Near Unit Roots

Publications

• Lanne, M. (2002). Testing the Predictability of Stock Returns, Review of Economics and Statistics 84, 407 – 415.
• Lanne, M. (2001). Near Unit Root and the Relationship between Inflation and Interest Rates: A Reexamination of the Fisher Effect, Empirical Economics 26, 357 – 366.
• Lanne, M. (2000). Near Unit Roots, Cointegration and the Term Structure of Interest Rates, Journal of Applied Econometrics 15, 513 – 529.
• Lanne, M. (1999). Near Unit Roots and the Predictive Power of Yield Spreads for Changes in Long-Term Interest Rates, Review of Economics and Statistics 81, 393 – 398.