Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts
Year: 2022
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.4124427
Authors: Ina Hajdini, Andre Kurmann
Institutions: Federal Reserve Bank of Cleveland, Drexel University
Language: English
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4293211386