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The predictive power of the term spread revisited : a change in the sign of the predictive relationship
Gómez Biscarri, Javier, (2009)
Changes in the informational content of term spreads : is monetary policy becoming less effective?
Gómez Biscarri, Javier, (2008)
A residual-based ADF test for stationary cointegration in I(2) settings
Gomez-Biscarri, Javier, (2015)