Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

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)

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