Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Søren Johansen; Katarina Juselius; Roman Frydman; Michael Goldberg
| Year of publication: |
18 Dec. 2007
|
|---|---|
| Authors: | Johansen, Søren ; Jusélius, Katarina ; Frydman, Roman ; Goldberg, Michael D. |
| Publisher: |
Copenhagen : Centre for Industrial Economics, Institute of Economics, University of Copenhagen |
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity | Makroökonomik | Macroeconomics | Offene Volkswirtschaft | Open economy | Deutschland | Germany | USA | United States |
| Extent: | Online-Ressource, 33 S. = 320 KB, Text graph. Darst. |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen : [Verlag nicht ermittelbar], ZDB-ID 2595081-2. - Vol. 07,34 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003603881