The Commodity Currency Puzzle (joint paper with Hilde C. Bjørnland), The Icfai Journal of Monetary Economics, 2008, VI(2):7-30.

The Importance of Interest Rates for Forecasting the Exchange Rates (joint paper with Hilde C. Bjørnland), Journal of Forecasting, 25:209-221.

A Demand System for Input Factors when there are Technological Changes in Production, Discussion Papers 556, Statistics Norway. [Data & batch]

Trends and Breaks in Cointegrated VAR Models Ph.D. Thesis, University of Oslo.

The Commodety Currency Puzzle (joint paper with Hilde C. Bjørnland), Discussion Papers 423, Statistics Norway. [Data & batch, same as DP326 (2003)]

Identifying Structural Breaks in Cointegrated VAR Models, Discussion Papers 422, Statistics Norway. [Data & batch, see GRaM]

The Importance of Interest Rates for Forecasting the Exchange Rates (joint paper with Hilde C. Bjørnland), Discussion Papers 340, Statistics Norway. [Data & batch]

Fundamental Determinants of the long run Real Exchange Rate: The case of Norway (joint work with Hilde C. Bjørnland), Discussion Papers 326, Statistics Norway. [Data & batch]

Private Investments in Norway and the User Cost of Capital, Documents 2002/13, Statistics Norway.

Causality in Macroeconomics: Identifying Causal Relationships from Policy Instruments to Target Variables, Documents 2002/14, Statistics Norway.

Restricting Growth Rates in Cointegrated VAR Models, revised version of Discussion Papers 309, Statistics Norway. [Ox-code & data]

GRaM is an Ox program for estimating Growth Rates and cointegrating Mean levels in cointegrated vector- autoregressive models. More information and download site.