Regime-Specific Predictability in Predictive Regressions

DOI10.1080/07350015.2011.652053MaRDI QIDQ6666864zbMATH OpenFDO

Authors Jesús Gonzalo, Jean-Yves Pitarakis

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2011.652053

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Statistical methods; economic indices and measures (91B82) Statistical methods; risk measures (91G70)

Cited in

(1)

• Regime-specific exchange rate predictability

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