provided by Research Papers in Economics
Discussion Papers
Department of Economics
University of Copenhagen
No. 07-34
Testing Hypotheses in an I(2) Model with Applications to
the Persistent Long Swings in the Dmk/$ Rate
S0ren Johansen, Katarina Juselius,
Roman Frydman, Michael Goldberg
Studiestræde 6, DK-1455 Copenhagen K., Denmark
Tel.: +45 35 32 30 82 - Fax: +45 35 32 30 00
http://www.econ.ku.dk
ISSN: 1601-2461 (online)