HAS NONLINEARITY RESOLVED THE A NOMALY OF UNIT ROOT BEHAVIOUR IN FORWARD DISCOUNT ? NEW EMPIRICAL EVIDENCE
Year of publication: |
2015
|
---|---|
Authors: | SHAHRIN, Aidil Rizal |
Published in: |
Journal for Economic Forecasting. - Institutul de Prognoza Economica. - 2015, 1, p. 70-80
|
Publisher: |
Institutul de Prognoza Economica |
Subject: | forward discount | threshold autoregression (TAR) | forward bias puzzle | efficiency |
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