Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
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- Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Javier Ordoñez & Katarina Juselius, 2008.
"Wage, price and unemployment dynamics in the Spanish transition to EMU membership,"
Working Papers. Serie EC
2008-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Jusélius, Katarina & Ordóñez, Javier, 2008. "Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics Discussion Papers 2008-20, Kiel Institute for the World Economy (IfW).
- Frydman Roman & Goldberg Michael D., 2008. "Macroeconomic Theory for a World of Imperfect Knowledge," Capitalism and Society, De Gruyter, vol. 3(3), pages 1-78, December.
More about this item
KeywordsPPP puzzle; Forward premium puzzle; cointegrated VAR; likelihood inference;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-06-27 (All new papers)
- NEP-CBA-2008-06-27 (Central Banking)
- NEP-ETS-2008-06-27 (Econometric Time Series)
- NEP-IFN-2008-06-27 (International Finance)
- NEP-OPM-2008-06-27 (Open Economy Macroeconomics)
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