Título:

Transformed Regression-Based Long-Horizon Predictability Tests

Autores:

Matei Demetrescu (Technische Universitat Dortmund)
Paulo M. M. Rodrigues (U Nova)
A M Robert Taylor (U Essex)

Revista:

Journal of Econometrics

Ano:

2023

Volume:

237

Número:

2

Códigos JEL:

E31 - Price Level; Inflation; Deflation
F31 - Foreign Exchange
O31 - Innovation and Invention: Processes and Incentives