Testing hypotheses in an model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate-Reference-Cited by-同舟云学术

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Testing hypotheses in an model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

Published:2010-09 Issue:1 Volume:158 Page:117-129
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Johansen Søren,Juselius Katarina,Frydman Roman,Goldberg Michael

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference39 articles.

1. Testing the purchasing power parity through I(2) cointegration techniques;Bacchiocchi;Journal of Applied Econometrics,2005

2. Mixed normality and ancillarity in I(2) systems;Boswijk;Econometric Theory,2000

3. Boswijk, H.P., 2009. Mixed normal inference on multicointegration. UvA-Econometrics Discussion Paper 2009/08.

4. Expectations and exchange rate dynamics;Dornbusch;Journal of Political Economy,1976

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