• Linkages among interest rates in the United States, Germany and Norway 

      Bremnes, Helge; Gjerde, Øystein; Sættem, Frode (Report, Research report, 2000-10)
      The Johansen multivariate cointegration methodology is utilized to analyze relationships among short-term and long-term interest rates in the United States, Germany and Norway. A variance decomposition approach is applied ...