Browsing Finance & Economics by Subject "Panel regressions and ADF"
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Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies
( Elsevier , 2016 , Article)This study performs unbiasedness and efficiency tests of three-month and twelve-month ahead interest rate forecasts of one short-term and one long-term security of 10 developed and 20 emerging economies by exploiting a new ...