Browsing NHH Brage by Author "Bjugn, Stig Torje"

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Macroeconomic determinants of long-term government yields : a study of American and Norwegian yields using an ECM approach

Bjugn, Stig Torje; Wangen, Merethe (Master thesis, 2015)

This thesis examines the macroeconomic determinants of 10-year government bond yields in Norway and the US. We use Johansen cointegration testing and a VECM framework to identify long-run relationships between non-stationary ...