Blar i Arbeidsnotater / Working Papers på emneord "transmission mechanism"
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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
(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 ... -
Who Was in the Driving Seat in Europe During the Nineties, International Financial Markets or the BUBA?
(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 ...