Open AccessCan Long-Horizon Forecasts Beat the Random Walk Under the Engel-West Explanation?
Author(s) -
Charles Engel,
Jian Wang,
Jason Wu
Publication year - 2009
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - English
DOI - 10.24149/gwp36
Subject(s) - unobservable , econometrics , economics , random walk , stochastic discount factor , horizon , capital asset pricing model , time horizon , predictive power , mathematics , statistics , finance , philosophy , geometry , epistemology
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