Department of Economics / Institutionen för nationalekonomi med statistik: Recent submissions
Now showing items 801-820 of 1135
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Competition in TV-Distribution - A framework and applications to Sweden
(2007-12-06)The purpose of this report is to investigate how well competition in the TV-industry works, primarily focusing on distribution. For this purpose we suggest a framework of analysis and, at the same time, we apply this ... -
Dynamics of Employment- and Earnings-Assimilation of First-Generation Immigrant Men in Sweden, 1990-2000
(2007-12-05)The employment- and earnings-assimilation of first-generation immigrant men in Sweden was estimated using a dynamic random-e¤ects sample-selection model with eleven waves of unbalanced panel-data during 1990-2000. ... -
Monte Carlo Investigation of the Initial Values Problem in Censored Dynamic Random-Effects Panel Data Model
(2007-12-05)Three designs of Monte Carlo experiments are used to investigate the initial-value problem in censored dynamic random-effects (Tobit type 1) models. We compared three widely used solution methods: naive method based on ... -
Local Unemployment and the Earnings-Assimilation of Immigrant Men in Sweden: Evidence from Longitudinal Data, 1990-2000
(2007-12-05)The earnings-assimilation of first-generation immigrant men in Sweden was analyzed using eleven waves of panel-data, 1990-2000. Employment-probabilities and earnings were estimated simultaneously in a random-effects model, ... -
Essays on Performance and Growth in Swedish Banking
(2007-12-05)This thesis deals with performance and growth in the Swedish banking sector, in an era following important changes such as the globalisation of financial markets, the harmonisation of legislation (e.g. the EU banking ... -
Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
(2007-11-28)A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We consider on-line surveillance systems for detecting changes in influenza incidence. One important feature of ... -
Modeling influenza incidence for the purpose of on-line monitoring
(2007-11-27)We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using ... -
Consequences of using the probability of a false alarm as the false alarm measure
(2007-11-26)In systems for on-line detection of regime shifts, a process is continually observed. Based on the data available an alarm is given when there is enough evidence of a change. There is a risk of a false alarm and here two ... -
Effect of dependency in systems for multivariate surveillance.
(2007-11-22)In many situations we need a system for detecting changes early. Examples are early detection of disease outbreaks, of patients at risk and of financial instability. In influenza outbreaks, for example, we want to detect ... -
Disability and Marginal Utility of Income
(2007-11-21)It is often assumed that disability lowers the marginal utility of income. In this article individuals’ marginal utility of income in two states, (1) paralyzed in both legs from birth and (2) not mobility impaired at all, ... -
Modelling Default Contagion Using Multivariate Phase-Type Distributions
(2007-10-31)We model dynamic credit portfolio dependence by using default contagion in an intensity-based framework. Two different portfolios (with 10 obligors), one in the European auto sector, the other in the European financial ... -
Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach
(2007-10-31)We value synthetic CDO tranche spreads, index CDS spreads, kth-to-default swap spreads and tranchelets in an intensity-based credit risk model with default contagion. The default dependence is modelled by letting individual ... -
Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach
(2007-10-31)We study a model for default contagion in intensity-based credit risk and its consequences for pricing portfolio credit derivatives. The model is specified through default intensities which are assumed to be constant ... -
Are demand elasticities affected by politically determined tax levels? : simultaneous estimates of gasoline demand and price
(2007-10-14)Raising the price of fossil fuels is a key component of any effective policy to deal with climate change. Just how effective such policies are is decided by the price elasticities of demand. Many papers have studied this ... -
Essays on the skill premium
(2007-10-12)The thesis consists of three separate essays about wage inequality in industrialized countries. In the first essay, it is shown that an increased supply of high-skill workers can increase the wage rate and increase the ... -
Testing Rationality on Primitive Knowledge
(2007-10-12)We study whether rational information processing is testable. Our main result shows that, under positive conditions, negative introspection holds if and only if it holds for primitive propositions. In particular, it is ... -
The Stability and Volatility of Electricity Prices: An Illustration of (λ, σ²) Analysis
(2007-10-09)The aim of this letter is to discuss and illustrate what we call (λ, σ²)- analysis, which is a method to distinguish between the stability of a stochastic dynamic system and the volatility of a variable generated by this ... -
Essays on Institutions and Economic Growth
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Statistical Implications of the Stability and Growth Pact: Creative accounting and the role of Eurostat
(2007-10-03)This study covers the relation between the political and accounting implications of the Stability and Growth Pact, which entered into force in 1996. It describes the underlying legal framework and accounting rules and ... -
The Persistence of Welfare Participation
(2007-09-28)Welfare persistence is estimated in and compared between Swedish-born and foreignborn households. This is done within the framework of a time-stationary dynamic discrete choice model controlling for the initial condition ...