Akram, Qaisar Farooq; Eitrheim, Øyvind; Sarno, Lucio - In: Nonlinear time series analysis of business cycles, (pp. 333-377). 2006
We characterise the behaviour of Norwegian output, the real exchange rate and real money balances over a period of almost two centuries. The empirical analysis is based on a new annual data set that has recently been compiled and covers the period 1830{2003. We apply multivariate linear and...
