| 1. |
- Blix, Mårten, et al.
(författare)
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Tid att följa upp : Digital tidmätning i svensk hemtjänst
- 2023
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- Digitala tidmätningssystem används i svensk hemtjänst för att mäta och följa upp hemtjänstbesökens längd och innehåll. Systemen samlar in data i realtid och om alla besök. I detta avseende är digital tidmätning ett kraftfullt verktyg som kan förväntas ge bättre förutsättningar för mål-och resultatstyrning än analoga metoder. Samtidigt innebär tidmätningen risker för arbetsmiljön då den kan uppfattas som detaljstyrande och stressande. I denna rapport presenterar vi resultaten från en enkät som skickades ut till alla kommuner om deras användande av tidmätningssystem i hemtjänsten. 123 kommuner besvarade enkäten och 94 av dessa angav att de mäter tidsanvändningen med hjälp av digitala system. I denna rapport presenterar och diskuterar vi resultaten från denna enkät.
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| 2. |
- Jordahl, Henrik, 1971-, et al.
(författare)
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Time tracking in home care : Perceptions and reality
- 2023
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- We examine the implementation of digital time tracking in home care services in Swedish municipalities. Our study combines original survey data with external measures of quality and costs, allowing us to examine both the perceived and estimated effects of time tracking. According to the responding managers, time tracking has led to improvements in quality and reductions in costs. However, the estimated effects suggest that these managerial perceptions may need to be revised. We found that quality is unaffected or reduced while costs have increased due to the implementation of time tracking.
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| 3. |
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| 4. |
- Blix, Mårten, et al.
(författare)
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Money for Nothin’: Digitalization and Fluid Tax Bases
- 2021. - 1st
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Ingår i: The European Union and the Technology Shift. - Cham : Springer International Publishing. - 3030636720 - 9783030636722 - 3030636712 - 9783030636715 ; , s. 185-209
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Bokkapitel (övrigt vetenskapligt/konstnärligt)abstract
- This chapter analyses in what way digitalisation changes the conditions for taxation. In the 2020s, firms create value less using machines and more using intangibles, such as copyrights, R&D and soft knowledge. The chapter shows that tax bases will be more mobile and thus it will be more difficult to raise tax revenues. Though some governments have started to tax digital companies in new ways, this has spurred international conflict and tension: both the EU and the OECD are trying to reach broad international agreements; absent an agreement, the existing international system for corporate taxation may erode. Furthermore, as labour becomes more mobile and thus more elusive to tax, the funding of the welfare states is threatened. To ensure that the EU and its member states get money for somethin’, this chapter concludes that a new comprehensive tax reform is urgent.
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| 5. |
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| 6. |
- Blix, Mårten, et al.
(författare)
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Money for Nothin’ – Digitalization and Fluid Tax Bases
- 2020
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- Technology and digitalization are transforming economic activity, but tax policies are lagging behind. The development also encompasses a broad shift in value-creation, with less emphasis on physical production and more on soft knowledge/intangibles, notably copyrights, firm-specific processes, data and software. We discuss what these changes imply, and we outline the economic factors of scale- and network effects that magnify existing economic trends. A key concern is that the distortionary effects of taxation will become more severe and that tax bases will erode. As factors of production are becoming more fluid and mobile, multinational corporations have been able to shift their profits to low-tax jurisdictions, so called base erosion profit shifting (BEPS). To counter this possibility, a number of governments in 2019 began to unilaterally impose taxes aimed specifically at digital firms. Unless a broad agreement can be reached within the nexus of the more than 130 countries in the OECD/BEPS framework, the existing multinational rule-based order for corporate tax could begin to crumble. On the domestic front, the tax challenges for labour income are, if possible, even more extensive. Although the labour market changes are slower, their key role in public finances imply that even minor reductions result in significant funding challenges. To ensure we get money for somethin’, we conclude that a new comprehensive tax reform is urgent.
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| 7. |
- Blix, Mårten
(författare)
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Rational Expectations and Regime Shifts in Macroeconometrics
- 1997
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of three papers. The first two papers explore implications of rational expectations when there is stochastic regime-switching; the third is an independent paper where underlying inflation is defined using rational expectations.Rational Expectations in a VAR with Markov Switching examines how a well known class of rational expectations hypotheses using linear vector-autoregressions (VAR:s) can be extended to allow for unobservable Markov switching between discrete states. This statistical model differs from those commonly used in the literature: the model here is easier to estimate and has the appeal that the state dependence is symmetric. The contribution of the paper is to derive simple expressions for the VAR forecasts under Markov switching; these forecasts are then used to find testable restrictions implied by rational expectations, which are linear when the forecast horizon is infinite. As an illustration, I examine a test of the expectations hypothesis (EH) on the short end of the maturity spectrum - three and six month US bills - and find that a non-rejection of the hypothesis in a previous paper, also with regime shifts, may be fragile.Term Premia Under Switching Regimes uses the methods discussed in the first paper to identify a conditional term premium over the long end of the maturity spectrum for US and Swedish data. Traditional tests of the EH using linear VAR:s have treated the premium as a constant, unexplained deviation from expectations. I use a well known present value model, but introduce a more flexible specification: the premium is assumed to depend on the current state only, thus allowing for different premia across states. Despite using a more flexible model, the EH hypothesis is still statistically rejected; the rejection is not sensitive to small changes in the specification, but the premium is highly sensitive to small changes in the discount factor. Nevertheless, the EH performs well in terms of goodness of fit.Underlying Inflation - A Common Trends Approach uses economic theory based restrictions on a VAR with output and prices to compute underlying inflation. For policy purposes, headline inflation has some undesirable properties, such as being affected by changes in taxes, lack of smoothness, but most importantly, is not consistent with nominal shocks being (exactly) output neutral in the long run. I use an identification scheme proposed in the literature to define underlying inflation as the component of changes in nominal prices which have only transient effect on output, but use a new method to implement the restrictions, which may be simpler to use and interpret. I use this method to calculate core inflation for Canada, Germany, Italy, Japan, Sweden, the UK, and the US.
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| 8. |
- Blix, Mårten
(författare)
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Rational Expectations in a VAR with Markov Switching
- 1997
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- This paper shows how a well known class of rational expectations hypothesis using linear vector autoregressions (VAR:s) can be extended to allow for unobservable Markov switching. The regime shift model used falls into the general framework of Hamilton (1990), but differs to the centered model actually implemented by Hamilton and others. The model here has the advantage that it is easier to estimate, and the intuitive appeal that the state dependence is symmetric. THe contribution of the paper is to derive testable restrictions implied by rational expectations, which are linear when the forecast horizon is infinite. The restrictions on the autoregressive parameters are the same as those that appear in the centered model. As an illustration, we duplicate a test of the expectations hypothesis (EH) in Sola & Driffill (1994) on 3 and 6 month US bills on quarterly data, and find that their results may be fragile.
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