Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts.

Autor: Hajdini, Ina1 ina.hajdini@clev.frb.org, Kurmann, André2 kurmann.andre@drexel.edu
Zdroj: Working Paper Series (Federal Reserve Bank of Cleveland). 4/11/2024, Issue 24-08, preceding p1-62. 63p.
Databáze: Business Source Ultimate