Browsing Arbeidsnotater / Working Papers by Author "Hammersland, Roger"
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Large T and Small N: A Three-Step Approach to the Identification of Cointegrating Relationships in Time Series Models with a Small Cross-Sectional Dimension
Hammersland, Roger (Working Papers;15/2004, Working paper, 2004)This paper addresses cointegration in small cross-sectional panel data models. In addition to dealing with cointegrating relationships within the cross-sectional dimension, the paper explicitly addresses the issue of ... -
The Degree of Independence in European Goods Markets: An I(2) Analysis of German and Norwegian Trade Data
Hammersland, Roger (Working Papers;19/2004, Working paper, 2004)It is almost common knowledge that foreign trade in Europe is characterized by an acceptance of prices set by the world market. Coupled with a constant profit share in domestic sectors this makes European exports vulnerable ... -
Who Was in the Driving Seat in Europe During the Nineties, International Financial Markets or the BUBA?
Hammersland, Roger (Working Papers;20/2004, Working paper, 2004)The purpose of this paper is to reexamine empirically the relationship between long-term interest rates in well integrated financial markets. The analysis focuses on long-term interest rates in the US and Germany and has ...