity in some of the outage attributes. Given that households have negative welfare effects from outages, it is important that policy makers consider these negative impacts on household utility when regulating the Swedish electricity market.Item Does context matter more for hypothetical than for actual contributions? Evidence from a natural field experiment(Springer, 2008) Alpizar, Francisco; Carlsson, Fredrik; Johansson-Stenman, Olof; Alpizar, F. Environment for Development Center, Tropical Agricultural and Higher Education Center (CATIE), 7170, Turrialba, Costa RicaWe investigated the importance of the social context for people’s voluntary contributions to a national park in Costa Rica, using a natural field experiment. Some subjects make actual contributions while others state their hypothetical contribution. Both the degree of anonymity and information provided about the contributions of others influence subject contributions in the hypothesized direction. We found a substantial hypothetical bias with regard to the amount contributed. However, the influence of the social contexts is about the same when the subjects make actual monetary contributions as when they state their hypothetical contributions. Our results have important implications for validity testing of stated preference methods: a comparison between hypothetical and actual behavior should be done for a given social context.Item Can Japan Make a Comeback?(Blackwell, 2005) Bigsten, ArneItem Openness and wage inequality in Kenya, 1964–2000(Elsevier, 2006) Bigsten, Arne; Durevall, DickThis paper analyses the evolution of wage inequality in Kenya between 1964 and 2000. Our measure of wage inequality is the ratio of wages in manufacturing to wages in agriculture, which can be seen as an indicator of sectoral wage-inequality or as a proxy for skilled to unskilled wages. We find that changes in relative wages have primarily been driven by the degree of openness, while other factors such as the capital-labor ratio, educational attainment, relative labor-productivity, and the ratio between agricultural and manufacturing prices had no significant effect. We conclude that international market integration has reduced wage-inequality in Kenya.Item What Have We Learned from a Decade of Manufacturing Enterprise Surveys in Africa?(Oxford University Press, 2006) Bigsten, Arne; Söderbom, MånsIn the early 1990s the World Bank launched the Regional Program on Enterprise Development in several African countries, a key component of which was to collect data on manufacturing firms. The data sets built by these and subsequent enterprise surveys in Africa generated considerable research. This article surveys the research on the African business environment, focusing on risk, access to credit, labor, and infrastructure, and on how firms organize themselves and do business. It reviews the research on enterprise performance, including enterprise growth, investment, and exports. The article concludes with a discussion of policy lessons.Item Can Africa Reduce Poverty by Half by 2015?(Blackwell Publishing, 2007) Bigsten, Arne; Shimeles, AbebeThis study uses simulations to explore the possibility of halving the percentage of people living in extreme poverty in Africa by 2015. It is shown that initial levels of inequality and per capita consumption determine the cumulative growth and inequality reductions required to achieve the target. The study finds that on average Africa only needs a relatively modest annual rate of growth in per capita household consumption to halve poverty by 2015 if inequality remains unchanged. The trade-off between growth and changes in inequality varies greatly among countries and their policy-choices are thus quite different. In some cases small changes in income-distribution can have a large effect on poverty, while in others a strong focus on growth is the only viable option.