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

Keyphrases

• Hypothesis Testing 100%
• I(2) 100%
• Long Swings 100%
• Nominal Exchange Rate 66%
• Deterministic Component 33%
• Data Analyzing 33%
• Relative Prices 33%
• Germany 33%
• Test of Overidentifying Restrictions 33%
• Foreign Exchange Market 33%
• Stochastic Trend 33%
• Model Specification 33%
• Short-term Interest Rate 33%
• Asymptotic Variance 33%
• Floating Exchange Rate 33%
• Long-term Interest Rates 33%
• Inflation Rate 33%
• Empirical Regularity 33%
• US Inflation 33%

Mathematics

• Model Specification 100%
• Statistical Hypothesis Testing 100%
• Asymptotic Variance 100%
• Inflation Rate 100%
• Stochastics 100%

Economics, Econometrics and Finance

• Relative Cost 33%
• Foreign Exchange Market 33%