Blar i Statistisk sentralbyrås publikasjonsserier / Published by Statistics Norway på emneord "Johansen procedure"
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Import price formation and pricing to market: A test on Norwegian data
(Discussion Papers;No. 157, Working paper, 1995)This paper investigates the determinants of Norwegian import prices of manufactures over the period 1970(1) - 1991(4). Multivariate cointegration analysis establishes a long-run relationship between import prices, foreign ... -
Modelling the demand for imports and domestic output
(Discussion Papers;No. 243, Working paper, 1999)The paper models domestic output over imports in Norway’s expenditure on manufactures. Using Johansen’s (1988, 1991) method, we obtain a cointegrating vector between the output-imports ratio, relative prices and a proxy ...