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Volumn 158, Issue 1, 2010, Pages 117-129

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

Author keywords

Cointegrated VAR; Long swings puzzle; PPP; Test of overidentification

Indexed keywords

DETERMINISTIC COMPONENT; EMPIRICAL REGULARITIES; EXCHANGE RATES; INTEREST RATES; LIKELIHOOD RATIO TESTS; NEW RESULTS; PIECEWISE LINEAR; TESTING HYPOTHESIS;

EID: 77955423799     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.03.018     Document Type: Conference Paper
Times cited : (47)

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